# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001410368-26-031831
**Filing Date:** 2026-3
**Character Count:** 5059484
**Document Hash:** 4db21b3546f1d1d0e81ec574a6fce311
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031831.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031831

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 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:** 26796172

**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

January 31, 2026

2026 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)

January 31, 2026

**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** |
| **China — 0.3%** | **China — 0.3%** |  |
| Busy Ming Group Co. Ltd., Class H<sup>(a)</sup> | 228100 | &nbsp;&nbsp; $12000499 |
| Eastroc Beverage Group Co. Ltd., Class H<sup>(b)</sup> | 301700 | &nbsp;&nbsp; 9577655 |
| Fibocom Wireless, Inc., Class H<sup>(a)</sup> | 506800 | &nbsp;&nbsp; 982837 |
| Sany Heavy Industry Co. Ltd. | 2255200 | &nbsp;&nbsp; 6873896 |
|  |  | &nbsp;&nbsp; 29434887 |
| **Hong Kong — 0.5%** | **Hong Kong — 0.5%** |  |
| Zijin Gold International Co. Ltd.<sup>(a)</sup> | 1500400 | &nbsp;&nbsp; 41567132 |
| **Japan**<sup>(a)</sup> **— 0.3%** | **Japan**<sup>(a)</sup> **— 0.3%** |  |
| SBI Shinsei Bank Ltd. | 2065200 | &nbsp;&nbsp; 24707404 |
| Tekscend Photomask Corp. | 42800 | &nbsp;&nbsp; 838253 |
|  |  | &nbsp;&nbsp; 25545657 |
| **United Arab Emirates — 0.0%** | **United Arab Emirates — 0.0%** |  |
| Softcare Ltd.<sup>(a)</sup> | 551400 | &nbsp;&nbsp; 2298176 |
| **United States — 1.1%** | **United States — 1.1%** |  |
| Beta Technologies, Inc., Class A<sup>(a)</sup> | 243966 | &nbsp;&nbsp; 5245269 |
| Billiontoone, Inc., Class A<sup>(a)</sup> | 260 | &nbsp;&nbsp; 21453 |
| Citigroup, Inc. | 255000 | &nbsp;&nbsp; 29506050 |
| EquipmentShare.com, Inc.<sup>(a)</sup> | 203736 | &nbsp;&nbsp; 6336190 |
| Medline, Inc., Class A<sup>(a)</sup> | 437252 | &nbsp;&nbsp; 19326538 |
| Navan, Inc., Class A<sup>(a)</sup> | 110375 | &nbsp;&nbsp; 1267105 |
| Netflix, Inc.<sup>(a)</sup> | 270000 | &nbsp;&nbsp; 22542300 |
| Palantir Technologies, Inc., Class A<sup>(a)</sup> | 4 | &nbsp;&nbsp; 586 |
| Procter & Gamble Co. | 74000 | &nbsp;&nbsp; 11230980 |
| Wealthfront Corp.<sup>(a)</sup> | 355684 | &nbsp;&nbsp; 3087337 |
|  |  | &nbsp;&nbsp; 98563808 |
| **Total Common Stocks — 2.2%** <br>**(Cost: $129,102,708)** | **Total Common Stocks — 2.2%** <br>**(Cost: $129,102,708)** | &nbsp;&nbsp; 197409660 |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Preferred Stocks — 0.0%**<sup>(b)</sup> | **Preferred Stocks — 0.0%**<sup>(b)</sup> | **Preferred Stocks — 0.0%**<sup>(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; 1236835 |
|  |  | &nbsp;&nbsp; 1236843 |
| **Total Preferred Securities — 0.0%** <br>**(Cost: $3,250,010)** | **Total Preferred Securities — 0.0%** <br>**(Cost: $3,250,010)** | &nbsp;&nbsp; 1236843 |

---

&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>(d)(e)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. U.S. Treasury money market yield + 0.10%), <br> 3.71%, 01/31/27<br>| 87885 | &nbsp;&nbsp; $87917575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. U.S. Treasury money market yield + 0.16%), <br> 3.77%, 04/30/27<br>| 182520 | &nbsp;&nbsp; 182748813 |
| **Total U.S. Treasury Obligations — 3.0%** <br>**(Cost: $270,405,183)** | **Total U.S. Treasury Obligations — 3.0%** <br>**(Cost: $270,405,183)** | &nbsp;&nbsp; 270666388 |
| **Total Long-Term Investments — 5.2%** <br>**(Cost: $402,757,901)** | **Total Long-Term Investments — 5.2%** <br>**(Cost: $402,757,901)** | &nbsp;&nbsp; 469312891 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 1.1%** | **Money Market Funds — 1.1%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity Funds, T-Fund, Institutional <br> Shares, 3.57%<sup>(f)(g)</sup><br>| 98720287 | &nbsp;&nbsp; 98720287 |

---

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

---

| | | |
|:---|:---|:---|
|  | *Par* <br>*(000)*<br>|  |
| **U.S. Treasury Obligations — 94.5%** | **U.S. Treasury Obligations — 94.5%** |  |
| U.S. Treasury Bills<sup>(h)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.86%, 02/03/26 - 02/19/26 | $885729 | &nbsp;&nbsp; 884816865 |
| &nbsp;&nbsp;&nbsp; 4.12%, 02/05/26 | 757254 | &nbsp;&nbsp; 757027331 |
| &nbsp;&nbsp;&nbsp; 3.83%, 02/10/26 - 05/21/26 | 750091 | &nbsp;&nbsp; 748035458 |
| &nbsp;&nbsp;&nbsp; 4.01%, 02/12/26 | 698156 | &nbsp;&nbsp; 697459199 |
| &nbsp;&nbsp;&nbsp; 3.66%, 02/17/26 | 625812 | &nbsp;&nbsp; 624869370 |
| &nbsp;&nbsp;&nbsp; 4.03%, 02/26/26 | 300000 | &nbsp;&nbsp; 299276334 |
| &nbsp;&nbsp;&nbsp; 3.64%, 03/03/26 - 04/28/26 | 662700 | &nbsp;&nbsp; 660217743 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/05/26 | 467405 | &nbsp;&nbsp; 465954334 |
| &nbsp;&nbsp;&nbsp; 3.87%, 03/10/26 - 03/17/26 | 702978 | &nbsp;&nbsp; 699958249 |
| &nbsp;&nbsp;&nbsp; 3.72%, 03/12/26 | 393000 | &nbsp;&nbsp; 391492082 |
| &nbsp;&nbsp;&nbsp; 3.81%, 03/19/26 - 04/16/26 | 151238 | &nbsp;&nbsp; 150469832 |
| &nbsp;&nbsp;&nbsp; 3.84%, 03/24/26 - 04/02/26 | 695050 | &nbsp;&nbsp; 691264093 |
| &nbsp;&nbsp;&nbsp; 3.71%, 04/07/26 | 42000 | &nbsp;&nbsp; 41731340 |
| &nbsp;&nbsp;&nbsp; 3.82%, 04/09/26 - 09/03/26 | 234474 | &nbsp;&nbsp; 231444127 |
| &nbsp;&nbsp;&nbsp; 3.78%, 04/23/26 | 106665 | &nbsp;&nbsp; 105818021 |
| &nbsp;&nbsp;&nbsp; 3.76%, 04/30/26 | 119328 | &nbsp;&nbsp; 118295566 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/05/26 - 06/25/26 | 147820 | &nbsp;&nbsp; 145836702 |
| &nbsp;&nbsp;&nbsp; 4.11%, 05/14/26 | 36148 | &nbsp;&nbsp; 35786015 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/19/26 | 28720 | &nbsp;&nbsp; 28417259 |
| &nbsp;&nbsp;&nbsp; 3.79%, 05/28/26 | 104988 | &nbsp;&nbsp; 103792377 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/04/26 | 143406 | &nbsp;&nbsp; 141679531 |
| &nbsp;&nbsp;&nbsp; 4.04%, 06/11/26 | 49395 | &nbsp;&nbsp; 48770687 |
| &nbsp;&nbsp;&nbsp; 3.61%, 06/18/26 - 07/02/26 | 37948 | &nbsp;&nbsp; 37432016 |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/09/26 | 35600 | &nbsp;&nbsp; 35051948 |
| &nbsp;&nbsp;&nbsp; 3.92%, 08/06/26 | 5054 | &nbsp;&nbsp; 4962670 |
| &nbsp;&nbsp;&nbsp; 3.52%, 12/24/26 | 105930 | &nbsp;&nbsp; 102693264 |
| &nbsp;&nbsp;&nbsp; 3.53%, 01/21/27 | 124291 | &nbsp;&nbsp; 120211178 |
| U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/28/26 | 2400 | &nbsp;&nbsp; 2394423 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/28/26 - 06/30/26<sup>(d)</sup> | 10600 | &nbsp;&nbsp; 10631230 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/15/26 | 5800 | &nbsp;&nbsp; 5766877 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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 Notes (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/26 - 12/31/26<sup>(d)</sup> | 26090 | &nbsp;&nbsp; $26229805 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/27<sup>(d)</sup> | 7100 | &nbsp;&nbsp; 7129066 |
|  |  | &nbsp;&nbsp; 8424914992 |
| **Total Short-Term Securities — 95.6%** <br>**(Cost: $8,521,675,344)** | **Total Short-Term Securities — 95.6%** <br>**(Cost: $8,521,675,344)** | &nbsp;&nbsp; 8523635279 |
| **Options Purchased — 0.1%** <br>**(Cost: $7,492,496)** | **Options Purchased — 0.1%** <br>**(Cost: $7,492,496)** | &nbsp;&nbsp; 7295707 |
| **Total Investments Before Options Written — 100.9%** <br>**(Cost: $8,931,925,741)** | **Total Investments Before Options Written — 100.9%** <br>**(Cost: $8,931,925,741)** | &nbsp;&nbsp; 9000243877 |
| **Options Written — (0.0)%** <br>**(Premiums Received: $(1668873))** | **Options Written — (0.0)%** <br>**(Premiums Received: $(1668873))** | &nbsp;&nbsp; (1240203)<br>|
| **Total Investments, Net of Options Written — 100.9%** <br>**(Cost: $8,930,256,868)** | **Total Investments, Net of Options Written — 100.9%** <br>**(Cost: $8,930,256,868)** | &nbsp;&nbsp; 8999003674 |
| **Liabilities in Excess of Other Assets — (0.9)%** | **Liabilities in Excess of Other Assets — (0.9)%** | &nbsp;&nbsp; (82732934)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $8916270740 |

---

&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 $1,236,835, 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.

**Affiliates**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*04/30/25*<br>| *Proceeds* <br>*from Sales*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Income* | *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| BlackRock Liquidity Funds, T-Fund, Institutional Shares | $14564679<br> $84155608 <br><sup>(a)</sup><br>| &nbsp;&nbsp; $— | $— | $— | $98720287 | 98720287 | $1267936 | $— |

---

&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; NSE IFSC Nifty 50 Index | &nbsp;&nbsp; 356 | &nbsp;&nbsp;&nbsp;&nbsp; 02/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; $18106 | &nbsp;&nbsp;&nbsp;&nbsp; $126303 |
| &nbsp;&nbsp;&nbsp; FTSE China A50 Index | &nbsp;&nbsp; 1585 | &nbsp;&nbsp;&nbsp;&nbsp; 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 23654 | &nbsp;&nbsp;&nbsp;&nbsp; 15389 |
| &nbsp;&nbsp;&nbsp; MSCI Singapore Index | &nbsp;&nbsp; 604 | &nbsp;&nbsp;&nbsp;&nbsp; 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 21838 | &nbsp;&nbsp;&nbsp;&nbsp; (23832)<br>|
| &nbsp;&nbsp;&nbsp; TOPIX Index | &nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp; 03/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9942 | &nbsp;&nbsp;&nbsp;&nbsp; 115011 |
| &nbsp;&nbsp;&nbsp; S&P/TSE 60 Index | &nbsp;&nbsp; 196 | &nbsp;&nbsp;&nbsp;&nbsp; 03/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 53337 | &nbsp;&nbsp;&nbsp;&nbsp; (538200)<br>|
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | &nbsp;&nbsp; 4383 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 489869 | &nbsp;&nbsp;&nbsp;&nbsp; (5669074)<br>|
| &nbsp;&nbsp;&nbsp; E-mini Russell 2000 Index | &nbsp;&nbsp; 228 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 29920 | &nbsp;&nbsp;&nbsp;&nbsp; 587434 |
| &nbsp;&nbsp;&nbsp; FTSE 100 Index | &nbsp;&nbsp; 369 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 51585 | &nbsp;&nbsp;&nbsp;&nbsp; 1958781 |
| &nbsp;&nbsp;&nbsp; FTSE/MIB Index | &nbsp;&nbsp; 186 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50330 | &nbsp;&nbsp;&nbsp;&nbsp; 1010887 |
| &nbsp;&nbsp;&nbsp; MSCI Hong Kong Index | &nbsp;&nbsp; 166 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14011 | &nbsp;&nbsp;&nbsp;&nbsp; 1103900 |
| &nbsp;&nbsp;&nbsp; S&P 500 E-Mini Index | &nbsp;&nbsp; 748 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 260519 | &nbsp;&nbsp;&nbsp;&nbsp; (717386)<br>|
| &nbsp;&nbsp;&nbsp; S&P 500 Annual Dividend Index | &nbsp;&nbsp; 2647 | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 54164 | &nbsp;&nbsp;&nbsp;&nbsp; 1019104 |
| &nbsp;&nbsp;&nbsp; S&P 500 Annual Dividend Index | &nbsp;&nbsp; 807 | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 16554 | &nbsp;&nbsp;&nbsp;&nbsp; 616862 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (394821)<br>|
| Short Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; CBOE Volatility Index | &nbsp;&nbsp; 2913 | &nbsp;&nbsp;&nbsp;&nbsp; 02/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 55478 | &nbsp;&nbsp;&nbsp;&nbsp; (2486369)<br>|
| &nbsp;&nbsp;&nbsp; CAC 40 Index | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 02/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2509 | &nbsp;&nbsp;&nbsp;&nbsp; (21171)<br>|
| &nbsp;&nbsp;&nbsp; IBEX 35 Index | &nbsp;&nbsp; 86 | &nbsp;&nbsp;&nbsp;&nbsp; 02/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 18214 | &nbsp;&nbsp;&nbsp;&nbsp; (98164)<br>|
| &nbsp;&nbsp;&nbsp; OMX Stockholm 30 Index | &nbsp;&nbsp; 2507 | &nbsp;&nbsp;&nbsp;&nbsp; 02/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 85190 | &nbsp;&nbsp;&nbsp;&nbsp; (965966)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Global Equity Market Neutral Fund** 

**Futures Contracts (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| *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>|
| Short Contracts (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10-Year Japanese Government Treasury Bonds | &nbsp;&nbsp; 289 | &nbsp;&nbsp;&nbsp;&nbsp; 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; $245770 | &nbsp;&nbsp;&nbsp;&nbsp; $3290212 |
| &nbsp;&nbsp;&nbsp; FTSE Taiwan Index | &nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp;&nbsp; 03/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1543 | &nbsp;&nbsp;&nbsp;&nbsp; 8762 |
| &nbsp;&nbsp;&nbsp; SPI 200 Index | &nbsp;&nbsp; 512 | &nbsp;&nbsp;&nbsp;&nbsp; 03/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 78678 | &nbsp;&nbsp;&nbsp;&nbsp; (1179105)<br>|
| &nbsp;&nbsp;&nbsp; DAX Index | &nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9460 | &nbsp;&nbsp;&nbsp;&nbsp; (50759)<br>|
| &nbsp;&nbsp;&nbsp; Euro Stoxx 50 Index | &nbsp;&nbsp; 1451 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 102354 | &nbsp;&nbsp;&nbsp;&nbsp; 166464 |
| &nbsp;&nbsp;&nbsp; NASDAQ 100 E-Mini Index | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13348 | &nbsp;&nbsp;&nbsp;&nbsp; (108882)<br>|
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | &nbsp;&nbsp; 6940 | &nbsp;&nbsp;&nbsp;&nbsp; 03/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 755809 | &nbsp;&nbsp;&nbsp;&nbsp; 5097851 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3652873 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $3258052 |

---

**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>|
| SEK | 562793000 | EUR | 51591461 | JPMorgan Chase Bank N.A. | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2041110 |
| AUD | 3723000 | USD | 2471766 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120475 |
| AUD | 7741000 | USD | 5141335 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248550 |
| AUD | 12038000 | USD | 8102838 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278951 |
| AUD | 76981000 | USD | 51599897 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000241 |
| BRL | 5048000 | USD | 916709 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33077 |
| BRL | 46845000 | USD | 8289742 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524195 |
| BRL | 597245000 | USD | 108167165 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4205124 |
| CAD | 100731000 | USD | 73411070 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 704166 |
| CAD | 37437000 | USD | 27318999 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226167 |
| CAD | 73402000 | USD | 53029990 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977283 |
| CAD | 2321000 | USD | 1683012 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24719 |
| CAD | 38784000 | USD | 28104959 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431294 |
| CHF | 27224000 | EUR | 29451984 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397425 |
| CHF | 57547000 | EUR | 61924239 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1234836 |
| CHF | 5851000 | EUR | 6396052 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6771 |
| CLP | 42804581000 | USD | 47193584 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1777064 |
| CLP | 4947032000 | USD | 5612953 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46707 |
| CLP | 2956173000 | USD | 3241062 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140952 |
| CLP | 3577656000 | USD | 3972763 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120260 |
| CNH | 208597000 | USD | 30026778 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17409 |
| EUR | 19000 | USD | 22423 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
| EUR | 37000 | USD | 43565 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382 |
| EUR | 118000 | USD | 137884 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2271 |
| EUR | 990000 | USD | 1165740 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10135 |
| EUR | 32000 | USD | 37482 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 526 |
| EUR | 446000 | USD | 519385 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10352 |
| EUR | 21884000 | USD | 25695427 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297355 |
| EUR | 8650000 | USD | 10099669 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174392 |
| EUR | 18246000 | USD | 21505708 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166029 |
| EUR | 79408000 | USD | 92761456 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1555616 |
| EUR | 2361000 | USD | 2778433 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25851 |
| EUR | 186966000 | USD | 220200478 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1868906 |
| EUR | 1419000 | USD | 1660839 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24582 |
| EUR | 4654000 | USD | 5480942 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46859 |
| EUR | 1142000 | USD | 1327195 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29219 |
| GBP | 32148000 | USD | 43112014 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 875324 |
| GBP | 86707000 | USD | 117474190 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1164921 |
| GBP | 1378000 | USD | 1843200 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42284 |
| JPY | 809792000 | USD | 5153138 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98737 |
| JPY | 1281311000 | USD | 8153665 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156230 |
| JPY | 1912756000 | USD | 12318268 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86840 |
| JPY | 3210539000 | USD | 20676071 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145760 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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>|
| JPY | 258605000 | USD | 1654912 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $22261 |
| JPY | 2955013715 | USD | 19106944 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57687 |
| JPY | 204414000 | USD | 1296065 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29654 |
| JPY | 2285491000 | USD | 14810989 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11478 |
| KRW | 2236865000 | USD | 1525704 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18478 |
| KRW | 10154169000 | USD | 6924698 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85061 |
| KRW | 31534344000 | USD | 21426704 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342497 |
| MXN | 111539000 | USD | 6227089 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130557 |
| MXN | 332375000 | USD | 18836859 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108286 |
| NOK | 34990000 | EUR | 2919740 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164580 |
| NOK | 176613000 | EUR | 14845246 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 702710 |
| NOK | 86742000 | EUR | 7395696 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220918 |
| NOK | 220220000 | EUR | 19084562 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194539 |
| NZD | 2870000 | USD | 1682232 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48550 |
| NZD | 72018000 | USD | 41762950 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1668199 |
| NZD | 33104000 | USD | 19216707 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 746980 |
| NZD | 44848000 | USD | 26115394 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 930625 |
| PLN | 183109000 | EUR | 43338280 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56497 |
| SEK | 11681000 | EUR | 1091276 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18052 |
| SEK | 103515000 | EUR | 9657540 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175608 |
| SEK | 11231000 | EUR | 1038347 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30290 |
| SEK | 15241000 | EUR | 1424120 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23249 |
| SEK | 19123000 | EUR | 1763508 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56900 |
| SGD | 6902000 | USD | 5421106 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20779 |
| TWD | 203671000 | USD | 6423939 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10277 |
| USD | 1333481 | BRL | 7005000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15482 |
| USD | 1998279 | CLP | 1713776000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37631 |
| USD | 10059626 | CNH | 69812000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4616 |
| USD | 7044688 | CNH | 48757000 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22227 |
| USD | 1124626 | EUR | 945000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2200 |
| USD | 100182054 | EUR | 83353000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1179298 |
| USD | 293468 | EUR | 245000 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2468 |
| USD | 15447953 | GBP | 11179000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151995 |
| USD | 4978175 | INR | 451462000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71440 |
| USD | 27786512 | INR | 2517650000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423320 |
| USD | 18523854 | JPY | 2843274000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83906 |
| USD | 27619036 | JPY | 4197452000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396617 |
| USD | 33418998 | KRW | 48210247000 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137871 |
| USD | 6889393 | MXN | 118764000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119927 |
| USD | 22559754 | SGD | 28338000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216647 |
| USD | 20999459 | THB | 652050000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216028 |
| USD | 12469232 | THB | 387338000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123228 |
| USD | 19574637 | THB | 607953000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196754 |
| USD | 21405924 | THB | 660544000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351756 |
| USD | 3757153 | TWD | 118909000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 671 |
| USD | 8486036 | TWD | 264525000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129366 |
| USD | 26041737 | TWD | 813622000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338420 |
| USD | 12568388 | ZAR | 199679000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246326 |
| ZAR | 249295000 | USD | 15193299 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190533 |
| ZAR | 1166572357 | USD | 68835848 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3152572 |
| ZAR | 136597000 | USD | 8096013 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 333299 |
| ZAR | 456894000 | USD | 27198014 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 996617 |
| ZAR | 692053643 | USD | 40889674 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1816506 |
| ZAR | 146409000 | USD | 8927765 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107039 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39278963 |
| EUR | 99118453 | CHF | 92277000 | HSBC Bank PLC | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2183567)<br>|
| AUD | 111033000 | USD | 77739477 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (429698)<br>|
| CAD | 14961000 | USD | 11046668 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38756)<br>|
| EUR | 2598529 | CHF | 2407000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41620)<br>|
| EUR | 14152854 | CHF | 13181000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (319350)<br>|
| EUR | 35898653 | CHF | 33289000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (622180)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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>|
| EUR | 55814629 | CHF | 51611000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(777381)<br>|
| EUR | 7577730 | NOK | 89345000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (274938)<br>|
| EUR | 10258704 | NOK | 120851000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (361420)<br>|
| EUR | 7024738 | PLN | 29757000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30746)<br>|
| EUR | 74533151 | PLN | 316230000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (468432)<br>|
| EUR | 2801695 | PLN | 11840000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4365)<br>|
| EUR | 6433557 | PLN | 27200000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13315)<br>|
| EUR | 26180363 | PLN | 111110000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173460)<br>|
| EUR | 28529069 | SEK | 309547000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (941370)<br>|
| EUR | 4646333 | SEK | 49633000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65468)<br>|
| EUR | 15447692 | SEK | 168643000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (625832)<br>|
| EUR | 15854802 | SEK | 167428000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5586)<br>|
| EUR | 28224711 | SEK | 303456000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (617580)<br>|
| EUR | 1190429 | SEK | 12862000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33157)<br>|
| EUR | 1215814 | SEK | 13144000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34733)<br>|
| EUR | 1230494 | SEK | 13167000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19884)<br>|
| EUR | 1684760 | SEK | 18054000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30161)<br>|
| EUR | 3254373 | SEK | 35405000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117993)<br>|
| EUR | 19000 | USD | 22611 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44)<br>|
| EUR | 200000 | USD | 240161 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2611)<br>|
| INR | 1243197000 | USD | 13512761 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1019)<br>|
| INR | 639842000 | USD | 6975579 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21428)<br>|
| INR | 3047212000 | USD | 33693263 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (574503)<br>|
| INR | 10524976000 | USD | 115064786 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (673612)<br>|
| JPY | 1075910000 | USD | 6993085 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15311)<br>|
| JPY | 205337000 | USD | 1350154 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18448)<br>|
| JPY | 705432000 | USD | 4589468 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14415)<br>|
| KRW | 20362420000 | USD | 14307490 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (250638)<br>|
| NZD | 12155000 | USD | 7339855 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9665)<br>|
| THB | 897098000 | USD | 28665857 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71771)<br>|
| THB | 180034000 | USD | 5746724 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8323)<br>|
| TWD | 136651000 | USD | 4320325 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3352)<br>|
| TWD | 223038000 | USD | 7063999 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17955)<br>|
| TWD | 80520000 | USD | 2559197 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15471)<br>|
| USD | 3153643 | AUD | 4751000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (154372)<br>|
| USD | 4849092 | AUD | 7181000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (150876)<br>|
| USD | 101464202 | AUD | 152561000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4760590)<br>|
| USD | 140138813 | AUD | 210685000 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6556412)<br>|
| USD | 52028754 | BRL | 283612000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1333149)<br>|
| USD | 75212260 | CAD | 103261000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (764484)<br>|
| USD | 8339218 | CAD | 11438000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76564)<br>|
| USD | 1348729 | CAD | 1869000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26432)<br>|
| USD | 3165327 | CAD | 4332000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22046)<br>|
| USD | 17339787 | CLP | 15340683000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (210745)<br>|
| USD | 12492726 | CLP | 11319284000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (457119)<br>|
| USD | 100866574 | CNH | 701059000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106826)<br>|
| USD | 2363 | EUR | 2000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12)<br>|
| USD | 120336 | EUR | 103000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2003)<br>|
| USD | 462516 | EUR | 392000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3083)<br>|
| USD | 73634228 | EUR | 62530000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (635953)<br>|
| USD | 14753842 | EUR | 12501000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (94256)<br>|
| USD | 175901 | EUR | 150000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2262)<br>|
| USD | 265470 | EUR | 225000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1774)<br>|
| USD | 1280088 | EUR | 1089000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13374)<br>|
| USD | 18561343 | EUR | 15770000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (169519)<br>|
| USD | 41439933 | EUR | 35208000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (378466)<br>|
| USD | 5837 | EUR | 5000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101)<br>|
| USD | 16519 | EUR | 14000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (110)<br>|
| USD | 129381 | EUR | 110000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1272)<br>|
| USD | 140671 | EUR | 120000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1859)<br>|
| USD | 235272 | EUR | 199000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1091)<br>|
| USD | 264485 | EUR | 225000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2760)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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 | 299639 | EUR | 254000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(2050)<br>|
| USD | 1043296 | EUR | 886000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9053)<br>|
| USD | 1128468 | EUR | 960000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11775)<br>|
| USD | 1283948 | EUR | 1086000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5951)<br>|
| USD | 1338370 | EUR | 1138000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13293)<br>|
| USD | 2778354 | EUR | 2379000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47310)<br>|
| USD | 69730 | EUR | 59000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (347)<br>|
| USD | 4892099 | EUR | 4150000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37075)<br>|
| USD | 8800798 | EUR | 7455000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53899)<br>|
| USD | 1896278 | GBP | 1416000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41200)<br>|
| USD | 6704607 | GBP | 5017000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (160034)<br>|
| USD | 4030673 | GBP | 3011000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89206)<br>|
| USD | 44578770 | GBP | 33167000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (802842)<br>|
| USD | 77978673 | GBP | 58332000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1835606)<br>|
| USD | 84147310 | GBP | 62590000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1493087)<br>|
| USD | 15789099 | INR | 1454176000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15678)<br>|
| USD | 2555916 | JPY | 402674000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55611)<br>|
| USD | 2964551 | JPY | 457406000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1938)<br>|
| USD | 4485616 | JPY | 702692000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71667)<br>|
| USD | 11162466 | JPY | 1767125000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (298157)<br>|
| USD | 13852331 | KRW | 20425400000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (247998)<br>|
| USD | 1758037 | KRW | 2583102000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25163)<br>|
| USD | 5860481 | MXN | 105777000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (168734)<br>|
| USD | 8799562 | MXN | 158660000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243948)<br>|
| USD | 20864286 | NZD | 35954000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (818120)<br>|
| USD | 9778035 | SGD | 12540000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109133)<br>|
| USD | 3901449 | SGD | 4988000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31342)<br>|
| USD | 33094844 | SGD | 42417000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (348857)<br>|
| USD | 9722890 | SGD | 12483000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119336)<br>|
| USD | 20901086 | SGD | 26800000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (229385)<br>|
| USD | 3159719 | SGD | 4047000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31140)<br>|
| USD | 8990452 | THB | 282293000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7350)<br>|
| USD | 17657686 | ZAR | 290199000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (250305)<br>|
| USD | 51370717 | ZAR | 843581000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (686117)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34219775)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5059188 |

---

**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; S&P 500 Index | &nbsp;&nbsp; 168 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | USD | 6850.00 | USD | 116576 | &nbsp;&nbsp;&nbsp;&nbsp; $3777381 |
| &nbsp;&nbsp;&nbsp; FTSE 100 Index | &nbsp;&nbsp; 748 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | GBP | 10300.00 | GBP | 76472 | &nbsp;&nbsp;&nbsp;&nbsp; 1850023 |
| &nbsp;&nbsp;&nbsp; Stoxx 600 Basic Resources PR Index | &nbsp;&nbsp; 929 | &nbsp;&nbsp;&nbsp;&nbsp; 06/19/26 | EUR | 800.00 | EUR | 34866 | &nbsp;&nbsp;&nbsp;&nbsp; 1668303 |
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $7295707 |

---

**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; S&P 500 Index | &nbsp;&nbsp; 168 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | USD | 7100.00 | USD | 116576 | &nbsp;&nbsp;&nbsp;&nbsp; $(1240203)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Global Equity Market Neutral Fund** 

**OTC Total Return Swaps — Future** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | &nbsp;&nbsp; *Fixed Amount Paid (Received)* <br>*by the Fund*<sup>(a)</sup>  | &nbsp;&nbsp; *Fixed Amount Paid (Received)* <br>*by the Fund*<sup>(a)</sup>  | *Counterparty* | *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>|
| &nbsp;&nbsp;&nbsp; BOVESPA Index Future <br> February 2026<br>| BRL | (173319841) | Citibank N.A. | 02/18/26 | BRL | 173320 | $(3304757) | $— | $(3304757) |
| &nbsp;&nbsp;&nbsp; BOVESPA Index Future <br> February 2026<br>| BRL | (63184718) | Citibank N.A. | 02/18/26 | BRL | 63185 | &nbsp;&nbsp; (1609236) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1609236) |
| &nbsp;&nbsp;&nbsp; Amsterdam Index Future <br> February 2026<br>| EUR | (5385960) | HSBC Bank PLC | 02/20/26 | EUR | 5386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26308) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26308) |
| &nbsp;&nbsp;&nbsp; Amsterdam Index Future <br> February 2026<br>| EUR | (32300875) | HSBC Bank PLC | 02/20/26 | EUR | 32301 | &nbsp;&nbsp;&nbsp;&nbsp; (175489) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (175489) |
| &nbsp;&nbsp;&nbsp; Amsterdam Index Future <br> February 2026<br>| EUR | (7539193) | HSBC Bank PLC | 02/20/26 | EUR | 7539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85680) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85680) |
| &nbsp;&nbsp;&nbsp; Amsterdam Index Future <br> February 2026<br>| EUR | (4872266) | HSBC Bank PLC | 02/20/26 | EUR | 4872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77067 |
| &nbsp;&nbsp;&nbsp; Taiwan Stock Exchange <br> Capitalization Weighted <br> Stock Index Future February <br> 2026<br>| TWD | (39291735) | Citibank N.A. | 02/23/26 | TWD | 39292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18727 |
| &nbsp;&nbsp;&nbsp; Korean Stock Price 200 Index <br> Future March 2026<br>| KRW | 38034362025 | Merrill Lynch International | 03/12/26 | KRW | 38034362 | &nbsp;&nbsp;&nbsp;&nbsp; 8549405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8549405 |
| &nbsp;&nbsp;&nbsp; Korean Stock Price 200 Index <br> Future March 2026<br>| KRW | 59251871425 | Merrill Lynch International | 03/12/26 | KRW | 59251871 | &nbsp;&nbsp;&nbsp;&nbsp; 3188657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3188657 |
| &nbsp;&nbsp;&nbsp; Swiss Market Index Future <br> March 2026<br>| CHF | 32261030 | HSBC Bank PLC | 03/20/26 | CHF | 32261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 759770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 759770 |
| &nbsp;&nbsp;&nbsp; Swiss Market Index Future <br> March 2026<br>| CHF | 14203020 | HSBC Bank PLC | 03/20/26 | CHF | 14203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249246 |
| &nbsp;&nbsp;&nbsp; Swiss Market Index Future <br> March 2026<br>| CHF | 1039458 | HSBC Bank PLC | 03/20/26 | CHF | 1039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9704 |
| &nbsp;&nbsp;&nbsp; Swiss Market Index Future <br> March 2026<br>| CHF | 4705765 | HSBC Bank PLC | 03/20/26 | CHF | 4706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7186 |
| &nbsp;&nbsp;&nbsp; Swiss Market Index Future <br> March 2026<br>| CHF | 10166919 | HSBC Bank PLC | 03/20/26 | CHF | 10167 | &nbsp;&nbsp;&nbsp;&nbsp; (116330) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116330) |
| &nbsp;&nbsp;&nbsp; Swiss Market Index Future <br> March 2026<br>| CHF | 4565698 | HSBC Bank PLC | 03/20/26 | CHF | 4566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19082 |
| &nbsp;&nbsp;&nbsp; Swiss Market Index Future <br> March 2026<br>| CHF | 2873230 | HSBC Bank PLC | 03/20/26 | CHF | 2873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7645 |
| &nbsp;&nbsp;&nbsp; WIG20 PLN 20 Index Future <br> March 2026<br>| PLN | (4871877) | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 03/20/26 | PLN | 4872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36319) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36319) |
| &nbsp;&nbsp;&nbsp; WIG20 PLN 20 Index Future <br> March 2026<br>| PLN | (5092763) | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 03/20/26 | PLN | 5093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6829 |
| &nbsp;&nbsp;&nbsp; Thai SET50 Index Future <br> March 2026<br>| THB | 902129168 | Merrill Lynch International | 03/30/26 | THB | 902129 | &nbsp;&nbsp;&nbsp;&nbsp; 1483906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1483906 |
| &nbsp;&nbsp;&nbsp; Thai SET50 Index Future <br> March 2026<br>| THB | 258867832 | Merrill Lynch International | 03/30/26 | THB | 258868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61348 |
| &nbsp;&nbsp;&nbsp; Nikkei Dividend XSIM Future <br> December 2026<br>| JPY | 7980000 | BNP Paribas SA | 03/31/26 | JPY | 7980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414 |
| &nbsp;&nbsp;&nbsp; Nikkei Dividend XSIM Future <br> December 2026<br>| JPY | 548080000 | BNP Paribas SA | 03/31/26 | JPY | 548080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7030) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7030) |
| &nbsp;&nbsp;&nbsp; Nikkei Dividend XSIM Future <br> December 2026<br>| JPY | 476130000 | BNP Paribas SA | 03/31/26 | JPY | 476130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9912) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9912) |
| &nbsp;&nbsp;&nbsp; Nikkei Dividend XSIM Future <br> December 2026<br>| JPY | 323200000 | BNP Paribas SA | 03/31/26 | JPY | 323200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9305) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9305) |
| &nbsp;&nbsp;&nbsp; Nikkei Dividend XSIM Future <br> December 2026<br>| JPY | 1262280000 | JPMorgan Chase Bank N.A. | 03/31/26 | JPY | 1262280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4058 |
| &nbsp;&nbsp;&nbsp; FTSE 100 Dividend Index <br> Future December 2026<br>| GBP | 5522347 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/17/26 | GBP | 5522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29361 |
| &nbsp;&nbsp;&nbsp; FTSE 100 Dividend Index <br> Future December 2026<br>| GBP | 2942563 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/17/26 | GBP | 2943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35267 |
| &nbsp;&nbsp;&nbsp; FTSE 100 Dividend Index <br> Future December 2026<br>| GBP | 2042653 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/17/26 | GBP | 2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33636 |
| &nbsp;&nbsp;&nbsp; FTSE 100 Dividend Index <br> Future December 2026<br>| GBP | 1600480 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/17/26 | GBP | 1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5561) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5561) |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Global Equity Market Neutral Fund** 

**OTC Total Return Swaps — Future (continued)**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | &nbsp;&nbsp; *Fixed Amount Paid* <br> *(Received)*<br> *by the Fund*<sup>(a)</sup> | &nbsp;&nbsp; *Fixed Amount Paid* <br> *(Received)*<br> *by the Fund*<sup>(a)</sup> | *Counterparty* | *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>|
| &nbsp;&nbsp;&nbsp; Euro Stoxx 50 Dividend Future <br> December 2026<br>| EUR | 6686394 | HSBC Bank PLC | 12/18/26 | EUR | 6686 | $363566 | $— | $363566 |
| &nbsp;&nbsp;&nbsp; Euro Stoxx 50 Dividend Future <br> December 2026<br>| EUR | 2999501 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/18/26 | EUR | 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163838 |
| &nbsp;&nbsp;&nbsp; Euro Stoxx 50 Dividend Future <br> December 2026<br>| EUR | 2416725 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/18/26 | EUR | 2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122642 |
| &nbsp;&nbsp;&nbsp; Euro Stoxx 50 Dividend Future <br> December 2026<br>| EUR | 1577513 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/18/26 | EUR | 1578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68877 |
| &nbsp;&nbsp;&nbsp; Nikkei Dividend XSIM Future <br> March 2027<br>| JPY | 23955000 | BNP Paribas SA | 03/31/27 | JPY | 23955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18416 |
| &nbsp;&nbsp;&nbsp; Nikkei Dividend XSIM Future <br> March 2027<br>| JPY | 533925000 | BNP Paribas SA | 03/31/27 | JPY | 533925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187258 |
| &nbsp;&nbsp;&nbsp; Nikkei Dividend XSIM Future <br> March 2027<br>| JPY | 423850000 | BNP Paribas SA | 03/31/27 | JPY | 423850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90237 |
| &nbsp;&nbsp;&nbsp; Nikkei Dividend XSIM Future <br> March 2027<br>| JPY | 279040000 | BNP Paribas SA | 03/31/27 | JPY | 279040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44456 |
| &nbsp;&nbsp;&nbsp; Nikkei Dividend XSIM Future <br> March 2027<br>| JPY | 1223040000 | JPMorgan Chase Bank N.A. | 03/31/27 | JPY | 1223040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 584163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 584163 |
| &nbsp;&nbsp;&nbsp; FTSE 100 Dividend Index <br> Future December 2027<br>| GBP | 5186475 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/16/27 | GBP | 5186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356312 |
| &nbsp;&nbsp;&nbsp; FTSE 100 Dividend Index <br> Future December 2027<br>| GBP | 2835746 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/16/27 | GBP | 2836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225596 |
| &nbsp;&nbsp;&nbsp; FTSE 100 Dividend Index <br> Future December 2027<br>| GBP | 1992658 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/16/27 | GBP | 1993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144382 |
| &nbsp;&nbsp;&nbsp; FTSE 100 Dividend Index <br> Future December 2027<br>| GBP | 1613464 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/16/27 | GBP | 1613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94337 |
| &nbsp;&nbsp;&nbsp; Euro Stoxx 50 Dividend Future <br> December 2027<br>| EUR | 6251724 | HSBC Bank PLC | 12/17/27 | EUR | 6252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 831328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 831328 |
| &nbsp;&nbsp;&nbsp; Euro Stoxx 50 Dividend Future <br> December 2027<br>| EUR | 2888606 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/17/27 | EUR | 2889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365567 |
| &nbsp;&nbsp;&nbsp; Euro Stoxx 50 Dividend Future <br> December 2027<br>| EUR | 2461608 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/17/27 | EUR | 2462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291883 |
| &nbsp;&nbsp;&nbsp; Euro Stoxx 50 Dividend Future <br> December 2027<br>| EUR | 1395979 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/17/27 | EUR | 1396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146878 |
|  |  |  |  |  |  |  | $13255117 | $— | $13255117 |

---

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

<sup>(a)</sup> At termination, the fixed amount paid (received) will be exchanged for the total return of the reference entity.

**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>|
| &nbsp;&nbsp;&nbsp; 1-day SOFR minus <br> 0.90%, 3.68%<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 | 02/26/26 | USD | 45890 | $(1931484)<br>| $— | $(1931484)<br>|
| &nbsp;&nbsp;&nbsp; 1-day SOFR minus <br> 0.90%, 3.68%<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 | 02/26/26 | USD | 39485 | (1661920)<br>|  | (1661920)<br>|
|  |  |  |  |  |  |  |  |  | $(3593404)<br>| $— | $(3593404)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Global Equity Market Neutral Fund** 

**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 | $2057162 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(265240)<br>|
| 1st Source Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1365645 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40946 |
| 1st Source Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3514553 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 105377 |
| 3i Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426629 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 8598 |
| 3i Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54072 | 01/20/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 90 |
| 3M Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1166776 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (34618)<br>|
| 3M Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 432577 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20117)<br>|
| 3M Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1467795 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35749)<br>|
| 3M Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8740196 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (619653)<br>|
| 4DMedical Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170371 | 01/03/31 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (47205)<br>|
| 4imprint Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7494772 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 225246 |
| 4imprint Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7496872 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (488728)<br>|
| 5N Plus, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110765 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 30551 |
| 77 Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1974082 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2472)<br>|
| 77 Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13422661 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (16805)<br>|
| 77 Bank Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1198746 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1501)<br>|
| A O Smith Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296453 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1622 |
| A10 Networks, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25270098 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44672)<br>|
| AAK AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600994 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 4031 |
| ABB Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18538595 | 01/19/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 2181497 |
| ABB Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15768478 | 04/18/28 | 0.15% | SSARON | Monthly  | &nbsp;&nbsp; 1230543 |
| &nbsp;&nbsp;&nbsp; ABB Ltd., Class N, Registered <br> Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21391854 | 03/22/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 1410260 |
| &nbsp;&nbsp;&nbsp; ABB Ltd., Class N, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58434303 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 6931660 |
| Abbott Laboratories | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2282503 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45460)<br>|
| Abbott Laboratories | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2964082 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53254 |
| Abbott Laboratories | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1764380 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20280)<br>|
| Abbott Laboratories | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3667116 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (226024)<br>|
| AbbVie, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1214431 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21268 |
| Abercrombie & Fitch Co., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10035565 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (931568)<br>|
| Aberdeen Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5990538 | 04/24/28 | 0.05% | 1D SONIA | Monthly  | &nbsp;&nbsp; (165421)<br>|
| Abivax SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4318849 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (249195)<br>|
| Abivax SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 880933 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (80158)<br>|
| Abivax SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4535270 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (282064)<br>|
| Abivax SA, ADR | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366635 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17735)<br>|
| ABM Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9604433 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (68352)<br>|
| ABN AMRO Bank NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175646 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (14)<br>|
| ABN AMRO Bank NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435212 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5878)<br>|
| ABN AMRO Bank NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 559730 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4746 |
| AcadeMedia AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3040224 | 12/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (179447)<br>|
| Academy Sports & Outdoors, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5678363 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (201127)<br>|
| Acadian Asset Management, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16730108 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1503571 |
| Accel Entertainment, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449141 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12733)<br>|
| Accel Entertainment, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950572 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10802)<br>|
| Accel Entertainment, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93295 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2645)<br>|
| Accel Entertainment, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265206 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (7519)<br>|
| Accel Entertainment, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157710 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4471)<br>|
| Accelerant Holdings, Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621762 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44778)<br>|
| Accelerant Holdings, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600605 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13607)<br>|
| Accelerant Holdings, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224879 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21605)<br>|
| Accelleron Industries AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7615823 | 12/08/27 | 0.15% | SSARON | Monthly  | &nbsp;&nbsp; 1120619 |
| Accelleron Industries AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20194740 | 12/08/27 | 0.16% | SSARON | Monthly  | &nbsp;&nbsp; 2942219 |
| Accenture PLC, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2398228 | 01/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5695)<br>|
| Acciona SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8279097 | 03/22/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (213093)<br>|
| Accor SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141836 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1315)<br>|
| Accor SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2250104 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (53814)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Accor SA | UBS AG | $195644 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $1161 |
| Acerinox SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173161 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (11988)<br>|
| Acerinox SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244673 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7430)<br>|
| Acerinox SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 658382 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (19215)<br>|
| ACI Worldwide, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282728 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (845)<br>|
| Acom Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3577549 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (84930)<br>|
| &nbsp;&nbsp;&nbsp; ACS Actividades de Construccion y <br> Servicios SA<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101443 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (18)<br>|
| &nbsp;&nbsp;&nbsp; ACS Actividades de Construccion y <br> Servicios SA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54107397 | 08/17/26 | 0.20% | 1D ESTR | Monthly  | &nbsp;&nbsp; (282981)<br>|
| &nbsp;&nbsp;&nbsp; ACS Actividades de Construccion y <br> Servicios SA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36878995 | 12/10/26 | 0.20% | 1D ESTR | Monthly  | &nbsp;&nbsp; (192877)<br>|
| &nbsp;&nbsp;&nbsp; ACS Actividades de Construccion y <br> Servicios SA<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11278601 | 04/18/28 | 0.15% | 1D ESTR | Monthly  | &nbsp;&nbsp; (58987)<br>|
| &nbsp;&nbsp;&nbsp; ACS Actividades de Construccion y <br> Servicios SA, (Expires 02/19/26)<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264765 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (910)<br>|
| &nbsp;&nbsp;&nbsp; ACS Actividades de Construccion y <br> Servicios SA, (Expires 02/19/26)<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235651 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (810)<br>|
| Activia Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5932921 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (71554)<br>|
| Acuity, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223855 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (3058)<br>|
| AddTech AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6790533 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (287418)<br>|
| AddTech AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5041156 | 08/17/26 | 0.25% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (444717)<br>|
| AddTech AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1244515 | 01/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (52676)<br>|
| Adidas AG, Class N | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1454743 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 12444 |
| Adient PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975237 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (108730)<br>|
| Adient PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7259562 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 156886 |
| Admiral Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13726569 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (301105)<br>|
| Admiral Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12560062 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1241536)<br>|
| Adobe, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36895689 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4983051)<br>|
| ADT, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2678206 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (390)<br>|
| ADT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2419300 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (49020)<br>|
| ADT, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 794441 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26865)<br>|
| ADT, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3216620 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (36668)<br>|
| Adtalem Global Education, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7081199 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (599072)<br>|
| ADTRAN Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7272926 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (499555)<br>|
| ADTRAN Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7170666 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 316711 |
| Advanced Energy Industries, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514204 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7825)<br>|
| Advanced Micro Devices, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1361820 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55544)<br>|
| Advanced Micro Devices, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9405771 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (630190)<br>|
| Advantest Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1596982 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 222270 |
| AECOM | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8366373 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (147451)<br>|
| AECOM | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9545682 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55620)<br>|
| AECOM | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8018113 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (202654)<br>|
| AECOM | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2122942 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (60112)<br>|
| AECOM | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4481752 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (111931)<br>|
| AECOM | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4510160 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (127706)<br>|
| Aedifica SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248989 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (577)<br>|
| Aedifica SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188180 | 01/13/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1937)<br>|
| Aedifica SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1897784 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4446 |
| Aedifica SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213209 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (637)<br>|
| Aena SME SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 782329 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 20136 |
| Aena SME SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593034 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 21563 |
| Aena SME SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497246 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 11601 |
| Aeon Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185243 | 03/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11537)<br>|
| Aercap Holdings NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26038846 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (56068)<br>|
| Aeroports de Paris SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273937 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1141 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Aeroports de Paris SA | UBS AG | $709042 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $5605 |
| AeroVironment, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3760714 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (995188)<br>|
| AeroVironment, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356264 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15237)<br>|
| AES Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2828214 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7528 |
| AES Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1947732 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5274 |
| Affirm Holdings, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2693366 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (238311)<br>|
| Affirm Holdings, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2810280 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (472329)<br>|
| Aflac, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 447347 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5662 |
| Aflac, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 833260 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20389 |
| Aflac, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3878659 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 47417 |
| Aflac, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57436 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 702 |
| AGC, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16376460 | 09/03/29 | 0.19% | 1D P TONA | Monthly  | &nbsp;&nbsp; 667409 |
| Ageas SA/NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21548634 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 337314 |
| Ageas SA/NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8940103 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10789 |
| AGF Management Ltd., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222729 | 02/16/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 12029 |
| Agilent Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36167 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28)<br>|
| AGL Energy Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 774634 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 10016 |
| AGNC Investment Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 844753 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (43686)<br>|
| AGNC Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4815154 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (107228)<br>|
| AGNC Investment Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2496665 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (101149)<br>|
| AGNC Investment Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2850207 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (144690)<br>|
| Agnico Eagle Mines Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76160 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3770)<br>|
| Agnico Eagle Mines Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7490090 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (903371)<br>|
| Agnico Eagle Mines Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316925 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22412)<br>|
| Agree Realty Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295911 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 160 |
| Agree Realty Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3244499 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 5995 |
| AIA Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47676617 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 4410460 |
| AIA Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26071863 | 01/11/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 2411851 |
| Aichi Steel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2020564 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (202534)<br>|
| Aichi Steel Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244362 | 01/06/31 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21339)<br>|
| Air Canada | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21982895 | 08/17/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (1023547)<br>|
| Air Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5818827 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (176688)<br>|
| Air Liquide SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16782624 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 83336 |
| Air Liquide SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10538367 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (36702)<br>|
| Air Liquide SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8876720 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 44078 |
| Air Water, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8037215 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 202062 |
| Airbnb, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15125689 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (500798)<br>|
| Airtel Africa PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1425176 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (153783)<br>|
| Airtel Africa PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10868297 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1301974)<br>|
| Airtel Africa PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1709321 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (163677)<br>|
| Airtel Africa PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1881114 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (205328)<br>|
| Airtel Africa PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3174577 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (346832)<br>|
| Aisin Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 645442 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1290 |
| AJ Bell PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5099626 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (21332)<br>|
| AJ Bell PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2134144 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 59303 |
| Ajinomoto Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3252475 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 16625 |
| Akamai Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113428 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 140 |
| Akamai Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505129 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12583 |
| Akamai Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368511 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13483 |
| Akamai Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4255081 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (97547)<br>|
| Aker BP ASA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27449098 | 02/15/28 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 1340618 |
| Aker BP ASA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16829834 | 02/15/28 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 821972 |
| Aker BP ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8249980 | 12/08/27 | 0.24% | NOWA | Monthly  | &nbsp;&nbsp; 773319 |
| Aker BP ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3373661 | 09/03/29 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 134745 |
| Aker Solutions ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121751 | 12/11/26 | 0.28% | NOWA | Monthly  | &nbsp;&nbsp; 7924 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| AL Sydbank | UBS AG | $112844 | 04/24/28 | 0.25% | DESTR | Monthly  | &nbsp;&nbsp; $2626 |
| Alamos Gold, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244782 | 12/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (33552)<br>|
| Alamos Gold, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4151951 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (517712)<br>|
| Alamos Gold, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3976342 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (392094)<br>|
| Alarm.com Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13475927 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (525472)<br>|
| Alarm.com Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12804565 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (768881)<br>|
| Alaska Air Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17243525 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 695246 |
| Alaska Air Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4245433 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 100023 |
| Albemarle Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25884961 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2431526)<br>|
| Albemarle Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1049540 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (87869)<br>|
| Albemarle Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 986051 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (73180)<br>|
| ALEC Holdings PJSC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4657964 | 02/10/26 | 0.75% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (251940)<br>|
| Alexander's, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371393 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1104)<br>|
| Alexander's, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131404 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5495 |
| Alexandria Real Estate Equities, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2172330 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (99398)<br>|
| Alfresa Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1723548 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (40589)<br>|
| Alfresa Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8381885 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (197389)<br>|
| Alfresa Holdings Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1387085 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (32665)<br>|
| Alfresa Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5475519 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (67503)<br>|
| Align Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4313372 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (150401)<br>|
| Alignment Healthcare, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1692034 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (77399)<br>|
| Alkermes PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3147369 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5562)<br>|
| Alkermes PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2325141 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 198851 |
| Alkermes PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2713698 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 393303 |
| Allianz SE, Registered Shares | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20482248 | 06/25/26 | 0.09% | 1D ESTR | Monthly  | &nbsp;&nbsp; 99705 |
| Allianz SE, Registered Shares | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24459832 | 07/06/26 | 0.14% | 1D ESTR | Monthly  | &nbsp;&nbsp; 155908 |
| Allient, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 612166 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7923)<br>|
| Allient, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1235458 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15990)<br>|
| Allient, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81898 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1060)<br>|
| Allient, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527919 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6833)<br>|
| Allison Transmission Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2018869 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35528)<br>|
| Allison Transmission Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3572003 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (70559)<br>|
| Allstate Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 517599 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4352 |
| Allstate Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97344 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1753 |
| Allstate Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2532356 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (145272)<br>|
| Allstate Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 914804 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20250 |
| Ally Financial, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3652394 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (76944)<br>|
| Alm Brand A/S | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1966714 | 02/26/26 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (122589)<br>|
| Alm Brand A/S | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5194203 | 12/08/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (183764)<br>|
| Almirall SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222501 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1216 |
| Alnylam Pharmaceuticals, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1295892 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (61973)<br>|
| Alnylam Pharmaceuticals, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3840600 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (331537)<br>|
| Alnylam Pharmaceuticals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280048 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18052)<br>|
| Alnylam Pharmaceuticals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4979856 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (224365)<br>|
| Alpen Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116074 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3805)<br>|
| Alpha Metallurgical Resources, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5979866 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (954527)<br>|
| Alphabet, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194683 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4373 |
| Alphabet, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143585 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3337 |
| Alphabet, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1136212 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13326 |
| Alphabet, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8621080 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 172328 |
| Alphabet, Inc., Class C | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21010987 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 488377 |
| Alphatec Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3157283 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1092799)<br>|
| Alphatec Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 874222 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (131684)<br>|
| Alps Alpine Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14133850 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 582945 |
| ALSOK Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21705141 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1017791)<br>|
| AltaGas Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 805633 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 6326 |
| Altria Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22067420 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2385775 |
| Amada Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7843310 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (133861)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Amada Co. Ltd. | BNP Paribas SA | $9214390 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; $(157261)<br>|
| Amada Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2902468 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (49536)<br>|
| Amada Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2714955 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (49059)<br>|
| Amada Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1687784 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (28805)<br>|
| Amada Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5421763 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (92532)<br>|
| Amada Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5094060 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 232608 |
| Amada Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8370039 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 382197 |
| Amada Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5683728 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (97003)<br>|
| Amada Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4942145 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (84347)<br>|
| Amadeus IT Group SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48030 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5053)<br>|
| Amano Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1401215 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (106857)<br>|
| Amazon.com, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17580865 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17442)<br>|
| Amazon.com, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47898725 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1359422)<br>|
| Ambea AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4814044 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 83895 |
| Ambea AB | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114172 | 08/19/26 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 3728 |
| Amentum Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36571 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| Ameren Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335198 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2739)<br>|
| Ameren Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2168 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1 |
| American Airlines Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3605662 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (557009)<br>|
| &nbsp;&nbsp;&nbsp; American Axle & Manufacturing <br> Holdings, Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14754152 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 321565 |
| American Eagle Outfitters, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16867214 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2688371)<br>|
| American Express Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306389 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6340)<br>|
| American Express Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15010 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (218)<br>|
| American Healthcare REIT, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4208374 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (93851)<br>|
| American International Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1483947 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (50)<br>|
| American Resources Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85392 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20991)<br>|
| American Resources Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 457999 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (88485)<br>|
| American Tower Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5211603 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50265 |
| American Tower Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4611223 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35998)<br>|
| American Tower Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31948853 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 420688 |
| American Tower Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8930878 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25323)<br>|
| American Tower Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1024062 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14)<br>|
| American Water Works Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6311658 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28579)<br>|
| Americold Realty Trust, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13414573 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (579195)<br>|
| Ameriprise Financial, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18638040 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 701398 |
| Ameriprise Financial, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12821395 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 481717 |
| Ameris Bancorp | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112564 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 305 |
| AMERISAFE, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222697 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2979)<br>|
| AMETEK, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338886 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| AMETEK, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15801148 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 146676 |
| AMETEK, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8298697 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 345811 |
| AMETEK, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3300557 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 137536 |
| Amgen, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729447 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6279 |
| Amgen, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2698158 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32780 |
| Amgen, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441002 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15408 |
| Amgen, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1270293 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6363)<br>|
| &nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals, Inc., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 867979 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31563 |
| &nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals, Inc., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3784976 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 140609 |
| AMP Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11792558 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (299312)<br>|
| Amphenol Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12453760 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (687611)<br>|
| Amplifon SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19234759 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (235224)<br>|
| Amplifon SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7512014 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (95624)<br>|
| Ampol Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1526522 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (38103)<br>|
| Ampol Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8862583 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (456457)<br>|
| Ampol Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10113816 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (243459)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Amrize Ltd. | BNP Paribas SA | $539207 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(10)<br>|
| ams-OSRAM AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134342 | 12/10/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (5396)<br>|
| Amundi SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411825 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 624 |
| Amundi SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162130 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 307 |
| Analog Devices, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7116844 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 54225 |
| Analog Devices, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84286 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2450 |
| Analog Devices, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334744 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2561 |
| Analog Devices, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1416561 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32451 |
| Analog Devices, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379481 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2902 |
| Andean Precious Metals Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114484 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (28427)<br>|
| Andersons, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1517095 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43813 |
| Andersons, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3603114 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 525482 |
| Anglo American PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15098991 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 210498 |
| Anglo American PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13938123 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 185463 |
| ANI Pharmaceuticals, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3122456 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (129447)<br>|
| Antero Resources Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1339180 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19130 |
| Antofagasta PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27183530 | 07/06/26 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 784242 |
| Antofagasta PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13668067 | 04/18/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (127816)<br>|
| Aon PLC, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7478344 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 128423 |
| AP Moller - Maersk A/S, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5773353 | 01/04/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; 190320 |
| AP Moller - Maersk A/S, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11373831 | 01/06/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; 467689 |
| AP Moller - Maersk A/S, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 976818 | 02/26/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; 46890 |
| AP Moller - Maersk A/S, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20808094 | 04/18/28 | (0.05)% | DESTR | Monthly  | &nbsp;&nbsp; 1087883 |
| APERAM SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218694 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5785 |
| API Group Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328365 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3080)<br>|
| Appian Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1535250 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (74852)<br>|
| Appian Corp., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1802035 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (87859)<br>|
| Appier Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113918 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3767)<br>|
| Apple Hospitality REIT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2739206 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (180269)<br>|
| Apple, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 613432 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29300 |
| Apple, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28846176 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48998 |
| Applied Industrial Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23064805 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1801287)<br>|
| Applied Materials, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2459542 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22000 |
| AppLovin Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511491 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (66294)<br>|
| Aptiv PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7768557 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (180604)<br>|
| Aptiv PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3855062 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (88621)<br>|
| Arcadis NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1470192 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4970 |
| ArcelorMittal SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 714342 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8229)<br>|
| ArcelorMittal SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106819 | 01/13/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 9346 |
| Arch Capital Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16824 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 944 |
| Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5458183 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 208274 |
| Arch Capital Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135251 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8040 |
| Archrock, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13367411 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 804631 |
| Arcosa, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1976156 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (37264)<br>|
| Arcosa, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2902400 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (54729)<br>|
| ARE Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1088503 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (40595)<br>|
| Arena REIT | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114728 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1712)<br>|
| Argan, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4196395 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (151522)<br>|
| Argan, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428274 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17643)<br>|
| Argan, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5233502 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (377086)<br>|
| Argan, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1384894 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (121067)<br>|
| Argan, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592729 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31375 |
| Aristocrat Leisure Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20728600 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1572980)<br>|
| Aristocrat Leisure Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55048 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4116)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Aristocrat Leisure Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $8716148 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; $(661421)<br>|
| Aristocrat Leisure Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36954325 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (2804261)<br>|
| Aristocrat Leisure Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15923282 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (927798)<br>|
| Aristocrat Leisure Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259099 | 01/03/31 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (19780)<br>|
| Aritzia, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2306541 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (238450)<br>|
| Aritzia, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2234755 | 02/16/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (213485)<br>|
| Aritzia, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 835595 | 01/17/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (97649)<br>|
| Aritzia, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306191 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (30309)<br>|
| Aritzia, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2953081 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (345049)<br>|
| Aritzia, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17808836 | 12/08/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (2547979)<br>|
| Arizona Sonoran Copper Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185362 | 01/17/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (441)<br>|
| Arjo AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109160 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (13465)<br>|
| Arkema SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81705 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4199)<br>|
| ARM Holdings PLC, ADR | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 624127 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57607)<br>|
| Artis Real Estate Investment Trust | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1394 | 08/19/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; 8 |
| &nbsp;&nbsp;&nbsp; Artisan Partners Asset Management, <br> Inc., Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12625033 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 168992 |
| Asahi Group Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1188292 | 01/26/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24156)<br>|
| Asahi Group Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21700777 | 05/12/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; (408181)<br>|
| Asahi Group Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25797596 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (264069)<br>|
| Asahi Intecc Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21813712 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3041445)<br>|
| Asahi Kasei Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 645080 | 01/26/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2873)<br>|
| Asahi Kasei Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16379866 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (72472)<br>|
| Asahi Kasei Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4128510 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 28372 |
| Ascendis Pharma A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 792982 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8867)<br>|
| Ascendis Pharma A/S, ADR | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2550159 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 131161 |
| Ascendis Pharma A/S, ADR | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4100268 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 340789 |
| ASGN, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3262762 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36098 |
| ASGN, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8506055 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 94108 |
| ASM International NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17530034 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (115253)<br>|
| ASM International NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15803745 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (103903)<br>|
| ASML Holding NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2587660 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 110950 |
| ASML Holding NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1091882 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 23697 |
| ASML Holding NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532263 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4018 |
| ASML Holding NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21003907 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 402864 |
| ASML Holding NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60328402 | 12/08/27 | 0.24% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10080646 |
| ASML Holding NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1742123 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 76069 |
| Asmpt Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2792222 | 09/09/27 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; (103689)<br>|
| ASP Isotopes, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102690 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (12852)<br>|
| Aspen Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355618 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (28197)<br>|
| ASR Nederland NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12879740 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (26514)<br>|
| ASR Nederland NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10089337 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (20769)<br>|
| Assa Abloy AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2971763 | 12/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (21825)<br>|
| Assa Abloy AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28117859 | 09/03/29 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; (586516)<br>|
| Assured Guaranty Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14973 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (124)<br>|
| Assured Guaranty Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14021459 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 69750 |
| Asta Energy Solutions AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 613475 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 222515 |
| Astec Industries, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271185 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1715)<br>|
| Astellas Pharma, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18243752 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (1183277)<br>|
| Astellas Pharma, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2323679 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (63322)<br>|
| Astellas Pharma, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14178014 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (386363)<br>|
| AT&T, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468951 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53021 |
| AT&T, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25443 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2838 |
| AT&T, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18349270 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1499484 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Atco Ltd., Class I | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $9979677 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; $182199 |
| AtkinsRealis Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 676159 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 587 |
| Atlassian Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3473955 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (332848)<br>|
| Atmus Filtration Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1467800 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17391 |
| Atmus Filtration Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1469820 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8415 |
| Atmus Filtration Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6255120 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 120826 |
| Atmus Filtration Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115000 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 12 |
| Atmus Filtration Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1270890 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2363 |
| Atoss Software SE | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103926 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7693)<br>|
| &nbsp;&nbsp;&nbsp; Atresmedia Corp de Medios de <br> Comunicacion SA<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184195 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8624 |
| &nbsp;&nbsp;&nbsp; Atresmedia Corp de Medios de <br> Comunicacion SA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111204 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1498 |
| &nbsp;&nbsp;&nbsp; Atresmedia Corp de Medios de <br> Comunicacion SA<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113372 | 03/17/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4836 |
| AtriCure, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3428232 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (442626)<br>|
| Attendo AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1978685 | 04/24/28 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; 115125 |
| Aurizon Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3441367 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 109623 |
| Aurubis AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 604714 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 29012 |
| Aurubis AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 424649 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12235)<br>|
| Aurubis AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8228090 | 02/10/26 | (0.75)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 412574 |
| Aurubis AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3099869 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 242492 |
| Autobacs Seven Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2197099 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 9047 |
| Autobacs Seven Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3289210 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15215 |
| Autodesk, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371748 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26580)<br>|
| Autodesk, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9465742 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (338147)<br>|
| Autoliv, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3793395 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (107577)<br>|
| AutoZone, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1054110 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1613 |
| AvalonBay Communities, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430401 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3105)<br>|
| Avio SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3835579 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (120766)<br>|
| Avista Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 974766 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 18589 |
| Aviva PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12016776 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (534123)<br>|
| Aviva PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3578282 | 01/27/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (47963)<br>|
| Avnet, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6042252 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1497642 |
| Avolta AG, Class N | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10498 | 12/08/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 94 |
| Avon Technologies PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1585610 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (180984)<br>|
| AXA SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1025699 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3458)<br>|
| AXA SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41422078 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 199533 |
| AXA SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36234586 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (805011)<br>|
| AXA SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164807 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3386)<br>|
| Axcelis Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9434998 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (824218)<br>|
| Axcelis Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9963303 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (201184)<br>|
| Axis Capital Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229149 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (605)<br>|
| Ayvens SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1982115 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 44318 |
| Ayvens SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5451244 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 34688 |
| Ayvens SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18006968 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 503300 |
| Ayvens SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2392970 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 46767 |
| Azbil Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15901244 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (503494)<br>|
| Azenta, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5050650 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (130348)<br>|
| B2Gold Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6418117 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (705980)<br>|
| B2Gold Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1184777 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 34955 |
| B2Gold Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2352228 | 01/22/31 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (180185)<br>|
| Babcock & Wilcox Enterprises, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 617976 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 105583 |
| Babcock & Wilcox Enterprises, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533949 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (41914)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Babcock & Wilcox Enterprises, Inc. | UBS AG | $31146 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $4985 |
| Babcock International Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 891960 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (18226)<br>|
| Babcock International Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10911143 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (172234)<br>|
| Babcock International Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 719171 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (8058)<br>|
| Babcock International Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4129785 | 02/26/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (56055)<br>|
| Babcock International Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2368189 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (72289)<br>|
| Badger Infrastructure Solutions Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814182 | 12/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (22938)<br>|
| Badger Infrastructure Solutions Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8250663 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (252444)<br>|
| BAE Systems PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194270 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (9535)<br>|
| BAE Systems PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14288957 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (7794)<br>|
| BAE Systems PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4097938 | 01/19/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 842 |
| BAE Systems PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31213256 | 01/27/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (17025)<br>|
| BAE Systems PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4098999 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (79189)<br>|
| Balfour Beatty PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34606890 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (186175)<br>|
| Balfour Beatty PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4554092 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (24500)<br>|
| Balfour Beatty PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010505 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (7948)<br>|
| Ball Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11305094 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 198229 |
| Baltic Classifieds Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2657703 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (88142)<br>|
| Banca Generali SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1532176 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2851)<br>|
| Banca IFIS SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575959 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 14007 |
| Banca IFIS SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 777673 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 18913 |
| Banca IFIS SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1627449 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 39580 |
| Banca Mediolanum SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1396039 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13541 |
| Banca Mediolanum SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4401348 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 42692 |
| Banca Mediolanum SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 954156 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 14996 |
| &nbsp;&nbsp;&nbsp; Banca Monte dei Paschi di Siena <br> SpA<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6380880 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (138604)<br>|
| &nbsp;&nbsp;&nbsp; Banca Monte dei Paschi di Siena <br> SpA<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2297615 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 20379 |
| Banco BPM SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2882321 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 17151 |
| Banco BPM SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181846 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 874 |
| Banco Comercial Portugues SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 429347 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7051 |
| Banco de Sabadell SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10583735 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 275050 |
| Banco de Sabadell SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127629 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3137 |
| Banco de Sabadell SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349473 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10654 |
| Banco Santander SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10226490 | 12/08/27 | 0.17% | 1D ESTR | Monthly  | &nbsp;&nbsp; 467554 |
| Banco Santander SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18737332 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 425028 |
| Bandwidth, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115830 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3767 |
| Bandwidth, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1798726 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23479 |
| Bandwidth, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571020 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 18570 |
| Bandwidth, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47870 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (441)<br>|
| Bank Hapoalim BM | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 664163 | 07/19/27 | 0.70% | SHIR | Monthly  | &nbsp;&nbsp; (25361)<br>|
| Bank Hapoalim BM | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1310457 | 07/13/26 | 0.55% | SHIR | Monthly  | &nbsp;&nbsp; (12236)<br>|
| Bank of America Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27585147 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 509081 |
| Bank of America Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402711 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5759 |
| Bank of America Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12619324 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 180064 |
| Bank of America Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115435 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1339 |
| Bank of New York Mellon Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356169 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 473 |
| Bank of New York Mellon Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15124 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (494)<br>|
| Bankinter SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12026197 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 331046 |
| Bankinter SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15544845 | 07/06/26 | 0.01% | 1D ESTR | Monthly  | &nbsp;&nbsp; 427904 |
| Bankinter SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10060590 | 02/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 124328 |
| Barclays PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307161 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 807 |
| Barclays PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74099481 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 465602 |
| Barclays PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26865102 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 168806 |
| Barclays PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409739 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 10401 |
| Barrick Mining Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20466145 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (1700487)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Barrick Mining Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $12720602 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; $(1056927)<br>|
| Barrick Mining Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7906908 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (773614)<br>|
| &nbsp;&nbsp;&nbsp; Barry Callebaut AG, Class N, <br> Registered Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191605 | 03/22/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 11257 |
| Bausch Health Cos, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646693 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (89838)<br>|
| Bausch Health Cos, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1233566 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (280633)<br>|
| BAWAG Group AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2214333 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 33685 |
| BAWAG Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3429390 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (17752)<br>|
| BAWAG Group AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1257494 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (17904)<br>|
| BAWAG Group AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18933183 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8454)<br>|
| BAWAG Group AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23092221 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10311)<br>|
| BAWAG Group AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4088702 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 12355 |
| Bayerische Motoren Werke AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361819 | 07/06/26 | (0.05)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1079)<br>|
| Baytex Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112920 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 5545 |
| BCE, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3960471 | 08/17/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 176282 |
| BE Semiconductor Industries NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4845888 | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (149923)<br>|
| BE Semiconductor Industries NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14902219 | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (461048)<br>|
| BE Semiconductor Industries NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2746726 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (84979)<br>|
| BE Semiconductor Industries NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532275 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2604 |
| BE Semiconductor Industries NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1779357 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 11361 |
| Beazley PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298955 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3242 |
| Befesa SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1880772 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (26488)<br>|
| Bega Cheese Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1962321 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 52531 |
| Bega Cheese Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 861436 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 23061 |
| Bellevue Gold Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131130 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (11930)<br>|
| BellRing Brands, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586514 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (63697)<br>|
| Bellway PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2608838 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (83841)<br>|
| Benchmark Electronics, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4578008 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 241240 |
| Benchmark Electronics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2826748 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 486801 |
| Bentley Systems, Inc., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324887 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18395)<br>|
| Berkeley Group Holdings PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37857 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 54 |
| Berkeley Group Holdings PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136059 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 6940 |
| Berkeley Group Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96496 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2321 |
| Berkeley Group Holdings PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307259 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 9586 |
| Berkshire Hathaway, Inc., Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11898640 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6491 |
| Berkshire Hathaway, Inc., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3880280 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31716)<br>|
| Berkshire Hathaway, Inc., Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17441461 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55405)<br>|
| Berkshire Hathaway, Inc., Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8737563 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (54386)<br>|
| Best Buy Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5906175 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (89816)<br>|
| Betsson AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1111344 | 02/15/28 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 21074 |
| Betsson AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81221 | 02/19/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (87)<br>|
| Betsson AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231259 | 01/13/28 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (4377)<br>|
| Betsson AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 632323 | 01/03/31 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; (12273)<br>|
| Betsson AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120492 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (129)<br>|
| &nbsp;&nbsp;&nbsp; Bezeq The Israeli Telecommunication <br> Corp., Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19452410 | 04/07/27 | 0.60% | SHIR | Monthly  | &nbsp;&nbsp; 810655 |
| BFF Bank SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111731 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (438)<br>|
| BGC Group, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2562412 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2955 |
| BGC Group, Inc., Class A | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 710477 | 02/10/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23360 |
| BGC Group, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6603575 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 192267 |
| BigBear.ai Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5200106 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (780454)<br>|
| Bilfinger SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1233452 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (27256)<br>|
| BioGaia AB, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364006 | 02/15/28 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 2760 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Biogen, Inc. | BNP Paribas SA | $3428208 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $230215 |
| BioMarin Pharmaceutical, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3163937 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 84456 |
| BioMarin Pharmaceutical, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6005368 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (379129)<br>|
| Biomerieux | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 545102 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (20210)<br>|
| Biomerieux | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1262884 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (67943)<br>|
| BioNTech SE, ADR | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7521002 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1133666 |
| Bio-Rad Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7688797 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (290200)<br>|
| Bio-Techne Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2859341 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (228255)<br>|
| BIPROGY, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13108616 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (233351)<br>|
| Birchcliff Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3039500 | 12/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 85379 |
| BitMine Immersion Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2493734 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (99)<br>|
| BJ's Restaurants, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123078 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (5564)<br>|
| BJ's Wholesale Club Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3599108 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 88970 |
| Blackbaud, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4751662 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (269592)<br>|
| Block, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9252482 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (672691)<br>|
| Block, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9172831 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (651475)<br>|
| Blue Owl Capital, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2656571 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (195)<br>|
| BlueLinx Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 663674 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (79231)<br>|
| BlueLinx Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2752660 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (205094)<br>|
| BlueLinx Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 457905 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (54666)<br>|
| BlueLinx Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1927590 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73651 |
| BLUENORD ASA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113619 | 01/04/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 2860 |
| BlueScope Steel Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4443145 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (144646)<br>|
| BlueScope Steel Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3706286 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (50637)<br>|
| BlueScope Steel Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1401066 | 01/14/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (20946)<br>|
| BML, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2866807 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 23237 |
| BNP Paribas SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 875511 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 27936 |
| BNP Paribas SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13888295 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 451794 |
| BNP Paribas SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12419518 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 404014 |
| BNP Paribas SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12447175 | 02/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1316244 |
| &nbsp;&nbsp;&nbsp; Boardwalk Real Estate Investment <br> Trust<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5529817 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 121480 |
| Boise Cascade Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5941491 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (326570)<br>|
| Booking Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158979 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3922)<br>|
| Booking Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29194383 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1894341)<br>|
| Booking Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438040 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12884)<br>|
| Boot Barn Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1698642 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (75188)<br>|
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding Corp., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2591751 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31020)<br>|
| BorgWarner, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34764931 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (276432)<br>|
| BorgWarner, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48128677 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1178459)<br>|
| Boston Beer Co., Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1137442 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (15937)<br>|
| Boston Scientific Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16273721 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 399311 |
| Bouygues SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316282 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (122)<br>|
| Box, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1337454 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (61411)<br>|
| Boyd Gaming Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495771 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13921 |
| BP PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232252 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 14129 |
| BP PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4045430 | 07/06/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 232011 |
| BP PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8385304 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 792056 |
| BP PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110271 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 6414 |
| Bravida Holding AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1111832 | 04/24/28 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; (33098)<br>|
| Bravura Solutions Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1451834 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (214197)<br>|
| Bridgestone Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1082642 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 294 |
| Bridgestone Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2463905 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (43622)<br>|
| Bright Horizons Family Solutions, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2364631 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55458)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Bright Horizons Family Solutions, Inc. | Barclays Bank PLC | $5732832 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(77215)<br>|
| Bright Horizons Family Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 432546 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6077)<br>|
| Bright Horizons Family Solutions, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8977737 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5428 |
| Brightstar Lottery PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6997467 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (47733)<br>|
| Brink's Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18596525 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 203236 |
| Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48885008 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 97877 |
| Brixmor Property Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1835963 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43677 |
| Broadcom, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1953361 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3628 |
| Broadstone Net Lease, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2188904 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10695 |
| Broadstone Net Lease, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4860336 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23102 |
| Broadstone Net Lease, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2859555 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42443 |
| Brookdale Senior Living, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1349219 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 457771 |
| Brookfield Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354778 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (40)<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; 71638800 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 3242719 |
| &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; 41686432 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 1886746 |
| Brother Industries Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322003 | 02/10/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 121 |
| Brother Industries Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15647739 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (599657)<br>|
| Bruker Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291435 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12186)<br>|
| Brunswick Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7605314 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (729418)<br>|
| Buckle, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1373629 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (144018)<br>|
| Bunka Shutter Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109022 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3114)<br>|
| Burberry Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1702491 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (227528)<br>|
| Burberry Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3827788 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (511561)<br>|
| Bureau Veritas SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31265788 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (162046)<br>|
| Bureau Veritas SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2472562 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (9462)<br>|
| Bureau Veritas SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19705066 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (102129)<br>|
| Bureau Veritas SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6574021 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (34537)<br>|
| BWX Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 685134 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13378)<br>|
| BWX Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384885 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1141)<br>|
| BWX Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1426273 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (46810)<br>|
| BWX Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356714 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12790)<br>|
| BWX Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519771 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26123)<br>|
| BWX Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1485847 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (34689)<br>|
| C3.ai, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9084331 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1813558)<br>|
| Cabot Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2535652 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26761)<br>|
| Cadence Design Systems, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1107986 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31014)<br>|
| Cafe de Coral Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72697 | 01/20/27 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 1905 |
| CaixaBank SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 897073 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 44482 |
| Calix, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107705 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (6)<br>|
| Callaway Golf Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4399513 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 249457 |
| Cal-Maine Foods, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1102528 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7085 |
| Cal-Maine Foods, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438847 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10545 |
| Cal-Maine Foods, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 874273 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44307 |
| Cal-Maine Foods, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 961302 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 23099 |
| Cal-Maine Foods, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189175 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15724 |
| Camden Property Trust | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3188741 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20601 |
| Cameco Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2985931 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (38864)<br>|
| Cameco Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12201935 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 39251 |
| Campbell's Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575956 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20662 |
| Campbell's Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38365 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2066 |
| Campbell's Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 688429 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43304 |
| Camtek Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3566947 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 376469 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Canadian Apartment Properties REIT | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $97435 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; $(727)<br>|
| Canadian Apartment Properties REIT | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18553672 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (441530)<br>|
| &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;&nbsp; 13311207 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (81765)<br>|
| Canadian National Railway Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5285390 | 08/17/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (239343)<br>|
| Canadian National Railway Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1923603 | 09/04/29 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (97449)<br>|
| Canadian Natural Resources Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9146288 | 08/18/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; 615022 |
| Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2529756 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 90034 |
| Canadian Pacific Kansas City Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12575412 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 206414 |
| Canadian Pacific Kansas City Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12615792 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 200675 |
| Canadian Tire Corp., Ltd., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33463 | 02/23/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (1599)<br>|
| Canadian Tire Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3407778 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (152355)<br>|
| Canon Marketing Japan, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2618454 | 05/12/27 | 0.16% | 1D P TONA | Monthly  | &nbsp;&nbsp; (48729)<br>|
| Canon, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13138113 | 09/09/27 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; 108886 |
| Canon, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1431137 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17753 |
| Canon, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9162896 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 166620 |
| Capgemini SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243367 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4085)<br>|
| Capgemini SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150245 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5433)<br>|
| Capgemini SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 572863 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (20183)<br>|
| Capgemini SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11920008 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (431044)<br>|
| Capital One Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 767969 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18133)<br>|
| Capital One Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 757318 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44044)<br>|
| CapitaLand Ascendas REIT | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46521 | 12/08/27 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; (197)<br>|
| Capstone Copper Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3236703 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (232899)<br>|
| Capstone Copper Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593469 | 01/17/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (98)<br>|
| Capstone Copper Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4805897 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 292166 |
| Capstone Copper Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1198038 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 52494 |
| Cardinal Health, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33246602 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1283969 |
| Cargojet, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1081995 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (7628)<br>|
| CarMax, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23289811 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (41757)<br>|
| Carmila SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2737892 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12580)<br>|
| Carnival Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13126928 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (519128)<br>|
| Carnival PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4542742 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 65215 |
| Carnival PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5101573 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 73237 |
| Carnival PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1698982 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 24390 |
| Carnival PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4671094 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (342436)<br>|
| Carpenter Technology Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3190912 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (209031)<br>|
| Carrefour SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303920 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2125 |
| Carrefour SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220998 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 416 |
| Casey's General Stores, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5285179 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (158434)<br>|
| Casey's General Stores, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4440147 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (75166)<br>|
| Casey's General Stores, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131936 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6390)<br>|
| Casey's General Stores, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1079067 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (52263)<br>|
| Casio Computer Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 886886 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 38996 |
| Casio Computer Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 961227 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 139662 |
| Castle Biosciences, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3163219 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (105570)<br>|
| Castle Biosciences, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4772559 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (159280)<br>|
| Cathay General Bancorp | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196635 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1432 |
| Cathay General Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211658 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4533)<br>|
| Cathay General Bancorp | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 816324 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19036 |
| CBL & Associates Properties, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2180787 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (78682)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| CBL & Associates Properties, Inc. | SG Americas Securities LLC | $646256 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(38694)<br>|
| CBRE Group, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7589998 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8764 |
| CCL Industries, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11487889 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (814334)<br>|
| CCL Industries, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1933272 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (135142)<br>|
| CDW Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4005859 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (130110)<br>|
| Cembra Money Bank AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4705108 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (87817)<br>|
| Centene Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16677754 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1393635)<br>|
| Central Garden & Pet Co., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4120393 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 161967 |
| Central Japan Railway Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368697 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7927 |
| Central Japan Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139265 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3015 |
| Centrus Energy Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1811354 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (99654)<br>|
| Centrus Energy Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4759760 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (668488)<br>|
| Centrus Energy Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5602906 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (446377)<br>|
| Centuri Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2150391 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44318)<br>|
| Centuri Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1663532 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19455)<br>|
| Centuri Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451879 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15582 |
| Centuri Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13769914 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (369010)<br>|
| Centuri Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 625445 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16782)<br>|
| Century Aluminum Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142962 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 689 |
| Century Communities, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8474871 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (634868)<br>|
| Century Communities, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1175692 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26534 |
| Cerence, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1639439 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (167581)<br>|
| CES Energy Solutions Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3054087 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (21357)<br>|
| CGI, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1288263 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (121478)<br>|
| CGI, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5827750 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (549532)<br>|
| CGI, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20897070 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (824482)<br>|
| CGI, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42131625 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (1518928)<br>|
| CGI, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4252475 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (178667)<br>|
| CH Robinson Worldwide, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 574330 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7)<br>|
| CHAPTERS Group AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206414 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7987)<br>|
| &nbsp;&nbsp;&nbsp; Charles River Laboratories <br> International, Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3638455 | 12/08/27 | 0.16% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (84921)<br>|
| Charles Schwab Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239930 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 229 |
| Charles Schwab Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614514 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2667 |
| Charles Schwab Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 873489 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4116 |
| Charles Schwab Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38956717 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 991793 |
| Charles Schwab Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834731 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16789 |
| &nbsp;&nbsp;&nbsp; Charter Communications, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12790240 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 908702 |
| Charter Hall Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 861809 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (20624)<br>|
| Charter Hall Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403741 | 01/14/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (22412)<br>|
| Charter Hall Retail REIT | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5066381 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (186475)<br>|
| Charter Hall Retail REIT | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315735 | 01/03/31 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (17362)<br>|
| &nbsp;&nbsp;&nbsp; Charter Hall Social Infrastructure <br> REIT<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1007410 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (48673)<br>|
| &nbsp;&nbsp;&nbsp; Charter Hall Social Infrastructure <br> REIT<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488766 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (23615)<br>|
| &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; 2074952 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (67339)<br>|
| &nbsp;&nbsp;&nbsp; Check Point Software Technologies <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17646952 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (765832)<br>|
| Chefs' Warehouse, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6963589 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (178000)<br>|
| Chefs' Warehouse, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1379741 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27832)<br>|
| Chemed Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11965223 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (828829)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Chemring Group PLC | Barclays Bank PLC | $1486628 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; $(47233)<br>|
| Chemtrade Logistics Income Fund | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3371615 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 206056 |
| Chemtrade Logistics Income Fund | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1143545 | 12/08/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 12438 |
| Cheniere Energy, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4502577 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 64775 |
| Cheniere Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3967266 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 90745 |
| Cheniere Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1482864 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26754 |
| Cheniere Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299855 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6850 |
| Cheniere Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1070557 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24482 |
| Cheniere Energy, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 980115 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26086 |
| Chevron Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89893 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5810 |
| Chevron Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1716008 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 80235 |
| Chevron Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25422 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1643 |
| &nbsp;&nbsp;&nbsp; Chocoladefabriken Lindt & Spruengli <br> AG<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171528 | 11/09/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 929 |
| &nbsp;&nbsp;&nbsp; Chocoladefabriken Lindt & Spruengli <br> AG<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115077 | 03/22/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (105)<br>|
| &nbsp;&nbsp;&nbsp; Chocoladefabriken Lindt & Spruengli <br> AG<br>| JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12130030 | 02/10/26 | 0.15% | SSARON | Monthly  | &nbsp;&nbsp; (287934)<br>|
| &nbsp;&nbsp;&nbsp; Chocoladefabriken Lindt & Spruengli <br> AG<br>| JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12983843 | 02/10/26 | 0.15% | SSARON | Monthly  | &nbsp;&nbsp; (308201)<br>|
| Chord Energy Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2213630 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 101914 |
| Chubb Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 538329 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| Chugin Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129717 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2415 |
| Cibus Nordic Real Estate AB publ | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279862 | 02/15/28 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 7466 |
| Cie de Saint-Gobain SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499731 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8967)<br>|
| Cie de Saint-Gobain SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 819371 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (11171)<br>|
| Cie de Saint-Gobain SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475924 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4870 |
| Cie des Alpes | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114004 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2808 |
| Ciena Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1209673 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73299 |
| Ciena Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 548388 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3723)<br>|
| Ciena Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534150 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9256 |
| Ciena Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454467 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15662 |
| Cigna Group | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15349310 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (529827)<br>|
| Cimpress PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1652349 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22463)<br>|
| Cimpress PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3996300 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (77786)<br>|
| Cimpress PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680327 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (9249)<br>|
| Cimpress PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277450 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19928 |
| Cinemark Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2056929 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (37523)<br>|
| Cinemark Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1670684 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45573)<br>|
| Cintas Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1543517 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33067)<br>|
| Cintas Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372625 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3242)<br>|
| Cintas Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1924480 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11430 |
| Circle Internet Group, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1440544 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (172748)<br>|
| Circle Internet Group, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117014 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12169)<br>|
| Circle Internet Group, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1274686 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (132576)<br>|
| Cisco Systems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1892077 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 54880 |
| Cisco Systems, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2716155 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 158033 |
| Cisco Systems, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2169342 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22521 |
| Citigroup, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1870261 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40)<br>|
| Citigroup, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54682776 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 23639 |
| Citizen Watch Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5901304 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 279252 |
| Citizen Watch Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3494049 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5610)<br>|
| Citizens Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25517 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 998 |
| Citizens Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416726 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8237)<br>|
| Citizens Financial Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84733 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3313 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403082 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 368 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| City Holding Co. | Barclays Bank PLC | $778570 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(21197)<br>|
| CK Asset Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357241 | 01/14/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 20609 |
| CK Asset Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543444 | 01/04/30 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; (1566)<br>|
| Ck Hutchison Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7862601 | 09/09/27 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 132161 |
| Ck Hutchison Holdings Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4036373 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 67847 |
| Clas Ohlson AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114338 | 04/24/28 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; 1259 |
| Clean Harbors, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 563490 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5)<br>|
| Clear Channel Outdoor Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26334 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Clear Channel Outdoor Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670248 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6353)<br>|
| Cleveland-Cliffs, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31241239 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1179739)<br>|
| Cleveland-Cliffs, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 682355 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27599)<br>|
| CMB Tech NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111782 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16115 |
| CME Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 694329 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24853 |
| CME Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139569 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3804 |
| CME Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5214313 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 141969 |
| CME Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17718 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1071 |
| CME Group, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19433356 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 529706 |
| CMS Energy Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418170 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (240)<br>|
| CMS Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132359 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 970 |
| CNA Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140937 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4749 |
| CNA Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389446 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12291 |
| CNA Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2001451 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36189 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15157456 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 208287 |
| Cobram Estate Olives Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216696 | 01/14/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 846 |
| &nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan Holdings, <br> Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11916917 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 429831 |
| &nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan Holdings, <br> Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18808085 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 556344 |
| Coca-Cola Consolidated, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407660 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3029)<br>|
| Coca-Cola Europacific Partners PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91203 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2514 |
| Coca-Cola Europacific Partners PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 897631 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7264 |
| Coca-Cola HBC AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8725455 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 113550 |
| Codan Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 546986 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 24388 |
| Codan Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046581 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (31305)<br>|
| Coeur Mining, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3675463 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (528050)<br>|
| Coeur Mining, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3300828 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (682709)<br>|
| Coeur Mining, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6681436 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1354527)<br>|
| Coface SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114260 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (227)<br>|
| Cofinimmo SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148750 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (578)<br>|
| Cofinimmo SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 797866 | 01/13/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2157 |
| Cogeco, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5148019 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (314151)<br>|
| Cognex Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301300 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13733)<br>|
| &nbsp;&nbsp;&nbsp; Cognizant Technology Solutions <br> Corp., Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286887 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11904)<br>|
| Cognyte Software Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1564284 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (86723)<br>|
| Cohen & Steers, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2990554 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (196530)<br>|
| Coherent Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2604034 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 105504 |
| Coherent Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 818583 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 38199 |
| Coherent Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1601732 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22718 |
| Coherent Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1640782 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 68752 |
| Cohu, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1568583 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (44519)<br>|
| Coles Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7850786 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 109381 |
| Coles Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12763562 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 149900 |
| Colgate-Palmolive Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509742 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 33443 |
| Colgate-Palmolive Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2261827 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 109550 |
| Colgate-Palmolive Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3127174 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 163265 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Collegium Pharmaceutical, Inc. | Barclays Bank PLC | $1116129 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(27962)<br>|
| Collins Foods Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614062 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (15896)<br>|
| Colonial SFL Socimi SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472219 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4247 |
| Comcast Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20770867 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 369513 |
| Comfort Systems USA, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21984819 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3860904 |
| ComfortDelGro Corp., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2816932 | 12/24/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; (617)<br>|
| Commerce Bancshares, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 491721 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16171)<br>|
| Commerce Bancshares, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194199 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5906)<br>|
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5980500 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (193627)<br>|
| Commerzbank AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186329 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1851)<br>|
| Commerzbank AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245209 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1704)<br>|
| Commerzbank AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23184723 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (120063)<br>|
| Commerzbank AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440688 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3129)<br>|
| Commerzbank AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13536854 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (94965)<br>|
| Commerzbank AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157450 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1252)<br>|
| Commerzbank AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60764 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (422)<br>|
| Community Trust Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1229410 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61293 |
| Compass Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279390 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (7722)<br>|
| Compass Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33512833 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1360052)<br>|
| Compass Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23667515 | 04/18/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (751447)<br>|
| Compass Minerals International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3625242 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 404956 |
| Computacenter PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5869334 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (40529)<br>|
| Computacenter PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2465197 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 96656 |
| Computershare Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23600735 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1189457)<br>|
| Computershare Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3261047 | 02/10/26 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (142138)<br>|
| Computershare Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 976520 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (38233)<br>|
| COMSYS Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11577317 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (254511)<br>|
| Conagra Brands, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20968307 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1111735 |
| Conagra Brands, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2928405 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 182570 |
| Conagra Brands, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1511186 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 100202 |
| CONMED Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 915712 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (34393)<br>|
| ConocoPhillips | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359847 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26221 |
| Consolidated Edison, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1293755 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34748 |
| Consolidated Edison, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3743474 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 125169 |
| Consolidated Edison, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590706 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19751 |
| Consolidated Edison, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361347 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12071 |
| Consolidated Edison, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1140365 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17637 |
| Consolidated Edison, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 835224 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27839 |
| Constellation Brands, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5502466 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60588)<br>|
| Constellation Energy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1779159 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38663)<br>|
| Constellation Software, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1709342 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (173864)<br>|
| Constellation Software, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 763732 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (60586)<br>|
| Constellium SE, Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15243780 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1647279 |
| &nbsp;&nbsp;&nbsp; Construcciones y Auxiliar de <br> Ferrocarriles SA<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114635 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3241)<br>|
| Construction Partners, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4840173 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (153791)<br>|
| Construction Partners, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7230042 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (227719)<br>|
| Continental AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17223720 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 74220 |
| Continental AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12025822 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (212679)<br>|
| Continental AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2639352 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 11373 |
| Copart, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10207849 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (165800)<br>|
| COPT Defense Properties | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2048943 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25587 |
| CoreWeave, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4305737 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9026)<br>|
| CoreWeave, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349628 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 766 |
| Corning, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15613 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1630 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Corning, Inc. | UBS AG | $303102 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $31532 |
| Corteva, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 671662 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11639 |
| Corteva, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15971047 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 276748 |
| Corteva, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6739823 | 02/09/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 255602 |
| CorVel Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249812 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4993)<br>|
| Cosmo Energy Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3013445 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 66233 |
| Cosmos Pharmaceutical Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384463 | 01/14/28 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; 5264 |
| Costco Wholesale Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29935214 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 815663 |
| Costco Wholesale Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317464 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13763)<br>|
| Coupang, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2473269 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22942 |
| Coupang, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5216763 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (47618)<br>|
| Coursera, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877314 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (56863)<br>|
| Coursera, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4738513 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (307126)<br>|
| Coursera, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2255260 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (146174)<br>|
| Coursera, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1277545 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (219905)<br>|
| Coursera, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2034331 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (131855)<br>|
| Covivio SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4787142 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (28282)<br>|
| CRA International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1477572 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (192780)<br>|
| CRA International, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2673436 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23305 |
| CRA International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6322786 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (786466)<br>|
| CRA International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1629675 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (212625)<br>|
| &nbsp;&nbsp;&nbsp; Cracker Barrel Old Country Store, <br> Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1324430 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (237459)<br>|
| Crane Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4785663 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (521202)<br>|
| Crane NXT Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3025252 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (71045)<br>|
| Craneware PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706465 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (43414)<br>|
| Craneware PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 513031 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (71035)<br>|
| Cranswick PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1860628 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 85078 |
| Create SD Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2065330 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21535)<br>|
| Create SD Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3234906 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (33731)<br>|
| Credit Acceptance Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3229072 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 393631 |
| Credit Agricole SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547090 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5669 |
| Credit Agricole SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47713261 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2030200 |
| Credit Agricole SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1410334 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5996 |
| Credit Agricole SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22623990 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1004466 |
| Credit Agricole SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346268 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 19834 |
| Credit Corp Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323346 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (782)<br>|
| Credit Corp Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 881782 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 7299 |
| Credit Saison Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5493585 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (72371)<br>|
| Credito Emiliano SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292698 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3412)<br>|
| Credito Emiliano SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734257 | 03/17/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8558)<br>|
| Credito Emiliano SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110208 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1285)<br>|
| Credito Emiliano SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 781066 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 17340 |
| Credito Emiliano SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152397 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1776)<br>|
| &nbsp;&nbsp;&nbsp; Credo Technology Group Holding <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3296133 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (166013)<br>|
| &nbsp;&nbsp;&nbsp; Credo Technology Group Holding <br> Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2605380 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (348336)<br>|
| &nbsp;&nbsp;&nbsp; Credo Technology Group Holding <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3149223 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (357108)<br>|
| CRH PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2425548 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (13827)<br>|
| 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; 5 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Crombie Real Estate Investment <br> Trust<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2930125 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (48035)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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; Crombie Real Estate Investment <br> Trust<br>| SG Americas Securities LLC | $672801 | 12/08/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; $(3433)<br>|
| &nbsp;&nbsp;&nbsp; Crombie Real Estate Investment <br> Trust<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2095565 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (35652)<br>|
| Cromwell Property Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84204 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (5838)<br>|
| Cromwell Property Group | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160349 | 01/03/31 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (11511)<br>|
| Crowdstrike Holdings, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4575768 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (159952)<br>|
| Crown Castle, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 868768 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14211)<br>|
| Crown Castle, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1543491 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11103 |
| Crown Castle, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2745320 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19665 |
| Crown Castle, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57591 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2293)<br>|
| Crown Castle, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462673 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3323 |
| Crown Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17340493 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 355347 |
| CSG NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; 109978954 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 24437324 |
| CSL Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 677717 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 90 |
| CSL Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5817237 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 146683 |
| CSX Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96885 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3897 |
| CSX Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2250920 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 124562 |
| CSX Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384123 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12923 |
| CSX Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1214910 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 67231 |
| CSX Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25156 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1012 |
| CT Real Estate Investment Trust | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1776025 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (54842)<br>|
| CubeSmart | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16303435 | 12/08/27 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 206762 |
| CubeSmart | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11574442 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (476108)<br>|
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2764787 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (83086)<br>|
| Currys PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2776957 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 304155 |
| Currys PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3702416 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 601134 |
| Curtiss-Wright Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239036 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Curtiss-Wright Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5406819 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (41005)<br>|
| Curtiss-Wright Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1167138 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12677)<br>|
| Curtiss-Wright Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3181554 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4487)<br>|
| Curtiss-Wright Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24368828 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3098544 |
| Curtiss-Wright Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3665608 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40023)<br>|
| CyberAgent, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42132265 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (416104)<br>|
| CyberAgent, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10119010 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (293944)<br>|
| CyberAgent, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13553280 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (133854)<br>|
| CyberArk Software Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433957 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14329)<br>|
| CyberArk Software Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469231 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16428)<br>|
| CytomX Therapeutics, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55854 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18924 |
| CytomX Therapeutics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 448139 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2350)<br>|
| CytomX Therapeutics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18704 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6337 |
| D.R. Horton, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25381406 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 482670 |
| D/S Norden A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6783283 | 02/19/27 | 0.28% | DESTR | Monthly  | &nbsp;&nbsp; 81744 |
| Dai Nippon Printing Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11576495 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (97074)<br>|
| Dai Nippon Printing Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345117 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4215)<br>|
| Daifuku Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1887359 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 46205 |
| Daifuku Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30524716 | 09/03/29 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; 268827 |
| Daihatsu Infinearth Mfg Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114115 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10759)<br>|
| Daihen Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4350918 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (105854)<br>|
| Dai-ichi Life Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16996580 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6016 |
| Daiichi Sankyo Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5786536 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (525143)<br>|
| Daiichi Sankyo Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25750062 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3041068)<br>|
| Daiichikosho Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8543304 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (128927)<br>|
| Daikin Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18187403 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (847948)<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;&nbsp;&nbsp; 234443 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5191 |
| Daito Trust Construction Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4310706 | 04/18/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 120222 |
| Daito Trust Construction Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2685310 | 01/20/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 64991 |
| Daiwa House Industry Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11033414 | 01/26/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (259195)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Daiwa House Industry Co. Ltd. | Barclays Bank PLC | $6668680 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; $23467 |
| Daiwa House Industry Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85945507 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (583155)<br>|
| Daiwa Securities Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1725208 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 15139 |
| Daiwa Securities Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9633154 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (9602)<br>|
| Daiwa Securities Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4695685 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 141426 |
| Daiwabo Holdings Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13264629 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (275349)<br>|
| Daktronics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1263891 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8827 |
| Dana, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4170327 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (278740)<br>|
| Dana, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7628685 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (509893)<br>|
| Danaher Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 549639 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6)<br>|
| Danaher Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9829580 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (673849)<br>|
| Danone SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2533318 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (6917)<br>|
| Dassault Systemes SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1695 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (72)<br>|
| Dassault Systemes SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2840440 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (39269)<br>|
| Data#3 Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535590 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 5407 |
| Data#3 Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1972808 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 19918 |
| Data#3 Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 988429 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 9979 |
| Dateline Resources Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184006 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (2071)<br>|
| Dateline Resources Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1123995 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (23270)<br>|
| Dave & Buster's Entertainment, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1459555 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (135444)<br>|
| DaVita, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8985891 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (206108)<br>|
| Delek US Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9521205 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 489649 |
| Delek US Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2141153 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9232)<br>|
| Dell Technologies, Inc., Class C | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18118328 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (305399)<br>|
| Delta Air Lines, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12571421 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (952247)<br>|
| Deluxe Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146171 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 9430 |
| Denso Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4765417 | 01/26/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (168708)<br>|
| Denso Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1456847 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2777 |
| Denso Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13462855 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (340105)<br>|
| Dentsu Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320992 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6525)<br>|
| Dentsu Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 848548 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (264)<br>|
| Dentsu Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11347925 | 02/26/26 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; (228998)<br>|
| Dentsu Group, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4297043 | 02/10/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (484618)<br>|
| Dentsu Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4054722 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (73417)<br>|
| Dentsu Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15540681 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1752669)<br>|
| Descartes Systems Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98736 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (7)<br>|
| Deutsche Bank AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12889938 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 83762 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG, Class N, <br> Registered Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30537594 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (99955)<br>|
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG, Class N, <br> Registered Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12129068 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (23393)<br>|
| Deutsche Boerse AG, Class N | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2899213 | 12/08/27 | 0.12% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2317)<br>|
| &nbsp;&nbsp;&nbsp; Deutsche Lufthansa AG, Registered <br> Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1424892 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 17128 |
| Deutsche Post AG, Class N | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 697640 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7338 |
| Deutsche Post AG, Class N | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1125316 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 23007 |
| Deutsche Post AG, Class N | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2909047 | 01/19/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 11594 |
| Deutsche Post AG, Class N | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2126038 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 21671 |
| Deutsche Post AG, Class N | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490905 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8075)<br>|
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG, Class N, <br> Registered Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4137460 | 01/19/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 61819 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG, Class N, <br> Registered Shares<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3981925 | 06/25/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 194869 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG, Class N, <br> Registered Shares<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1150342 | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 62588 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG, Class N, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19173244 | 08/19/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 310275 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG, Class N, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7473427 | 08/19/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 120940 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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; Deutsche Telekom AG, Class N, <br> Registered Shares<br>| JPMorgan Chase Bank N.A. | $8256257 | 02/10/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; $248 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG, Class N, <br> Registered Shares<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6673889 | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 259816 |
| Deutz AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1732312 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (50847)<br>|
| Devon Energy Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575374 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 33767 |
| Devon Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25401062 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1491426 |
| Devon Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1078708 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 63336 |
| Devon Energy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251488 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27851 |
| Dexcom, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 723501 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (3181)<br>|
| Dexerials Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469633 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18746)<br>|
| Dexus | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338525 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (12670)<br>|
| Dexus | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1191018 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (25396)<br>|
| Dexus Industria REIT | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108011 | 01/03/31 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3577)<br>|
| DIC Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15604407 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 110903 |
| DIC Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3326964 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23645 |
| DIC Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4301227 | 04/03/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 47956 |
| Dicker Data Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308770 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (6849)<br>|
| Dicker Data Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 869269 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (9203)<br>|
| Diebold Nixdorf, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18452 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (717)<br>|
| Diebold Nixdorf, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2835152 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27176 |
| Digi International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2473857 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40871 |
| Digital Realty Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1608963 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25811 |
| Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23921089 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1091227 |
| Digital Turbine, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2503681 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24214 |
| Digital Turbine, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1555669 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15045 |
| Diploma PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1282530 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (25402)<br>|
| Diploma PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5908490 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (241361)<br>|
| DMG Mori Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23860574 | 09/09/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; (783734)<br>|
| DMG Mori Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335170 | 01/21/28 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 147 |
| DMG Mori Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8436698 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 94462 |
| DMG Mori Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16478962 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 184507 |
| DNO ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1953023 | 12/11/26 | 0.28% | NOWA | Monthly  | &nbsp;&nbsp; 64072 |
| DO & CO AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2478765 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (100116)<br>|
| DO & CO AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 425063 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (17168)<br>|
| Dolby Laboratories, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14669 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 351 |
| Dolby Laboratories, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302489 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9924 |
| Dole PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2719481 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 301532 |
| Dollar General Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16070028 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (879070)<br>|
| Dollar Tree, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396992 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8)<br>|
| Dollarama, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335271 | 10/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (12918)<br>|
| Dollarama, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1338655 | 12/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (40079)<br>|
| Dollarama, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1467989 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (72114)<br>|
| Domino's Pizza, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 609344 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| Domino's Pizza, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1005495 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21150 |
| Domino's Pizza, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12333695 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 62374 |
| Domino's Pizza, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490499 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6000 |
| Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5516338 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (26869)<br>|
| Dorian LPG Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113675 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1167 |
| dormakaba Holding AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4293345 | 03/17/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (234882)<br>|
| dormakaba Holding AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 845702 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (41033)<br>|
| Doshisha Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 798440 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14499)<br>|
| Doshisha Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141040 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (7247)<br>|
| Doshisha Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114650 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1762)<br>|
| Doshisha Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454092 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23448)<br>|
| DoubleVerify Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11845490 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 291650 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Doutor Nichires Holdings Co. Ltd. | Bank of America N.A. | $1491507 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $53699 |
| Doutor Nichires Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2070169 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 74532 |
| Doutor Nichires Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3014899 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 241330 |
| Dover Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14428752 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35717)<br>|
| Dow, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10256961 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (282401)<br>|
| Dowa Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4330207 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 188888 |
| Dowa Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8983645 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 178926 |
| Downer EDI Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3736695 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (23938)<br>|
| Downer EDI Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2178333 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (13955)<br>|
| Doximity, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5135863 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (419177)<br>|
| DPM Metals, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172061 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (8175)<br>|
| DraftKings, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1538087 | 12/08/27 | 0.15% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (112051)<br>|
| Dropbox, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17048574 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (493785)<br>|
| Dropbox, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9504290 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (685306)<br>|
| DSM-Firmenich AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409624 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (532)<br>|
| DSM-Firmenich AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1250588 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13750 |
| DSM-Firmenich AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1646956 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 30890 |
| DSM-Firmenich AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41529467 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1068372)<br>|
| DSM-Firmenich AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28888424 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (653966)<br>|
| DSM-Firmenich AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 633345 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6867 |
| DTE Energy Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 707734 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11915)<br>|
| DTE Energy Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 564921 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (256)<br>|
| DTE Energy Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396160 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3367)<br>|
| DTE Energy Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2997809 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2075)<br>|
| DTE Energy Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2325019 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30212)<br>|
| DTE Energy Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1069222 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12592)<br>|
| DTS Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5552877 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (49106)<br>|
| DTS Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2098042 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (47570)<br>|
| Ducommun, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1370323 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 100847 |
| Duerr AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7760389 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (300148)<br>|
| Duke Energy Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 562487 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5188 |
| Duke Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1327594 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25094 |
| Duke Energy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9930757 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 86321 |
| Duke Energy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701023 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13485 |
| Duke Energy Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1698765 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20522 |
| Dunelm Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5711905 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (106169)<br>|
| Duolingo, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356968 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (150294)<br>|
| DuPont de Nemours, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7139046 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31165)<br>|
| Duskin Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1613798 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (26235)<br>|
| Duskin Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 732466 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (26577)<br>|
| Duskin Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 694149 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23966)<br>|
| DWS Group GmbH & Co KGaA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322495 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 16266 |
| DXC Technology Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18816100 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (787128)<br>|
| DXC Technology Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7725199 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (213432)<br>|
| DXP Enterprises, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 874278 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 67804 |
| DXP Enterprises, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3057792 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 556038 |
| Dycom Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4093901 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (158853)<br>|
| E.ON SE, Class N | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3597744 | 01/19/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 12043 |
| Earth Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1952074 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (46756)<br>|
| East Japan Railway Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305158 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6418)<br>|
| East West Bancorp, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296521 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2397 |
| Eastern Bankshares, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403060 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7849 |
| Eaton Corp PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 703747 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20529 |
| Eaton Corp PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1463095 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 76124 |
| Eaton Corp PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10476906 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 391109 |
| Eaton Corp PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18685422 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 971607 |
| Eaton Corp PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1131719 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 59946 |
| EBOS Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 498096 | 01/17/28 | 0.25% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 2217 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Eckert & Ziegler SE | SG Americas Securities LLC | $557070 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(20587)<br>|
| Ecolab, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238263 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1391)<br>|
| Ecolab, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3464560 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6173 |
| Ecolab, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380331 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2893 |
| EDION Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6188980 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 87156 |
| Edison International | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17897521 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 221101 |
| EDP SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7133841 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 115626 |
| EDP SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11157949 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 269520 |
| EDP SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29244750 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 707304 |
| EFG International AG, Class N | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289750 | 12/08/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (1721)<br>|
| Eiffage SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2763402 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 38271 |
| Eisai Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2085884 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6078)<br>|
| Elastic NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15285295 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1444346)<br>|
| Elastic NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354200 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28967)<br>|
| Elbit Systems Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1938716 | 04/18/28 | 0.40% | SHIR | Monthly  | &nbsp;&nbsp; (58009)<br>|
| Elbit Systems Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1974611 | 01/20/31 | 0.40% | SHIR | Monthly  | &nbsp;&nbsp; (17517)<br>|
| Elecnor SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2270742 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 47993 |
| Element Fleet Management Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5570060 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (33667)<br>|
| Element Solutions, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1835237 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (6244)<br>|
| Eli Lilly & Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273737 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1108 |
| Eli Lilly & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514558 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1169)<br>|
| Eli Lilly & Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238832 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (288)<br>|
| Eli Lilly & Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1300560 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21754)<br>|
| EMCOR Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2254668 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27884 |
| EMCOR Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 432582 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8505 |
| EMCOR Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 537008 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13630 |
| EMCOR Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4658994 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 117284 |
| EMCOR Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482886 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12255 |
| EMCOR Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 603685 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34161 |
| Emerson Electric Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3225146 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27590)<br>|
| Emerson Electric Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18101977 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (160953)<br>|
| Emerson Electric Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9259281 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (165396)<br>|
| Emerson Electric Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11098101 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (78306)<br>|
| Emerson Electric Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2629689 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (34082)<br>|
| &nbsp;&nbsp;&nbsp; Emirates Integrated <br> Telecommunications Co PJSC<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 738217 | 08/19/26 | 0.75% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 11012 |
| Empire Co., Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7013023 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (163237)<br>|
| Empire State Realty Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 673614 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9871)<br>|
| Empire State Realty Trust, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449050 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5013 |
| Empire State Realty Trust, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1234429 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3883 |
| &nbsp;&nbsp;&nbsp; EMS-Chemie Holding AG, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191377 | 12/08/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (4008)<br>|
| Enagas SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45986002 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 645529 |
| Enagas SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9505655 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (40212)<br>|
| Enagas SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43364262 | 04/18/28 | 0.15% | 1D ESTR | Monthly  | &nbsp;&nbsp; (186580)<br>|
| Enagas SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9122615 | 09/03/29 | 0.17% | 1D ESTR | Monthly  | &nbsp;&nbsp; (28526)<br>|
| Enbridge, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560687 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 8651 |
| Encompass Health Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9617824 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (468454)<br>|
| Encore Capital Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5446200 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (98810)<br>|
| Encore Capital Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6153129 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (122363)<br>|
| Endeavour Mining PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 704313 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (46053)<br>|
| Endeavour Mining PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51011631 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (3868175)<br>|
| Endeavour Mining PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18537511 | 01/27/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1434097)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Endeavour Mining PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $324997 | 01/27/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; $(26632)<br>|
| ENEOS Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95753283 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5990842 |
| ENEOS Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61251716 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3832238 |
| Enerflex Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1320234 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 107186 |
| Enerflex Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4702661 | 12/08/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 901512 |
| Energizer Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108017 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10760 |
| Energy Vault Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 513052 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (82602)<br>|
| Energy Vault Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25401 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4044)<br>|
| EnerSys | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10685962 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 227246 |
| Enghouse Systems Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107587 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 346 |
| Engie SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6835371 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 368324 |
| Engie SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8402720 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 452780 |
| Enhabit, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3018120 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (72058)<br>|
| Eni SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10712356 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 512127 |
| Eni SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6481971 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 212817 |
| Ennis, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113354 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1208)<br>|
| Enova International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21611521 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44579 |
| Enovis Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3176966 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (203704)<br>|
| Enpro, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113349 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 788 |
| Ensign Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 632200 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6843)<br>|
| Ensign Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137192 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2611)<br>|
| Ensign Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518293 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19449)<br>|
| Entain PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6932179 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (727664)<br>|
| EOG Resources, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369040 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20163 |
| EOG Resources, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74849 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4090 |
| EOG Resources, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21064 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 801 |
| EOG Resources, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21404679 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1302207 |
| EPAM Systems, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354159 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15601)<br>|
| EPAM Systems, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99712 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| ePlus, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680011 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25109)<br>|
| EPR Properties | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27559 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (277)<br>|
| EPR Properties | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104308 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1198)<br>|
| EPR Properties | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24080742 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (276487)<br>|
| EPR Properties | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375373 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4317)<br>|
| EQT Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 790300 | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (34)<br>|
| Equifax, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6814809 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (403642)<br>|
| Equinix, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12264639 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 292307 |
| Equinix, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15235 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 363 |
| Equinox Gold Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6102871 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (556411)<br>|
| Equinox Gold Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214287 | 10/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (27892)<br>|
| Equinox Gold Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2060553 | 02/16/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (266072)<br>|
| Equinox Gold Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1754163 | 01/17/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (114504)<br>|
| Equity Residential | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 599424 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4270 |
| Equity Residential | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850784 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10852 |
| ERO Copper Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 623991 | 10/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (67437)<br>|
| Erste Group Bank AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158793 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2288 |
| Esco Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3529312 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 59802 |
| ESR-REIT | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5987694 | 12/24/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; (83302)<br>|
| Essent Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6954882 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 203652 |
| Essent Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2014491 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 39029 |
| Essent Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1056277 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12168 |
| Essent Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567445 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5192)<br>|
| Essent Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4700022 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (127185)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Essent Group Ltd. | UBS AG | $571627 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $16738 |
| EssilorLuxottica SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10682095 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (402767)<br>|
| Establishment Labs Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59694 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1982 |
| Establishment Labs Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601119 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30155 |
| Establishment Labs Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1277218 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13816 |
| Etablissements Maurel et Prom SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1559290 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 151009 |
| Ethan Allen Interiors, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1132357 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (63177)<br>|
| Ethan Allen Interiors, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 703794 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2725 |
| Ethan Allen Interiors, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427061 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22576)<br>|
| Ethan Allen Interiors, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1460939 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (109170)<br>|
| Etsy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5048005 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (769843)<br>|
| Etsy, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8643166 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1167385)<br>|
| Eurocommercial Properties NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112446 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3771)<br>|
| Eurofins Scientific SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1693659 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (49914)<br>|
| Eurofins Scientific SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14863357 | 04/18/28 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (854474)<br>|
| Eurofins Scientific SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9561838 | 09/03/29 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (556347)<br>|
| Euronext NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2318789 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (17146)<br>|
| Euronext NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2532211 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (67405)<br>|
| Eutelsat Communications SACA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258018 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8753 |
| Evercore, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8900408 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (301816)<br>|
| EverQuote, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1065479 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (114009)<br>|
| Eversource Energy | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10167555 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (190506)<br>|
| Everus Construction Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8595366 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (333320)<br>|
| Evolution Ab | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1443128 | 02/19/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (22688)<br>|
| Evolution Ab | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13105647 | 01/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (252831)<br>|
| Evolution Ab | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10343818 | 12/08/27 | 0.11% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (425491)<br>|
| Evolution Ab | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 990693 | 01/03/31 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; (26995)<br>|
| Evolution Mining Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6191972 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (140076)<br>|
| Evolution Mining Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13560615 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 747858 |
| Evonik Industries AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124312 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1709)<br>|
| Evonik Industries AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5171559 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (70530)<br>|
| Evotec SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3579420 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13225 |
| Exact Sciences Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 652939 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (726)<br>|
| Exelixis, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8112350 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (572422)<br>|
| EXEO Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14902729 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (789542)<br>|
| EXEO Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2418803 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (79675)<br>|
| ExlService Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23736469 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1937671)<br>|
| eXp World Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4226368 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (140126)<br>|
| Expand Energy Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18610 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2410 |
| Expand Energy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322590 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8570 |
| Expand Energy Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74540 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9655 |
| Expand Energy Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357148 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21)<br>|
| Expedia Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5046686 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (192963)<br>|
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22930985 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (450890)<br>|
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4361811 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2148 |
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293368 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4433 |
| Experian PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10944822 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (900291)<br>|
| Experian PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20536873 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1689306)<br>|
| Exponent, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5456730 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (263045)<br>|
| Extendicare, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1095838 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 30103 |
| Extendicare, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1795441 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 73333 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Extra Space Storage, Inc. | Bank of America N.A. | $1145429 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(59743)<br>|
| Extra Space Storage, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2071725 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (83440)<br>|
| Extreme Networks, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1690480 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (67886)<br>|
| Exxon Mobil Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423808 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28813 |
| Exxon Mobil Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31379 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2982 |
| EZCORP, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2157188 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9013)<br>|
| EZCORP, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1971987 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (8240)<br>|
| Fabrinet | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525247 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10356)<br>|
| Fabrinet | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80608 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1319)<br>|
| FactSet Research Systems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88009 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| FANUC Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2131790 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (107999)<br>|
| &nbsp;&nbsp;&nbsp; Federal Agricultural Mortgage Corp., <br> Class C<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4102067 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (150605)<br>|
| Federal Signal Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 457301 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20401)<br>|
| Federated Hermes, Inc., Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4870936 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32209 |
| Federated Hermes, Inc., Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2611215 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6356)<br>|
| Ferguson Enterprises, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2341461 | 02/09/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 235146 |
| Ferguson Enterprises, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2768449 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28808 |
| FFRI Security, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115792 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4350 |
| &nbsp;&nbsp;&nbsp; Fidelity National Information Services, <br> Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24162458 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3122650)<br>|
| Financial Partners Group Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9823306 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (202754)<br>|
| Financiere de Tubize SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472129 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (31338)<br>|
| First Citizens BancShares, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1354567 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (67294)<br>|
| First Citizens BancShares, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 788864 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (47958)<br>|
| First Citizens BancShares, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1990883 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4095)<br>|
| First Citizens BancShares, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372712 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10158 |
| &nbsp;&nbsp;&nbsp; First Citizens BancShares, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4175689 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (253854)<br>|
| &nbsp;&nbsp;&nbsp; First Citizens BancShares, Inc., <br> Class A<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4975571 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (302482)<br>|
| First Financial Bankshares, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5635301 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45673)<br>|
| First Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1381994 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42859 |
| First International Bank Of Israel Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1319726 | 01/13/28 | 0.70% | SHIR | Monthly  | &nbsp;&nbsp; (4512)<br>|
| First Majestic Silver Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3454192 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (608365)<br>|
| First Majestic Silver Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594215 | 10/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (97795)<br>|
| First Majestic Silver Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1477144 | 12/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (274645)<br>|
| First Majestic Silver Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2561712 | 02/16/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (384718)<br>|
| First Majestic Silver Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1043620 | 01/17/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (46118)<br>|
| First Merchants Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121100 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 367 |
| First Mid Bancshares, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126326 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1826 |
| First Quantum Minerals Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6154239 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (41293)<br>|
| First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14525935 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (97464)<br>|
| First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12652253 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (84893)<br>|
| First Solar, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2853646 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (100498)<br>|
| First Solar, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 763778 | 01/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25200)<br>|
| First Watch Restaurant Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110178 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1206)<br>|
| FirstEnergy Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492842 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5980 |
| Firstgroup PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 952444 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (9610)<br>|
| Firstgroup PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4902698 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (43826)<br>|
| Firstgroup PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1038175 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (10475)<br>|
| Firstgroup PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2708670 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (24087)<br>|
| Fiserv, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479821 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26127)<br>|
| Fiserv, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135300 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5227)<br>|
| Fiserv, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8223541 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (447780)<br>|
| Fiserv, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350346 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10665)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Five Below, Inc. | SG Americas Securities LLC | $2807584 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(90320)<br>|
| Five9, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3298023 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (211479)<br>|
| Fiverr International Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497718 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7848 |
| flatexDEGIRO SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6645626 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 421092 |
| FLEX LNG Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111827 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 126 |
| Flex Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157291 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6)<br>|
| Flex Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646783 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23255)<br>|
| Flex Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24712102 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (641476)<br>|
| Flex Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 873073 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22663)<br>|
| Flex Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589286 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31508)<br>|
| Flex Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24419000 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1075763 |
| Flight Centre Travel Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9466350 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 577333 |
| Flowers Foods, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 539956 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 19257 |
| Flowserve Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1859597 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10647)<br>|
| Flowserve Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3513946 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 70169 |
| Fluence Energy, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201934 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 25918 |
| &nbsp;&nbsp;&nbsp; Flughafen Zurich AG, Class N, <br> Registered Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4012148 | 12/08/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (168395)<br>|
| Fluor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 908916 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2391)<br>|
| FMC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4312512 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60905)<br>|
| Food & Life Cos Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6093184 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (100278)<br>|
| FormFactor, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113812 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4412)<br>|
| Forte Biosciences, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312665 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23917)<br>|
| Forte Biosciences, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14784 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1261)<br>|
| Fortescue Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 761445 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (25469)<br>|
| Fortescue Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330608 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (10537)<br>|
| Fortescue Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434835 | 01/14/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (38639)<br>|
| Fortescue Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6754452 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (201094)<br>|
| Fortescue Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33395739 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (2521580)<br>|
| Fortescue Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1029413 | 01/03/31 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (36011)<br>|
| Fortinet, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 653188 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20)<br>|
| Fortis, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14237570 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 100724 |
| Fortive Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41775 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2)<br>|
| Fortrea Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2451902 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (76313)<br>|
| Fortuna Mining Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7364649 | 10/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (934541)<br>|
| Fortuna Mining Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216369 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (29548)<br>|
| Fortune Brands Innovations, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13043983 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1530205)<br>|
| Fortune Real Estate Investment Trust | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1076680 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 1546 |
| Forvia SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3785831 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (158188)<br>|
| Forward Air Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1005800 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (8616)<br>|
| Forward Industries, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406463 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (67075)<br>|
| Forward Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19340 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3102)<br>|
| Fox Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34646142 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 215550 |
| Fox Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6337826 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (243666)<br>|
| Fox Corp., Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1777420 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17362 |
| Fox Corp., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21287570 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 176769 |
| Fox Corp., Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578233 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7766 |
| Franklin BSP Realty Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15606 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30 |
| Franklin Electric Co., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8478813 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (185249)<br>|
| Franklin Resources, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14941881 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 495562 |
| Freenet AG, Class N | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10487264 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 257485 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Freeport-McMoRan, Inc. | Citibank N.A. | $9873912 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $231538 |
| Freeport-McMoRan, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11706803 | 02/09/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1297637 |
| Freeport-McMoRan, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2271059 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 251735 |
| Frencken Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1450778 | 12/24/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; 95028 |
| Fresenius Medical Care AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178027 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4165 |
| Fresenius Medical Care AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3530629 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 92948 |
| Fresenius Medical Care AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9408825 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 241352 |
| Fresenius Medical Care AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98231 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2792 |
| Fresenius SE & Co KGaA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1226320 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 451 |
| Fresenius SE & Co KGaA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258911 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4786)<br>|
| Freshworks, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8741836 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (431696)<br>|
| Frontdoor, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2387534 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22010)<br>|
| Frontline PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1068667 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 103228 |
| FTAI Aviation Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9379971 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (96854)<br>|
| FTAI Aviation Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2166801 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (107244)<br>|
| FTAI Aviation Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1773095 | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23711)<br>|
| FTI Consulting, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3116531 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (50898)<br>|
| fuboTV, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153458 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24807)<br>|
| FUCHS SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 796851 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (45049)<br>|
| Fuji Electric Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639388 | 03/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (26787)<br>|
| Fujimi, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303944 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6976)<br>|
| Fujitsu Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20262280 | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1467976)<br>|
| Fujitsu Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13272064 | 01/26/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; (107160)<br>|
| Fujitsu Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1406606 | 05/12/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4911 |
| Fujitsu Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7764611 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (562536)<br>|
| Fukuoka Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26592546 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (170587)<br>|
| Fulcrum Therapeutics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101119 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2928)<br>|
| Fulgent Genetics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2403352 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (168073)<br>|
| Furukawa Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13996941 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 429292 |
| Furukawa Electric Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 457884 | 01/21/28 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 64770 |
| Futu Holdings Ltd., ADR | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639784 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (17303)<br>|
| Future PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 921166 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 31673 |
| Fuyo General Lease Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117839 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2539)<br>|
| G2 Goldfields, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198486 | 01/17/28 | 0.00% | CABROVER | Monthly  | &nbsp;&nbsp; (1706)<br>|
| Galaxy Digital, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1160406 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (172097)<br>|
| Galaxy Digital, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1423411 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (106863)<br>|
| Galaxy Digital, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1777894 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (157636)<br>|
| Galaxy Digital, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1063875 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (100887)<br>|
| Galaxy Entertainment Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181315 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (3488)<br>|
| Galaxy Entertainment Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100301 | 01/20/27 | 0.31% | HONIA | Monthly  | &nbsp;&nbsp; (3766)<br>|
| Galaxy Entertainment Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5207 | 04/18/28 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; (127)<br>|
| Galaxy Entertainment Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1740200 | 09/03/29 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; (53387)<br>|
| Galaxy Entertainment Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131975 | 01/20/31 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; (4956)<br>|
| Galp Energia SGPS SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113571 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4621 |
| Gaming and Leisure Properties, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261251 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1567)<br>|
| Gap, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8512601 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 218642 |
| Garmin Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 404437 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5795)<br>|
| Garmin Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8758772 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (183830)<br>|
| Garrett Motion, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1375204 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23142)<br>|
| Garrett Motion, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 410908 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5838)<br>|
| Garrett Motion, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3277220 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58830)<br>|
| Garrett Motion, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488503 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29872)<br>|
| Gartner, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22500680 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3391375)<br>|
| GCM Grosvenor, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1080120 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4799)<br>|
| GCM Grosvenor, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589920 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1154 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| GE Vernova, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $16088658 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $1571576 |
| GE Vernova, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751877 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34055 |
| GEA Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9335302 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (65748)<br>|
| GEA Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13400554 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (94379)<br>|
| Gecina SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10901033 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (315730)<br>|
| Gecina SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 452319 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12535)<br>|
| Gecina SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3750688 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (15006)<br>|
| Gecina SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 699029 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2797)<br>|
| Gecina SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481766 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3300 |
| General Dynamics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2137429 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (71616)<br>|
| General Dynamics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10176233 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (410313)<br>|
| General Electric Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6753143 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 269280 |
| General Mills, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514482 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20468 |
| General Mills, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8199624 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 292509 |
| General Mills, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1116557 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 45263 |
| General Motors Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2062870 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27382)<br>|
| Generali | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12788173 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 250880 |
| Generali | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56997109 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (907438)<br>|
| Generali | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1520764 | 01/20/31 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; 45301 |
| Genmab A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6056329 | 11/09/26 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (180136)<br>|
| Genmab A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6149255 | 05/12/27 | 0.28% | DESTR | Monthly  | &nbsp;&nbsp; (189987)<br>|
| Genmab A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2757745 | 06/17/26 | 0.25% | DESTR | Monthly  | &nbsp;&nbsp; (142013)<br>|
| Genpact Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1918169 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26455)<br>|
| Genpact Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227524 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2614)<br>|
| Gentex Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27006 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (820)<br>|
| Gentex Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224817 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6107)<br>|
| Gentherm, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1032013 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (187375)<br>|
| Genting Singapore Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 | 04/12/27 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; 1 |
| Genting Singapore Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99509 | 01/21/28 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; 603 |
| Genting Singapore Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4842067 | 09/03/29 | 0.25% | SORA | Monthly  | &nbsp;&nbsp; 29470 |
| George Weston Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15808834 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (322862)<br>|
| Georgia Capital PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4736426 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 336653 |
| Getinge AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636671 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (42321)<br>|
| Getty Realty Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3684712 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 207241 |
| Gibson Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152480 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 2632 |
| GigaCloud Technology, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635182 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16)<br>|
| GigaCloud Technology, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2820968 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (62644)<br>|
| G-III Apparel Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18864581 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 134789 |
| Gilead Sciences, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 919988 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 162239 |
| &nbsp;&nbsp;&nbsp; Givaudan SA, Class N, Registered <br> Shares<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17632015 | 04/02/30 | 0.15% | SSARON | Monthly  | &nbsp;&nbsp; (1253944)<br>|
| Gladstone Commercial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182548 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1100)<br>|
| Global Industrial Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 417843 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14390)<br>|
| Global Industrial Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1946588 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (51471)<br>|
| Global Industrial Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 948740 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32674)<br>|
| Global Industrial Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323811 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (11152)<br>|
| Global Industrial Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 603591 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6448)<br>|
| &nbsp;&nbsp;&nbsp; Global One Real Estate Investment <br> Corp.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1578037 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (56933)<br>|
| Global Ship Lease, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113792 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3220 |
| GLOBALFOUNDRIES, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3844949 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (149200)<br>|
| GLOBALFOUNDRIES, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523038 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8029)<br>|
| Globant SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10378491 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (326160)<br>|
| Globe Life, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17714495 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50678 |
| Globe Life, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2784149 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (43970)<br>|
| Glory Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3266666 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (151346)<br>|
| Glory Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1982943 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (91871)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Glory Ltd. | Goldman Sachs Bank USA | $729264 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(33787)<br>|
| GMO Internet, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103598 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11534)<br>|
| GN Store Nord AS | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2266770 | 02/19/27 | 0.28% | DESTR | Monthly  | &nbsp;&nbsp; (97)<br>|
| GoDaddy, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13599778 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (700649)<br>|
| GoFintech Quantum Innovation Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185562 | 01/14/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 449 |
| GoFintech Quantum Innovation Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532243 | 01/04/30 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; (4828)<br>|
| Gold.com, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171144 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50203 |
| Goldman Sachs Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26348 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1092)<br>|
| Goldman Sachs Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1309591 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6565)<br>|
| Goldman Sachs Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409221 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9801)<br>|
| Goldwin, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5527357 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (54983)<br>|
| GPT Group | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575295 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (26603)<br>|
| GPT Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172029 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (6703)<br>|
| GPT Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 577155 | 01/14/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (2621)<br>|
| Grab Holdings Ltd., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2983178 | 12/08/27 | 0.18% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (354558)<br>|
| GrainCorp Ltd., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3504388 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4360)<br>|
| GrainCorp Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356423 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (443)<br>|
| Grainger PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8950567 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 150114 |
| Grainger PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7954997 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (48904)<br>|
| Grand Canyon Education, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360242 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3000)<br>|
| Grand City Properties SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5956 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (285)<br>|
| Grand City Properties SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1234928 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (59045)<br>|
| Grand City Properties SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408673 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (19540)<br>|
| Grand City Properties SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1461110 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (69859)<br>|
| Granite Construction, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24262512 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 294917 |
| Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321663 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (15068)<br>|
| Great Lakes Dredge & Dock Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1934169 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57624)<br>|
| Green Plains, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1751513 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60499)<br>|
| Greenbrier Cos, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8223519 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (75949)<br>|
| Greencore Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4089130 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 215609 |
| Greencore Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 817596 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 154454 |
| GRENKE AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117325 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8188)<br>|
| Grindr, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4864609 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (692838)<br>|
| Grocery Outlet Holding Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2029612 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (67928)<br>|
| Group 1 Automotive, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4570621 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (493088)<br>|
| Groupe Bruxelles Lambert NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1081941 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4609 |
| Groupe Bruxelles Lambert NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5202969 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (32797)<br>|
| Groupe Bruxelles Lambert NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3457323 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (22622)<br>|
| Groupe Bruxelles Lambert NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1053766 | 01/13/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5249 |
| Groupe Bruxelles Lambert NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252403 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1369)<br>|
| Groupon, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2824032 | 02/10/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (418249)<br>|
| Groupon, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3500508 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (518438)<br>|
| GSK PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472800 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 22399 |
| Guardant Health, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4538101 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 83484 |
| &nbsp;&nbsp;&nbsp; Guardian Pharmacy Services, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152990 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 577 |
| Guidewire Software, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981943 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (119647)<br>|
| Guidewire Software, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4784086 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (472607)<br>|
| Gulf Keystone Petroleum Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1584797 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 92139 |
| Gulfport Energy Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1275113 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 80372 |
| Gulfport Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3637795 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 156092 |
| Gulfport Energy Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356447 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 122969 |
| Gunma Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3761908 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 61586 |
| &nbsp;&nbsp;&nbsp; Guotai Junan International Holdings <br> Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7285818 | 09/07/26 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (354689)<br>|
| &nbsp;&nbsp;&nbsp; Guotai Junan International Holdings <br> Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4329018 | 07/19/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (256389)<br>|
| GXO Logistics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3623448 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (49337)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| H & M Hennes & Mauritz AB, Class B | Barclays Bank PLC | $295372 | 02/19/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; $2882 |
| H & M Hennes & Mauritz AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378561 | 01/13/28 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 6141 |
| H&R Block, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4776173 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (572893)<br>|
| Hachijuni Nagano Bank Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227855 | 04/03/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3273 |
| Hafnia Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109420 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9070 |
| Halma PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13199621 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (523464)<br>|
| Halma PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23403305 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (506862)<br>|
| Halozyme Therapeutics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4187444 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 33693 |
| Hamamatsu Photonics KK | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5174365 | 02/10/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 103240 |
| Hamamatsu Photonics KK | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15656627 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 278989 |
| Hamamatsu Photonics KK | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7944199 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (284242)<br>|
| Hammerson PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4263106 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 233883 |
| Hammerson PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 | 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; 5 | 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; 5 | 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; 14 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1 |
| Hammerson PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 653364 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 14406 |
| Hancock Whitney Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3322911 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19685)<br>|
| Hang Lung Properties Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208164 | 01/20/27 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 590 |
| Hanover Insurance Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2253513 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33402)<br>|
| Harbour Energy PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6019087 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 806986 |
| Harbour Energy PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2275446 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 542072 |
| &nbsp;&nbsp;&nbsp; Harel Insurance Investments & <br> Financial Services Ltd.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2061171 | 02/15/28 | 0.45% | SHIR | Monthly  | &nbsp;&nbsp; 133953 |
| &nbsp;&nbsp;&nbsp; Harel Insurance Investments & <br> Financial Services Ltd.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 711714 | 02/15/28 | 0.45% | SHIR | Monthly  | &nbsp;&nbsp; 30528 |
| &nbsp;&nbsp;&nbsp; Harel Insurance Investments & <br> Financial Services Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430895 | 04/07/27 | 0.60% | SHIR | Monthly  | &nbsp;&nbsp; 19899 |
| &nbsp;&nbsp;&nbsp; Harel Insurance Investments & <br> Financial Services Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1388882 | 01/13/31 | 0.40% | SHIR | Monthly  | &nbsp;&nbsp; 70146 |
| Harmony Biosciences Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2942838 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 8891 |
| Harmony Biosciences Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28188534 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1004873)<br>|
| Hartford Insurance Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3034108 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 98338 |
| Hasbro, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12839906 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 81018 |
| Hasbro, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8675283 | 02/09/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16545 |
| Hasbro, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9208766 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36515 |
| Haseko Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232492 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4983)<br>|
| Haseko Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1728918 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (50266)<br>|
| Haseko Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115442 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (4762)<br>|
| Haseko Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387652 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10519)<br>|
| Haw Par Corp., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401885 | 01/03/31 | 0.25% | SORA | Monthly  | &nbsp;&nbsp; 901 |
| Hazama Ando Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17769800 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (143271)<br>|
| Hazama Ando Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6404415 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (35796)<br>|
| HCA Healthcare, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23317 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1097 |
| HCA Healthcare, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332790 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16323 |
| HCA Healthcare, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5244367 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 153946 |
| HCA Healthcare, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92406 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 854 |
| Healius Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113192 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4941)<br>|
| Healthcare Realty Trust, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165190 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1656)<br>|
| Healthcare Services Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113566 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1135)<br>|
| HealthEquity, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11260699 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (97727)<br>|
| Hecla Mining Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355546 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (88391)<br>|
| Hecla Mining Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590536 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (165516)<br>|
| Hecla Mining Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 638553 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (109694)<br>|
| HEICO Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1408438 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (76856)<br>|
| HEICO Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 854710 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21479)<br>|
| HEICO Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31600105 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2375457)<br>|
| HEICO Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 841521 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2664)<br>|
| HEICO Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16965151 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1323396)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Heidelberg Materials AG | UBS AG | $555 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(8)<br>|
| Heidelberger Druckmaschinen AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3310383 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (209317)<br>|
| Heineken Holding NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182688 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3432 |
| Heineken NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 447648 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 11410 |
| Heiwa Real Estate Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317264 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3204 |
| Heiwa Real Estate Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7607234 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 78153 |
| Heiwado Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4267603 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 75197 |
| Heiwado Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1960588 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 34546 |
| Heiwado Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230327 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4058 |
| Helia Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119858 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 6418 |
| Helia Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322882 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (6176)<br>|
| Helix Energy Solutions Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1300953 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 52857 |
| HelloFresh SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2536008 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8520)<br>|
| Hemnet Group AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376278 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (16849)<br>|
| &nbsp;&nbsp;&nbsp; Henderson Land Development Co. <br> Ltd.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 806279 | 02/15/28 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 1177 |
| &nbsp;&nbsp;&nbsp; Henderson Land Development Co. <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125590 | 01/20/27 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 1694 |
| Henkel AG & Co KGaA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14091680 | 04/18/28 | 0.15% | 1D ESTR | Monthly  | &nbsp;&nbsp; 369709 |
| Henkel AG & Co KGaA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2496318 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 69045 |
| Henry Schein, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7573218 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (288568)<br>|
| Hensoldt AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91042 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 154 |
| Hewlett Packard Enterprise Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2002227 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27272)<br>|
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487402 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4321)<br>|
| Hewlett Packard Enterprise Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 991291 | 01/14/31 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3717)<br>|
| Hexagon AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1346363 | 02/26/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 835 |
| Hexagon AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2542148 | 12/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (33272)<br>|
| HF Sinclair Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8459067 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 355526 |
| Hiday Hidaka Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286096 | 03/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (16805)<br>|
| Highwoods Properties, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27336 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1357)<br>|
| Highwoods Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223296 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (7190)<br>|
| Highwoods Properties, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468043 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21587)<br>|
| HI-LEX CORP. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206924 | 03/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7730)<br>|
| Hinge Health, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5777501 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (950238)<br>|
| Hirose Electric Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639603 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13425)<br>|
| HIS Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113354 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2886)<br>|
| &nbsp;&nbsp;&nbsp; Hitachi Construction Machinery Co., <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4270741 | 01/26/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (114699)<br>|
| &nbsp;&nbsp;&nbsp; Hitachi Construction Machinery Co., <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 769449 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20643)<br>|
| &nbsp;&nbsp;&nbsp; Hitachi Construction Machinery Co., <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2223074 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (113990)<br>|
| Hitachi Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18190057 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 41380 |
| Hitachi Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60973419 | 09/09/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1229995 |
| Hitachi Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3767040 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 8332 |
| Hitachi Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3120765 | 01/20/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 141045 |
| &nbsp;&nbsp;&nbsp; HK Electric Investments & HK Electric <br> Investments Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1035659 | 03/22/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 23790 |
| HNI Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17075875 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32098)<br>|
| Hoegh Autoliners ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186028 | 01/03/31 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 10622 |
| Hokkaido Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 998043 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (43843)<br>|
| Hokuhoku Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132428 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1611 |
| Holcim AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13180252 | 02/26/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (37120)<br>|
| Holcim AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3678793 | 12/08/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 8289 |
| Hollywood Bowl Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1496866 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (107302)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Home BancShares, Inc. | Barclays Bank PLC | $9268228 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(132765)<br>|
| Home Depot, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415704 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7026)<br>|
| Home Depot, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2750963 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48671)<br>|
| Honeywell International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2686123 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 103500 |
| Honeywell International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45498748 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1018171 |
| Honeywell International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21593443 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 433678 |
| Honeywell International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 663552 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 38575 |
| &nbsp;&nbsp;&nbsp; Hong Kong Exchanges & Clearing <br> Ltd.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129231 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (2430)<br>|
| &nbsp;&nbsp;&nbsp; Hong Kong Exchanges & Clearing <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272910 | 01/20/27 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 2745 |
| &nbsp;&nbsp;&nbsp; Hong Kong Exchanges & Clearing <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1577420 | 09/09/27 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 15868 |
| Hope Bancorp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2116309 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32363 |
| Horiba Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289783 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 6731 |
| Horiba Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6351211 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 53492 |
| Hoshizaki Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1625233 | 05/12/27 | 0.18% | 1D P TONA | Monthly  | &nbsp;&nbsp; (26426)<br>|
| Hosiden Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2442217 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (131612)<br>|
| Host Hotels & Resorts, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 856173 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3237)<br>|
| Houlihan Lokey, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8381802 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1036654)<br>|
| Howard Hughes Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2904809 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3022 |
| Howard Hughes Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2617353 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19259)<br>|
| HP, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1605375 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (91135)<br>|
| HSBC Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32605644 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1179569 |
| HSBC Holdings PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10828728 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 273430 |
| HSBC Holdings PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3160312 | 01/19/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 114232 |
| HUB24 Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010862 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4013)<br>|
| Hubbell, Inc., Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14037639 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 824525 |
| Hubbell, Inc., Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670946 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2899 |
| &nbsp;&nbsp;&nbsp; Huber + Suhner AG, Class N, <br> Registered Shares<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3820543 | 02/26/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 276529 |
| HubSpot, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 582972 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (86812)<br>|
| HubSpot, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729786 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (90546)<br>|
| HubSpot, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2291710 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (243230)<br>|
| HubSpot, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 484923 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35803)<br>|
| Hudbay Minerals, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9969402 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (302739)<br>|
| Hudbay Minerals, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8357001 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (253775)<br>|
| Hudson Pacific Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336871 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (25422)<br>|
| Hufvudstaden AB, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121427 | 11/17/27 | 0.25% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (1955)<br>|
| HUGO BOSS AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8075054 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 48791 |
| Huhtamaki OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114484 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2567)<br>|
| Hulic Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585287 | 01/26/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 18901 |
| Hulic Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14380478 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 465612 |
| Hulic Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16444904 | 09/09/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 529546 |
| Hulic Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3105007 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 105409 |
| Hunting PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1334188 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 88390 |
| Hunting PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 808110 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 53537 |
| Huntington Bancshares, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7994553 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (209328)<br>|
| Huntington Bancshares, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1006056 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7977 |
| Huntington Ingalls Industries, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4494746 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38602)<br>|
| Huntsman Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25621104 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1196404)<br>|
| Huron Consulting Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3328610 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (108653)<br>|
| Huron Consulting Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734692 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18808)<br>|
| Huron Consulting Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1079456 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (91144)<br>|
| Huron Consulting Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 684222 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9185 |
| Husqvarna AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218879 | 01/03/31 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; 2772 |
| Husqvarna AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9519461 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (213764)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Hut 8 Corp. | Barclays Bank PLC | $6468617 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(863509)<br>|
| Hydro One Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271805 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 3581 |
| Hyperliquid Strategies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660774 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9988)<br>|
| Hypoport SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1315883 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (61192)<br>|
| IAC, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4296125 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (245556)<br>|
| IAMGOLD Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2096824 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (133598)<br>|
| IAMGOLD Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3160583 | 02/16/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (261057)<br>|
| IAMGOLD Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3842687 | 01/17/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (504237)<br>|
| Iberdrola SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13214122 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 177723 |
| Iberdrola SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18420696 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 513235 |
| Iberdrola SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8335065 | 12/08/27 | 0.14% | 1D ESTR | Monthly  | &nbsp;&nbsp; 213863 |
| Iberdrola SA, (Expires 10/02/26) | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228500 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3810 |
| Ibiden Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2157512 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19606 |
| Ibiden Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1386047 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (62907)<br>|
| Ibiden Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1632835 | 01/14/28 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; (51393)<br>|
| Ibiden Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1775986 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25857)<br>|
| ICF International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7476340 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (211139)<br>|
| ICF International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441771 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3871 |
| ICON PLC, ADR | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3424998 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (119033)<br>|
| Idemitsu Kosan Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8526446 | 09/09/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 163308 |
| Idemitsu Kosan Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33794707 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 984677 |
| IDP Education Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 912225 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 25404 |
| IDP Education Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4899404 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (8362)<br>|
| IDT Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178340 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5335 |
| IDT Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263364 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3128 |
| IDT Corp., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1639083 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16495)<br>|
| IES Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 675983 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (134831)<br>|
| IES Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77264 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14896)<br>|
| IES Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2627784 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (526301)<br>|
| IES Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3061093 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (582363)<br>|
| IG Group Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9342301 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1403)<br>|
| IG Group Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17248645 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (2590)<br>|
| IG Group Holdings PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1689975 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 47146 |
| IG Group Holdings PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4250161 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 118568 |
| IGG, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423005 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (25387)<br>|
| IGG, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3613894 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (118818)<br>|
| IGM Financial, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8869346 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (164111)<br>|
| Illinois Tool Works, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 630162 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2610 |
| Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23379685 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 164021 |
| Illinois Tool Works, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892834 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6162 |
| Illumina, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 789153 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (46857)<br>|
| Illumina, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2013585 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (74434)<br>|
| Imerys SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 973142 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13702 |
| IMI PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 559670 | 02/26/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 495 |
| IMI PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11756101 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 645748 |
| Immuneering Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335149 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44561)<br>|
| Imperial Brands PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12896407 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 278205 |
| Imperial Oil Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4094307 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (2012)<br>|
| Inaba Denki Sangyo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1012928 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (33541)<br>|
| Inaba Denki Sangyo Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1705441 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (56472)<br>|
| Inaba Denki Sangyo Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 561590 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18596)<br>|
| Inabata & Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409340 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11965)<br>|
| Inchcape PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233651 | 06/24/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 5587 |
| Incyte Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1945008 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35672)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Independent Bank Corp. | Bank of America N.A. | $366941 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $13980 |
| Independent Bank Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 755620 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 28788 |
| Independent Bank Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209534 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10189 |
| Indivior Pharmaceuticals, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3729849 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 204619 |
| Indra Sistemas SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046055 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (16630)<br>|
| Indra Sistemas SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3395974 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1703 |
| Indra Sistemas SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284378 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1346)<br>|
| Indra Sistemas SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3449362 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4676 |
| Indra Sistemas SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1440420 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (69340)<br>|
| Industrivarden AB, Class C | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 630948 | 12/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 19034 |
| Industrivarden AB, Class C | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12370218 | 09/03/29 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; 158768 |
| Infineon Technologies AG, Class N | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171430 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1563)<br>|
| Informa PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2881002 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (36316)<br>|
| Infrastrutture Wireless Italiane SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222859 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2471 |
| INFRONEER Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15832147 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 184886 |
| ING Groep NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543812 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5426 |
| ING Groep NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490308 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1394 |
| Ingles Markets, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114121 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 4008 |
| Ingredion, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2982743 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 137104 |
| Innospec, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4221430 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8764)<br>|
| Innovative Industrial Properties, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343794 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9613)<br>|
| Innovative Industrial Properties, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206068 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9116)<br>|
| &nbsp;&nbsp;&nbsp; Innovative Solutions and Support, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296634 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (37552)<br>|
| Innoviva, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6621605 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 87215 |
| Inpex Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1790516 | 01/26/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 136246 |
| Inpex Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7409601 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 564060 |
| Insight Enterprises, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7033777 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 121786 |
| Installed Building Products, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6078953 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (325662)<br>|
| Installed Building Products, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433872 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (36239)<br>|
| Insulet Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440440 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38051)<br>|
| Insulet Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2670360 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (230700)<br>|
| Intact Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3830455 | 08/17/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (246124)<br>|
| Intact Financial Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2319669 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (122316)<br>|
| Intact Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8084195 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (671565)<br>|
| IntegraFin Holdings PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2300505 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (30229)<br>|
| Intel Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2935541 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (424302)<br>|
| Interactive Brokers Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846193 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8735)<br>|
| Interactive Brokers Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1083573 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8820)<br>|
| Interactive Brokers Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1671283 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27220 |
| Interactive Brokers Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317985 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3864)<br>|
| &nbsp;&nbsp;&nbsp; Interactive Brokers Group, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14476499 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 235774 |
| Intercontinental Exchange, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343993 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1125)<br>|
| Intercontinental Exchange, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13944188 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40236 |
| InterContinental Hotels Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2329761 | 12/08/27 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20629)<br>|
| InterContinental Hotels Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6922481 | 01/02/31 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (73306)<br>|
| InterContinental Hotels Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3742265 | 01/21/31 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (97126)<br>|
| &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7980011 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 223907 |
| &nbsp;&nbsp;&nbsp; International Consolidated Airlines <br> Group SA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438734 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (9064)<br>|
| &nbsp;&nbsp;&nbsp; International Consolidated Airlines <br> Group SA<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276071 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5821 |
| &nbsp;&nbsp;&nbsp; International Consolidated Airlines <br> Group SA<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407717 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1539 |
| Intertek Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7492702 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (199755)<br>|
| Intertek Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120936 | 04/18/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3578)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Intertek Group PLC | UBS AG | $44002806 | 09/03/29 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; $(1229078)<br>|
| Intertek Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17473648 | 01/20/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (303607)<br>|
| Intesa Sanpaolo SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45195678 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 979434 |
| Intesa Sanpaolo SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56233875 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 443395 |
| Intuit, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 763242 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44797)<br>|
| Intuit, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 647101 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Intuit, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13571325 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3198280)<br>|
| Intuit, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 879186 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (74927)<br>|
| Intuitive Machines, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2617748 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (171969)<br>|
| Invesco QQQ Trust Series 1 | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8237537 | 02/15/28 | 0.55% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (76737)<br>|
| Invesco QQQ Trust Series 1 | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25218391 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43212 |
| Invesco QQQ Trust Series 1 | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36521299 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (215907)<br>|
| Invesco S&P 500 Equal Weight ETF | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27054648 | 02/15/28 | 0.55% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (135774)<br>|
| Invesco S&P 500 Equal Weight ETF | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5538818 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5057)<br>|
| Invesco S&P 500 Equal Weight ETF | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17920598 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (126874)<br>|
| Investec PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7267601 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 539292 |
| Invitation Homes, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13688057 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (166928)<br>|
| Invivyd, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353371 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (75880)<br>|
| Invivyd, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77193 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16417)<br>|
| Ionis Pharmaceuticals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741911 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52465 |
| Ionis Pharmaceuticals, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8004211 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 110924 |
| IonQ, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239448 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45385)<br>|
| IPG Photonics Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9939911 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 665800 |
| Ipsen SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35825635 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 479510 |
| Ipsen SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7745539 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 103670 |
| Ipsen SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3979430 | 08/19/26 | 0.18% | 1D ESTR | Monthly  | &nbsp;&nbsp; 50300 |
| Ipsen SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9834627 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 131632 |
| Ipsen SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5545217 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 74220 |
| IPSOS SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2476073 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 45801 |
| IQVIA Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2813257 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (117050)<br>|
| iRadimed Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1422254 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (82277)<br>|
| IREN Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519326 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (75917)<br>|
| Iren SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3811995 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (49690)<br>|
| Iren SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1259192 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (16414)<br>|
| Iren SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2572139 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 29224 |
| Iridium Communications, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15779751 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1354205)<br>|
| Iriso Electronics Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2535764 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (93178)<br>|
| Ishihara Sangyo Kaisha Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1092815 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10261 |
| Israel Discount Bank Ltd., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24755029 | 06/17/27 | 0.70% | SHIR | Monthly  | &nbsp;&nbsp; (388276)<br>|
| Isuzu Motors Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4296026 | 05/12/27 | 0.17% | 1D P TONA | Monthly  | &nbsp;&nbsp; (123587)<br>|
| Italgas SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 713730 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 285 |
| Italgas SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8208039 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 128371 |
| Italgas SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2117824 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 31933 |
| Italgas SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6846739 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 40149 |
| Italgas SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4448571 | 01/03/31 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; 19418 |
| Ito En Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449670 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20931)<br>|
| Itoham Yonekyu Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947842 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 48801 |
| ITT, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6352050 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32074)<br>|
| ITV PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113407 | 06/24/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3169 |
| ITV PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184104 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 4797 |
| J & J Snack Foods Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106495 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2185 |
| J Sainsbury PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3202120 | 02/15/28 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; 42748 |
| J Sainsbury PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16372379 | 02/15/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 218571 |
| J Sainsbury PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15121663 | 04/18/28 | 0.13% | 1D SONIA | Monthly  | &nbsp;&nbsp; 203936 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| J Sainsbury PLC | UBS AG | $18596697 | 09/03/29 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; $215054 |
| Jabil, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405088 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25584)<br>|
| Jabil, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11686383 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (358663)<br>|
| Jabil, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3488647 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (102285)<br>|
| Jabil, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4452539 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (130225)<br>|
| Jabil, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3334557 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (173052)<br>|
| Jabil, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2358060 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (67279)<br>|
| JAC Recruitment Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3359848 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (119846)<br>|
| Jackson Financial, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618151 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5)<br>|
| Jacobs Solutions, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 732678 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8090)<br>|
| Jacobs Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4311486 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45656)<br>|
| Jacobs Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1157614 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5875)<br>|
| Jacobs Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11763213 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (292354)<br>|
| Jacobs Solutions, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335228 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7764)<br>|
| JAFCO Group Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313276 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5445)<br>|
| JAFCO Group Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110476 | 01/06/31 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1552)<br>|
| Janus Henderson Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203676 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1021 |
| Japan Airlines Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2669308 | 04/18/28 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; (56101)<br>|
| Japan Airlines Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2373362 | 01/20/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (32246)<br>|
| &nbsp;&nbsp;&nbsp; Japan Aviation Electronics Industry <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1152309 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (85239)<br>|
| Japan Hotel REIT Investment Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3050755 | 04/03/28 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; (67885)<br>|
| Japan Logistics Fund, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1922406 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (62469)<br>|
| Japan Material Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 986234 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 40068 |
| Japan Metropolitan Fund Invest | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27522667 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 229842 |
| Japan Petroleum Exploration Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19110716 | 05/12/27 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; 134930 |
| Japan Post Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31438540 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 951384 |
| Japan Post Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29483184 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (472073)<br>|
| Japan Real Estate Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262799 | 01/20/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3818)<br>|
| Japan Tobacco, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42177680 | 05/12/27 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; (593083)<br>|
| Japan Tobacco, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18537768 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (286228)<br>|
| Japan Tobacco, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 707179 | 02/10/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (16873)<br>|
| Japan Tobacco, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740501 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17668)<br>|
| Jardine Matheson Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4058193 | 02/15/28 | 0.30% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (71771)<br>|
| Jardine Matheson Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44772 | 05/08/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1045)<br>|
| Jardine Matheson Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14969467 | 04/01/30 | 0.30% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (277279)<br>|
| Jazz Pharmaceuticals PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662475 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 256 |
| JB Hi-Fi Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4619567 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (301121)<br>|
| JB Hi-Fi Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5262528 | 09/07/26 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (531613)<br>|
| JB Hi-Fi Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3022858 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (197042)<br>|
| JB Hi-Fi Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6785820 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (442326)<br>|
| JB Hi-Fi Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7571848 | 04/18/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (764897)<br>|
| JB Hi-Fi Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2373182 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (239735)<br>|
| JBG SMITH Properties | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252831 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7573)<br>|
| JBS NV, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403296 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22710 |
| JBS NV, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1315259 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 33508 |
| JBT Marel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 537904 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (376)<br>|
| JCDecaux SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4303921 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (171459)<br>|
| JCR Pharmaceuticals Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1152856 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (101592)<br>|
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12753812 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (436871)<br>|
| Jefferies Financial Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330936 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14)<br>|
| Jenoptik AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 641174 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 101417 |
| Jeronimo Martins SGPS SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2604161 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (83512)<br>|
| Jeronimo Martins SGPS SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502941 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (16771)<br>|
| JET2 PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4500684 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (198320)<br>|
| JET2 PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2146 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (95)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| JGC Holdings Corp. | Barclays Bank PLC | $2031586 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; $101355 |
| JINS Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7026919 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 210136 |
| JINS Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5180202 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 85241 |
| Joby Aviation, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5046878 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1377999)<br>|
| John B Sanfilippo & Son, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111556 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9632 |
| John Wiley & Sons, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14916 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 106 |
| Johnson Controls International PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211729 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8783 |
| Johnson Controls International PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 827026 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30096 |
| Johnson Controls International PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 528718 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18447 |
| Johnson Matthey PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2220502 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (9951)<br>|
| Joyful Honda Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1860733 | 02/26/26 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20285)<br>|
| Joyful Honda Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310255 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (762)<br>|
| JPMorgan Chase & Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222667 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2426)<br>|
| JPMorgan Chase & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6643204 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27645 |
| JPMorgan Chase & Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492959 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1360 |
| JPMorgan Chase & Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28247848 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1965779)<br>|
| JTEKT Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31890110 | 05/12/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1146024)<br>|
| Julius Baer Group Ltd., Class N | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1506931 | 11/09/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (62776)<br>|
| Julius Baer Group Ltd., Class N | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1654761 | 01/06/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (64929)<br>|
| Jumbo Interactive Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4394405 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (404933)<br>|
| Jumbo Interactive Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977741 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (61698)<br>|
| Juroku Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3010597 | 05/12/27 | 0.18% | 1D P TONA | Monthly  | &nbsp;&nbsp; (32800)<br>|
| Juroku Financial Group, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172370 | 02/10/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19060 |
| Kaga Electronics Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7433219 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (165232)<br>|
| Kaiser Aluminum Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3732028 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (244593)<br>|
| Kajima Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466760 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5768)<br>|
| Kajima Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18703395 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (561522)<br>|
| Kaken Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10798527 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (340302)<br>|
| Kamigumi Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138597 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1386 |
| Kamigumi Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348211 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (1753)<br>|
| Kamigumi Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19777805 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 656238 |
| Kamigumi Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 812298 | 01/06/31 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3104 |
| Kanadevia Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1432730 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3243)<br>|
| Kanamoto Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5789984 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (413861)<br>|
| Kaneka Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4095529 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 46708 |
| Kansai Electric Power Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3063531 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (108678)<br>|
| Kansai Electric Power Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1127336 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 5464 |
| Kao Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18451595 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (134466)<br>|
| Kao Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 811380 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 670 |
| Kao Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20012705 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 128538 |
| Kawasaki Kisen Kaisha Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229053 | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 703 |
| Kawasaki Kisen Kaisha Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5714124 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 67345 |
| KB Home | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1297714 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60834)<br>|
| KBC Ancora | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483737 | 01/13/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1000)<br>|
| KBR, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7989779 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (293054)<br>|
| KBR, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64518 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| Keller Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3730406 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 139781 |
| Keller Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1573084 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 58945 |
| Keller Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3153608 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 106715 |
| Keppel Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1344659 | 02/15/28 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; 5984 |
| Keppel Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 477585 | 01/27/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; (3570)<br>|
| Kerry Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231580 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4694 |
| Kerry Group PLC, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9870274 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 200381 |
| Kerry Group PLC, Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21191810 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 442262 |
| Kerry Group PLC, Class A | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 960660 | 02/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 17507 |
| Kerry Group PLC, Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14314768 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 229284 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Kerry Properties Ltd. | Bank of America N.A. | $122261 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; $12830 |
| Kerry Properties Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730880 | 01/04/30 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; 11364 |
| KeyCorp | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11006672 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 150350 |
| Keysight Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3409676 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (39688)<br>|
| Keysight Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11012824 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 514752 |
| Kforce, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1554266 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32334 |
| KH Neochem Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 810782 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11380)<br>|
| Kier Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1572096 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 13735 |
| Kier Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1446813 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (19506)<br>|
| Kier Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1339481 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 11703 |
| Kilroy Realty Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199108 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17226)<br>|
| Kilroy Realty Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1004513 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30487)<br>|
| Kimball Electronics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6103473 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (227567)<br>|
| Kimberly-Clark Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4287707 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (64529)<br>|
| Kimco Realty Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3705053 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53490 |
| Kinaxis, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4551280 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (342517)<br>|
| Kinden Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1378165 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (130316)<br>|
| Kinden Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3356834 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (312439)<br>|
| Kinder Morgan, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3464265 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 57330 |
| Kingfisher PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6023011 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 416534 |
| Kingsgate Consolidated Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200838 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (17385)<br>|
| Kinross Gold Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405605 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (56236)<br>|
| Kinross Gold Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18044647 | 08/17/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (1293089)<br>|
| Kinross Gold Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2920523 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (309722)<br>|
| Kinross Gold Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22212471 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (3340453)<br>|
| Kinross Gold Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2203077 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (305500)<br>|
| Kintetsu Group Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115359 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1213)<br>|
| KION Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 655845 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (17236)<br>|
| KION Group AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109921 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (225)<br>|
| Kirby Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2630669 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (262644)<br>|
| Kirby Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21207697 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2117363)<br>|
| Kirin Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3780609 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (108351)<br>|
| Kissei Pharmaceutical Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4002633 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (97812)<br>|
| Kissei Pharmaceutical Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 860978 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21040)<br>|
| Kissei Pharmaceutical Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 948744 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (28386)<br>|
| Ki-Star Real Estate Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1768248 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (74794)<br>|
| Kite Realty Group Trust | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3351743 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 33143 |
| Klaviyo, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 803590 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (100177)<br>|
| Klaviyo, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436767 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (52600)<br>|
| Klepierre SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8689121 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (828)<br>|
| Klepierre SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3384899 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (42)<br>|
| Klepierre SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 831358 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (524)<br>|
| Knife River Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6794169 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (739868)<br>|
| &nbsp;&nbsp;&nbsp; Knight-Swift Transportation Holdings, <br> Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6135194 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (189904)<br>|
| Knorr-Bremse AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2312712 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (30699)<br>|
| Kobe Bussan Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3021233 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20065)<br>|
| Koei Tecmo Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1516065 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (35269)<br>|
| Kojamo OYJ | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357399 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10555)<br>|
| Kokusai Electric Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741692 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (35915)<br>|
| Kokusai Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162598 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8988)<br>|
| Kokusai Electric Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408754 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22653)<br>|
| &nbsp;&nbsp;&nbsp; Komax Holding AG, Class N, <br> Registered Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 983875 | 12/10/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 2542 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Kone OYJ, Class B | BNP Paribas SA | $22057476 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(769808)<br>|
| Kone OYJ, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 394647 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (11608)<br>|
| Konecranes Oyj | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221777 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (502)<br>|
| Koninklijke Ahold Delhaize NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414785 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (988)<br>|
| Koninklijke Ahold Delhaize NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1103840 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10983 |
| Koninklijke Ahold Delhaize NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4674462 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (116011)<br>|
| Koninklijke Ahold Delhaize NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9337085 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (318207)<br>|
| Koninklijke Ahold Delhaize NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7035811 | 02/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (157196)<br>|
| Koninklijke Ahold Delhaize NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1156288 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4204 |
| Koninklijke BAM Groep NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6575942 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (376935)<br>|
| Koninklijke Heijmans N.V | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108915 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 269 |
| Koninklijke KPN NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114303 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 637 |
| Koninklijke Philips NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16032575 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (711026)<br>|
| Koninklijke Philips NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21113163 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (928650)<br>|
| Konoike Transport Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117119 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1257 |
| Kontoor Brands, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1016953 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17272 |
| Kontron AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444454 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (25323)<br>|
| Kontron AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4661904 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (111615)<br>|
| Kontron AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 796586 | 08/19/26 | (12.00)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (45386)<br>|
| Kontron AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2684080 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (152926)<br>|
| Koppers Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122630 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42 |
| Koppers Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1378790 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 468 |
| Kose Holdings Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248161 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1996)<br>|
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security Solutions, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 832130 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (79230)<br>|
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security Solutions, <br> Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7844720 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (77663)<br>|
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security Solutions, <br> Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402349 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38312)<br>|
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security Solutions, <br> Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444305 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18256)<br>|
| Kroger Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4255814 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12770 |
| K's Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9353373 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (119307)<br>|
| KSB SE & Co KGaA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64030 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3388 |
| Kubota Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17781928 | 09/09/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (125248)<br>|
| Kubota Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22531144 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 256759 |
| &nbsp;&nbsp;&nbsp; Kuehne + Nagel International AG, <br> Registered Shares<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134332 | 02/15/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 206 |
| Kulicke & Soffa Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4719560 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (172889)<br>|
| Kumagai Gumi Co., Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 648563 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 11357 |
| Kumagai Gumi Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12471936 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 834199 |
| Kuraray Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1812280 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 18638 |
| Kureha Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18731310 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 707988 |
| Kurimoto Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233192 | 05/12/27 | 0.16% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14415)<br>|
| KWS Saat SE & Co KGaA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 498677 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (6761)<br>|
| KWS Saat SE & Co KGaA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77319 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2283 |
| Kyndryl Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104846 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15698)<br>|
| Kyndryl Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7587728 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (573349)<br>|
| Kyocera Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18482149 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1063506 |
| Kyocera Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10723745 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 232804 |
| Kyoritsu Maintenance Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2324790 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (128178)<br>|
| Kyoritsu Maintenance Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8143829 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (417499)<br>|
| Kyushu Financial Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4662868 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 442564 |
| L3Harris Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75428 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Labcorp Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2458192 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24043 |
| Labrador Iron Ore Royalty Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1623978 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (55048)<br>|
| Labrador Iron Ore Royalty Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316132 | 02/16/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (9756)<br>|
| Labrador Iron Ore Royalty Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364595 | 01/17/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (13928)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Lakeland Financial Corp. | SG Americas Securities LLC | $248184 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $8751 |
| Lam Research Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2414237 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 139582 |
| Lam Research Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446332 | 02/09/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 72183 |
| Lam Research Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2857403 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 165204 |
| Lancashire Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1431721 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 5101 |
| Landis+Gyr Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471222 | 12/10/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 23752 |
| Landstar System, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6344694 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (340871)<br>|
| LANXESS AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4595156 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (94789)<br>|
| Las Vegas Sands Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305455 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35214)<br>|
| Las Vegas Sands Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15092 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1962)<br>|
| Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6148525 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (739587)<br>|
| Laureate Education, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2111628 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29207)<br>|
| Laureate Education, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234786 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3775)<br>|
| Laureate Education, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3557703 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (113469)<br>|
| Laureate Education, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2835285 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48135)<br>|
| Laureate Education, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2086931 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (565)<br>|
| Lazard, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342865 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5294 |
| Lazard, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2786404 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 54632 |
| La-Z-Boy, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386927 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30728)<br>|
| La-Z-Boy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16417 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1015)<br>|
| La-Z-Boy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208546 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14700)<br>|
| Lear Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3652920 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (234712)<br>|
| Lear Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6371905 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (243063)<br>|
| LEG Immobilien SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9348233 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 77423 |
| LEG Immobilien SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4887217 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (311232)<br>|
| LEG Immobilien SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2688258 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 22264 |
| Legal & General Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2799292 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 68097 |
| Legalzoom.com, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5047861 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 28551 |
| Leggett & Platt, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9056012 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (760591)<br>|
| Legrand SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1426755 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 49760 |
| Legrand SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11636137 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 664380 |
| Leidos Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281980 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1819)<br>|
| Leidos Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89811 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Lemonade, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367080 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12875)<br>|
| LendingClub Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1577843 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (341452)<br>|
| Lendlease Corp Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13708735 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (452940)<br>|
| Lendlease Corp Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1)<br>|
| Lendlease Corp Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1155615 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (56892)<br>|
| Lendlease Corp Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1)<br>|
| Lennar Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140749 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6577)<br>|
| Lennar Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10779872 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (503706)<br>|
| Leonardo DRS, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814705 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (17443)<br>|
| Leonardo SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26278744 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (744097)<br>|
| Leonardo SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9532439 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (80952)<br>|
| Leonardo SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172273 | 01/19/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 273 |
| Leopalace21 Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3191292 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 22378 |
| Lexicon Pharmaceuticals, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411237 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (143991)<br>|
| LGI Homes, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1040816 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (55452)<br>|
| Liberty Energy, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146160 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21336 |
| Liberty Energy, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1448462 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 211444 |
| Liberty Global Ltd., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6729970 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 364647 |
| 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; 15 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; — |
| Liechtensteinische Landesbank AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69653 | 02/15/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 304 |
| Liechtensteinische Landesbank AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58026 | 01/14/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 4698 |
| Liechtensteinische Landesbank AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423815 | 01/07/31 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 417 |
| Lifco AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594769 | 12/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (25220)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Life Corp. | Bank of America N.A. | $7195092 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $284055 |
| Life Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375376 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (758)<br>|
| Life Time Group Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1163224 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6779)<br>|
| Life Time Group Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7686960 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 245909 |
| Life Time Group Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 842388 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16960 |
| Life360, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5287587 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (450077)<br>|
| LifeStance Health Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17066068 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (694684)<br>|
| Light & Wonder, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10188187 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (360899)<br>|
| LightPath Technologies, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368768 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (100620)<br>|
| LightPath Technologies, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19636 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4100)<br>|
| LightPath Technologies, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79534 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16607)<br>|
| Lightspeed Commerce, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7665274 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (769342)<br>|
| Lightspeed Commerce, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6438435 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (398550)<br>|
| Lightwave Logic, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471913 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (85483)<br>|
| Lightwave Logic, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25181 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7077)<br>|
| Linamar Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4702230 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (153861)<br>|
| Lincoln Educational Services Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147529 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4818)<br>|
| Lincoln Electric Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5781283 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 330524 |
| Lindblad Expeditions Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2522365 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 332206 |
| Lindblad Expeditions Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4443453 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4504 |
| Linde PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4691814 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2182 |
| Linde PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6415879 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 163118 |
| Link REIT | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578564 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (165)<br>|
| Link REIT | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4870383 | 09/09/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 71290 |
| Link REIT | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300575 | 01/14/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 6095 |
| Link REIT | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263276 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 3854 |
| Link REIT | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2291998 | 01/11/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 33549 |
| Link REIT | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6943983 | 04/18/28 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; 186238 |
| Link REIT | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1192403 | 09/03/29 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; 31980 |
| Link REIT | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 383902 | 01/04/30 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 5528 |
| Lintec Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1342013 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 77209 |
| Lion Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1081 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (10)<br>|
| Lithia Motors, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18194149 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (489367)<br>|
| Lithium Americas Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2399167 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (512886)<br>|
| Littelfuse, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 802306 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (676)<br>|
| LivaNova PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5940652 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 69513 |
| Live Nation Entertainment, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13239244 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (137254)<br>|
| LiveRamp Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10679236 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (592370)<br>|
| Lloyds Banking Group PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14587758 | 07/06/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 939082 |
| Lloyds Banking Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693154 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 41105 |
| Loar Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560387 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44323)<br>|
| Loar Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4278122 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (202070)<br>|
| Loar Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527637 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32558)<br>|
| Loblaw Cos Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42186 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (744)<br>|
| Loblaw Cos Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14059027 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (247955)<br>|
| Loblaw Cos Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8788937 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (145307)<br>|
| Lockheed Martin Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21930925 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2137723 |
| Lockheed Martin Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8807304 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 306438 |
| &nbsp;&nbsp;&nbsp; Logitech International SA, Class N, <br> Registered Shares<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7139611 | 02/15/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (80566)<br>|
| &nbsp;&nbsp;&nbsp; Logitech International SA, Class N, <br> Registered Shares<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14813013 | 07/06/26 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (167156)<br>|
| &nbsp;&nbsp;&nbsp; Logitech International SA, Class N, <br> Registered Shares<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18616734 | 04/18/28 | 0.10% | SSARON | Monthly  | &nbsp;&nbsp; (210079)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| London Stock Exchange Group PLC | Bank of America N.A. | $708778 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; $(32498)<br>|
| London Stock Exchange Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6855103 | 08/17/26 | 0.05% | 1D SONIA | Monthly  | &nbsp;&nbsp; (449800)<br>|
| London Stock Exchange Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12904305 | 12/10/26 | 0.05% | 1D SONIA | Monthly  | &nbsp;&nbsp; (846720)<br>|
| London Stock Exchange Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138750 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (14269)<br>|
| LondonMetric Property PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 914477 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3409)<br>|
| Lonza Group AG, Registered Shares | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345451 | 07/06/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (18636)<br>|
| Lonza Group AG, Registered Shares | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21932 | 01/06/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (869)<br>|
| Loomis Ab, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1075103 | 12/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (36452)<br>|
| L'Oreal SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10945737 | 06/25/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 26585 |
| Lottery Corp. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3512013 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 31761 |
| LTC Properties, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16835 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 51 |
| Lumentum Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 820019 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 121964 |
| Lumentum Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1081136 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 193128 |
| Lumentum Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522114 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73875 |
| Lumentum Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148636 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21031 |
| Lundin Gold, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502938 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (78394)<br>|
| Lundin Gold, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16926966 | 08/17/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (2482007)<br>|
| Lundin Gold, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11136446 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (1617476)<br>|
| Lundin Mining Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3273334 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 168326 |
| Lundin Mining Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4461057 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 229402 |
| &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; 6625456 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (569627)<br>|
| LY Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7179694 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (68895)<br>|
| LY Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142866 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5628)<br>|
| LY Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445658 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17556)<br>|
| LY Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9327059 | 12/08/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; (441378)<br>|
| LY Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9782828 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (464435)<br>|
| Lyft, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1204931 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (88053)<br>|
| Lyft, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7743977 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (611999)<br>|
| Lyft, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7162737 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (281514)<br>|
| Lyft, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3377902 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (246847)<br>|
| Lynas Rare Earths Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3085537 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (272609)<br>|
| LyondellBasell Industries NV, Class A | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1950048 | 02/09/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 55669 |
| LyondellBasell Industries NV, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4125605 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (152440)<br>|
| M&G PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1678223 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 26450 |
| M&G PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2412083 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 72001 |
| M/I Homes, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11942063 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (180341)<br>|
| Mabuchi Motor Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114017 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (351)<br>|
| Macquarie Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32805049 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 690658 |
| Macquarie Group Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11119197 | 02/25/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (25629)<br>|
| Macquarie Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7382194 | 04/18/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (81191)<br>|
| Macquarie Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50352036 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 997580 |
| Macquarie Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17511476 | 01/20/31 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (9497)<br>|
| Macy's, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 884060 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3500)<br>|
| Magna International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12335162 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (429303)<br>|
| Magna International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1567828 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (85398)<br>|
| Magna International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9756715 | 12/08/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (996687)<br>|
| Magnite, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1793329 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (72542)<br>|
| Magnolia Oil & Gas Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1526845 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 110361 |
| Maire SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1677736 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 200035 |
| Maire SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3948629 | 03/17/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 470792 |
| Maire SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000853 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 238560 |
| Maire SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2491961 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 297114 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Makita Corp. | SG Americas Securities LLC | $233864 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $30202 |
| Malibu Boats, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1073213 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (48553)<br>|
| Man Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1)<br>|
| Man Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (2)<br>|
| Man Wah Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233879 | 02/15/28 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 13228 |
| Mandatum OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1823165 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2105)<br>|
| Manhattan Associates, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2878269 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (402309)<br>|
| ManpowerGroup, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14257228 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2264784 |
| Manulife Financial Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7453759 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 184062 |
| Maplebear, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133321 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4339)<br>|
| MARA Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5673937 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (435608)<br>|
| Marathon Petroleum Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8361194 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50293 |
| Marcus Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2953304 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (132712)<br>|
| Marsh & McLennan Cos, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11729053 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 489183 |
| Marsh & McLennan Cos, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339058 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16056 |
| Marsh & McLennan Cos, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2655907 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 93360 |
| Martinrea International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3448479 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (210110)<br>|
| Marui Group Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27743683 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (275363)<br>|
| Maruichi Steel Tube Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 766201 | 03/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3218)<br>|
| Maruichi Steel Tube Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1026622 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8981)<br>|
| Maruichi Steel Tube Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392966 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (9493)<br>|
| Maruichi Steel Tube Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 615936 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5550)<br>|
| Marvell Technology, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3913702 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (177392)<br>|
| Marvell Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5430602 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (178318)<br>|
| Marvell Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139915 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6776)<br>|
| Marvell Technology, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440161 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7995)<br>|
| Marvell Technology, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1622386 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57245)<br>|
| Marvell Technology, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5503811 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (295564)<br>|
| Masimo Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1781728 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14154)<br>|
| MasTec, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3575951 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (47869)<br>|
| MasTec, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11756654 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1151350 |
| MasTec, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27501472 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 535130 |
| MasTec, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2350691 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13466)<br>|
| MasTec, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4677890 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (78229)<br>|
| Mastercard, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5781455 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 133382 |
| Mastercard, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287212 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3196 |
| Mastercard, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1441661 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32469 |
| Match Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276815 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8084)<br>|
| Materion Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20607192 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1442414)<br>|
| Mativ Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3947762 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (319194)<br>|
| Matson, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5044736 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1124088 |
| Maxell Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 860455 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (72102)<br>|
| Maxell Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32974 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2763)<br>|
| Maximus, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5700940 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (258741)<br>|
| MaxLinear, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6294992 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (659383)<br>|
| MaxLinear, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611758 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58657)<br>|
| McDonald's Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1158936 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 33969 |
| McDonald's Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024339 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 59071 |
| McDonald's Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5558407 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37253 |
| McDonald's Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1604991 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7179 |
| McDonald's Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4794266 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 140524 |
| McDonald's Holdings Co Japan Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9503955 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1321 |
| McGrath RentCorp | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1779883 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (59522)<br>|
| McGrath RentCorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1009808 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38775)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| McGrath RentCorp | BNP Paribas SA | $2038381 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(37343)<br>|
| McGrath RentCorp | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 856655 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2018 |
| MCJ Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1717467 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7521)<br>|
| McKesson Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16472353 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (252121)<br>|
| MEC Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1316057 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5625)<br>|
| &nbsp;&nbsp;&nbsp; Mediobanca Banca di Credito <br> Finanziario SpA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15959664 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 150943 |
| &nbsp;&nbsp;&nbsp; Mediobanca Banca di Credito <br> Finanziario SpA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26327328 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 248998 |
| Medipal Holdings Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1353585 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21445)<br>|
| Medpace Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8807694 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (257470)<br>|
| Meidensha Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241898 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1082 |
| MEIJI Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505505 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 9524 |
| MEITEC Group Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1111421 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (71268)<br>|
| MEITEC Group Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3829594 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (183467)<br>|
| MercadoLibre, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2328204 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6443)<br>|
| MercadoLibre, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16551569 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45803)<br>|
| MercadoLibre, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13545277 | 02/09/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (198910)<br>|
| Mercedes-Benz Group AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785132 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7306)<br>|
| Mercedes-Benz Group AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 902007 | 01/13/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3896)<br>|
| Mercedes-Benz Group AG, Class N | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8054865 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (57226)<br>|
| Mercedes-Benz Group AG, Class N | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10773186 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (211135)<br>|
| Meritage Homes Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6215010 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (420170)<br>|
| Meta Platforms, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428469 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2)<br>|
| METAWATER Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7137503 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (377724)<br>|
| METAWATER Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110886 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 492 |
| Metcash Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440920 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (5170)<br>|
| MetLife, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8361786 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 105193 |
| MetLife, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16203 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 204 |
| Metro, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10020992 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (803556)<br>|
| Metro, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541304 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (49674)<br>|
| Metro, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10741421 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (985422)<br>|
| Metropole Television SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107910 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2259 |
| Metropole Television SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338655 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4099 |
| Metropole Television SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 655517 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2153)<br>|
| Metso OYJ | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621732 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (175)<br>|
| Metso OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601646 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5916)<br>|
| Mettler-Toledo International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 743523 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3347)<br>|
| Mettler-Toledo International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23556242 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1062571)<br>|
| MFE-MediaForEurope NV, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1883606 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12477)<br>|
| MGIC Investment Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76111 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2092 |
| MGIC Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10421860 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15509 |
| MGIC Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2401397 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14242 |
| MGIC Investment Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415071 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8569 |
| MGIC Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228016 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16937)<br>|
| MGIC Investment Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466412 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 677 |
| MGM China Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182048 | 02/15/28 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 633 |
| MGM Resorts International | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18528645 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (459943)<br>|
| Microchip Technology, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 404363 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13)<br>|
| Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8464791 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 50472 |
| Micron Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11960399 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 520436 |
| Microsoft Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12842151 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (593516)<br>|
| Microsoft Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 531042 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55572)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Microsoft Corp. | BNP Paribas SA | $13331648 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(647559)<br>|
| Microsoft Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28045569 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1296161)<br>|
| Microsoft Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7763 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (448)<br>|
| Milbon Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1608121 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17704)<br>|
| MillerKnoll, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12499513 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 518652 |
| Millicom International Cellular SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 781540 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6052 |
| Millicom International Cellular SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3460156 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26854 |
| Millicom International Cellular SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1705882 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17487)<br>|
| Millicom International Cellular SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2299372 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 319486 |
| Millicom International Cellular SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4601567 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10959 |
| Millrose Properties, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 684703 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18554)<br>|
| Mineral Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740758 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (65093)<br>|
| Mineral Resources Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175384 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (10765)<br>|
| Minimax Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7912377 | 07/19/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 2541685 |
| MIRAIT ONE Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14169487 | 05/12/27 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; (182301)<br>|
| Mirvac Group | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229825 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4181)<br>|
| Mirvac Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10533006 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (82011)<br>|
| Mirvac Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4714760 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (33248)<br>|
| Mirvac Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83402 | 01/14/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1071)<br>|
| Mitie Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3238974 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (41966)<br>|
| Mitie Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5444928 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (70547)<br>|
| Mitie Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1758849 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (22788)<br>|
| Mitsubishi Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1948106 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 39056 |
| Mitsubishi Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9446647 | 04/18/28 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; 106604 |
| Mitsubishi Electric Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15831678 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 268196 |
| Mitsubishi Electric Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2242679 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13706)<br>|
| Mitsubishi Electric Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1078066 | 01/20/31 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2657)<br>|
| Mitsubishi HC Capital, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3563335 | 09/09/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9473 |
| Mitsubishi Heavy Industries Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1461860 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1503 |
| Mitsubishi Heavy Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25360644 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (757295)<br>|
| Mitsubishi Heavy Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16874722 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (503897)<br>|
| Mitsubishi Logistics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95742 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1780)<br>|
| Mitsubishi Logistics Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231384 | 01/14/28 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; (4168)<br>|
| Mitsubishi Logistics Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4900751 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 298737 |
| Mitsubishi UFJ Financial Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2513918 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (2012)<br>|
| Mitsubishi UFJ Financial Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7681958 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (39388)<br>|
| Mitsui & Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4746267 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (71901)<br>|
| Mitsui & Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20009944 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (303129)<br>|
| Mitsui Chemicals, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1412654 | 01/26/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 20691 |
| Mitsui Chemicals, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7453293 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 109397 |
| Mitsui Chemicals, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14271558 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 209473 |
| Mitsui Chemicals, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 778387 | 02/10/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 89510 |
| Mitsui Fudosan Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95319 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4730)<br>|
| Mitsui Fudosan Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28682802 | 09/09/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (702415)<br>|
| Mitsui Fudosan Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315733 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (9566)<br>|
| Mitsui Fudosan Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18132469 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (539949)<br>|
| Mitsui OSK Lines Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1314658 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 45712 |
| Mitsui-Soko Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233749 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9194)<br>|
| Miyazaki Bank Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263952 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8236 |
| MKS, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2549368 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 310863 |
| MNTN, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88322 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15642)<br>|
| Mobileye Global, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3216697 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (646774)<br>|
| Mobileye Global, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234977 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15371)<br>|
| Mobvista, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1921061 | 09/09/27 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (164424)<br>|
| Mobvista, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302829 | 12/08/27 | 0.30% | 1D HIBOR | Monthly  | &nbsp;&nbsp; (37713)<br>|
| Moderna, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6133604 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1849501 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Moderna, Inc. | UBS AG | $493373 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(13407)<br>|
| Modine Manufacturing Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4192871 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 650391 |
| Molina Healthcare, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2104791 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (153726)<br>|
| Molson Coors Beverage Co., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19954 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (690)<br>|
| Molson Coors Beverage Co., Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324248 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16648)<br>|
| Monadelphous Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4255108 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 185179 |
| Monarch Casino & Resort, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332823 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3641 |
| Mondelez International, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6469483 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 129266 |
| Mondelez International, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1011851 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12952 |
| Mondelez International, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3124219 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 63565 |
| Mondelez International, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2566308 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11167 |
| Mondi PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400820 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1911)<br>|
| Mondi PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134149 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3602)<br>|
| Mondi PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160823 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (9791)<br>|
| Monster Beverage Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24992827 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 914254 |
| 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; 5 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; — |
| Moody's Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16188 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (722)<br>|
| Moody's Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307539 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8514)<br>|
| Moody's Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3423286 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (152573)<br>|
| Moog, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19341 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 812 |
| Moog, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 545609 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15319 |
| Moog, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76776 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3225 |
| Morgan Sindall Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1942580 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (11749)<br>|
| Morgan Sindall Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3152502 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (19068)<br>|
| Morgan Sindall Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1296185 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (7840)<br>|
| Morgan Sindall Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2956139 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 42578 |
| Morgan Sindall Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2978211 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (18013)<br>|
| Morgan Stanley | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5362450 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7324)<br>|
| Morgan Stanley | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373067 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (521)<br>|
| Morgan Stanley | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26486067 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (269622)<br>|
| Mosaic Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3976760 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11535)<br>|
| Mota-Engil SGPS SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 951048 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (31021)<br>|
| Mota-Engil SGPS SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 793171 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (93327)<br>|
| Motorola Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30929619 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 389201 |
| Motorola Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7727835 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 97945 |
| Movado Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111893 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1492 |
| Mowi ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4021573 | 12/08/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 94953 |
| Mowi ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235454 | 12/08/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 9912 |
| MP Materials Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3690860 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (518338)<br>|
| MP Materials Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5441226 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (764016)<br>|
| MPC Container Ships ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 516779 | 01/03/31 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 19305 |
| &nbsp;&nbsp;&nbsp; MS&AD Insurance Group Holdings, <br> Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3802750 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 118247 |
| MSCI, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649431 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3)<br>|
| MTU Aero Engines AG, Class N | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5471691 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (22982)<br>|
| MTU Aero Engines AG, Class N | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222463 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1603 |
| &nbsp;&nbsp;&nbsp; Muenchener Rueckversicherungs-<br> Gesellschaft AG in Muenchen, <br> Class N, Registered Shares<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19154251 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 18975 |
| &nbsp;&nbsp;&nbsp; Muenchener Rueckversicherungs-<br> Gesellschaft AG in Muenchen, <br> Class N, Registered Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12190692 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (469175)<br>|
| Mullen Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1838061 | 12/08/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (12488)<br>|
| Mullen Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154996 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (6200)<br>|
| Murata Manufacturing Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35099172 | 09/09/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1850744)<br>|
| Murata Manufacturing Co., Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3396485 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (255701)<br>|
| Murata Manufacturing Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32479558 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (437873)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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. | UBS AG | $3120343 | 01/20/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(24254)<br>|
| Musashi Seimitsu Industry Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1063163 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (36697)<br>|
| Myers Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2890154 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 49781 |
| MYR Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4341965 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (521)<br>|
| MYR Group, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1441256 | 02/10/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 183504 |
| MYR Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1915116 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (6060)<br>|
| Nabors Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3468284 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 94890 |
| Nabors Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1360142 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40624 |
| Nabtesco Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18520457 | 05/12/27 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; 60394 |
| Nagarro SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68122 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 877 |
| Nagase & Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8126007 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19527)<br>|
| Nakanishi, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2018545 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (49995)<br>|
| Nanto Bank Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131352 | 02/10/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 11072 |
| Nanto Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1249832 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 105354 |
| Napco Security Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397573 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27861)<br>|
| Natera, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4832404 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (169848)<br>|
| Natera, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4034347 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (154431)<br>|
| National Beverage Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2257595 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 49417 |
| National Beverage Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2971357 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 55254 |
| National Grid PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4227388 | 01/19/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 28494 |
| National Health Investors, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1309961 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40174 |
| National Health Investors, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1452947 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27266 |
| National Health Investors, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2480938 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10419 |
| National Health Investors, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3011667 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61509 |
| National Storage Affiliates Trust | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10010047 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (516320)<br>|
| National Storage Affiliates Trust | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399059 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20584)<br>|
| &nbsp;&nbsp;&nbsp; Natural Grocers by Vitamin Cottage, <br> Inc., Class C<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212602 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10794 |
| Naturgy Energy Group SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12713115 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 407500 |
| Naturgy Energy Group SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1331161 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 35161 |
| NatWest Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42777548 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1628473 |
| NatWest Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16269886 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 581339 |
| NatWest Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309937 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 7832 |
| NatWest Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89632 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3803 |
| Navigator Global Investments Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185950 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3381)<br>|
| NCC AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 529346 | 04/24/28 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; (2001)<br>|
| Nebius Group NV, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2256330 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (305224)<br>|
| NEC Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3306157 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (377228)<br>|
| NEC Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17025611 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1377537)<br>|
| NEC Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18951511 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1249118)<br>|
| NEC Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15504557 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1680283)<br>|
| NEC Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7159990 | 01/20/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (569899)<br>|
| Neinor Homes SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 583874 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 9293 |
| Neinor Homes SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309277 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 12183 |
| Nektar Therapeutics | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 515256 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11284 |
| Nektar Therapeutics | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105762 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5892 |
| Nektar Therapeutics | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184905 | 02/10/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18339)<br>|
| Nektar Therapeutics | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4250231 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 164489 |
| Nemetschek SE | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206591 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5193)<br>|
| Nemetschek SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21826890 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2681511)<br>|
| Neo Performance Materials, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131214 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (2815)<br>|
| &nbsp;&nbsp;&nbsp; Neptune Insurance Holdings, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13057 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26)<br>|
| &nbsp;&nbsp;&nbsp; Neptune Insurance Holdings, Inc., <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13352 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp; Neptune Insurance Holdings, Inc., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1055 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Neste OYJ | Barclays Bank PLC | $8428536 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $291562 |
| &nbsp;&nbsp;&nbsp; Nestle SA, Class N, Registered <br> Shares<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287367 | 01/07/31 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (706)<br>|
| Netflix, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135610 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6951)<br>|
| Netflix, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14118 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8)<br>|
| Netflix, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17875206 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (824043)<br>|
| Netflix, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293471 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6433)<br>|
| NETGEAR, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1091044 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (85148)<br>|
| NetScout Systems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26413 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (132)<br>|
| NetScout Systems, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13219650 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| NetScout Systems, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5156222 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 115636 |
| NETSTREIT Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110583 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 3889 |
| Netwealth Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3255451 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (39344)<br>|
| Netwealth Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1627074 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (19664)<br>|
| Netwealth Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19959995 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1330409)<br>|
| Neurocrine Biosciences, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7338478 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (69609)<br>|
| New Jersey Resources Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27016 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 643 |
| New Jersey Resources Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96194 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3904 |
| New York Times Co., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442856 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15111 |
| Newell Brands, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142383 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (998)<br>|
| Newmark Group, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1482799 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12817 |
| Newmark Group, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1417937 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34031 |
| Newmark Group, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2750178 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53822 |
| Newmark Group, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 551068 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5478 |
| Newmont Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11596084 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (188851)<br>|
| NewPrinces SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119745 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4470)<br>|
| News Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122259 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1511 |
| News Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31479 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 389 |
| Nexans SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 570455 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7458 |
| NexPoint Residential Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1193731 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9017)<br>|
| Nexstar Media Group, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600826 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3)<br>|
| &nbsp;&nbsp;&nbsp; NEXT FUNDS TOPIX Exchange <br> Traded Fund<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355902 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2887 |
| &nbsp;&nbsp;&nbsp; NEXT FUNDS TOPIX Exchange <br> Traded Fund<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758660 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5154)<br>|
| &nbsp;&nbsp;&nbsp; NEXT FUNDS TOPIX Exchange <br> Traded Fund<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1124690 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (8996)<br>|
| &nbsp;&nbsp;&nbsp; NEXT FUNDS TOPIX Exchange <br> Traded Fund<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347667 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5142)<br>|
| Next PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9247762 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (646047)<br>|
| Next Vision Stabilized Systems Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1789587 | 01/13/31 | 0.40% | SHIR | Monthly  | &nbsp;&nbsp; 80963 |
| NextEra Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 903501 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24283 |
| NGK Insulators Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19875542 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (115003)<br>|
| NGK Insulators Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238417 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1163 |
| NH Foods Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6729121 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18773)<br>|
| NH Foods Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9615632 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (26826)<br>|
| Nice Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15054701 | 05/23/28 | 0.75% | SHIR | Monthly  | &nbsp;&nbsp; (1381939)<br>|
| Nichirei Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435280 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 838 |
| Nickel Industries Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120268 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (5295)<br>|
| NIDEC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 763057 | 01/26/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (42097)<br>|
| NIDEC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9902793 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (546049)<br>|
| NIDEC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23613189 | 09/09/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1302053)<br>|
| Nihon Kohden Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7426335 | 05/12/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; (411993)<br>|
| Nihon Parkerizing Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114995 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (601)<br>|
| NIKE, Inc., Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525221 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21)<br>|
| Nikkiso Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128781 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7337 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Nikkon Holdings Co. Ltd. | UBS AG | $332748 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $6242 |
| Nine Entertainment Co Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109508 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3334)<br>|
| Nine Entertainment Co Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235141 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1833 |
| Nine Entertainment Co Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3024813 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 23586 |
| Nippn Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4860987 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 77503 |
| Nippon Building Fund, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183456 | 03/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6288)<br>|
| Nippon Building Fund, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83954 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3254)<br>|
| Nippon Ceramic Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1420535 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21631)<br>|
| Nippon Electric Glass Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1003701 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 92246 |
| Nippon Electric Glass Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278806 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 25624 |
| Nippon Gas Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11234328 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (137892)<br>|
| Nippon Gas Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 612502 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7518)<br>|
| Nippon Kayaku Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9329306 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 523525 |
| Nippon Light Metal Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1293684 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19923)<br>|
| Nippon Paper Industries Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 888088 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (412)<br>|
| Nippon REIT Investment Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198466 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (6517)<br>|
| Nippon REIT Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4098863 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (98367)<br>|
| Nippon Seiki Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280119 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17758)<br>|
| Nippon Shokubai Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130397 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2109 |
| Nippon Steel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85149 | 01/26/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 276 |
| Nippon Steel Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2588685 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (75536)<br>|
| Nippon Yusen KK | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1253964 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17906 |
| Nippon Yusen KK | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6247990 | 01/26/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3667)<br>|
| Nippon Yusen KK | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1726367 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (961)<br>|
| Nishimatsu Construction Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2642250 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (70844)<br>|
| Nishimatsu Construction Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9182177 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (83640)<br>|
| Nishi-Nippon Financial Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9740376 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 323467 |
| Nissan Chemical Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2300288 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (42536)<br>|
| Nisshin Seifun Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115908 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2962)<br>|
| Nisshinbo Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14037570 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 107227 |
| Nitto Denko Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1196667 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9941)<br>|
| NMI Holdings, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21190203 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16431 |
| NN Group NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41411331 | 12/08/27 | 0.15% | 1D ESTR | Monthly  | &nbsp;&nbsp; 483919 |
| NNN REIT, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 544797 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6087)<br>|
| NNN REIT, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8999370 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (94033)<br>|
| Noevir Holdings Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238553 | 02/26/26 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3045)<br>|
| NOF Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114213 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2189)<br>|
| NOK Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116758 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1852)<br>|
| Nokia OYJ | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11607392 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (259458)<br>|
| Nokia OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11151492 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (750777)<br>|
| Nomad Foods Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6423306 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 380834 |
| Nomura Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2771206 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (67397)<br>|
| Nomura Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4930379 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (115848)<br>|
| Nomura Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13245397 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (103196)<br>|
| Nomura Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32477802 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (253038)<br>|
| Nomura Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4887628 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (69183)<br>|
| Nomura Real Estate Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578190 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1275 |
| Nomura Real Estate Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310916 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3906)<br>|
| Nomura Real Estate Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13273534 | 01/26/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (167128)<br>|
| Nomura Real Estate Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7430345 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (93336)<br>|
| Nomura Real Estate Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23492972 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (295106)<br>|
| Nomura Real Estate Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 633996 | 01/14/28 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; (5357)<br>|
| Nomura Real Estate Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7226966 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 183140 |
| Nomura Real Estate Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5796609 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 146893 |
| Nomura Real Estate Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372943 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (810)<br>|
| &nbsp;&nbsp;&nbsp; Nomura Real Estate Master Fund, <br> Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159837 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (6403)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Nomura Research Institute Ltd. | BNP Paribas SA | $10524412 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; $(2286572)<br>|
| Nomura Research Institute Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3358565 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (444293)<br>|
| Nomura Research Institute Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 529749 | 01/20/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (103864)<br>|
| Nordex SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20901003 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 467308 |
| Nordex SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10690409 | 12/08/27 | 0.14% | 1D ESTR | Monthly  | &nbsp;&nbsp; 354235 |
| Nordnet AB publ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5117521 | 04/24/28 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; 227048 |
| Norfolk Southern Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40126 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 65 |
| Norfolk Southern Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307003 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2294 |
| Norfolk Southern Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1054351 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7801 |
| Norfolk Southern Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 542688 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4261 |
| Northern Oil & Gas, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3293577 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 234248 |
| Northland Power, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30286664 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (492079)<br>|
| Northland Power, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11716380 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (190360)<br>|
| Northrop Grumman Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4178376 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 240320 |
| Northrop Grumman Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5348260 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 173898 |
| Norwegian Air Shuttle ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4161302 | 12/11/26 | 0.28% | NOWA | Monthly  | &nbsp;&nbsp; 240 |
| Norwegian Cruise Line Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 969531 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 47591 |
| NOS SGPS SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71785 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2117 |
| NOV, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13657062 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 614412 |
| Nova Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2048955 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (15230)<br>|
| NovaBay Pharmaceuticals, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159831 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (136404)<br>|
| NovaBay Pharmaceuticals, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252924 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (167077)<br>|
| NovaBay Pharmaceuticals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440313 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (65063)<br>|
| NovaBay Pharmaceuticals, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 790874 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (583427)<br>|
| Novocure Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2827854 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (356720)<br>|
| NPK International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112003 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1253 |
| NRG Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7222253 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73614 |
| NRG Energy, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21661622 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 220788 |
| NRG Energy, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2148788 | 02/09/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 136236 |
| NRW Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 930987 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (60225)<br>|
| NRW Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7946571 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (264459)<br>|
| NRW Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5338504 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (345344)<br>|
| NRW Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1260919 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (81568)<br>|
| NSK Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19786399 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (558452)<br>|
| NTN Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8579351 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (261964)<br>|
| NTN Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1511760 | 08/19/26 | 0.05% | 1D P TONA | Monthly  | &nbsp;&nbsp; (46156)<br>|
| NTN Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6889925 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 75464 |
| NTN Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6281651 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (191789)<br>|
| NTT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11772415 | 01/26/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 25671 |
| NTT, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339351 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (907)<br>|
| Nucor Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636275 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5902)<br>|
| Nucor Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29365 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 492 |
| Nucor Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 666970 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9788 |
| nVent Electric PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 896719 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11549)<br>|
| nVent Electric PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305702 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1891 |
| NVIDIA Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3347604 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5390 |
| NVIDIA Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1816236 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73658 |
| NVIDIA Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439819 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6087 |
| NVIDIA Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15696388 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 516596 |
| NVIDIA Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1170832 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8631 |
| NVR, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10649889 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (173668)<br>|
| NVR, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201820 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3291)<br>|
| NVR, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2652807 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4427 |
| NVR, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 612295 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9072)<br>|
| NVR, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1562717 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2608 |
| NVR, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10310270 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 349209 |
| NVR, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2164935 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3612 |
| Obayashi Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8234686 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (243730)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Obayashi Corp. | Bank of America N.A. | $2672784 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(79109)<br>|
| Obayashi Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16426314 | 09/09/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (525665)<br>|
| Obayashi Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5896873 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (174535)<br>|
| Obayashi Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12377617 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (366352)<br>|
| Obayashi Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2398294 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (70985)<br>|
| Obayashi Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3328767 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (98525)<br>|
| Obayashi Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11731869 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 538990 |
| Obayashi Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9624594 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 388932 |
| Obayashi Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10097958 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (298879)<br>|
| Obayashi Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7292582 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (215845)<br>|
| Obic Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1017734 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (69960)<br>|
| Obic Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12109 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (991)<br>|
| Obic Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 412473 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (34476)<br>|
| Obsidian Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750801 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 72820 |
| Obsidian Energy Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109158 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 12074 |
| OceanaGold Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17930669 | 10/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (2181095)<br>|
| Oceaneering International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5287556 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 591847 |
| Oceaneering International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4864577 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 283938 |
| Oceaneering International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4607836 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 548144 |
| Ocugen, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364447 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13535)<br>|
| Ocugen, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76864 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8066)<br>|
| Odfjell Drilling Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 718995 | 08/19/26 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 43402 |
| Odfjell Drilling Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6370475 | 04/24/28 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 384550 |
| Ohsho Food Service Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219146 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5353)<br>|
| Okamura Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1712556 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (28872)<br>|
| Okamura Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 719680 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12133)<br>|
| Oki Electric Industry Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6408153 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (451923)<br>|
| Oki Electric Industry Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1712059 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (120740)<br>|
| Okta, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359389 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11)<br>|
| Okumura Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1803328 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (37523)<br>|
| Old Dominion Freight Line, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10829465 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (304448)<br>|
| Old National Bancorp | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24594 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1204 |
| Old National Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1062881 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17780 |
| Olin Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110649 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13091)<br>|
| Ollie's Bargain Outlet Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5108180 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (304401)<br>|
| Omega Healthcare Investors, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1069520 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18989)<br>|
| Omega Healthcare Investors, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33043 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 481 |
| Omega Healthcare Investors, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 913574 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13873 |
| Omega Healthcare Investors, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199995 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3764)<br>|
| 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; — |
| Omnicom Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2045907 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27305)<br>|
| Omnicom Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399449 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11090)<br>|
| Omnicom Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34276 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1611)<br>|
| Omron Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4198662 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (65274)<br>|
| Omron Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23657 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (694)<br>|
| Omron Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2870039 | 01/20/31 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10575 |
| On Holding AG, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8115591 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (223267)<br>|
| OneMain Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371312 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2332 |
| Ono Pharmaceutical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25975436 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 478070 |
| Ono Pharmaceutical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28424430 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 497732 |
| Ono Pharmaceutical Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2593587 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 31501 |
| Ono Pharmaceutical Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2527349 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 30697 |
| Ono Pharmaceutical Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29503263 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 729953 |
| Ono Pharmaceutical Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1451349 | 09/03/29 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17628 |
| Onto Innovation, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7622789 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (552858)<br>|
| Onward Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235411 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4929)<br>|
| Open Up Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2398130 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (73191)<br>|
| Opendoor Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4462962 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (327913)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Optasia Group | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $2132923 | 10/29/27 | 0.56% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $17585 |
| OR Royalties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2802982 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (391476)<br>|
| Oracle Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3365536 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (166430)<br>|
| Oracle Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5661316 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (471944)<br>|
| Orica Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10314864 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (146180)<br>|
| Orica Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3586516 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (53550)<br>|
| Orica Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47156802 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (668295)<br>|
| ORIX Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 902788 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 8426 |
| ORIX Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18522363 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2468)<br>|
| Orix JREIT, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119848 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (637)<br>|
| Orkla ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791409 | 02/26/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 11706 |
| Orkla ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438690 | 01/03/31 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 5702 |
| Orrstown Financial Services, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113033 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4865)<br>|
| Orsted AS | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660836 | 06/17/26 | 0.25% | DESTR | Monthly  | &nbsp;&nbsp; 18948 |
| Oscar Health, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106676 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9111)<br>|
| Oshkosh Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8570092 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (699398)<br>|
| OSI Systems, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10236163 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1328928)<br>|
| Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5918733 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (318000)<br>|
| Otsuka Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1708697 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (63099)<br>|
| Otsuka Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5942230 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (311507)<br>|
| Otsuka Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30892132 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1600477)<br>|
| Otsuka Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1051722 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (54450)<br>|
| Otsuka Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26718054 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 174821 |
| Otsuka Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9440373 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 60738 |
| Otter Tail Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358057 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 4200 |
| Outokumpu OYJ | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 510665 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (128)<br>|
| Ovintiv, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377483 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 18820 |
| Owens Corning | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3735508 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (163917)<br>|
| P10, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20332 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 129 |
| P10, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351320 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3482)<br>|
| Pacira BioSciences, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1245360 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6634)<br>|
| PAL GROUP Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393788 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7374)<br>|
| Palantir Technologies, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430326 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (49631)<br>|
| Palo Alto Networks, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6819825 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (107707)<br>|
| Palomar Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303594 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15877)<br>|
| Palomar Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9903629 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (328494)<br>|
| Palomar Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1926547 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (100752)<br>|
| PALTAC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2381476 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (71970)<br>|
| Pan African Resources PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1761379 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (110498)<br>|
| Pan American Silver Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 831615 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (95935)<br>|
| Pan American Silver Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323986 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14786)<br>|
| Pan American Silver Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28400913 | 12/08/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 235452 |
| &nbsp;&nbsp;&nbsp; Pan Pacific International Holdings <br> Corp.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44993556 | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 585125 |
| &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; 16764262 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (140571)<br>|
| Pandora A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8586170 | 02/15/28 | 0.26% | 1W CIBOR | Monthly  | &nbsp;&nbsp; (563604)<br>|
| Pandora A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32056848 | 11/09/26 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; 57942 |
| Pandora A/S | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4623015 | 12/08/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (547180)<br>|
| Par Pacific Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16988584 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 823601 |
| Par Pacific Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3465306 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10699 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Parex Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $146327 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; $3654 |
| Park Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7322875 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (417006)<br>|
| Park Hotels & Resorts, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9803211 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (477789)<br>|
| Parker-Hannifin Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14915538 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45976)<br>|
| Parker-Hannifin Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4289775 | 01/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15794)<br>|
| Parsons Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3325585 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60509)<br>|
| Partners Group Holding AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1262765 | 12/08/27 | 0.10% | SSARON | Monthly  | &nbsp;&nbsp; (9668)<br>|
| Patterson-UTI Energy, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8785671 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 518985 |
| Paychex, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18008 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (682)<br>|
| Paychex, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420725 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15939)<br>|
| Paylocity Holding Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21356171 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1800809)<br>|
| PBF Energy, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5073116 | 12/08/27 | 0.18% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 211088 |
| PC Connection, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2422946 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 27079 |
| Pearson PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229005 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (801)<br>|
| Pearson PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175644 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 4131 |
| Pearson PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27608870 | 04/18/28 | 0.20% | 1D SONIA | Monthly  | &nbsp;&nbsp; (490146)<br>|
| Pearson PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1289930 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 15619 |
| Pediatrix Medical Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12779882 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (494186)<br>|
| Pegasystems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 526247 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (64575)<br>|
| Peloton Interactive, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4096707 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (155125)<br>|
| Penguin Solutions, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2641748 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (193703)<br>|
| Penn Entertainment, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7531824 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (898860)<br>|
| Penn Entertainment, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3960959 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (407514)<br>|
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304645 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (101108)<br>|
| Penske Automotive Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7200274 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (280661)<br>|
| Pentair PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1892971 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23707)<br>|
| Penta-Ocean Construction Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18034575 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (563233)<br>|
| Peoples Bancorp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882542 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22490 |
| PepsiCo, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1743072 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 90041 |
| PepsiCo, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1068114 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 66750 |
| Per Aarsleff Holding A/S, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3424681 | 04/24/28 | 0.25% | DESTR | Monthly  | &nbsp;&nbsp; 17039 |
| Perdoceo Education Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15173 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 105 |
| Perenti Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16351687 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1283226)<br>|
| Perenti Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144369 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (6266)<br>|
| Perenti Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2097250 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (164585)<br>|
| Performance Food Group Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 608066 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2913)<br>|
| Perion Network Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 465233 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25013)<br>|
| Pernod Ricard SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722845 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3307 |
| Pernod Ricard SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85805 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1217)<br>|
| Perpetua Resources Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1470523 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (287959)<br>|
| Persol Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29959329 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (853733)<br>|
| Pfizer, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302136 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6419 |
| Pfizer, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28073369 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 365707 |
| Pfizer, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1923057 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30304 |
| Pfizer, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395508 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5137 |
| PG&E Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19297226 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 408948 |
| PG&E Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1337115 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28295 |
| Phibro Animal Health Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4106408 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (144084)<br>|
| Phillips 66 | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1228587 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 12776 |
| Phinia, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2769794 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73661 |
| Photronics, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112473 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (397)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Phreesia, Inc. | SG Americas Securities LLC | $3314935 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(680641)<br>|
| Pigeon Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 815870 | 01/20/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10279)<br>|
| Pigeon Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149988 | 01/14/28 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; (3043)<br>|
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621964 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 5345 |
| Pinnacle West Capital Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15510467 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 145583 |
| Pinnacle West Capital Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4461062 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 54892 |
| Piper Sandler Cos | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11181124 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (937823)<br>|
| PJT Partners, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1493 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (109)<br>|
| PJT Partners, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1839410 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (176765)<br>|
| Planet Fitness, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441475 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26788)<br>|
| Planet Fitness, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2487914 | 12/08/27 | 0.16% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (59877)<br>|
| Plexus Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16135081 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1759570 |
| PLS Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4611449 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (596720)<br>|
| PLS Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71983 | 01/27/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (10844)<br>|
| PLS Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2291288 | 01/14/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (128580)<br>|
| PLS Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4757231 | 01/03/31 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (618427)<br>|
| Plus500 Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29500005 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2319399 |
| Pluxee NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89383 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3853)<br>|
| Polaris, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22959499 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2292065)<br>|
| Pool Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307110 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14652)<br>|
| Pool Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5494357 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (262136)<br>|
| Popular, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3025806 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 82639 |
| Popular, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3694049 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 123040 |
| Popular, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10823 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 394 |
| Popular, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 767847 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16107 |
| Porsche Automobil Holding SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 695852 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (28913)<br>|
| Porsche Automobil Holding SE | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194569 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (109)<br>|
| Porsche Automobil Holding SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3479128 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (228289)<br>|
| Portland General Electric Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227676 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1413 |
| Poste Italiane SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6013047 | 03/22/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 78942 |
| Poste Italiane SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15404290 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (97688)<br>|
| PPG Industries, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7246602 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 109200 |
| PRADA SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 943546 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (62492)<br>|
| PRADA SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2191177 | 08/19/26 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (145125)<br>|
| PRADA SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194765 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (8201)<br>|
| PRADA SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 786013 | 05/11/26 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; (52059)<br>|
| Preformed Line Products Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61105 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 124 |
| Preformed Line Products Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160754 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8129 |
| Prima Meat Packers Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259208 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5781)<br>|
| Principal Financial Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15198118 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 624763 |
| Privia Health Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9066744 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27416 |
| Pro Medicus Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1693861 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 58614 |
| Pro Medicus Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11323757 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1695497)<br>|
| Pro Medicus Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2552142 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (382130)<br>|
| Procore Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235148 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32800)<br>|
| Procter & Gamble Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435047 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21477 |
| Procter & Gamble Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118745 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1457 |
| Procter & Gamble Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1234536 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31682 |
| Procter & Gamble Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17954567 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 220346 |
| Procter & Gamble Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1954226 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 60673 |
| Progress Software Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18970954 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (812090)<br>|
| Progress Software Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5601211 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Progress Software Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5401347 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (148896)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Progressive Corp. | Bank of America N.A. | $740406 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $16298 |
| Progressive Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1837954 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12338)<br>|
| Progressive Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3149173 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 80027 |
| Progressive Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8590698 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 44838 |
| Progyny, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15899450 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (718655)<br>|
| ProPetro Holding Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120274 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5358 |
| Prosperity Bancshares, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37730 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2121)<br>|
| Prosperity Bancshares, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136891 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6393)<br>|
| Prosperity Bancshares, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7183992 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (293550)<br>|
| Prosperity Bancshares, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578884 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31289)<br>|
| Prudential Financial, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29958254 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1368873)<br>|
| Prysmian SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3706027 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 21264 |
| Prysmian SpA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15192317 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 519299 |
| &nbsp;&nbsp;&nbsp; PSP Swiss Property AG, Class N, <br> Registered Shares<br>| JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3042553 | 02/10/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 195446 |
| &nbsp;&nbsp;&nbsp; PSP Swiss Property AG, Class N, <br> Registered Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1465450 | 12/08/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 94137 |
| PTC Therapeutics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302409 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (440)<br>|
| Public Service Enterprise Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 857931 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19779 |
| Public Service Enterprise Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3070967 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 114389 |
| Public Storage | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3034350 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (150097)<br>|
| Public Storage | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 563897 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23945)<br>|
| Public Storage | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3696309 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (134010)<br>|
| Publicis Groupe SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 607541 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4953)<br>|
| Publicis Groupe SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1611620 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (50728)<br>|
| Publicis Groupe SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14851132 | 04/18/28 | 0.15% | 1D ESTR | Monthly  | &nbsp;&nbsp; (387720)<br>|
| Publicis Groupe SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14124837 | 09/03/29 | 0.15% | 1D ESTR | Monthly  | &nbsp;&nbsp; (368758)<br>|
| Publicis Groupe SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414706 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (13114)<br>|
| PubMatic, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214738 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15886)<br>|
| PulteGroup, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 582547 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9129 |
| Pure Storage, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1280132 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33697)<br>|
| Pure Storage, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1106267 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (70747)<br>|
| Pure Storage, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30898 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1204)<br>|
| Pure Storage, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1039701 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40342)<br>|
| Q2 Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1493561 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (157883)<br>|
| Qantas Airways Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1965453 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (26954)<br>|
| Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12437492 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (544414)<br>|
| Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11694443 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (511889)<br>|
| QBE Insurance Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18512125 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (266698)<br>|
| QBE Insurance Group Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2512112 | 02/25/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (36191)<br>|
| QIAGEN NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4382902 | 02/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 365019 |
| QIAGEN NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1258033 | 02/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 104772 |
| QIAGEN NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35270754 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (384073)<br>|
| QIAGEN NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6154378 | 12/08/27 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; 522170 |
| QIAGEN NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3277571 | 12/08/27 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; 272965 |
| QinetiQ Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3522990 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 126565 |
| QT Group OYJ | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109862 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (16030)<br>|
| QUALCOMM, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2153632 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23035)<br>|
| QUALCOMM, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3017214 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (59087)<br>|
| QUALCOMM, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4438919 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (106174)<br>|
| QUALCOMM, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22899412 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2129612)<br>|
| QUALCOMM, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6835512 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (199054)<br>|
| QUALCOMM, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 871505 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14)<br>|
| Qualys, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15019649 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (214798)<br>|
| Quanta Services, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1296645 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16181 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Quanta Services, Inc. | Barclays Bank PLC | $1011649 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $737 |
| Quanta Services, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1497808 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4396 |
| Quanta Services, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1101444 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (777)<br>|
| Quantum Computing, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8324880 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1893910)<br>|
| Quebecor, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3237084 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (11972)<br>|
| Quebecor, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21294041 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (91938)<br>|
| Quest Diagnostics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5296119 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 276814 |
| Quilter PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15828028 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 983401 |
| Quilter PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6519232 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 50720 |
| QuinStreet, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5512671 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (491191)<br>|
| QuinStreet, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 822025 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (109389)<br>|
| Radian Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107582 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (163)<br>|
| Radian Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5295853 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (96403)<br>|
| Radian Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1338155 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24359)<br>|
| Radian Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1484784 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12969)<br>|
| Radian Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396883 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (602)<br>|
| Raito Kogyo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6934776 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (69694)<br>|
| Raito Kogyo Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 762917 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7667)<br>|
| Raito Kogyo Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1109921 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38100)<br>|
| Rakuten Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17208217 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (964637)<br>|
| Ralph Lauren Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3458333 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (150415)<br>|
| Ralph Lauren Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1147221 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1362 |
| Ralph Lauren Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3787337 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (68757)<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; 1034638 | 04/07/27 | 0.60% | SHIR | Monthly  | &nbsp;&nbsp; (7558)<br>|
| Range Resources Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226393 | 12/08/27 | 0.15% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7142 |
| Rapid7, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7087422 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1150523)<br>|
| RAPT Therapeutics, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 806366 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1039 |
| RAPT Therapeutics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 756036 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 437 |
| RAPT Therapeutics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24271 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19219 |
| RAPT Therapeutics, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97053 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 76852 |
| Rational AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10324456 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 123907 |
| Raymond James Financial, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 690727 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16672)<br>|
| Raymond James Financial, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1942331 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (41575)<br>|
| Raymond James Financial, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435790 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14506)<br>|
| Rayonier, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 946129 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45921)<br>|
| Rayonier, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188203 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10694)<br>|
| Rayonier, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51258 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2913)<br>|
| RBC Bearings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200986 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2117)<br>|
| REA Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16475811 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 258660 |
| REA Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32749429 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 492441 |
| RealReal, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525696 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35571)<br>|
| Reckitt Benckiser Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4565396 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 36237 |
| &nbsp;&nbsp;&nbsp; Recordati Industria Chimica e <br> Farmaceutica SpA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6289307 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (29143)<br>|
| &nbsp;&nbsp;&nbsp; Recordati Industria Chimica e <br> Farmaceutica SpA<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223528 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2029)<br>|
| Redcare Pharmacy NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9544812 | 04/24/28 | (2.00)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 266233 |
| Reddit, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4220306 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (469428)<br>|
| Reddit, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1591672 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (254249)<br>|
| Reddit, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2698505 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (400243)<br>|
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3195404 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 51876 |
| Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285459 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Region Group | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114013 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3206)<br>|
| Regis Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1116021 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (102519)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Regis Resources Ltd. | Citibank N.A. | $2001479 | 02/25/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; $(106325)<br>|
| Reliance, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46789 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Reliance, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9566009 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 37598 |
| Reliance, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15805 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 341 |
| Relo Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78860 | 01/14/28 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; (1615)<br>|
| Relo Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184432 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3813)<br>|
| RELX PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17950406 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3176913)<br>|
| Remitly Global, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20819155 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1545399)<br>|
| RenaissanceRe Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 544 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20 |
| RenaissanceRe Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375761 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13830 |
| Repsol SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23319928 | 06/25/26 | 0.02% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1398736 |
| Repsol SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20818992 | 07/06/26 | 0.09% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1205449 |
| Repsol SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331153 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 18581 |
| Republic Services, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166850 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3286 |
| Republic Services, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 669257 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2047)<br>|
| Republic Services, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502223 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5795)<br>|
| Republic Services, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13498359 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 275359 |
| Republic Services, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43212 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 882 |
| ResMed, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8153243 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (65557)<br>|
| ResMed, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5934007 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 174766 |
| Resolute Mining Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132581 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (12069)<br>|
| Resonac Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1009024 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 59556 |
| Resonac Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2656750 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20147)<br>|
| Resonac Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1307188 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5306 |
| Resonac Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4043371 | 01/14/28 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 201908 |
| Resorttrust, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 768447 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (52979)<br>|
| Resorttrust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 494274 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29336)<br>|
| Resorttrust, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742311 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (2373)<br>|
| Resorttrust, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239793 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5576)<br>|
| Resorttrust, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1120742 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (77837)<br>|
| Restaurant Brands International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2386362 | 12/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (64022)<br>|
| REV Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2480437 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (135754)<br>|
| REV Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2058642 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (107200)<br>|
| REV Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2386313 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (124125)<br>|
| REVOLUTION Medicines, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155690 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33242)<br>|
| REVOLUTION Medicines, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1186621 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (147221)<br>|
| Revolve Group, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3532072 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (275594)<br>|
| Revvity, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3192370 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 76853 |
| Rexel SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469975 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3398)<br>|
| Rexford Industrial Realty, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1037971 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 813 |
| Rheinmetall AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124615 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 397 |
| Ricoh Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10916199 | 09/09/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (306665)<br>|
| Rightmove PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1351887 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (14835)<br>|
| Rightmove PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192374 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (7678)<br>|
| Rightmove PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248921 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (11099)<br>|
| RingCentral, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12146680 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (477932)<br>|
| RingCentral, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10044816 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1074497)<br>|
| Rinnai Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249630 | 03/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (109)<br>|
| Rinnai Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5788640 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (49651)<br>|
| Rinnai Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130087 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (1386)<br>|
| Rinnai Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1111791 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4488 |
| Rio Tinto Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2403420 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (43843)<br>|
| Rio Tinto Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3633695 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3794)<br>|
| Rio2 Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223966 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (19416)<br>|
| RioCan Real Estate Investment Trust | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14655988 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (82169)<br>|
| RioCan Real Estate Investment Trust | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11646685 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (65297)<br>|
| RioCan Real Estate Investment Trust | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3456251 | 12/08/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 16018 |
| Riot Platforms, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5956079 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (707371)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Rithm Capital Corp. | Bank of America N.A. | $419290 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(38228)<br>|
| Rithm Capital Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557199 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22014)<br>|
| Robert Half, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24478965 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5081990 |
| Robinhood Markets, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1177121 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (64437)<br>|
| ROBLOX Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12359190 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1479132)<br>|
| Roche Holding AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11205 | 01/06/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 348 |
| Rocket Cos, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1746247 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (268151)<br>|
| Rocket Cos, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1597527 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (261151)<br>|
| Rocket Cos, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1589708 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (217436)<br>|
| Rockhopper Exploration PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376441 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2860 |
| Rockhopper Exploration PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110365 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2660 |
| Rockwell Automation, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16549627 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (142803)<br>|
| Rockwell Automation, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18714216 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (162038)<br>|
| Rogers Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258595 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2465)<br>|
| Rohm Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6687993 | 09/09/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; 155598 |
| Rohm Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 510496 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 4349 |
| Rohm Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2454783 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 56402 |
| Roivant Sciences Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7309257 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (527019)<br>|
| Roku, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12268077 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1376340)<br>|
| Rolls-Royce Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7297961 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (130893)<br>|
| Rolls-Royce Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17871911 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (320542)<br>|
| Rolls-Royce Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409471 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (7344)<br>|
| Roper Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6702691 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (574055)<br>|
| Roper Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3075046 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 92660 |
| Roper Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6665343 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4175 |
| Roper Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6556284 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (204167)<br>|
| Roper Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1189746 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (51184)<br>|
| Rosebank Industries PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239892 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 11268 |
| Rotork PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8851169 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 463370 |
| Round One Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1194377 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15261)<br>|
| Royal Gold, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2364214 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (232193)<br>|
| Royal Gold, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3150875 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (268420)<br>|
| Royal Gold, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 864069 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (73612)<br>|
| Royal Gold, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 924772 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55849)<br>|
| Royal Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1563525 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9271)<br>|
| Royalty Pharma PLC, Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 574281 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30913 |
| Royalty Pharma PLC, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730042 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28576 |
| Royalty Pharma PLC, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1686752 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 83189 |
| Royalty Pharma PLC, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1704135 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36214 |
| RP Optical Lab Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19956 | 02/15/28 | 0.45% | SHIR | Monthly  | &nbsp;&nbsp; 625 |
| RP Optical Lab Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45776 | 01/13/28 | 0.70% | SHIR | Monthly  | &nbsp;&nbsp; 931 |
| RTX Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1256076 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36104 |
| RTX Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3016069 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 70417 |
| RTX Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301782 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5240 |
| RTX Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15387 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 85 |
| Rubis SCA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113096 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1661 |
| Rubrik, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274209 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60145)<br>|
| Rush Street Interactive, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11060658 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1154838)<br>|
| RWE AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639475 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 517 |
| Ryder System, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149583 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2)<br>|
| Ryerson Holding Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2178697 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 58669 |
| S&P Global, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15572078 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (346920)<br>|
| Saab AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1466269 | 01/19/28 | 0.25% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (13327)<br>|
| Sabra Health Care REIT, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 738356 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22215)<br>|
| Sabra Health Care REIT, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 526979 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7969 |
| Sabra Health Care REIT, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4849529 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (73941)<br>|
| Sabra Health Care REIT, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 629779 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8111)<br>|
| Safehold, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000560 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (73741)<br>|
| Safran SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41041950 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (615171)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Safran SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $24825437 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(371359)<br>|
| Sage Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6834119 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (428949)<br>|
| Sage Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3373703 | 02/26/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (211848)<br>|
| Sage Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12834772 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1002311)<br>|
| Sage Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24835197 | 04/18/28 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1862115)<br>|
| Sage Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19132488 | 09/03/29 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1434532)<br>|
| Saipem SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12473305 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2829332 |
| Saipem SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10743079 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 499171 |
| Saipem SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8153079 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 708610 |
| Sakai Moving Service Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135105 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2972)<br>|
| Sakata INX Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5328502 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (160562)<br>|
| Sakata Seed Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6903583 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (259412)<br>|
| Salesforce, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 622548 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5208)<br>|
| Salesforce, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6107530 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (228371)<br>|
| Salesforce, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1739121 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (123594)<br>|
| Salesforce, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12734329 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2301974)<br>|
| Sally Beauty Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116739 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (5968)<br>|
| Salmar ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 652912 | 03/18/27 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 56334 |
| Salzgitter AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14722361 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1360554)<br>|
| &nbsp;&nbsp;&nbsp; Samhallsbyggnadsbolaget i Norden <br> AB, Class B<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3515890 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (16771)<br>|
| Sampo OYJ, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3997565 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (237042)<br>|
| Sampo OYJ, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8143932 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (504672)<br>|
| San-A Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2439933 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (87482)<br>|
| Sandfire Resources Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3848766 | 02/10/26 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 138304 |
| Sandfire Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9326451 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 173581 |
| Sandfire Resources Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4981027 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 178991 |
| Sandisk Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388656 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 56209 |
| Sandisk Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744774 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 146685 |
| Sandisk Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1480312 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 221354 |
| Sands China Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11328157 | 09/07/26 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; (1014991)<br>|
| Sands China Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2112857 | 07/19/27 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; (187386)<br>|
| Sandvik AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5443576 | 04/18/28 | 0.23% | TN STIBOR | Monthly  | &nbsp;&nbsp; 72232 |
| Sandvik AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24789054 | 09/03/29 | 0.10% | TN STIBOR | Monthly  | &nbsp;&nbsp; 1752561 |
| Sandvik AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8778670 | 01/20/31 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; 558114 |
| Sangetsu Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122182 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1736)<br>|
| San-In Godo Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4604109 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 90139 |
| San-In Godo Bank Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3983235 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (78693)<br>|
| Sankyu, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81643 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1763 |
| Sanofi SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13312557 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (14904)<br>|
| Sanofi SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101634 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (236)<br>|
| Sanofi SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337620 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1168)<br>|
| Sanofi SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245975 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4831 |
| Santen Pharmaceutical Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4071394 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 152842 |
| Santos Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315886 | 01/27/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 30850 |
| Santos Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30399162 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2969865 |
| Santos Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27092000 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 4613593 |
| Sanwa Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169884 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24915)<br>|
| Sanwa Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141143 | 01/14/28 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; (23356)<br>|
| SAP SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519005 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (73122)<br>|
| SAP SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 383221 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (43015)<br>|
| SAP SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11774975 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1321696)<br>|
| SAP SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28290813 | 12/08/27 | 0.19% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5201785)<br>|
| SAP SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13459011 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2426603)<br>|
| SAP SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127496 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (21219)<br>|
| SAP SE, ADR | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62498 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9222)<br>|
| SAP SE, ADR | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3659469 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (428154)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| SAP SE, ADR | BNP Paribas SA | $1470950 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $6091 |
| SAP SE, ADR | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1331855 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (68318)<br>|
| Sartorius AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9761149 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (898710)<br>|
| Sartorius AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1434607 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (140555)<br>|
| SATS ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1088109 | 12/08/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 7898 |
| Saul Centers, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14889 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (103)<br>|
| Savaria Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535442 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (32271)<br>|
| Sawai Group Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3075420 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (53686)<br>|
| SBA Communications Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1038922 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5697)<br>|
| SBA Communications Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4256121 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26746)<br>|
| ScanSource, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9207460 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 580589 |
| Scentre Group | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1524812 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (29381)<br>|
| Scentre Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 951952 | 01/14/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (24831)<br>|
| Scentre Group | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 786253 | 01/03/31 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (167)<br>|
| Schindler Holding AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12435473 | 01/06/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (226263)<br>|
| Schindler Holding AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22072232 | 12/08/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (620940)<br>|
| &nbsp;&nbsp;&nbsp; Schindler Holding AG, Class N, <br> Registered Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1118 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (14)<br>|
| Schneider Electric SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9001397 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 156433 |
| Schroders PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10430282 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (171903)<br>|
| Schroders PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4277121 | 02/26/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (86759)<br>|
| Schroders PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14750568 | 12/08/27 | 0.24% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1547102 |
| Schrodinger, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3057809 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (762398)<br>|
| &nbsp;&nbsp;&nbsp; Science Applications International <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10440399 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (699728)<br>|
| Scorpio Tankers, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6787105 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 735006 |
| Scout24 SE | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1418496 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (33102)<br>|
| Sea Ltd., ADR | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5159677 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (679239)<br>|
| Seaboard Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6722731 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 346721 |
| Seabridge Gold, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274967 | 12/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (62371)<br>|
| Seadrill Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2246111 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 23594 |
| Secom Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10315625 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (208421)<br>|
| Securitas AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3632983 | 08/17/26 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (9650)<br>|
| Securitas AB, Class B | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8119554 | 07/06/26 | 0.10% | TN STIBOR | Monthly  | &nbsp;&nbsp; (31407)<br>|
| Securitas AB, Class B | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19120816 | 07/06/26 | 0.10% | TN STIBOR | Monthly  | &nbsp;&nbsp; (80216)<br>|
| Securitas AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 735438 | 12/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 1859 |
| SEEK Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15184768 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1147781)<br>|
| SEEK Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1707660 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (117811)<br>|
| SEEK Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21400285 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (2331890)<br>|
| SEI Investments Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11863447 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 227085 |
| Seibu Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301783 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5026)<br>|
| Seiko Epson Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9718312 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (323602)<br>|
| Seino Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6456107 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (90590)<br>|
| Seino Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313610 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3819)<br>|
| Sekisui Chemical Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26554 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22)<br>|
| Sekisui Chemical Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2809827 | 01/14/28 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 27228 |
| Sekisui House Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2080998 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (43985)<br>|
| Sekisui House Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373326 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (18965)<br>|
| Sekisui House Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20320987 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (180409)<br>|
| Sekisui House Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 897224 | 01/06/31 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (30267)<br>|
| Sekisui House Reit, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2882544 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5425 |
| Sempra | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34643 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 509 |
| Sempra | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 942426 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6679 |
| Sempra | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286942 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15732)<br>|
| SentinelOne, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1755720 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (49936)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Serco Group PLC | SG Americas Securities LLC | $13052556 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; $367623 |
| Seria Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3235991 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (120963)<br>|
| Service Corp. International | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31266 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (220)<br>|
| Service Corp. International | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390088 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6115)<br>|
| Service Corp. International | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123068 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2503)<br>|
| Service Stream Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8491378 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 214277 |
| ServiceNow, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575311 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (64563)<br>|
| ServiceNow, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5558784 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (411163)<br>|
| ServiceNow, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2777886 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (279723)<br>|
| ServiceNow, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267353 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21632)<br>|
| ServiceTitan, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40279 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5261)<br>|
| ServiceTitan, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 724160 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (97440)<br>|
| ServiceTitan, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 681349 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (75076)<br>|
| ServiceTitan, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201937 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26377)<br>|
| SES AI Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379069 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53551)<br>|
| SES AI Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101179 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6089)<br>|
| SGS SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20043284 | 01/20/31 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (258236)<br>|
| SGS SA, Registered Shares | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2302859 | 04/18/28 | 0.15% | SSARON | Monthly  | &nbsp;&nbsp; (26862)<br>|
| SGS SA, Registered Shares | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27647127 | 04/02/30 | 0.18% | SSARON | Monthly  | &nbsp;&nbsp; (873647)<br>|
| Shaftesbury Capital PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10819388 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (237762)<br>|
| Shake Shack, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2353267 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (102172)<br>|
| SharkNinja, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 448676 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18073)<br>|
| SharkNinja, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116904 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5441)<br>|
| SharkNinja, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461942 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17510)<br>|
| SharkNinja, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134558 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9384)<br>|
| Sharp Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27345213 | 05/12/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1325470)<br>|
| Sharplink Gaming, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313947 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60529)<br>|
| Sharplink Gaming, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 932523 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (85815)<br>|
| Sharplink Gaming, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 901372 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (95894)<br>|
| Sharplink Gaming, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100020 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (9204)<br>|
| Sharplink Gaming, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276263 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (41281)<br>|
| Shawbrook Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200466 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 11195 |
| Shell PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1671686 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 68508 |
| Shell PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1744048 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 60840 |
| Sheng Siong Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 842236 | 08/19/26 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; 268 |
| Sheng Siong Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3868903 | 01/06/27 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; 15514 |
| Sherwin-Williams Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758984 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4310)<br>|
| SHIFT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3419399 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (303663)<br>|
| Shimamura Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115583 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1640)<br>|
| Shimizu Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3666164 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (109054)<br>|
| Shimizu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1835596 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2452 |
| Shimizu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12092079 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (104812)<br>|
| Shimizu Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13839492 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (752949)<br>|
| Shimizu Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18206003 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (990512)<br>|
| Shimizu Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1173404 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (6643)<br>|
| Shimizu Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2122180 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (23076)<br>|
| Shimizu Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65732 | 08/19/26 | 0.05% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3576)<br>|
| Shimizu Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1891216 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (102893)<br>|
| Shimizu Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16168565 | 12/08/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (87869)<br>|
| Shimizu Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13577549 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (71895)<br>|
| Shimizu Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14934407 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (812518)<br>|
| Shimizu Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3521380 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (191583)<br>|
| Shimizu Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4686056 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (66962)<br>|
| Shin-Etsu Chemical Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 948819 | 03/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21474)<br>|
| Shinmaywa Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3932379 | 05/12/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; (46637)<br>|
| Shiseido Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3387264 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 407849 |
| Shizuoka Financial Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5428265 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (212184)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Shizuoka Financial Group, Inc. | BNP Paribas SA | $10154103 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; $(336174)<br>|
| Shizuoka Financial Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2372991 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 21865 |
| SHO-BOND Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 851554 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17615)<br>|
| Shoe Carnival, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5025903 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (38644)<br>|
| SI-BONE, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99134 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1992)<br>|
| Siemens AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8946589 | 01/19/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10545 |
| &nbsp;&nbsp;&nbsp; Siemens AG, Class N, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1020174 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13190 |
| Siemens Energy AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2380178 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 288484 |
| Siemens Energy AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3877680 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 35779 |
| Siemens Energy AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27843061 | 02/10/26 | 0.16% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4575827 |
| Siemens Energy AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39335198 | 02/10/26 | 0.16% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6464485 |
| Siemens Energy AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11170216 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 506779 |
| SIG Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102326 | 02/19/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 1052 |
| SIG Group AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249221 | 01/07/31 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 9293 |
| SIGMAXYZ Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2526440 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (296831)<br>|
| Signet Jewelers Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3472796 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31125)<br>|
| Sika AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2125749 | 01/19/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 14 |
| Sika AG, Registered Shares | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7421125 | 01/06/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (13385)<br>|
| Siltronic AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1516082 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (91645)<br>|
| Siltronic AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1157996 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (48100)<br>|
| Silvercorp Metals, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2804080 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (518482)<br>|
| Simon Property Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1660181 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 58548 |
| Simon Property Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328553 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11023 |
| Simon Property Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 806341 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34084 |
| Simon Property Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1304180 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44938 |
| Sims Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1308453 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (17559)<br>|
| &nbsp;&nbsp;&nbsp; Singapore Technologies Engineering <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19088097 | 09/09/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; 811223 |
| &nbsp;&nbsp;&nbsp; Singapore Technologies Engineering <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3749890 | 04/18/28 | 0.25% | SORA | Monthly  | &nbsp;&nbsp; 85447 |
| &nbsp;&nbsp;&nbsp; Singapore Technologies Engineering <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9278981 | 01/20/31 | 0.25% | SORA | Monthly  | &nbsp;&nbsp; 395079 |
| Singapore Telecommunications Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2924342 | 02/25/26 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; 32979 |
| Singapore Telecommunications Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1073196 | 04/18/28 | 0.25% | SORA | Monthly  | &nbsp;&nbsp; 389 |
| Singapore Telecommunications Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1076697 | 01/20/31 | 0.25% | SORA | Monthly  | &nbsp;&nbsp; 31532 |
| Sino Land Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358761 | 02/15/28 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 8436 |
| Sino Land Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1095917 | 01/14/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 11696 |
| Sino Land Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 771014 | 01/04/30 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; 14548 |
| Sirius XM Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4833399 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1353)<br>|
| Sirius XM Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1798750 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1329 |
| Sirius XM Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3252509 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (87107)<br>|
| Sirius XM Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1980866 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26574)<br>|
| SITC International Holdings Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1469760 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 61251 |
| SITC International Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309878 | 01/20/27 | 0.47% | HONIA | Monthly  | &nbsp;&nbsp; 22463 |
| SITC International Holdings Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605059 | 12/08/27 | 0.29% | 1D HIBOR | Monthly  | &nbsp;&nbsp; 40953 |
| SITC International Holdings Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576470 | 01/04/30 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; (1407)<br>|
| SiteOne Landscape Supply, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5362307 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48169)<br>|
| SiteOne Landscape Supply, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7196446 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (179350)<br>|
| SiteOne Landscape Supply, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025558 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (69681)<br>|
| Six Flags Entertainment Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 552703 | 02/10/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 98323 |
| Six Flags Entertainment Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3653686 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 490073 |
| Skanska AB, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202267 | 02/15/28 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (292)<br>|
| Skanska AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33564798 | 12/08/27 | 0.18% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 349362 |
| Skanska AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47012115 | 12/08/27 | 0.17% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 488677 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| SKF AB, Class B | BNP Paribas SA | $4618468 | 11/16/27 | 0.25% | 1D STIBOR | Monthly  | &nbsp;&nbsp; $(338803)<br>|
| SKF AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2466031 | 12/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (165645)<br>|
| Skylark Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75066 | 01/20/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1814)<br>|
| Skylark Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2792035 | 05/12/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; (67486)<br>|
| Skylark Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189461 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (8367)<br>|
| Skylark Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6010097 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (324968)<br>|
| &nbsp;&nbsp;&nbsp; Skyward Specialty Insurance Group, <br> Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 705833 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13152)<br>|
| SkyWest, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5981130 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (397545)<br>|
| Skyworks Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225195 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14756)<br>|
| Skyworks Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3982078 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (261045)<br>|
| Skyworks Solutions, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26669383 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1686784)<br>|
| Skyworks Solutions, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6384708 | 02/09/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (515745)<br>|
| SL Green Realty Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2981653 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (111524)<br>|
| SM Energy Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8060485 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 496638 |
| SM Energy Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1340226 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 60407 |
| SMA Solar Technology AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2999854 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (119260)<br>|
| SmartFinancial, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 880023 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43007 |
| SMG Swiss Marketplace Group AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297360 | 02/15/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (18784)<br>|
| SMG Swiss Marketplace Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270698 | 02/19/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (21816)<br>|
| SMG Swiss Marketplace Group AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195086 | 01/14/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (4760)<br>|
| Smith & Nephew PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303210 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 7062 |
| Smith & Nephew PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4769224 | 07/06/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 38731 |
| Smith & Nephew PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2400116 | 04/18/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 25157 |
| Smiths Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597064 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (4874)<br>|
| Smiths Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41812262 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1729285)<br>|
| Smiths Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467030 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (19316)<br>|
| Smiths Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12811700 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (261415)<br>|
| Smiths Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 755430 | 01/13/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (30612)<br>|
| Smiths Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2918121 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (59543)<br>|
| Smiths Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9423831 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 261351 |
| Smiths Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3596757 | 04/18/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (73390)<br>|
| Smiths Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 953629 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (28495)<br>|
| Societe Generale SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 552785 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 14528 |
| Societe Generale SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39306241 | 07/06/26 | 0.15% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1782500 |
| Societe Generale SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24612926 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1021926 |
| Societe Generale SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203315 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13480 |
| Sodexo SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4739742 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 58167 |
| SoFi Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1790283 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (197871)<br>|
| SoFi Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1821691 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (115982)<br>|
| SoFi Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1032525 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (129842)<br>|
| SoFi Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1025546 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (64241)<br>|
| SoFi Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4739381 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (575438)<br>|
| Sofina SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1741409 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (68708)<br>|
| SoftBank Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18997053 | 01/26/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (358622)<br>|
| SoftBank Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4519596 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (34721)<br>|
| SoftBank Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14836974 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (356245)<br>|
| SoftBank Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24436 | 01/26/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 141 |
| Softcat PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1467799 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 29523 |
| SOITEC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 904558 | 02/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8790 |
| SOITEC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2288584 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (185562)<br>|
| SolarEdge Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4781443 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 109028 |
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 638097 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2419)<br>|
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 685109 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21173)<br>|
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, Inc., <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1974629 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (62737)<br>|
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, Inc., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2107427 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2321 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Solarworld AG | BNP Paribas SA | $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; — |
| Solstice Advanced Materials, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40896 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| Solvay SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533898 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (19136)<br>|
| Solvay SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274782 | 01/13/28 | 0.25% | 1D ESTR | Monthly  | &nbsp;&nbsp; 365 |
| Solvay SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200683 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (19567)<br>|
| Somnigroup International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134985 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8833)<br>|
| Somnigroup International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525774 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38031)<br>|
| Somnigroup International, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508997 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11326)<br>|
| Somnigroup International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2097524 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (132319)<br>|
| Sompo Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14826 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (1032)<br>|
| Sonae SGPS SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8518609 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 40592 |
| Sonic Healthcare Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2113339 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (49851)<br>|
| Sonic Healthcare Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8999093 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (212278)<br>|
| Sonova Holding AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27641985 | 07/06/26 | 0.11% | SSARON | Monthly  | &nbsp;&nbsp; (1345949)<br>|
| &nbsp;&nbsp;&nbsp; Sonova Holding AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7756741 | 01/06/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (377693)<br>|
| Sony Group Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14293140 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1800796)<br>|
| Sony Group Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471787 | 03/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (26419)<br>|
| Sony Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248699 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14991)<br>|
| Sony Group Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59409985 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (7063845)<br>|
| Sony Group Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282487 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (24527)<br>|
| Sony Group Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1891105 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (114044)<br>|
| Sony Group Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1466445 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17898)<br>|
| Sony Group Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1957918 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (94870)<br>|
| South Bow Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226093 | 12/23/26 | 0.15% | CABROVER | Monthly  | &nbsp;&nbsp; 4684 |
| South32 Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15517051 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1533879 |
| South32 Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4340498 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 147226 |
| Southern Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3775316 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12232 |
| Southern Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 962172 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19791 |
| Southern Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1510953 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5442 |
| Southern Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1004361 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10290 |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113542 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 253 |
| SpareBank 1 SMN | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5901068 | 01/04/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; (107782)<br>|
| Sparebanken Norge | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1773163 | 12/11/26 | 0.28% | NOWA | Monthly  | &nbsp;&nbsp; 30282 |
| Spectrum Brands Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 626421 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13403)<br>|
| Spectrum Brands Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1700171 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 6429 |
| SPIE SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3626833 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (57122)<br>|
| Sportradar Group AG, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8472148 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (561464)<br>|
| Spotify Technology SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21905905 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (353829)<br>|
| Spotify Technology SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7848056 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21449 |
| Sprott, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 703305 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (34681)<br>|
| Sprout Social, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1599585 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (171948)<br>|
| Sprouts Farmers Market, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12935201 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 66005 |
| Square Enix Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 554719 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (83)<br>|
| Square Enix Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395231 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20291)<br>|
| SRG Global Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 864331 | 02/25/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 396 |
| SRG Global Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1040665 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 477 |
| SS&C Technologies Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3075651 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (138830)<br>|
| SS&C Technologies Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6231938 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (263222)<br>|
| SS&C Technologies Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9100013 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (354079)<br>|
| SSAB AB, Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77838 | 02/15/28 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (4338)<br>|
| SSAB AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8942224 | 12/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (63460)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| SSP Group Plc | Barclays Bank PLC | $3393562 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; $(210773)<br>|
| SSR Mining, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5409278 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (735417)<br>|
| SSR Mining, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1539893 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (205491)<br>|
| St James's Place PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1158276 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 15876 |
| St James's Place PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 802757 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3479 |
| St James's Place PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3826474 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 51617 |
| Standard Chartered PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14649113 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 202812 |
| Standard Chartered PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292896 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (597)<br>|
| Standard Chartered PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10849706 | 01/19/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 89619 |
| Standard Chartered PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29755446 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 783494 |
| Standard Chartered PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102222 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1070 |
| Standard Motor Products, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8353225 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (39559)<br>|
| Standard Motor Products, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5241574 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 134641 |
| Stanley Electric Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1261399 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (81357)<br>|
| Stantec, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30237999 | 08/17/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (660011)<br>|
| Stantec, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2332717 | 08/18/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (50733)<br>|
| Stantec, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1091951 | 08/19/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (23748)<br>|
| Stantec, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7906800 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (288560)<br>|
| Stantec, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5360895 | 12/08/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 9552 |
| Stantec, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7395059 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (160832)<br>|
| Stantec, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10076970 | 09/04/29 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (219160)<br>|
| Stantec, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8959760 | 01/22/31 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (333074)<br>|
| Starwood Property Trust, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596182 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14193)<br>|
| Starwood Property Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791469 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12016)<br>|
| Starwood Property Trust, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29397 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (673)<br>|
| &nbsp;&nbsp;&nbsp; State Street Consumer Staples Select <br> Sector SPDR ETF<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5950674 | 02/15/28 | 0.55% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 77161 |
| &nbsp;&nbsp;&nbsp; State Street Consumer Staples Select <br> Sector SPDR ETF<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3638448 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50356 |
| Steel Dynamics, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273848 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| Steel Dynamics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18417 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 78 |
| Steel Dynamics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134699 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4647 |
| Stellantis NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137512 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1806)<br>|
| StepStone Group, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596946 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20398)<br>|
| Sterling Infrastructure, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1105713 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48189 |
| Sterling Infrastructure, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1431867 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24923)<br>|
| Sterling Infrastructure, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596063 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2362 |
| Stewart Information Services Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116761 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1051)<br>|
| Stifel Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5938324 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (329530)<br>|
| Stockland | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955180 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3910)<br>|
| Stockland | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2282677 | 01/14/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (16645)<br>|
| Stockland | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128010 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (425)<br>|
| Storebrand ASA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24765530 | 01/04/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; (513392)<br>|
| Storebrand ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3938470 | 04/24/28 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; (86122)<br>|
| Storytel AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2112181 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 13644 |
| Strategic Education, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6384092 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (95417)<br>|
| Stryker Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7680038 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 234459 |
| Stryker Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4840864 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 172217 |
| Stryker Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7334164 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 154969 |
| SUMCO Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 616090 | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 915 |
| SUMCO Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1953224 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 60654 |
| Sumitomo Bakelite Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1690997 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13648 |
| Sumitomo Chemical Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34194212 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (585442)<br>|
| Sumitomo Chemical Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57201093 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (976266)<br>|
| Sumitomo Electric Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145228 | 01/26/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (756)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Sumitomo Electric Industries Ltd. | BNP Paribas SA | $312453 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; $2760 |
| Sumitomo Electric Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5357830 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 70830 |
| Sumitomo Heavy Industries Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12845650 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 227776 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial Group, <br> Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21756005 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1462652 |
| Sumitomo Mitsui Trust Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26805871 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1055396 |
| Sumitomo Mitsui Trust Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10266057 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 37468 |
| Sumitomo Mitsui Trust Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12870574 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 706033 |
| Sumitomo Mitsui Trust Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9590527 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 35003 |
| &nbsp;&nbsp;&nbsp; Sumitomo Realty & Development Co., <br> Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1964661 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 45891 |
| &nbsp;&nbsp;&nbsp; Sumitomo Realty & Development Co., <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14746876 | 09/03/29 | 0.19% | 1D P TONA | Monthly  | &nbsp;&nbsp; 115058 |
| Sun Communities, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4881164 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8198 |
| Sun Life Financial, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23542249 | 08/17/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (380628)<br>|
| Sun Life Financial, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13055674 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (78649)<br>|
| Suncor Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19363430 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 915762 |
| Suncorp Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261037 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 6857 |
| Suncorp Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139750 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1043 |
| Suncorp Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1300517 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (5310)<br>|
| Sundrug Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4421351 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (79324)<br>|
| Sunrun, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398736 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18926)<br>|
| Surge Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113833 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 4624 |
| Suruga Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1766903 | 05/12/27 | 0.19% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17300)<br>|
| Suruga Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426224 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 44774 |
| Suzuken Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3696372 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (48349)<br>|
| Suzuken Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2564996 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (33551)<br>|
| Suzuken Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7450470 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (57682)<br>|
| Suzuki Motor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48291802 | 09/09/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3004285)<br>|
| Swatch Group AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4003609 | 07/06/26 | (0.05)% | SSARON | Monthly  | &nbsp;&nbsp; 327496 |
| Sweco AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224447 | 04/24/28 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; 1445 |
| Swedish Orphan Biovitrum AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2420045 | 08/17/26 | 0.25% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (11041)<br>|
| Swedish Orphan Biovitrum AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3587072 | 12/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (42301)<br>|
| Symrise AG, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6382223 | 03/24/27 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (210049)<br>|
| Synaptics, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5170015 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (458529)<br>|
| Synaptics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7409664 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1797 |
| Synchrony Financial | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2068445 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13306)<br>|
| Sysco Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1350002 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 123159 |
| Sysco Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4852099 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 401942 |
| Sysmex Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50804035 | 09/09/27 | 0.17% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2466061)<br>|
| Sysmex Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17122256 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1289997)<br>|
| T&D Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3908041 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 88254 |
| Taboola.com Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112312 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5348)<br>|
| Tadano Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1531341 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (26649)<br>|
| Taikisha Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 784647 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (16183)<br>|
| Taikisha Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1576137 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (32508)<br>|
| Taikisha Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1167847 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24087)<br>|
| Taisei Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441301 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2409)<br>|
| Taisei Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31744482 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1849976)<br>|
| Takara Standard Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148798 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3679)<br>|
| Takeda Pharmaceutical Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2953223 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 52483 |
| Takeda Pharmaceutical Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13506246 | 05/12/27 | 0.18% | 1D P TONA | Monthly  | &nbsp;&nbsp; 647463 |
| Take-Two Interactive Software, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5603449 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (551309)<br>|
| Takuma Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6299661 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (164926)<br>|
| Talen Energy Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1160147 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (77792)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Talen Energy Corp. | BNP Paribas SA | $2973168 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(100592)<br>|
| Talen Energy Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28078 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4738)<br>|
| Tama Home Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111628 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1125)<br>|
| Tama Home Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368758 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1215)<br>|
| Tandem Diabetes Care, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5997085 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (203883)<br>|
| Tanger, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5116669 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12480)<br>|
| Tapestry, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1994834 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28490)<br>|
| Tapestry, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493242 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2850 |
| Tapestry, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12222955 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (605106)<br>|
| Tapestry, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2757645 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55604)<br>|
| Target Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4595781 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (234069)<br>|
| Taylor Morrison Home Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14444807 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (536261)<br>|
| Taylor Morrison Home Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36630 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1827)<br>|
| Taylor Morrison Home Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10182356 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36887 |
| Taylor Morrison Home Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495687 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24726)<br>|
| Taylor Morrison Home Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151522 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7558)<br>|
| Taylor Wimpey PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618402 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1945 |
| Taylor Wimpey PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229716 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 6730 |
| Taylor Wimpey PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8071816 | 04/18/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 236486 |
| Taylor Wimpey PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8036808 | 09/03/29 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 235460 |
| Taylor Wimpey PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482825 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1429)<br>|
| TD SYNNEX Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296424 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5049 |
| TDK Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7068017 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 124242 |
| TDK Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356137 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 11605 |
| TE Connectivity PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5015899 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (185806)<br>|
| TE Connectivity PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5235348 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (50589)<br>|
| Technip Energies NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27098620 | 02/10/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 759601 |
| Technip Energies NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3998052 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (25109)<br>|
| TechnipFMC PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1389655 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 60848 |
| TechnipFMC PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3575289 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12354 |
| TechnipFMC PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11140618 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 726238 |
| TechnipFMC PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2472381 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 87953 |
| Technology One Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7963057 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (414904)<br>|
| Technology One Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6661774 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (347103)<br>|
| Technology One Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2124335 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (166209)<br>|
| Technology One Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15742205 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (820227)<br>|
| Techtronic Industries Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86056 | 01/14/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 2679 |
| Techtronic Industries Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 630432 | 08/19/26 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 52143 |
| Techtronic Industries Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4237446 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 206117 |
| Techtronic Industries Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12373862 | 01/11/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 601886 |
| Techtronic Industries Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11056108 | 12/08/27 | 0.30% | 1D HIBOR | Monthly  | &nbsp;&nbsp; 1414534 |
| Teekay Corp., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1737743 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 100608 |
| Tel Aviv Stock Exchange Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2165952 | 04/07/27 | 0.60% | SHIR | Monthly  | &nbsp;&nbsp; (90791)<br>|
| Tele2 AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14201304 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 350070 |
| Tele2 AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8417036 | 04/18/28 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; 368369 |
| Telecom Italia SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2197566 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (23334)<br>|
| Telecom Italia SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598649 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (11340)<br>|
| Telecom Italia SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2995116 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (40172)<br>|
| Telecom Italia SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2997704 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (27583)<br>|
| Telecom Plus PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1512851 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (5725)<br>|
| Teledyne Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9170087 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (20042)<br>|
| Teledyne Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 676130 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3)<br>|
| Telefonica SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227663 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (27)<br>|
| Telefonica SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5787902 | 06/25/26 | (0.20)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 189504 |
| Telefonica SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5151732 | 07/06/26 | (0.20)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 163418 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Telefonica SA | JPMorgan Chase Bank N.A. | $12269106 | 02/10/26 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(137553)<br>|
| Telefonica SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3002905 | 12/08/27 | 0.20% | 1D ESTR | Monthly  | &nbsp;&nbsp; (33667)<br>|
| Telefonica SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18685023 | 04/18/28 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 211782 |
| Telenor ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1731360 | 01/19/28 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 59648 |
| Teleperformance SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606482 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12786)<br>|
| Teleperformance SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212381 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10004)<br>|
| Television Francaise 1 SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1513838 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 52938 |
| Television Francaise 1 SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5002046 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 83563 |
| Television Francaise 1 SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1207141 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13463 |
| TELUS Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288960 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (258)<br>|
| TELUS Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15885858 | 08/17/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 75607 |
| TELUS Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11691796 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 2849 |
| TELUS Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16680907 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 79391 |
| &nbsp;&nbsp;&nbsp; Temenos AG, Class N, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2335858 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (155675)<br>|
| &nbsp;&nbsp;&nbsp; Temenos AG, Class N, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4412279 | 12/08/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (808747)<br>|
| Tenable Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16761829 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (494079)<br>|
| Tenaris SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15951584 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 527553 |
| Tenaris SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2875807 | 04/18/28 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (14003)<br>|
| Tenet Healthcare Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1667160 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1496)<br>|
| Tenet Healthcare Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10036493 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9006)<br>|
| Teradata Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28509315 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1324906)<br>|
| Terumo Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38467781 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (3508139)<br>|
| Terumo Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6558180 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (631066)<br>|
| Terveystalo OYJ | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62311 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2123 |
| Tesco PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 551947 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (28)<br>|
| Tesco PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441331 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3356)<br>|
| Tesco PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4176752 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 40010 |
| Tesla, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1537996 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5024 |
| Tesla, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 638541 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26928)<br>|
| Tesla, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390495 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16468)<br>|
| Tetra Tech, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1604077 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3440 |
| Tetra Tech, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280095 | 02/09/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17042 |
| Tetra Tech, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10517301 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 639926 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Industries Ltd., <br> ADR<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57551 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3078 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Industries Ltd., <br> ADR<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2695348 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 162567 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Industries Ltd., <br> ADR<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1373351 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 98496 |
| Texas Capital Bancshares, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8021239 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 303635 |
| Texas Instruments, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3954073 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 393140 |
| Texas Instruments, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3991250 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 420843 |
| Texas Instruments, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2973492 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 313430 |
| Texas Instruments, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379814 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36629 |
| Texas Instruments, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8143718 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 632185 |
| Textron, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9637990 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (566577)<br>|
| TFI International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1804224 | 10/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (8373)<br>|
| TFI International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285079 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (833)<br>|
| TFI International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3728465 | 12/08/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (152023)<br>|
| TG Therapeutics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279918 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15901)<br>|
| Thales SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18295966 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 226470 |
| Thales SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11091479 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 302210 |
| Thales SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19367005 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 239728 |
| Theravance Biopharma, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3564156 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (207363)<br>|
| Thermo Fisher Scientific, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3427700 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15)<br>|
| THG PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1802121 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (386095)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| THK Co., Ltd. | UBS AG | $8244299 | 04/18/28 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; $700964 |
| THK Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7128282 | 09/03/29 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; 606950 |
| THK Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3204150 | 01/20/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 219789 |
| Thomson Reuters Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1048829 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (49)<br>|
| Thomson Reuters Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44652072 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (4670370)<br>|
| Thomson Reuters Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35721136 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (3779308)<br>|
| ThredUp, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274946 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21916)<br>|
| TietoEVRY OYJ | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453314 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12083)<br>|
| TIS, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61062 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 45 |
| TMC the metals Co., Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1217176 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (101150)<br>|
| T-Mobile US, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300004 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22237 |
| T-Mobile US, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17095630 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 582077 |
| TMX Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1770330 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (39593)<br>|
| TMX Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661713 | 12/08/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (3014)<br>|
| TMX Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160226 | 09/04/29 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (2510)<br>|
| Toa Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8750614 | 05/12/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; (392441)<br>|
| Toagosei Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6977124 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (65147)<br>|
| Toast, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4406576 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (353876)<br>|
| Toast, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3910549 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (78326)<br>|
| Toast, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4140863 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (300022)<br>|
| Tocalo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101786 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3612 |
| Tocalo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194291 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8140 |
| Toda Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10808719 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (330757)<br>|
| Toei Animation Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120978 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9606)<br>|
| Toei Animation Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189442 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13240)<br>|
| Toenec Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115355 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8050)<br>|
| Toho Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 765320 | 02/26/26 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8105 |
| Toho Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212833 | 03/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4150)<br>|
| Toho Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171269 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3305)<br>|
| Toho Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482543 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (14280)<br>|
| Toho Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275213 | 01/06/31 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5452)<br>|
| Toho Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372073 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13609)<br>|
| TOKAI Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5772541 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 75354 |
| Tokai Rika Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4373637 | 05/12/27 | 0.20% | 1D P TONA | Monthly  | &nbsp;&nbsp; (222633)<br>|
| Tokai Tokyo Financial Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1229837 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9130 |
| Token Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251058 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1204)<br>|
| Token Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77202 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (324)<br>|
| Tokio Marine Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11022830 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (150432)<br>|
| Tokyo Century Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3951579 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14776)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Electric Power Co Holdings, <br> Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23628257 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (2805533)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Electric Power Co Holdings, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7487943 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (969996)<br>|
| Tokyo Electron Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 683414 | 01/26/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17267)<br>|
| Tokyo Electron Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27544262 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (818440)<br>|
| Tokyo Electron Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12330383 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (366381)<br>|
| Tokyo Tatemono Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234474 | 01/26/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 848 |
| Tokyo Tatemono Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13970482 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (46466)<br>|
| Tokyu Construction Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2770494 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (195672)<br>|
| Tokyu Fudosan Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17526153 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (388649)<br>|
| Tompkins Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1319930 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 88980 |
| TomTom NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5920186 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (401665)<br>|
| Toray Industries, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7833238 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 85122 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Toray Industries, Inc. | UBS AG | $479851 | 04/18/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; $2553 |
| Toridoll Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6358904 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (68343)<br>|
| Toro Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13199143 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 147322 |
| Toromont Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4539916 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (204462)<br>|
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3370977 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (39217)<br>|
| Tosei Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3003947 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (378622)<br>|
| Tosei Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298370 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15157)<br>|
| Tosei Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1265924 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (159559)<br>|
| Toshiba TEC Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11197 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1106)<br>|
| Toshiba TEC Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1544550 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (108378)<br>|
| Tosoh Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23965035 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21071)<br>|
| Tosoh Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7085041 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (94924)<br>|
| Tosoh Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34298537 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (30156)<br>|
| Tosoh Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296106 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (3967)<br>|
| Tosoh Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2641365 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2322)<br>|
| TotalEnergies SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1157044 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 51997 |
| TotalEnergies SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500118 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 35965 |
| TotalEnergies SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1959062 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 145997 |
| Totetsu Kogyo Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4910268 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (207148)<br>|
| Towa Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2683469 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2645)<br>|
| Tower Semiconductor Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3032136 | 02/22/27 | 0.60% | SHIR | Monthly  | &nbsp;&nbsp; (46756)<br>|
| Tower Semiconductor Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1347649 | 01/13/28 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; 31418 |
| Tower Semiconductor Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1511560 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 130799 |
| Tower Semiconductor Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1252877 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 45785 |
| Toyo Tire Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4375394 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (260171)<br>|
| Toyo Tire Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263508 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 599 |
| Toyobo Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4330379 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (35151)<br>|
| Toyoda Gosei Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438594 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9341)<br>|
| Toyoda Gosei Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3950121 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (84130)<br>|
| Toyoda Gosei Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6053342 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (128024)<br>|
| Toyota Motor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6987350 | 01/26/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 82015 |
| Toyota Motor Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9269430 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 601389 |
| TP ICAP Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1856341 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (13907)<br>|
| TP ICAP Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 638221 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (5127)<br>|
| TP ICAP Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1199450 | 12/08/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 11569 |
| TPG RE Finance Trust, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76247 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1000)<br>|
| TPG RE Finance Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19413 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (170)<br>|
| TPG Telecom Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463740 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (7889)<br>|
| TPG, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6583761 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9681 |
| Trade Desk, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19786254 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3222161)<br>|
| Trade Desk, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4625125 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (864266)<br>|
| Tradeweb Markets, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1505146 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15)<br>|
| Tradeweb Markets, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4455347 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25501)<br>|
| Tradeweb Markets, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2813095 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19280)<br>|
| Tradeweb Markets, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1507006 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11460)<br>|
| Trainline PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115136 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (2199)<br>|
| Trane Technologies PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8900239 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 765530 |
| TransAlta Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5170115 | 12/08/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 149814 |
| Transcosmos, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4012070 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (139368)<br>|
| Transurban Group | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 919234 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 5231 |
| Transurban Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509612 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2977 |
| Transurban Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1111039 | 01/14/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 5431 |
| Transurban Group | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 643041 | 01/03/31 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 3719 |
| Traton SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8073574 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 373933 |
| Travelers Cos, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10153467 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11791 |
| Travelers Cos, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6879283 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 333899 |
| Treasury Wine Estates Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22189 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (639)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Treasury Wine Estates Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $3801751 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; $(109491)<br>|
| Trend Micro, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10532178 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (360375)<br>|
| Trend Micro, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6471278 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (473327)<br>|
| Tri Pointe Homes, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11964213 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 279006 |
| TriCo Bancshares | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1809244 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34793 |
| Trimble, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 818010 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (39258)<br>|
| Trimble, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348228 | 01/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12932)<br>|
| TriNet Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20813007 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (769155)<br>|
| Trinity Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2565883 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 73570 |
| Triple Flag Precious Metals Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275880 | 12/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (35887)<br>|
| Truist Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7550447 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 171192 |
| Truist Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 803431 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7411 |
| Trupanion, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4617278 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (65453)<br>|
| Trupanion, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 743689 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10542)<br>|
| Trusco Nakayama Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1862183 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24118)<br>|
| Tryg A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38863601 | 01/04/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (1994359)<br>|
| Tryg A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25256914 | 04/18/28 | 0.25% | DESTR | Monthly  | &nbsp;&nbsp; (1340835)<br>|
| TSI Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6056267 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (154703)<br>|
| Tsugami Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3443562 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 102713 |
| Tsukishima Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9165059 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (361576)<br>|
| TTM Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1270388 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 145656 |
| TUI AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2104223 | 07/06/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; (68172)<br>|
| TUI AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1201103 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (32237)<br>|
| Turning Point Brands, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248232 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4366 |
| Tutor Perini Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3176459 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 157196 |
| Tutor Perini Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14813626 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1819699 |
| Tutor Perini Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6861969 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 339584 |
| Twilio, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2343704 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (90138)<br>|
| Uber Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3362317 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (289438)<br>|
| Ubisoft Entertainment SA, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5978916 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 546417 |
| Ubisoft Entertainment SA, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5009411 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1799268)<br>|
| UBS Group AG, Registered Shares | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7064533 | 11/09/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (251970)<br>|
| UBS Group AG, Registered Shares | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14589054 | 07/06/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (520347)<br>|
| UBS Group AG, Registered Shares | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11759110 | 01/06/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (419411)<br>|
| UCB SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426350 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2398 |
| UCB SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3500967 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (24659)<br>|
| UCB SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2252542 | 01/13/28 | 0.25% | 1D ESTR | Monthly  | &nbsp;&nbsp; (21037)<br>|
| UCB SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1633609 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5461)<br>|
| Uchida Yoko Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127707 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6724)<br>|
| UFP Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11380137 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (387427)<br>|
| UGI Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 852919 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35437 |
| U-Haul Holding Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418443 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4423)<br>|
| UiPath, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 685013 | 01/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (115768)<br>|
| UiPath, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2546468 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (378785)<br>|
| UL Solutions, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2050109 | 01/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19198)<br>|
| UL Solutions, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493293 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13200)<br>|
| UL Solutions, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1341624 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53044)<br>|
| Ulvac, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17607958 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 599047 |
| UMB Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145494 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4531 |
| UMB Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 964912 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6183 |
| UMB Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133912 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5561 |
| Umicore SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12587417 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (200778)<br>|
| Under Armour, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4124166 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 293560 |
| Unibail-Rodamco-Westfield | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646154 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 15025 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Unicharm Corp. | Bank of America N.A. | $31265742 | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; $728853 |
| Unicharm Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4142745 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 96574 |
| Unicharm Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19719561 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 459693 |
| UniCredit SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9524092 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 138485 |
| UniCredit SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24165288 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 387147 |
| Union Pacific Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2707492 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43648 |
| Union Pacific Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1417474 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20633 |
| Union Pacific Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13634865 | 02/24/28 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 219813 |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13164259 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 212226 |
| UNIQA Insurance Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8836065 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 67403 |
| UNITE Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2580 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (21)<br>|
| United Airlines Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382126 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19299)<br>|
| United Arrows Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6343354 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19711 |
| United Fire Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1501080 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30252 |
| United Fire Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 542312 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1955)<br>|
| &nbsp;&nbsp;&nbsp; United Laboratories International <br> Holdings Ltd.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371365 | 02/15/28 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 3196 |
| &nbsp;&nbsp;&nbsp; United Laboratories International <br> Holdings Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162010 | 01/20/27 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; (614)<br>|
| &nbsp;&nbsp;&nbsp; United Laboratories International <br> Holdings Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440473 | 01/14/28 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 10218 |
| United Natural Foods, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5482240 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 312871 |
| United Natural Foods, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3613005 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 463122 |
| United Parcel Service, Inc., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137172 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3865)<br>|
| United Parcel Service, Inc., Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1112780 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10535)<br>|
| United States Lime & Minerals, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4497915 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (368317)<br>|
| United Therapeutics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5082198 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27669)<br>|
| United Therapeutics Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3919278 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (170400)<br>|
| United Utilities Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456850 | 01/27/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2679 |
| UnitedHealth Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 477114 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (83446)<br>|
| UnitedHealth Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116621 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22221)<br>|
| UnitedHealth Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514831 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12416)<br>|
| UnitedHealth Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28473 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4371)<br>|
| Unity Software, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151801 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45469)<br>|
| Unity Software, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136866 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (46307)<br>|
| Unity Software, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 776032 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (192635)<br>|
| Unity Software, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445720 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (135659)<br>|
| Universal Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24455030 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 901874 |
| Universal Display Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9768736 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (389090)<br>|
| Universal Entertainment Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3775818 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (128397)<br>|
| Universal Health Realty Income Trust | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96416 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (746)<br>|
| &nbsp;&nbsp;&nbsp; Universal Health Services, Inc., <br> Class B<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1503265 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20180)<br>|
| Universal Insurance Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4079903 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73659 |
| Universal Insurance Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3257292 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 122079 |
| Universal Music Group NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1180448 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (18611)<br>|
| Universal Music Group NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1272644 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8593)<br>|
| Universal Music Group NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363926 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (19896)<br>|
| Universal Technical Institute, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1036857 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38734)<br>|
| Univest Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122150 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1421)<br>|
| Univest Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 761064 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12464)<br>|
| Univest Financial Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 473578 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (5508)<br>|
| Univest Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342860 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1750)<br>|
| Unum Group | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11184152 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (141001)<br>|
| UOL Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17787392 | 12/24/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; 812271 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| UOL Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $10235632 | 01/06/27 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; $467416 |
| Upstart Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3830324 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (579678)<br>|
| Upwork, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7294414 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (379738)<br>|
| Uranium Energy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105081 | 01/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2778)<br>|
| Urban Outfitters, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11803330 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 220623 |
| US Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19881484 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24772)<br>|
| US Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331406 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (413)<br>|
| US Bancorp | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26223265 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 273897 |
| Ushio, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11189595 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (107002)<br>|
| USS Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1800556 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (31559)<br>|
| V2X, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1790736 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23113)<br>|
| Vail Resorts, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 563077 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33325)<br>|
| Vail Resorts, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305582 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18550)<br>|
| Vail Resorts, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1626202 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (85118)<br>|
| Vail Resorts, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 915854 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (998)<br>|
| Valeo SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1012663 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (41845)<br>|
| Valeo SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7035744 | 04/18/28 | 0.16% | 1D ESTR | Monthly  | &nbsp;&nbsp; (178945)<br>|
| Valeo SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3134750 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (79728)<br>|
| Valeo SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5348840 | 01/20/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (220871)<br>|
| Valero Energy Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9314024 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (424679)<br>|
| &nbsp;&nbsp;&nbsp; Valiant Holding AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131877 | 12/10/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (4605)<br>|
| Vallourec SACA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3272088 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 78448 |
| &nbsp;&nbsp;&nbsp; Vanguard Australian Shares Index <br> ETF<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135141 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1676)<br>|
| &nbsp;&nbsp;&nbsp; Vanguard Australian Shares Index <br> ETF<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 867553 | 01/20/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (5662)<br>|
| &nbsp;&nbsp;&nbsp; Vanguard Australian Shares Index <br> ETF<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124892 | 01/14/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (634)<br>|
| &nbsp;&nbsp;&nbsp; Vanguard Australian Shares Index <br> ETF<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117224 | 01/03/31 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (727)<br>|
| Var Energi ASA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12563339 | 02/15/28 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 509832 |
| Var Energi ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3022024 | 04/18/28 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 52315 |
| Var Energi ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2019908 | 09/03/29 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 81970 |
| Var Energi ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1995444 | 01/20/31 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 60322 |
| Veeva Systems, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1733653 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (157759)<br>|
| Veeva Systems, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2948307 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (175199)<br>|
| Veeva Systems, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1027948 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (84614)<br>|
| Veeva Systems, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10058752 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (953724)<br>|
| Veeva Systems, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2980767 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (204804)<br>|
| Ventas, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10033978 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 340948 |
| Venture Corp., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 625780 | 01/06/27 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; (8122)<br>|
| Ventyx Biosciences, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40762 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 265 |
| Ventyx Biosciences, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 629712 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (260)<br>|
| Ventyx Biosciences, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147637 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 959 |
| Ventyx Biosciences, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557586 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3176 |
| Veolia Environnement SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10697910 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 249416 |
| Veolia Environnement SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13057051 | 02/26/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 718126 |
| Veolia Environnement SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28543251 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1727234 |
| Veralto Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 762881 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (42)<br>|
| Veralto Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10458829 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (270421)<br>|
| VeriSign, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22539430 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (651537)<br>|
| VeriSign, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6461527 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (129376)<br>|
| Verisk Analytics, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7047717 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (33545)<br>|
| Verisk Analytics, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275525 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3)<br>|
| Verisure PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1122369 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (43803)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Verisure PLC | BNP Paribas SA | $3176466 | 01/14/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(212806)<br>|
| Verisure PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3587523 | 01/03/31 | 0.25% | 1D ESTR | Monthly  | &nbsp;&nbsp; (112349)<br>|
| Verisure PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111821 | 01/21/31 | 0.25% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2282)<br>|
| Verizon Communications, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1609738 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 207301 |
| Verizon Communications, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3638480 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 461812 |
| Verizon Communications, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1922456 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 258623 |
| Vermilion Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9379255 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 518980 |
| Vermilion Energy, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12563752 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 1377140 |
| Versant Media Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1077119 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8886)<br>|
| Vertiv Holdings Co., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3829782 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 106994 |
| Vertiv Holdings Co., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7151161 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 199784 |
| Vertiv Holdings Co., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10412307 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 110773 |
| Vestas Wind Systems A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220642 | 02/15/28 | 0.26% | 1W CIBOR | Monthly  | &nbsp;&nbsp; (824)<br>|
| Vestas Wind Systems A/S | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8132068 | 12/08/27 | 0.22% | DESTR | Monthly  | &nbsp;&nbsp; 419076 |
| Vestas Wind Systems A/S | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10912338 | 12/08/27 | 0.14% | DESTR | Monthly  | &nbsp;&nbsp; 514538 |
| VICI Properties, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411465 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4220)<br>|
| VICI Properties, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 842059 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11593)<br>|
| VICI Properties, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3188163 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16836)<br>|
| VICI Properties, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4663761 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60158)<br>|
| VICI Properties, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336643 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10466)<br>|
| VICI Properties, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 916711 | 01/22/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3577)<br>|
| &nbsp;&nbsp;&nbsp; Victory Capital Holdings, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124677 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2488 |
| Viking Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3758496 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (46306)<br>|
| Vinci SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1461043 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1534 |
| Vinci SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3252285 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 103792 |
| Vinci SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456114 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6010 |
| Viridien | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260662 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 14347 |
| Virtu Financial, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33335 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2)<br>|
| Visa, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44092978 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (606343)<br>|
| Vistance Networks, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4429439 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (202517)<br>|
| Visteon Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113162 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1223)<br>|
| Vistra Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14970408 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (187644)<br>|
| Vita Coco Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2053298 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5586 |
| Vita Coco Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379692 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8216 |
| Vita Coco Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611513 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11538)<br>|
| Vita Coco Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118040 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3285)<br>|
| Vita Coco Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1880909 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14939)<br>|
| Vodafone Group PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29540574 | 07/06/26 | 0.15% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1148518 |
| Vodafone Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32091627 | 12/08/27 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1231619 |
| Voestalpine AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5129604 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (24582)<br>|
| Volkswagen AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534343 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (15036)<br>|
| Volvo Car AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9961970 | 12/08/27 | (2.16)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (917754)<br>|
| Volvo Car AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8917059 | 04/24/28 | (0.91)% | TN STIBOR | Monthly  | &nbsp;&nbsp; (922567)<br>|
| Vonovia SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430819 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 12147 |
| Vonovia SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5699205 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 88399 |
| Vonovia SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332618 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6465 |
| Vonovia SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24646413 | 12/08/27 | 0.24% | 1D ESTR | Monthly  | &nbsp;&nbsp; (748819)<br>|
| Voya Financial, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12931008 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5058)<br>|
| VSE Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2153341 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34545 |
| VSE Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2349615 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 142302 |
| VSE Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5085246 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 99016 |
| VSE Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1593348 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16638 |
| Vulcan Materials Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2309367 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4791 |
| W.W.Grainger, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1963909 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35060 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| W.W.Grainger, Inc. | Barclays Bank PLC | $513049 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $6402 |
| W.W.Grainger, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402991 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6307 |
| Wacom Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 795775 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (77593)<br>|
| Wacom Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5148969 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (498229)<br>|
| Walker & Dunlop, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4094260 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29312 |
| Wallenius Wilhelmsen ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78931 | 04/24/28 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 6467 |
| Wallenius Wilhelmsen ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143698 | 01/03/31 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 9704 |
| Walmart, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1878829 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4656 |
| Walmart, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22660133 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1216477 |
| Walt Disney Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1334246 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21948 |
| Walt Disney Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366574 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1328)<br>|
| Walt Disney Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1580086 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6188)<br>|
| Warby Parker, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3360348 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (135655)<br>|
| Warby Parker, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115854 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5370)<br>|
| Warby Parker, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1577658 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48180)<br>|
| Warby Parker, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 506447 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (47676)<br>|
| Warehouses De Pauw CVA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174163 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8403 |
| Warner Music Group Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255007 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2905)<br>|
| Wartsila OYJ Abp | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543164 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 19937 |
| Wartsila OYJ Abp | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11543233 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 423691 |
| &nbsp;&nbsp;&nbsp; Washington H Soul Pattinson & Co. <br> Ltd. Old<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 | 02/15/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; — |
| Waste Connections, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1309151 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (37025)<br>|
| Waste Connections, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2767201 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (59666)<br>|
| Waste Management, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729754 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13697)<br>|
| Waste Management, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225187 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7836)<br>|
| Waste Management, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108391 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1173 |
| Waters Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3995784 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (141038)<br>|
| &nbsp;&nbsp;&nbsp; Watts Water Technologies, Inc., <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28196 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp; Watts Water Technologies, Inc., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 566569 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1771)<br>|
| Wayfair, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9938107 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (872486)<br>|
| Waypoint REIT Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110008 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1863)<br>|
| WD-40 Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5168878 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 387347 |
| WD-40 Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1412697 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 192502 |
| WEB Travel Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6348433 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (114837)<br>|
| Webuild SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2003826 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (50180)<br>|
| Webuild SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2173631 | 03/17/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (54432)<br>|
| Webuild SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100342 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (27555)<br>|
| Webuild SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1632071 | 04/24/28 | 0.25% | 1D ESTR | Monthly  | &nbsp;&nbsp; (40870)<br>|
| WEC Energy Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431310 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5837 |
| WEC Energy Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493644 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2822 |
| WEC Energy Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1171133 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17020 |
| WEC Energy Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4292869 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 97300 |
| Weebit Nano Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495186 | 01/14/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (38265)<br>|
| Weir Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1926470 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (21738)<br>|
| Weir Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6272266 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 34938 |
| Weir Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1572657 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 8760 |
| Weir Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4519015 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 38048 |
| Weir Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5863936 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 20883 |
| Weis Markets, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228675 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7116 |
| Wendy's Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17883 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1571)<br>|
| Wendy's Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135017 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8616)<br>|
| Wendy's Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120827 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (9173)<br>|
| WesBanco, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462979 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5954 |
| Wesdome Gold Mines Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111565 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (13641)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Wesfarmers Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $7207470 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; $(24164)<br>|
| West Japan Railway Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4291353 | 04/18/28 | 0.18% | 1D P TONA | Monthly  | &nbsp;&nbsp; 34618 |
| West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62276 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1260)<br>|
| Westamerica BanCorp | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117619 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1538)<br>|
| Western Digital Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2569697 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 325464 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9718181 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (148039)<br>|
| Westlake Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14657459 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38703)<br>|
| WH Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8240484 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 562438 |
| WH Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505640 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (8230)<br>|
| WH Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375710 | 01/20/27 | 0.29% | HONIA | Monthly  | &nbsp;&nbsp; 17852 |
| WH Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13392363 | 05/13/27 | 0.29% | HONIA | Monthly  | &nbsp;&nbsp; 669655 |
| WH Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496825 | 01/14/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 28317 |
| WH Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 936287 | 01/04/30 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; 48503 |
| &nbsp;&nbsp;&nbsp; Wharf Real Estate Investment Co. <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326878 | 01/20/27 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 6412 |
| Wheaton Precious Metals Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10226913 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (972911)<br>|
| &nbsp;&nbsp;&nbsp; White Mountains Insurance Group <br> Ltd.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220117 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1310)<br>|
| Wickes Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1918637 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (45193)<br>|
| Willdan Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5138517 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (298747)<br>|
| Willdan Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3596952 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 431226 |
| Williams-Sonoma, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446838 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 322 |
| Winnebago Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1193290 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (63491)<br>|
| Winpak Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101658 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (4340)<br>|
| Wix.com Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3563020 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 96070 |
| Wix.com Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 918273 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10274)<br>|
| Wix.com Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772851 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26895)<br>|
| Wix.com Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5065429 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (265695)<br>|
| Wolters Kluwer NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398342 | 01/13/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (26955)<br>|
| Wolters Kluwer NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14271783 | 12/08/27 | 0.15% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1731790)<br>|
| Wolters Kluwer NV, Class C | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28520659 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1381757)<br>|
| Wolters Kluwer NV, Class C | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10538862 | 12/08/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1106777)<br>|
| Woodside Energy Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9680482 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 538338 |
| Woodward, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1641779 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (86588)<br>|
| Woodward, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1019318 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32424)<br>|
| Woodward, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1256466 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (51853)<br>|
| Woodward, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29541096 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1344874)<br>|
| Workday, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63052 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Workday, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 794115 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (54537)<br>|
| Workday, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169670 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10198)<br>|
| Workiva, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109546 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (6262)<br>|
| World Acceptance Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2906687 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (381171)<br>|
| World Kinect Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9055804 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (371140)<br>|
| Worley Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10341283 | 02/25/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 416813 |
| Worley Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4631784 | 02/10/26 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 120073 |
| Worley Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19888336 | 12/08/27 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 506727 |
| Worley Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14365428 | 04/18/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 127516 |
| Worley Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7059224 | 01/20/31 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 284527 |
| WP Carey, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164236 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1978 |
| WP Carey, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9429703 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 113561 |
| WPP PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406941 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (26064)<br>|
| WPP PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488806 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (6352)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| WSFS Financial Corp. | BNP Paribas SA | $108718 | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $14334 |
| WSFS Financial Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119740 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9655 |
| WSFS Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 685760 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 56952 |
| WSP Global, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1265293 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (34)<br>|
| WSP Global, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303314 | 12/23/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (3480)<br>|
| Wynn Resorts Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15141 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1280)<br>|
| Xcel Energy, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 579659 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 679 |
| Xcel Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523783 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1860)<br>|
| Xero Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5342405 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (495618)<br>|
| Xero Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411713 | 01/14/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (41475)<br>|
| Xero Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 817948 | 01/21/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (34915)<br>|
| Xero Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153902 | 02/25/26 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (294)<br>|
| Xero Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2010603 | 04/18/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (186525)<br>|
| Xinyi Glass Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337937 | 01/20/27 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 54077 |
| Xometry, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110505 | 12/08/27 | 0.15% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6357)<br>|
| XPO, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1712875 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7092)<br>|
| XPO, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335264 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3349)<br>|
| XPO, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9091805 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57243)<br>|
| Xtrackers DAX UCITS ETF | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209733 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (194)<br>|
| Xtrackers DAX UCITS ETF | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5722704 | 02/19/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (65644)<br>|
| Xtrackers DAX UCITS ETF | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 691707 | 01/03/31 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7541)<br>|
| Xylem, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8872549 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32876)<br>|
| Xylem, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 712658 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21929)<br>|
| Yahagi Construction Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116862 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5790)<br>|
| Yakult Honsha Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10582059 | 09/03/29 | 0.16% | 1D P TONA | Monthly  | &nbsp;&nbsp; (144524)<br>|
| Yamaguchi Financial Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6622115 | 12/08/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 702006 |
| Yamaguchi Financial Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5430736 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 273413 |
| Yamaha Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4258593 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (127197)<br>|
| Yamaha Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2213209 | 02/26/26 | 0.19% | 1D P TONA | Monthly  | &nbsp;&nbsp; (66105)<br>|
| Yamanashi Chuo Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314384 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1354)<br>|
| Yamato Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444693 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7997)<br>|
| Yamato Kogyo Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758242 | 03/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (37322)<br>|
| Yamato Kogyo Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744463 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9124)<br>|
| Yamato Kogyo Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254212 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (16309)<br>|
| Yamazen Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1102161 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (47011)<br>|
| Yamazen Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1203321 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (51326)<br>|
| Yamazen Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342980 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14629)<br>|
| Yamazen Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1083856 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (46230)<br>|
| Yara International ASA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12088461 | 01/06/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 504826 |
| Yaskawa Electric Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9377700 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (516911)<br>|
| Yaskawa Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4856691 | 01/26/27 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; (202862)<br>|
| Yaskawa Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10359298 | 05/12/27 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; (432406)<br>|
| Yaskawa Electric Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 712826 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29754)<br>|
| Yellow Hat Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1875927 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 16116 |
| Yelp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8519292 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (823541)<br>|
| Yodoko Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149725 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3862)<br>|
| Yodoko Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300963 | 01/20/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10144)<br>|
| Yodoko Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493648 | 01/14/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (1701)<br>|
| Yokogawa Electric Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1366519 | 01/21/28 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (2960)<br>|
| Yoshinoya Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4062685 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4129)<br>|
| Yoshinoya Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445977 | 01/06/31 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1609)<br>|
| Zealand Pharma A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2460181 | 11/09/26 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (70048)<br>|
| Zealand Pharma A/S | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2367574 | 07/17/26 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (56222)<br>|
| Zebra Technologies Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6776964 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (325354)<br>|
| Zegona Communications PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 526079 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (988)<br>|
| Zegona Communications PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 993071 | 02/19/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (19119)<br>|
| Zegona Communications PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1861536 | 01/13/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (34930)<br>|
| Zegona Communications PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1401578 | 01/03/31 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (12469)<br>|
| Zenkoku Hosho Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86016 | 01/06/31 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2513)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Zeon Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $20112019 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(506505)<br>|
| Zigup PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2277855 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 33275 |
| Zinzino AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115113 | 12/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (12077)<br>|
| Zinzino AB, Class B | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692 | 07/29/26 | 0.26% | TN STIBOR | Monthly  | &nbsp;&nbsp; (46)<br>|
| Zions Bancorp NA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12771626 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (234380)<br>|
| Zoetis, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9380382 | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31670 |
| Zoetis, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2432687 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8932)<br>|
| Zojirushi Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184466 | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4528)<br>|
| Zoom Communications, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 752884 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18662)<br>|
| Zoom Communications, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6198689 | 02/16/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 336635 |
| Zoom Communications, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5113348 | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 425822 |
| Zoom Communications, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592670 | 01/14/31 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6)<br>|
| ZoomInfo Technologies, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7720554 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1846219)<br>|
| Zscaler, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1891414 | 02/23/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27120)<br>|
| Zuken, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304071 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14119)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total long positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total long positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total long positions of equity swaps |  |  |  |  | &nbsp;&nbsp; (180064104)<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; (100156) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4141)<br>|
| 1&1 AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (817719) | 12/10/26 | (0.98)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (28889)<br>|
| 1&1 AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1076793) | 03/24/27 | (0.87)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (44523)<br>|
| 3i Group PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (16130944) | 06/25/26 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 309787 |
| 3i Group PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8033294) | 07/06/26 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 154275 |
| 3M Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (809697) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6679 |
| A O Smith Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1457768) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (36358)<br>|
| a2 Milk Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111045) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3614)<br>|
| A2A SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30062) | 02/26/27 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (378)<br>|
| A2A SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3352587) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (108901)<br>|
| Aalberts NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2699208) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (198037)<br>|
| Aalberts NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1538311) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (112864)<br>|
| Aalberts NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (17415234) | 12/08/27 | (0.22)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1971493)<br>|
| AAON, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12927330) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 738858 |
| AAR Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1430159) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5557)<br>|
| AAR Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2503507) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5606)<br>|
| Abaxx Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119941) | 01/04/27 | (2.74)% | CABROVER | Monthly  | &nbsp;&nbsp; 14769 |
| Abbott Laboratories | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (16713856) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1925347 |
| Abbott Laboratories | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2223138) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14124)<br>|
| AbbVie, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (750610) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3080 |
| ABC-Mart, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3820781) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11745)<br>|
| ABC-Mart, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (764493) | 02/26/26 | (0.22)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2012)<br>|
| ABN AMRO Bank NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (541022) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 310 |
| ABN AMRO Bank NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2986444) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7917)<br>|
| ABN AMRO Bank NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (72214039) | 12/08/27 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2804994)<br>|
| ABN AMRO Bank NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (56059317) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 32129 |
| Acadia Realty Trust | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (23854058) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1164059 |
| Accent Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (194317) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1614 |
| Accent Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (357805) | 01/20/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 8605 |
| Accent Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (629905) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 15148 |
| Accent Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29398) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 244 |
| Accenture PLC, Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1300609) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12054)<br>|
| Accenture PLC, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2498229) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 107014 |
| Accenture PLC, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2060230) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35475 |
| Accenture PLC, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5913982) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 391515 |
| Acciona SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3062059) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 78813 |
| Acciona SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (820167) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 21110 |
| Acerinox SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2701239) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 188128 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Ackermans & van Haaren NV | BNP Paribas SA | $(1538357) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(65544)<br>|
| ACM Research, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (714610) | 12/08/27 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (81401)<br>|
| Acushnet Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1646910) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (69219)<br>|
| Adamas Trust, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1269225) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 50281 |
| Adaptive Biotechnologies Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (128887) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5219)<br>|
| Addus HomeCare Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2382557) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 148734 |
| &nbsp;&nbsp;&nbsp; Adecco Group AG, Class N, <br> Registered Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2664166) | 12/11/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 62177 |
| &nbsp;&nbsp;&nbsp; Adecco Group AG, Class N, <br> Registered Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (936815) | 12/08/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 21076 |
| Adeia, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (566665) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31925 |
| Adeia, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1857722) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 169817 |
| Adeia, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54884) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3092 |
| Adeia, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (404698) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 22800 |
| Adeia, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1280920) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 72165 |
| ADEKA Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2662776) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (68889)<br>|
| ADEKA Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1867957) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (52234)<br>|
| Adidas AG, Class N | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4591833) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 49849 |
| Adidas AG, Class N | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1890218) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (31397)<br>|
| Advance Auto Parts, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1015668) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (49242)<br>|
| &nbsp;&nbsp;&nbsp; Advance Residence Investment <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2362077) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 40639 |
| Advanced Energy Industries, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (338670) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17172 |
| &nbsp;&nbsp;&nbsp; Advanced Medical Solutions Group <br> PLC<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (123150) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 4781 |
| AdvanSix, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1093927) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 140802 |
| Advantage Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101758) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 734 |
| Advantest Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (741600) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19178)<br>|
| Adyen NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (17577364) | 02/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2281830 |
| Adyen NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1671681) | 02/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 217012 |
| Adyen NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9816905) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1071093 |
| Adyen NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (32916964) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3719770 |
| Adyen NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3714755) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 467327 |
| AECOM | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2143316) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23688 |
| AECOM | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1690904) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29801 |
| AECOM | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3345400) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18661 |
| Aecon Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (461776) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (12771)<br>|
| Aehr Test Systems | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375618) | 12/23/26 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 64041 |
| Aehr Test Systems | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2744210) | 04/16/26 | (0.42)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 92060 |
| Aehr Test Systems | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (418398) | 06/25/26 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 71335 |
| Aehr Test Systems | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1874861) | 12/08/27 | (0.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (242823)<br>|
| Aena SME SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6530144) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (209127)<br>|
| Aena SME SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7367633) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (237802)<br>|
| Aeon Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2070046) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 89530 |
| Aeon Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7201061) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 311656 |
| Aeon Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1417894) | 12/08/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 77489 |
| AEON Financial Service Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12290991) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 409256 |
| AEON Financial Service Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4524311) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3519)<br>|
| AEON Financial Service Co., Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3267280) | 02/10/26 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 100637 |
| AEON REIT Investment Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5042388) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 218101 |
| AEON REIT Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2337101) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 50455 |
| Aercap Holdings NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2045214) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1076 |
| Aeroports de Paris SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5630930) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (100910)<br>|
| Aeroports de Paris SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3137683) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (56229)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Aeroports de Paris SA | Bank of America N.A. | $(4825324) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(20243)<br>|
| Aeroports de Paris SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (35626501) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (148384)<br>|
| Aeroports de Paris SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (965448) | 02/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 51165 |
| Aeroports de Paris SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2370828) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (9874)<br>|
| Aeroports de Paris SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6689110) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (120051)<br>|
| AeroVironment, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (289904) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37404 |
| AeroVironment, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (369256) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29620 |
| AeroVironment, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (733048) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37073 |
| AeroVironment, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (455686) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 45895 |
| Aeva Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1897983) | 02/15/28 | (0.46)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 675115 |
| Aeva Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1641619) | 01/04/27 | (0.29)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 495448 |
| AFRY AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1306498) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 51975 |
| AGC, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1376674) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29196)<br>|
| AGC, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1876781) | 01/20/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (30922)<br>|
| AGC, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (896635) | 01/06/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14782)<br>|
| AGCO Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13092200) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10398)<br>|
| AGCO Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1379629) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1705)<br>|
| AGCO Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7938457) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 82432 |
| AGNC Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17259959) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 570940 |
| AGNC Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (33505702) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (628793)<br>|
| AGNC Investment Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2842830) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 68150 |
| Agnico Eagle Mines Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (642440) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 77484 |
| Agnico Eagle Mines Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1071396) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 45654 |
| AIB Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (33814244) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (181112)<br>|
| AIB Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52991) | 06/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (284)<br>|
| AIB Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6278916) | 01/19/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (98409)<br>|
| AIB Group PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (328539) | 07/06/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5139)<br>|
| Aica Kogyo Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10357475) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 281585 |
| Aichi Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (516074) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1604 |
| Ain Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (128739) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (716)<br>|
| Ain Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2365779) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 27231 |
| Ain Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (498346) | 03/24/27 | (0.05)% | 1D TONA | Monthly  | &nbsp;&nbsp; (2772)<br>|
| Air France-KLM | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4952770) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 97703 |
| Air Products and Chemicals, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9942099) | 12/08/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (393553)<br>|
| Airbus SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (41625803) | 12/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2738233 |
| Airbus SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (30318489) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3062252 |
| Airtel Africa PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87594) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 228 |
| Aisin Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (180253) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2480)<br>|
| Ajinomoto Co., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (282214) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6034)<br>|
| Akzo Nobel NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (411249) | 12/08/27 | (0.17)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5661)<br>|
| Akzo Nobel NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9020045) | 12/08/27 | (0.15)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (124175)<br>|
| Akzo Nobel NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (16299893) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 168515 |
| Akzo Nobel NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (20459670) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 131164 |
| Albany International Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2347647) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 121555 |
| Albany International Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5605092) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25367)<br>|
| Albertsons Cos, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4380048) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10622 |
| Albertsons Cos, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (258181) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7965 |
| Alcoa Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1300940) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 88557 |
| Alcoa Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7614368) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 763366 |
| Alcon AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7393056) | 02/15/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (92405)<br>|
| Alcon AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (820468) | 02/26/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (3201)<br>|
| Alcon AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10212017) | 01/06/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 255793 |
| Alexander's, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (283259) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11845)<br>|
| Alexander's, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1490237) | 06/25/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4429 |
| Alexander's, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (587205) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24555)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Alexandria Real Estate Equities, Inc. | BNP Paribas SA | $(1170483) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $28289 |
| Alexandria Real Estate Equities, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (773405) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43797 |
| Alfa Laval AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1007295) | 01/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (4838)<br>|
| Alfa Laval AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (215655) | 09/03/29 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (858)<br>|
| Algonquin Power & Utilities Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7968994) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (113977)<br>|
| Algonquin Power & Utilities Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4143622) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (56376)<br>|
| Align Technology, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (430393) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7)<br>|
| Alimentation Couche-Tard, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1681673) | 01/24/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 2511 |
| Alimentation Couche-Tard, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12716638) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 1091054 |
| ALK-Abello A/S | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (585045) | 12/08/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 34569 |
| Alkami Technology, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12051441) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (5690)<br>|
| Allegion plc | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2255691) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13829 |
| Allegion plc | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3433630) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9396 |
| Allegro MicroSystems, inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (251487) | 12/08/27 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7069 |
| Alleima AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3336560) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 293226 |
| Alleima AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6594354) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 624990 |
| Alliant Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (674192) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4942 |
| Alliant Energy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (313052) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7098 |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20732107) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 297635 |
| Alliant Energy Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199644) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4089 |
| Allied Gold Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1394762) | 02/16/27 | (1.50)% | CABROVER | Monthly  | &nbsp;&nbsp; (4300)<br>|
| Allison Transmission Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4047741) | 01/24/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 57147 |
| Almonty Industries, Inc., CDI, CDI | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3011299) | 01/04/27 | (1.69)% | CABROVER | Monthly  | &nbsp;&nbsp; (195755)<br>|
| ALS Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (324001) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1426)<br>|
| ALS Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2048976) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (7192)<br>|
| ALS Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1046) | 12/08/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (79)<br>|
| &nbsp;&nbsp;&nbsp; ALSO Holding AG, Registered <br> Shares<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (367386) | 01/07/31 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 160 |
| Alten SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6591724) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (581294)<br>|
| Alten SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (543222) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (47904)<br>|
| Alten SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (315140) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (40908)<br>|
| Altri SGPS SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (685010) | 12/10/26 | (5.00)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 29726 |
| Altri SGPS SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55031) | 03/17/27 | (1.47)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2849 |
| Altri SGPS SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29991) | 12/08/27 | (1.70)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 883 |
| Ambu A/S, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1992948) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 104187 |
| Ambu A/S, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2719392) | 02/19/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 80737 |
| Ambu A/S, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1567977) | 04/24/28 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 32811 |
| Amcor PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5276779) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (109553)<br>|
| Amentum Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10145024) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1034186)<br>|
| Amer Sports, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (447271) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14524 |
| Amer Sports, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1356479) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4692)<br>|
| Amerant Bancorp, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62664) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2089)<br>|
| Amerant Bancorp, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1124093) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25812 |
| Amerant Bancorp, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (666666) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (22222)<br>|
| Ameresco, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3839201) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 161922 |
| Ameresco, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16131) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 680 |
| Ameresco, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (424065) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7431 |
| Ameresco, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2136913) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (150343)<br>|
| American Battery Technology Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97737) | 01/04/27 | (0.25)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 14169 |
| American Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2386744) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1626)<br>|
| American Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4040938) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57226)<br>|
| American Financial Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6388708) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 78951 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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 Financial Group, Inc. | UBS AG | $(957078) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(18124)<br>|
| American Healthcare REIT, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (19739682) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (421)<br>|
| American Homes 4 Rent, Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1362616) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12724 |
| American Homes 4 Rent, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3531928) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9493 |
| American Homes 4 Rent, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (869543) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14997)<br>|
| American Homes 4 Rent, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2781671) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 18527 |
| American Homes 4 Rent, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1076443) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8055 |
| American States Water Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3079082) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 132082 |
| American Superconductor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (550629) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26311 |
| American Superconductor Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (557239) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32591 |
| American Superconductor Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1516493) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32730 |
| American Superconductor Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93706) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3497 |
| American Water Works Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (414181) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5097 |
| Americas Gold & Silver Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149542) | 12/08/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (52992)<br>|
| AMG Critical Materials NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1445248) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 87632 |
| AMG Critical Materials NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (586797) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 35580 |
| Amkor Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (505618) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9994 |
| Amkor Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1345031) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 84682 |
| Amneal Pharmaceuticals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7729903) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42235 |
| Amotiv Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (312488) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 17335 |
| Amotiv Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (546918) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 34385 |
| Amotiv Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23990) | 03/22/27 | (0.75)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1331 |
| Amotiv Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (421734) | 08/19/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 23396 |
| Amotiv Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2341) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 130 |
| Amphastar Pharmaceuticals, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3676937) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 165688 |
| Amplifon SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105508) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (111)<br>|
| Amprius Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (579179) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (130672)<br>|
| Amprius Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4225962) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (173282)<br>|
| Amprius Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1450874) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (502467)<br>|
| &nbsp;&nbsp;&nbsp; Amundi Core Stoxx Europe <br> 600 UCITS ETF<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87882) | 02/15/28 | (2.50)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (266)<br>|
| &nbsp;&nbsp;&nbsp; Amundi Core Stoxx Europe <br> 600 UCITS ETF<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (336919) | 02/19/27 | (1.25)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2031)<br>|
| &nbsp;&nbsp;&nbsp; Amundi Core Stoxx Europe <br> 600 UCITS ETF<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (10768540) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (60715)<br>|
| &nbsp;&nbsp;&nbsp; Amundi EURO STOXX 50 II UCITS <br> ETF<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3660203) | 02/15/28 | (2.00)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2687)<br>|
| &nbsp;&nbsp;&nbsp; Amundi EURO STOXX 50 II UCITS <br> ETF<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3954961) | 02/19/27 | (1.25)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (22920)<br>|
| &nbsp;&nbsp;&nbsp; Amundi EURO STOXX 50 II UCITS <br> ETF<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (11154405) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (31627)<br>|
| and ST HD Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4167878) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 79053 |
| and ST HD Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1728519) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 62035 |
| Anglogold Ashanti Plc | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (284616) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23837 |
| Anheuser-Busch InBev SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (42924385) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1018290)<br>|
| Anheuser-Busch InBev SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (39955839) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (998965)<br>|
| Anheuser-Busch InBev SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27564) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (293)<br>|
| Annaly Capital Management, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7567724) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 269596 |
| Annaly Capital Management, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10533397) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 374942 |
| Ansell Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7233367) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 326973 |
| Ansell Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (15866780) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 654779 |
| Antero Midstream Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21031785) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (56025)<br>|
| Antero Midstream Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1754361) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4726)<br>|
| Antofagasta PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (434760) | 02/19/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (12888)<br>|
| Antofagasta PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1372586) | 01/13/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (18573)<br>|
| Antofagasta PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1061912) | 01/03/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 10528 |
| Anycolor, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4714923) | 05/12/27 | (4.55)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 121776 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Anycolor, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(996317) | 01/06/27 | (1.50)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $25733 |
| Anycolor, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8343540) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 82155 |
| ANZ Group Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (40168614) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (147677)<br>|
| ANZ Group Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (49719343) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (182790)<br>|
| ANZ Group Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (12960397) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 273022 |
| ANZ Group Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (33369440) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 702956 |
| Aon PLC, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16743801) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (527016)<br>|
| Aoyama Trading Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (249470) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1738)<br>|
| Aoyama Trading Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114065) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (1355)<br>|
| Aozora Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (390333) | 05/12/27 | (0.84)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1507 |
| Aozora Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2098946) | 01/06/27 | (0.38)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5766 |
| Aozora Bank Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12156860) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 770740 |
| APA Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (14255073) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (584362)<br>|
| APA Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (396097) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15767)<br>|
| APA Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2631966) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 46474 |
| APA Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7793020) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (153778)<br>|
| APA Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1936555) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (38214)<br>|
| APA Group | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5988809) | 01/07/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 105747 |
| Apellis Pharmaceuticals, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9750244) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (432)<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; (697491) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (49771)<br>|
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate <br> Finance, Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1356582) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (111351)<br>|
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate <br> Finance, Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (835583) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (59625)<br>|
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate <br> Finance, Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1156617) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (82534)<br>|
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate <br> Finance, Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1343695) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (95883)<br>|
| Apollo Global Management, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1704074) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 41428 |
| Apollo Global Management, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (367313) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8323)<br>|
| Apollo Global Management, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16577) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1105 |
| Apollo Global Management, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (27454781) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2169603 |
| Apollo Global Management, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (177978) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11552 |
| Appfolio, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9296772) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1362256 |
| Apple, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (393600) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1848)<br>|
| Applied Digital Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1264226) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 92961 |
| Applied Digital Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6566138) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 162547 |
| Applied Optoelectronics, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1769525) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (316123)<br>|
| AppLovin Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (11123699) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2453485 |
| AppLovin Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1033414) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 66377 |
| AppLovin Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (17807853) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4142543 |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (266615) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1028)<br>|
| Aptiv PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1056516) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 33588 |
| Aptiv PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (130648) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4752 |
| Arbor Realty Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5752103) | 12/23/26 | (0.63)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 187883 |
| ARC Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9524838) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (72158)<br>|
| ArcBest Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (781534) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9702 |
| ArcelorMittal SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8808953) | 02/15/28 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; (451976)<br>|
| ArcelorMittal SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2446604) | 02/15/28 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; (125532)<br>|
| ArcelorMittal SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2115109) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5948 |
| ArcelorMittal SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (308697) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1457)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Archer Aviation, Inc., Class A | Barclays Bank PLC | $(310656) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $62752 |
| Archer-Daniels-Midland Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105513) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (299)<br>|
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (22959738) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (64993)<br>|
| Archer-Daniels-Midland Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (418989) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2408 |
| Arclands Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2136688) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10393)<br>|
| Ardagh Metal Packaging SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124189) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1721)<br>|
| Ardent Health, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (229896) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18857 |
| Ares Management Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (531336) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 41466 |
| Ares Management Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1127286) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15387 |
| Ares Management Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (315909) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37074 |
| Argenx SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17350) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (310)<br>|
| Argenx SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8588231) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (153658)<br>|
| Argenx SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (346669) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 189 |
| Ariake Japan Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (632386) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8853 |
| Aris Mining Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2819962) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 363832 |
| Arista Networks, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1659013) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53)<br>|
| ARM Holdings PLC, ADR | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1227636) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15891 |
| ARMOUR Residential REIT, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6219765) | 02/15/28 | (0.67)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 469292 |
| ARMOUR Residential REIT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12113771) | 12/23/26 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 683206 |
| ARMOUR Residential REIT, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (731458) | 04/16/26 | (0.43)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 55190 |
| ARMOUR Residential REIT, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (30980385) | 01/04/27 | (0.24)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1745984 |
| ARMOUR Residential REIT, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (859590) | 12/08/27 | (0.88)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31872 |
| ARMOUR Residential REIT, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1747249) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 131833 |
| Armstrong World Industries, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2060808) | 01/24/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14679 |
| Armstrong World Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (380922) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 7195 |
| Aroundtown SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1471984) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (44626)<br>|
| Array Digital Infrastructure, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1812620) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 363546 |
| Array Digital Infrastructure, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2591195) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 356191 |
| Array Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1441736) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (403197)<br>|
| Arrow Electronics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5020584) | 04/16/26 | 0.08% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (587717)<br>|
| Arrowhead Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4583845) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (54124)<br>|
| Arrowhead Pharmaceuticals, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (625866) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6909)<br>|
| Artemis Gold, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5505703) | 08/17/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 583178 |
| Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12127906) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 48922 |
| Arthur J Gallagher & Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (46687077) | 12/08/27 | (0.07)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2677262 |
| Arthur J Gallagher & Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1921893) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50870 |
| Artivion, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3433856) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 309203 |
| Aryt Industries Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142618) | 06/07/28 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; (5038)<br>|
| Aryzta AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1749021) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (152598)<br>|
| Aryzta AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3542563) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 51145 |
| Asana, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (275508) | 04/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11868 |
| Ashland, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11824141) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (238262)<br>|
| Asics Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9985324) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 984550 |
| Asics Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1869411) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 184323 |
| Asics Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1502829) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 121057 |
| Asics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3848709) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 310025 |
| Asics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11164729) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 741260 |
| Asics Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1102282) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 88823 |
| ASML Holding NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (342868) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1599 |
| Asmodee Group AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (992369) | 11/17/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (36865)<br>|
| Aspen Aerogels, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (462170) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21734 |
| Aspen Aerogels, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (339996) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18804 |
| Assa Abloy AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (108504) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (102)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Associated Banc-Corp. | Bank of America N.A. | $(369874) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $528 |
| Associated British Foods PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5080700) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (111218)<br>|
| Associated British Foods PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3776899) | 01/19/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (52063)<br>|
| Associated British Foods PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (19492098) | 07/06/26 | (0.20)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (268098)<br>|
| Associated British Foods PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1479416) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (29343)<br>|
| Associated British Foods PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6527631) | 01/20/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (89782)<br>|
| Assurant, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74559) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (214)<br>|
| Assurant, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (216584) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4401)<br>|
| Assurant, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (327260) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 70 |
| AST SpaceMobile, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (361260) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35537)<br>|
| AST SpaceMobile, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2421078) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (142534)<br>|
| Astera Labs, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (154082) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3)<br>|
| Astera Labs, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4703607) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 686271 |
| &nbsp;&nbsp;&nbsp; Aston Martin Lagonda Global <br> Holdings PLC<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (810952) | 02/15/28 | (5.00)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 24266 |
| &nbsp;&nbsp;&nbsp; Aston Martin Lagonda Global <br> Holdings PLC<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20491) | 12/10/26 | (1.14)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 629 |
| &nbsp;&nbsp;&nbsp; Aston Martin Lagonda Global <br> Holdings PLC<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (399303) | 08/19/26 | (6.49)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 11948 |
| &nbsp;&nbsp;&nbsp; Aston Martin Lagonda Global <br> Holdings PLC<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68948) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2063 |
| Astrana Health, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136517) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23135 |
| AstraZeneca PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15903716) | 12/10/26 | 0.05% | 1D SONIA | Monthly  | &nbsp;&nbsp; (65640)<br>|
| Astronics Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2132805) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 5896 |
| Astronics Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1236111) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57017)<br>|
| ASX Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2759386) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (170773)<br>|
| ASX Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8969729) | 01/14/28 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (595461)<br>|
| &nbsp;&nbsp;&nbsp; AT&S Austria Technologie & <br> Systemtechnik AG<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (401783) | 02/19/27 | (3.25)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 22800 |
| AtaiBeckley, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119132) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6302 |
| ATI, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (801117) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 32520 |
| ATI, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (20673795) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (298104)<br>|
| ATI, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (202942) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| &nbsp;&nbsp;&nbsp; Atlanta Braves Holdings, Inc., <br> Class C<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6939930) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 58594 |
| &nbsp;&nbsp;&nbsp; Atlanta Braves Holdings, Inc., <br> Class C<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1326577) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6611 |
| Atlantic Union Bankshares Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1152871) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14426)<br>|
| Atlantic Union Bankshares Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (25007665) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (896052)<br>|
| Atlas Arteria Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7454710) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (147191)<br>|
| Atlas Arteria Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7938487) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (156743)<br>|
| Atlas Copco AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107009) | 01/19/28 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (72)<br>|
| Atlas Copco AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3060597) | 07/06/26 | (0.26)% | TN STIBOR | Monthly  | &nbsp;&nbsp; 109376 |
| Atlas Copco AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15232597) | 12/08/27 | 0.03% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (598601)<br>|
| Atlas Copco AB, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (25937642) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 926931 |
| Atlas Copco AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (15748748) | 08/17/26 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 381240 |
| Atlas Copco AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2511674) | 12/08/27 | (0.17)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (64735)<br>|
| Atlas Energy Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (822081) | 12/23/26 | (0.63)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10433 |
| Atlas Energy Solutions, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2385319) | 04/16/26 | (0.39)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (161495)<br>|
| Atlas Energy Solutions, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1048296) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (70973)<br>|
| Atlassian Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2323922) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 112774 |
| Atlassian Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2166654) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 173076 |
| Atlassian Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (666648) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6)<br>|
| Atlassian Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1055533) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 124039 |
| ATS Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1612252) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 57090 |
| AUB Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1298040) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 49070 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Auckland International Airport Ltd. | Barclays Bank PLC | $(5773088) | 01/26/27 | (0.40)% | 1M BBR | Monthly  | &nbsp;&nbsp; $68885 |
| Auckland International Airport Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20692431) | 05/13/27 | (0.40)% | 1M BBR | Monthly  | &nbsp;&nbsp; 247517 |
| Auckland International Airport Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6460246) | 10/09/27 | (0.40)% | 1M BBR | Monthly  | &nbsp;&nbsp; 77276 |
| Auckland International Airport Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (887271) | 09/07/26 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 8511 |
| Auckland International Airport Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1681755) | 03/22/27 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 16132 |
| Auckland International Airport Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3276447) | 04/18/28 | 0.00% | 1M BBR | Monthly  | &nbsp;&nbsp; 31429 |
| Auction Technology Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (420876) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 16364 |
| Auction Technology Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (197764) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 7689 |
| Auction Technology Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (440545) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 17129 |
| Auction Technology Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114446) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 4450 |
| Aura Investments Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (503925) | 04/07/27 | (3.00)% | SHIR | Monthly  | &nbsp;&nbsp; 37214 |
| Aurora Innovation, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4361883) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 438990 |
| Aurora Innovation, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1204026) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 97481 |
| Austal Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3629967) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 427594 |
| 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 | (2.25)% | HONIA | Monthly  | &nbsp;&nbsp; (21)<br>|
| Auto1 Group SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1681422) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 77403 |
| Automatic Data Processing, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (24292685) | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1161949 |
| AutoStore Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2957744) | 03/17/27 | (0.25)% | NOWA | Monthly  | &nbsp;&nbsp; 429489 |
| AutoStore Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1056707) | 04/24/28 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; 148823 |
| Autotrader Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1099218) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3123 |
| Autotrader Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2241566) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 58302 |
| Autotrader Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1282461) | 01/13/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 24067 |
| Autotrader Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4868320) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 343370 |
| Autotrader Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4609837) | 01/03/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 260336 |
| AvalonBay Communities, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3500338) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (36184)<br>|
| AvalonBay Communities, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3678898) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40090)<br>|
| Avanos Medical, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1124205) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (97199)<br>|
| Avanos Medical, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1257310) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (99851)<br>|
| Avantor, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2331387) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 213355 |
| Avantor, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (450663) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48589 |
| Avantor, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1165947) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 125708 |
| Avery Dennison Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (942565) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12604 |
| Avery Dennison Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26218) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10103422) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 23365 |
| Avient Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (382939) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15149 |
| Avient Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (551767) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2485)<br>|
| Avolta AG, Class N | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172460) | 02/15/28 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (858)<br>|
| Avolta AG, Class N | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (140433) | 01/07/31 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (2274)<br>|
| Axogen, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (844448) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (75209)<br>|
| Axogen, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3104077) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (137670)<br>|
| Axon Enterprise, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (221478) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Axon Enterprise, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13223236) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2744057 |
| Axsome Therapeutics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (222528) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 323 |
| AXT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1492790) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (51648)<br>|
| AZ-COM MARUWA Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3109206) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23814 |
| AZ-COM MARUWA Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127788) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1984 |
| Azelis Group NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3656870) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 243469 |
| Azelis Group NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2646831) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 19148 |
| Azelis Group NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3389271) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 225653 |
| Azrieli Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4441824) | 08/19/26 | (0.54)% | SHIR | Monthly  | &nbsp;&nbsp; 44652 |
| Azrieli Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3140674) | 11/04/30 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; 67387 |
| B&G Foods, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31) | 02/15/28 | (0.57)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1 |
| B&M European Value Retail SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2577817) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (85769)<br>|
| B&M European Value Retail SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1382773) | 01/19/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (18557)<br>|
| B&M European Value Retail SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1144275) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (42887)<br>|
| Badger Meter, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (746514) | 12/08/27 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3536)<br>|
| Baker Hughes Co., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7577960) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (588749)<br>|
| Bakkafrost P/F | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2380674) | 12/11/26 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; (38587)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Bakkafrost P/F | UBS AG | $(1714880) | 04/24/28 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; $50028 |
| Balchem Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109398) | 04/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4275)<br>|
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1806149) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 293318 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4688267) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 785236 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1311536) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 212993 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group, Inc., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5079760) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 831445 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group, Inc., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2595698) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 421540 |
| Ball Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (224287) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3933)<br>|
| Ball Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (217448) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2241)<br>|
| Ball Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (557942) | 01/28/28 | 0.08% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10)<br>|
| Ball Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60194) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1055)<br>|
| Banc of California, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117408) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6219 |
| Banca Mediolanum SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90550) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (69)<br>|
| Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (947614) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (17523)<br>|
| Banco Comercial Portugues SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (273432) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 319 |
| &nbsp;&nbsp;&nbsp; Banco Comercial Portugues SA, <br> Class R<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6024792) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (107106)<br>|
| &nbsp;&nbsp;&nbsp; Banco Comercial Portugues SA, <br> Class R<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3334389) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (43465)<br>|
| &nbsp;&nbsp;&nbsp; Banco Comercial Portugues SA, <br> Class R<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4234397) | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (55197)<br>|
| &nbsp;&nbsp;&nbsp; Banco Comercial Portugues SA, <br> Class R<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16214071) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (211355)<br>|
| &nbsp;&nbsp;&nbsp; Banco Comercial Portugues SA, <br> Class R<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (14698129) | 12/08/27 | (0.09)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (477806)<br>|
| &nbsp;&nbsp;&nbsp; Banco Comercial Portugues SA, <br> Class R<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (23780316) | 12/08/27 | 0.07% | 1D ESTR | Monthly  | &nbsp;&nbsp; (773048)<br>|
| Bancorp, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (21661395) | 06/25/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3600611 |
| Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1728184) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 267387 |
| Bandai Namco Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10102763) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 99535 |
| Bandai Namco Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (609832) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7822 |
| Bandai Namco Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9123162) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 41113 |
| Bank First Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (209335) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15743)<br>|
| Bank First Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (308487) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23200)<br>|
| Bank First Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90999) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2492)<br>|
| Bank First Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (543259) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40855)<br>|
| Bank of Ireland Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (524268) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (11422)<br>|
| Bank of Ireland Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3919210) | 06/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (74063)<br>|
| Bank of Ireland Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9596437) | 01/19/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (162828)<br>|
| Bank of Ireland Group PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (807163) | 02/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (17340)<br>|
| Bank of Ireland Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (28645097) | 12/08/27 | 0.02% | 1D ESTR | Monthly  | &nbsp;&nbsp; (615793)<br>|
| Bank of Montreal | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13183856) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 394531 |
| Bank of New York Mellon Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (41324145) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53437 |
| Bank of Nova Scotia | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17078946) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 115619 |
| Bank of Queensland Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1660825) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4239)<br>|
| &nbsp;&nbsp;&nbsp; Banque Cantonale Vaudoise, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1910613) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (16894)<br>|
| &nbsp;&nbsp;&nbsp; Banque Cantonale Vaudoise, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3899297) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (34479)<br>|
| &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; (1668802) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 9249 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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; Banque Cantonale Vaudoise, <br> Registered Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(3428096) | 01/06/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; $18995 |
| Bapcor Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118025) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 3599 |
| Bapcor Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (879300) | 03/22/27 | (0.75)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 14975 |
| Barratt Redrow PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1396191) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (7312)<br>|
| Barratt Redrow PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1800109) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (31705)<br>|
| Barratt Redrow PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (10237170) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (371297)<br>|
| Barratt Redrow PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7865738) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (280723)<br>|
| Barratt Redrow PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3541794) | 01/03/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (87975)<br>|
| BASF SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3518406) | 12/08/27 | (0.06)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (112465)<br>|
| Bausch + Lomb Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4581857) | 12/23/26 | (0.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 130606 |
| Bausch + Lomb Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (547141) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 15596 |
| Bausch + Lomb Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1343432) | 12/08/27 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46593 |
| Bausch + Lomb Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2594287) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 110079 |
| Baxter International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1893451) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17413)<br>|
| Baxter International, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (526361) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7752 |
| Baxter International, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (209837) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 407 |
| Baxter International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (457629) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7875)<br>|
| BayCurrent, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3969) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 446 |
| &nbsp;&nbsp;&nbsp; Bayer AG, Class N, Registered <br> Shares<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (50388954) | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (520417)<br>|
| &nbsp;&nbsp;&nbsp; Bayer AG, Class N, Registered <br> Shares<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (31058267) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (124847)<br>|
| Bayerische Motoren Werke AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1285757) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 41926 |
| Bayerische Motoren Werke AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9118756) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 297343 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2855492) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 28687 |
| Bayerische Motoren Werke AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12193589) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 717364 |
| Bayerische Motoren Werke AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2122928) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 25426 |
| Bayerische Motoren Werke AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12328604) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 438295 |
| Bayerische Motoren Werke AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (11785441) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 139401 |
| Beacon Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4415651) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (154765)<br>|
| Beacon Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (10035093) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (351723)<br>|
| Beazley PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (350220) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (6072)<br>|
| Beazley PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1649) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (29)<br>|
| Beazley PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4679638) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 17518 |
| Beazley PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4391743) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (4642)<br>|
| Becton Dickinson & Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (24223416) | 12/08/27 | (0.11)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 102083 |
| Beiersdorf AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (33867623) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (611505)<br>|
| Beiersdorf AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (24974461) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (458759)<br>|
| Beijer Ref AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (603245) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 26434 |
| Bekaert SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5384231) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (193536)<br>|
| Belden, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14896) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 89 |
| Belimo Holding AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (334579) | 12/08/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (11055)<br>|
| &nbsp;&nbsp;&nbsp; Belimo Holding AG, Registered <br> Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (964864) | 03/22/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 54842 |
| Bellevue Gold Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95191) | 01/20/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 6380 |
| Bendigo & Adelaide Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7656046) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 140681 |
| Bendigo & Adelaide Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2600111) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2947 |
| Bentley Systems, Inc., Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (418968) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22990 |
| Bentley Systems, Inc., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (659422) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 68634 |
| Bentley Systems, Inc., Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2286969) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 149074 |
| Bentley Systems, Inc., Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (679260) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46573 |
| Berkeley Group Holdings PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6685067) | 06/25/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (160782)<br>|
| Berkeley Group Holdings PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (784379) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (18865)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Berkshire Hathaway, Inc., Class B | BNP Paribas SA | $(12024798) | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $255177 |
| Best Buy Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (458458) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10050 |
| Best Buy Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1404138) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20307 |
| Best Buy Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35705) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1593 |
| &nbsp;&nbsp;&nbsp; Bet Shemesh Engines Holdings <br> 1997 Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153326) | 04/07/27 | (3.00)% | SHIR | Monthly  | &nbsp;&nbsp; 6587 |
| BHP Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (12017698) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (22213)<br>|
| Bic Camera, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1460004) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 30993 |
| Big Shopping Centers Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (591462) | 04/07/27 | (1.50)% | SHIR | Monthly  | &nbsp;&nbsp; 15623 |
| Big Shopping Centers Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182756) | 06/17/27 | (1.75)% | SHIR | Monthly  | &nbsp;&nbsp; 7166 |
| Big Shopping Centers Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (169488) | 08/19/26 | (1.34)% | SHIR | Monthly  | &nbsp;&nbsp; 6646 |
| Big Shopping Centers Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1929046) | 05/23/28 | (0.75)% | SHIR | Monthly  | &nbsp;&nbsp; 50955 |
| Big Shopping Centers Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3458405) | 12/08/27 | (1.19)% | SHIR | Monthly  | &nbsp;&nbsp; 221538 |
| Biglari Holdings, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115831) | 12/23/26 | (1.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21328 |
| Bill Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2707211) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 285029 |
| Bill Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3385864) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 706345 |
| Biocartis Group NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8) | 08/19/26 | (14.61)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8 |
| Bio-Techne Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (639797) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 65294 |
| Bio-Techne Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (122514) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9780 |
| Bio-Techne Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (487424) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30206 |
| Birkenstock Holding Plc | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1948783) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 120104 |
| BitMine Immersion Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (309026) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31)<br>|
| BJ's Wholesale Club Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (308082) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7190 |
| BKW AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8051088) | 12/08/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 1342436 |
| Black Hills Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4382464) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (36329)<br>|
| BlackBerry Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1811694) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 141216 |
| BlackLine, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5463255) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 672663 |
| &nbsp;&nbsp;&nbsp; Blackstone Mortgage Trust, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5221262) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 66939 |
| Block, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (402810) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22463 |
| Bloom Energy Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (287765) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11342)<br>|
| Bloom Energy Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (553232) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21823)<br>|
| Bloomin' Brands, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2123564) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 544706 |
| Bloomin' Brands, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1539433) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 198853 |
| Blue Bird Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103023) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (515)<br>|
| Blue Bird Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1111560) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22578)<br>|
| BOC Hong Kong Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7532238) | 12/15/27 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (137673)<br>|
| BOC Hong Kong Holdings Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3250793) | 02/25/26 | (0.05)% | HONIA | Monthly  | &nbsp;&nbsp; (174732)<br>|
| Bodycote PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2811023) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 96492 |
| Bodycote PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (282141) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3254)<br>|
| Boeing Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1456656) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 106456 |
| Boeing Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (354237) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24925 |
| Boeing Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11852183) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (330473)<br>|
| BOK Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (556696) | 12/08/27 | (0.06)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1592 |
| Bollore SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (257198) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2724)<br>|
| Bollore SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (220936) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (644)<br>|
| Bollore SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2081374) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (25495)<br>|
| Bombardier, Inc., Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1956483) | 01/24/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 94954 |
| Bombardier, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (37097131) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 4459641 |
| Bombardier, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15654141) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 2002472 |
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding Corp., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99635) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8916 |
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding Corp., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1755626) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 56724 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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; Booz Allen Hamilton Holding Corp., <br> Class A<br>| Barclays Bank PLC | $(612860) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $7713 |
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding Corp., <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1424366) | 01/28/28 | (0.11)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 65793 |
| Boralex, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16417600) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 293742 |
| Bossard Holding AG, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1026740) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 31938 |
| Bossard Holding AG, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (996281) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 67708 |
| Boston Omaha Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1326022) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27648 |
| Boston Omaha Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1431992) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29857 |
| Boston Omaha Corp., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (271709) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 5665 |
| Boston Omaha Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (969318) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20210 |
| BOYD GROUP, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5294877) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 42806 |
| BPER Banca SPA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7558808) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 142783 |
| BPER Banca SPA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1688139) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7618)<br>|
| Brady Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2031301) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18729)<br>|
| Brambles Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (12115931) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 534350 |
| Braze, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1204338) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 220260 |
| Braze, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6060950) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1462312 |
| Brenntag SE, Class N | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13798947) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (201658)<br>|
| Brenntag SE, Class N | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2170564) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (92428)<br>|
| Brenntag SE, Class N | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5591599) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 114570 |
| Breville Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (121072) | 03/22/27 | (1.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (2376)<br>|
| Breville Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10779) | 12/08/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (675)<br>|
| Bridgebio Pharma, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78243) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1036)<br>|
| Bridgebio Pharma, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (489592) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3409 |
| Bridgebio Pharma, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (492598) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1392 |
| Bridgebio Pharma, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (469443) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4895 |
| Bridgestone Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5188943) | 09/09/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 91715 |
| Bridgestone Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6726832) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 118897 |
| Brightspire Capital, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4836320) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8074 |
| Brinker International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (857118) | 12/08/27 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4641 |
| British American Tobacco PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (458462) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (4186)<br>|
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1856072) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 40886 |
| &nbsp;&nbsp;&nbsp; Brookfield Asset Management Ltd., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13766122) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 671737 |
| &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; (7599399) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 376874 |
| Brookfield Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15384398) | 12/08/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 801173 |
| Brookfield Wealth Solutions Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2536480) | 05/18/26 | (1.09)% | CABROVER | Monthly  | &nbsp;&nbsp; 147282 |
| Brookfield Wealth Solutions Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2921234) | 12/08/27 | (1.35)% | CABROVER | Monthly  | &nbsp;&nbsp; 191146 |
| Brown & Brown, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13702368) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1105561 |
| Brown & Brown, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (24153008) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2404764 |
| Brown-Forman Corp., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (486480) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19619)<br>|
| Brown-Forman Corp., Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7294904) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60810)<br>|
| Bruker Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1086451) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 54848 |
| Brunello Cucinelli SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7143690) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 899151 |
| Brunello Cucinelli SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69539) | 01/19/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (236)<br>|
| Brunello Cucinelli SpA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (492601) | 02/10/26 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 78649 |
| Brunello Cucinelli SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4377454) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 110948 |
| Brunello Cucinelli SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (272362) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 43486 |
| Brunswick Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93167) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8936 |
| BT Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8123200) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (408341)<br>|
| BT Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (30118937) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1514032)<br>|
| BT Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1503718) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (93050)<br>|
| &nbsp;&nbsp;&nbsp; Bucher Industries AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5536648) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (51078)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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; Bucher Industries AG, Registered <br> Shares<br>| BNP Paribas SA | $(7676554) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; $(31678)<br>|
| Build-A-Bear Workshop, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113199) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9833 |
| Builders FirstSource, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (434790) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10710 |
| Builders FirstSource, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (735888) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 74884 |
| Builders FirstSource, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3980069) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 344780 |
| Builders FirstSource, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29274) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3305 |
| Builders FirstSource, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1645333) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25544 |
| Bunge Global SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (377524) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4088)<br>|
| Bunge Global SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (33428005) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1551148)<br>|
| Bunge Global SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126569) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5873)<br>|
| Burberry Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (525302) | 02/26/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 17899 |
| Burlington Stores, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16848482) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 643047 |
| Burlington Stores, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (133236) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (492)<br>|
| Business First Bancshares, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119115) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3706)<br>|
| Business First Bancshares, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3690) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Business First Bancshares, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (241839) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; — |
| Business First Bancshares, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (429547) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24159)<br>|
| Buzzi SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3294273) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 131938 |
| Buzzi SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13508849) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 734395 |
| BWP Trust | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116121) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 3870 |
| BXP, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1831439) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 38463 |
| BXP, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29968831) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 334514 |
| BXP, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3086896) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12355 |
| BXP, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2452492) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27302 |
| BXP, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3501531) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 51257 |
| CACI International, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (395898) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 21068 |
| Cactus, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6965923) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (112029)<br>|
| Cadence Bank | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (858435) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14214 |
| Cadence Design Systems, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17178034) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1123027 |
| Cadre Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2172463) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 177965 |
| Cadre Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1467905) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 120248 |
| Cadre Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3356706) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 274976 |
| CAE, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1542578) | 10/23/26 | (0.19)% | CABROVER | Monthly  | &nbsp;&nbsp; 79141 |
| CAE, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27229) | 02/16/27 | (0.19)% | CABROVER | Monthly  | &nbsp;&nbsp; 1397 |
| CAE, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (918353) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 23086 |
| CAE, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (98156) | 01/24/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (11)<br>|
| CAE, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (874662) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 20739 |
| CaixaBank SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (524369) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 784 |
| CaixaBank SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (41049341) | 12/08/27 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2695127)<br>|
| CaixaBank SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (151788) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (6218)<br>|
| Calbee, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16022653) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 97855 |
| Caleres, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1476858) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 167191 |
| California Resources Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (13452773) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1792373)<br>|
| California Water Service Group | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4187467) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 138586 |
| Calumet, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6200093) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (472327)<br>|
| &nbsp;&nbsp;&nbsp; Camping World Holdings, Inc., <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (143909) | 04/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2328)<br>|
| Camurus AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (340820) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 9099 |
| Camurus AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4766593) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 143895 |
| Camurus AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1478733) | 11/17/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 31293 |
| Camurus AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199787) | 07/29/26 | (0.26)% | TN STIBOR | Monthly  | &nbsp;&nbsp; 6039 |
| Camurus AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4464430) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 134944 |
| Camurus AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5786209) | 12/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (240615)<br>|
| Camurus AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2217189) | 04/24/28 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 58714 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Canada Goose Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(117749) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; $8036 |
| Canada Goose Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (321199) | 12/08/27 | (0.60)% | CABROVER | Monthly  | &nbsp;&nbsp; 24806 |
| Canadian Natural Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3069152) | 01/24/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (7801)<br>|
| Canadian Natural Resources Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (35738349) | 02/24/28 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (930503)<br>|
| Canadian Tire Corp., Ltd., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2238403) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 80013 |
| Canadian Tire Corp., Ltd., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (698014) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 31207 |
| Canadian Tire Corp., Ltd., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3597936) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 130414 |
| Canadian Utilities Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5470376) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (53902)<br>|
| Canadian Utilities Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14034219) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (138284)<br>|
| Canfor Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (471805) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (11952)<br>|
| Canfor Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1114570) | 12/08/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (194434)<br>|
| Capcom Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5124841) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (714667)<br>|
| Capcom Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (405883) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (45271)<br>|
| Capcom Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20412736) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2845891)<br>|
| Capcom Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (27346455) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1817951)<br>|
| Capital One Financial Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2472743) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (12112)<br>|
| Capital One Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6790404) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10656)<br>|
| Capital Power Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34531) | 01/24/28 | 0.00% | CABROVER | Monthly  | &nbsp;&nbsp; (3)<br>|
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated Commercial <br> Trust<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10701602) | 09/09/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (82384)<br>|
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated Commercial <br> Trust<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77760) | 08/19/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 702 |
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated Commercial <br> Trust<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1463300) | 01/06/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (11265)<br>|
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated Commercial <br> Trust<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2563121) | 01/07/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (35206)<br>|
| Capri Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8468811) | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 945214 |
| CAR Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15781841) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1140820 |
| CAR Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (18202662) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1533685 |
| CAR Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9916391) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 845447 |
| CAR Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5234526) | 01/14/28 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 364116 |
| CareTrust REIT, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (26578152) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (295073)<br>|
| CareTrust REIT, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12828716) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44508 |
| Cargotec OYJ, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106930) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 150 |
| Cargotec OYJ, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13552289) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 244284 |
| Carlisle Cos, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1522293) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 81351 |
| Carlisle Cos, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (526019) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 367 |
| Carlisle Cos, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1060002) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 175 |
| Carlsberg AS | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6162778) | 05/12/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 17741 |
| Carlsberg AS | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (323787) | 01/22/31 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; (1267)<br>|
| Carlsberg AS, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (14755919) | 09/03/29 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 83473 |
| Carlyle Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (808066) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31993 |
| Carnival Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67053) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3164)<br>|
| Carnival PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1461876) | 02/26/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (51436)<br>|
| Carrefour SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1578033) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 227 |
| Carrefour SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7515732) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1083 |
| Carrier Global Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2188978) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (232472)<br>|
| Cars.com, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3142600) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 286605 |
| Carvana Co., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61150) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5797 |
| Carvana Co., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (790399) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 127766 |
| Carvana Co., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1678876) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 55985 |
| Carvana Co., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (17675848) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2103153 |
| Carvana Co., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1360052) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 161134 |
| Cascades, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83956) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 6257 |
| Cascades, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1223778) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 16053 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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; Casella Waste Systems, Inc., <br> Class A<br>| BNP Paribas SA | $(27081371) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $988457 |
| Casey's General Stores, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2498140) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6031 |
| Castellum AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12077760) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (447288)<br>|
| Catena AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (703) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 28 |
| Catena AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (11904777) | 11/17/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 397290 |
| Caterpillar, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5444261) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (69675)<br>|
| Caterpillar, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1274605) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24996)<br>|
| Caterpillar, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2712947) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (37447)<br>|
| Caterpillar, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4126553) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (76607)<br>|
| Cava Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17003635) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1407322 |
| Cava Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (867273) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 71757 |
| CBIZ, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (754291) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 74008 |
| CBIZ, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (263831) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6464)<br>|
| CBIZ, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (25981109) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7112863 |
| CBIZ, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (563300) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11407)<br>|
| &nbsp;&nbsp;&nbsp; CCC Intelligent Solutions Holdings, <br> Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3960942) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 240503 |
| &nbsp;&nbsp;&nbsp; CCC Intelligent Solutions Holdings, <br> Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (19391605) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1177433 |
| CECO Environmental Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3097214) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (59454)<br>|
| CECO Environmental Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4019009) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (438990)<br>|
| Celanese Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112225) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8280 |
| Celestica, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (655554) | 08/17/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 28914 |
| Cellebrite Di Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44270) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8)<br>|
| Cellebrite Di Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2260463) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 448397 |
| Cellnex Telecom SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5908404) | 06/25/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (113942)<br>|
| Celsius Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (10614731) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 208210 |
| Celsius Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6550635) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 327295 |
| Cementir Holding NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (248359) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7995 |
| Cencora, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5301149) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (101520)<br>|
| Cenovus Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7332546) | 02/23/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (167453)<br>|
| Cenovus Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10320333) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (473310)<br>|
| Cenovus Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (19662150) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (1129742)<br>|
| CenterPoint Energy, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (322715) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1314)<br>|
| CenterPoint Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (10556037) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (223013)<br>|
| CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1635719) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4509)<br>|
| Centerspace | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12258661) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 68377 |
| Central Japan Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1045819) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22677)<br>|
| Central Japan Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73728) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1596)<br>|
| Central Japan Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1503367) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19867)<br>|
| Central Japan Railway Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1346610) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15872 |
| Central Japan Railway Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (31680614) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 373404 |
| Centrica PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3793486) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (202833)<br>|
| Centrica PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17769127) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (946678)<br>|
| Centrica PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6297554) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (347697)<br>|
| Centrus Energy Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (555131) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23338 |
| Certara, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112193) | 12/08/27 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8199 |
| CF Industries Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1212) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (93)<br>|
| CF Industries Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1640801) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (73605)<br>|
| CF Industries Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (324797) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14560)<br>|
| CF Industries Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15671143) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2264258)<br>|
| CF Industries Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (560016) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30130)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| CH Robinson Worldwide, Inc. | BNP Paribas SA | $(126116) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(10154)<br>|
| CH Robinson Worldwide, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (22653337) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2534982)<br>|
| Champion Iron Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2611319) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 222361 |
| Change Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4712132) | 05/12/27 | (1.69)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 173689 |
| Change Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2248715) | 01/06/27 | (2.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 82888 |
| Change Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1106879) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9680 |
| Chart Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (300238) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 217 |
| Charter Communications, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3642652) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (330517)<br>|
| Charter Communications, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (847993) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (63676)<br>|
| Charter Communications, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1956402) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (198377)<br>|
| Charter Communications, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (646683) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (81745)<br>|
| &nbsp;&nbsp;&nbsp; Check Point Software Technologies <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1489796) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6864 |
| &nbsp;&nbsp;&nbsp; Check Point Software Technologies <br> Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127830) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6122 |
| &nbsp;&nbsp;&nbsp; Check Point Software Technologies <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (575683) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2328 |
| Cheesecake Factory, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109687) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1133)<br>|
| Chemometec A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1772790) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 230677 |
| Chemometec A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (439087) | 04/24/28 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 57134 |
| Chemours Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2803118) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 102685 |
| Chesapeake Utilities Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2012512) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44438)<br>|
| Chesapeake Utilities Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5149688) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (113710)<br>|
| Chesapeake Utilities Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6335911) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (139782)<br>|
| Chesnara PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (409304) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (4744)<br>|
| Chewy, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2744455) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 306521 |
| Chiba Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13026283) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (654589)<br>|
| Chiba Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16970265) | 12/08/27 | (0.11)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2375205)<br>|
| Chiba Kogyo Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163453) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11502)<br>|
| Chiba Kogyo Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (157560) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7103)<br>|
| Chiba Kogyo Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (204316) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (14377)<br>|
| Chiba Kogyo Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61547) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2775)<br>|
| Chiba Kogyo Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66471) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2997)<br>|
| Chiba Kogyo Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (189991) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22270)<br>|
| Chiba Kogyo Bank Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69708) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4905)<br>|
| Chimera Investment Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (664984) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 41877 |
| Chimera Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6587520) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 196642 |
| Chipotle Mexican Grill, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4333982) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 60420 |
| Chiyoda Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1700987) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (719525)<br>|
| Chiyoda Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8078816) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4033721)<br>|
| Chiyoda Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3198927) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1597212)<br>|
| Chiyoda Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (726248) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (315271)<br>|
| Chiyoda Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1676454) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (709147)<br>|
| Choice Hotels International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (108386) | 12/08/27 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1269 |
| &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; (2785966) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 69515 |
| Christian Dior SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8726512) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 623689 |
| Chubb Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (638511) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17137)<br>|
| Chubb Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (885006) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25410)<br>|
| Chubb Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (974332) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31119)<br>|
| Chubb Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1417200) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25040)<br>|
| Chubu Electric Power Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225378) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4174)<br>|
| Chubu Electric Power Co., Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1503714) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 27608 |
| Chugai Pharmaceutical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4575601) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (239673)<br>|
| Chugai Pharmaceutical Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (17938744) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (939643)<br>|
| Chugoku Electric Power Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1664978) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 81976 |
| Chugoku Marine Paints Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2149393) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 163837 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Chugoku Marine Paints Ltd. | Barclays Bank PLC | $(5636728) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $345673 |
| Chugoku Marine Paints Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1306733) | 03/24/27 | (0.05)% | 1D TONA | Monthly  | &nbsp;&nbsp; 99605 |
| Chugoku Marine Paints Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (294456) | 02/26/26 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 18058 |
| Chugoku Marine Paints Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134499) | 02/10/26 | (0.32)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4761 |
| Chugoku Marine Paints Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2532922) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 155332 |
| Chugoku Marine Paints Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2169521) | 12/08/27 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 76790 |
| Chugoku Marine Paints Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (531242) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 40494 |
| Church & Dwight Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2429673) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (156372)<br>|
| Church & Dwight Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (304732) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14915)<br>|
| Church & Dwight Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149371) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5303)<br>|
| Church & Dwight Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (650525) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35545)<br>|
| Church & Dwight Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8148738) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (524446)<br>|
| Church & Dwight Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37890) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2439)<br>|
| Churchill Downs, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74598) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6336 |
| Cibus Nordic Real Estate AB publ | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (158946) | 08/19/26 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (3366)<br>|
| Cibus Nordic Real Estate AB publ | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3927426) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (55498)<br>|
| &nbsp;&nbsp;&nbsp; Cicor Technologies Ltd., Class N, <br> Registered Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115203) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (471)<br>|
| CIE Automotive SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (963879) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 37439 |
| CIE Automotive SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5210672) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 91097 |
| Cie de Saint-Gobain SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (703972) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5720)<br>|
| Cie de Saint-Gobain SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (248006) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2015)<br>|
| Cie Financiere Richemont SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (879045) | 02/26/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 34669 |
| Cie Financiere Richemont SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1857466) | 01/20/31 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 5661 |
| &nbsp;&nbsp;&nbsp; Cie Financiere Richemont SA, <br> Registered Shares<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3454462) | 04/02/30 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 415095 |
| &nbsp;&nbsp;&nbsp; Cie Generale des Etablissements <br> Michelin SCA<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3415903) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (54496)<br>|
| &nbsp;&nbsp;&nbsp; Cie Generale des Etablissements <br> Michelin SCA<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9299350) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (302697)<br>|
| Ciena Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2609528) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (85846)<br>|
| Cincinnati Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7531395) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 38909 |
| Cincinnati Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1153546) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19986)<br>|
| Cintas Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13516074) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43367 |
| Circle Internet Group, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1706443) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 122066 |
| Cirrus Logic, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (718693) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (783)<br>|
| Cisco Systems, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (25405094) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (719090)<br>|
| Citigroup, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (29952300) | 08/18/26 | 0.45% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 446250 |
| City Developments Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2725446) | 12/24/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 9011 |
| CK Infrastructure Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1080871) | 05/13/27 | (0.29)% | HONIA | Monthly  | &nbsp;&nbsp; (15598)<br>|
| CK Infrastructure Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7768510) | 09/09/27 | (0.29)% | HONIA | Monthly  | &nbsp;&nbsp; (112106)<br>|
| CK Infrastructure Holdings Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (457447) | 02/25/26 | (0.05)% | HONIA | Monthly  | &nbsp;&nbsp; (6601)<br>|
| CK Infrastructure Holdings Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5003584) | 02/25/26 | (0.09)% | HONIA | Monthly  | &nbsp;&nbsp; (72206)<br>|
| Clariane SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1039131) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 31718 |
| Clarity Pharmaceuticals Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104343) | 01/06/27 | (3.38)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 7717 |
| Clean Harbors, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (324733) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1925 |
| Clearfield, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2310437) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 184264 |
| ClearPoint Neuro, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1551201) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 182120 |
| Climb Global Solutions, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113064) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1827 |
| Clorox Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1001) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14)<br>|
| Clorox Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1258061) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6653)<br>|
| Clorox Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1005437) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29073)<br>|
| Clorox Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (17828731) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1460502)<br>|
| Clorox Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (189981) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2664)<br>|
| Close Brothers Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2120512) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 9088 |
| Close Brothers Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2870181) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (9680)<br>|
| Cloudflare, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16020042) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 823452 |
| CLP Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (584670) | 02/15/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (10839)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| CLP Holdings Ltd. | Barclays Bank PLC | $(5883747) | 01/26/27 | (0.26)% | HONIA | Monthly  | &nbsp;&nbsp; $4274 |
| CLP Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1523009) | 05/13/27 | (0.26)% | HONIA | Monthly  | &nbsp;&nbsp; 1152 |
| CLP Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (279061) | 09/09/27 | (0.26)% | HONIA | Monthly  | &nbsp;&nbsp; 211 |
| CLP Holdings Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3405486) | 02/25/26 | (0.14)% | HONIA | Monthly  | &nbsp;&nbsp; 2576 |
| CLP Holdings Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (11843525) | 02/25/26 | (0.15)% | HONIA | Monthly  | &nbsp;&nbsp; 8958 |
| CLP Holdings Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1073674) | 01/06/27 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; 812 |
| CLP Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9082) | 12/08/27 | (0.30)% | 1D HIBOR | Monthly  | &nbsp;&nbsp; (370)<br>|
| CLP Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5535803) | 04/18/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (102630)<br>|
| CLP Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12073898) | 09/03/29 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (223842)<br>|
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1505503) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (14946)<br>|
| CNH Industrial NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (413746) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2294 |
| CNH Industrial NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (653340) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2360 |
| CNH Industrial NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (550152) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14390 |
| CNH Industrial NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6322202) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 165922 |
| CNH Industrial NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3343217) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46869 |
| CNO Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (378745) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5214)<br>|
| Coastal Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (675432) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 106403 |
| Coastal Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (285220) | 12/08/27 | 0.01% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44237 |
| Coastal Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1375649) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 216711 |
| Coca-Cola Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8557604) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (286)<br>|
| Coca-Cola Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (347004) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5949)<br>|
| Coca-Cola Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13260804) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (314967)<br>|
| Coca-Cola Consolidated, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7763239) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (111340)<br>|
| Coca-Cola Consolidated, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (23376933) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (340017)<br>|
| Coca-Cola Europacific Partners PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (397325) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11)<br>|
| Coca-Cola Europacific Partners PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (20170575) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (814695)<br>|
| Coca-Cola HBC AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (446309) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (2072)<br>|
| Coca-Cola HBC AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (694909) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (10845)<br>|
| Cochlear Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18348187) | 01/27/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 552466 |
| Cochlear Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6063771) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 148950 |
| Cochlear Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (31005515) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 933740 |
| Cochlear Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3223358) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 64549 |
| Coeur Mining, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (13102904) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 481634 |
| Coeur Mining, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1326291) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 274285 |
| Coeur Mining, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (843194) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 174398 |
| Cogeco Communications, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114043) | 12/08/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 8728 |
| Cognex Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136792) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7284 |
| Cognex Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17185) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1224 |
| Coherent Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9072360) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (750937)<br>|
| Coinbase Global, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2535352) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 122523 |
| Coinbase Global, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113355) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14427 |
| Coinbase Global, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1181527) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 130126 |
| Coinbase Global, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15735610) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2002740 |
| Coinbase Global, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (573029) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 65926 |
| Collective Mining Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1197206) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (16801)<br>|
| Colliers International Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (260491) | 12/08/27 | 0.00% | CABROVER | Monthly  | &nbsp;&nbsp; 733 |
| Coloplast A/S, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (381296) | 02/26/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (601)<br>|
| Coloplast A/S, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165873) | 01/06/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 4164 |
| Coloplast A/S, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2489197) | 12/08/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 128338 |
| Colowide Co Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (373701) | 02/15/28 | (0.85)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4093 |
| Colowide Co Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244200) | 05/12/27 | (1.12)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 76 |
| Colowide Co Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (430218) | 03/24/27 | (1.70)% | 1D TONA | Monthly  | &nbsp;&nbsp; 4712 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Colowide Co Ltd. | Citibank N.A. | $(277232) | 02/26/26 | (1.30)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $26 |
| Colowide Co Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (814069) | 02/10/26 | (1.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (438)<br>|
| Colowide Co Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4836605) | 01/06/27 | (1.05)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2039 |
| Colowide Co Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60687) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 227 |
| Columbia Banking System, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11843671) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 91811 |
| Comforia Residential REIT, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (421104) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9424 |
| Comforia Residential REIT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1530731) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5350 |
| Comfort Systems USA, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6963764) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (113829)<br>|
| Comfort Systems USA, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12998354) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (83259)<br>|
| Comfort Systems USA, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1236854) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28512 |
| Comfort Systems USA, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (936112) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (43809)<br>|
| Community Financial System, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135873) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 498 |
| Community Financial System, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8106295) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (126455)<br>|
| Compass, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (471997) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 36626 |
| &nbsp;&nbsp;&nbsp; CompuGroup Medical SE & Co KgaA, <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67556) | 03/24/27 | (0.45)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3179)<br>|
| &nbsp;&nbsp;&nbsp; CompuGroup Medical SE & Co KgaA, <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2892577) | 01/04/27 | (3.88)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (17438)<br>|
| Comstock Resources, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6744998) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (890553)<br>|
| &nbsp;&nbsp;&nbsp; Concentra Group Holdings Parent, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1737320) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33354)<br>|
| Conduit Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112912) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (2566)<br>|
| ConnectOne Bancorp, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4185155) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 311413 |
| ConnectOne Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (14388069) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16197 |
| Consensus Cloud Solutions, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (852387) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21397 |
| Constellation Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10989126) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 255081 |
| Construction Partners, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (542577) | 12/08/27 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8010 |
| Cooper Cos, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (15653313) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 143099 |
| Cooper Cos, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4011080) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 68789 |
| Copart, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (609693) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3187)<br>|
| Copart, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1062125) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17758 |
| Copart, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1580037) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1852)<br>|
| Copart, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3421429) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48055 |
| Copart, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (927555) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3183 |
| Core & Main, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (11190900) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 832604 |
| Core Laboratories, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2719175) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 11087 |
| Core Laboratories, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (735063) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2997 |
| Corebridge Financial, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (96081) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16)<br>|
| CoreWeave, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (901245) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27869 |
| CoreWeave, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (430692) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22426 |
| CoreWeave, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (481701) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 69335 |
| Corning, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (32814154) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3122009)<br>|
| Corning, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (18740818) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1956470)<br>|
| &nbsp;&nbsp;&nbsp; Corp ACCIONA Energias Renovables <br> SA<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4378903) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 101077 |
| Corpay, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (486729) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| Corpay, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (545835) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 6559 |
| Corpay, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1048005) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10985 |
| Corteva, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5513146) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17183 |
| Cosmos Pharmaceutical Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (570773) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2620)<br>|
| Cosmos Pharmaceutical Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (782043) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10851)<br>|
| Cosmos Pharmaceutical Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (883664) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12261)<br>|
| Cosmos Pharmaceutical Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1625991) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22512)<br>|
| Cosmos Pharmaceutical Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (923510) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 90299 |
| CoStar Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1291176) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 69663 |
| CoStar Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1323366) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 86232 |
| CoStar Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5997206) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 177891 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| CoStar Group, Inc. | BNP Paribas SA | $(1991981) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $143045 |
| CoStar Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2989086) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 137147 |
| Coterra Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (702495) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29603)<br>|
| Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3498033) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (201316)<br>|
| Coterra Energy, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (586993) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53823)<br>|
| Cousins Properties, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (355462) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12501 |
| Cousins Properties, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5514729) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 289216 |
| Cover Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6016768) | 05/12/27 | (6.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 336932 |
| Covivio SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (401258) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5695)<br>|
| Covivio SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2479760) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (18306)<br>|
| Covivio SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (472943) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 251 |
| Cowell e Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (211795) | 09/09/26 | (2.80)% | HONIA | Monthly  | &nbsp;&nbsp; 1821 |
| Create Restaurants Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117771) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3867 |
| Credit Acceptance Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (154454) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Credit Acceptance Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2389321) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (260818)<br>|
| &nbsp;&nbsp;&nbsp; Credo Technology Group Holding <br> Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (442111) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5260 |
| &nbsp;&nbsp;&nbsp; Credo Technology Group Holding <br> Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (585118) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 42530 |
| Crescent Energy Co., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3114267) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (512239)<br>|
| Crescent Energy Co., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5385996) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (992329)<br>|
| Crescent Energy Co., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4920727) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (809369)<br>|
| Crinetics Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4099180) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 367464 |
| Crocs, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6205257) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 171829 |
| Croda International PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7424229) | 02/10/26 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (212568)<br>|
| Croda International PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9118) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 112 |
| Croda International PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7724938) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 94942 |
| Croda International PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (442048) | 01/20/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 11659 |
| Crowdstrike Holdings, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12880742) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 623808 |
| CSW Industrials, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (28739950) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4521664 |
| CTO Realty Growth, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4327917) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 41011 |
| CTO Realty Growth, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3970045) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 102298 |
| CTO Realty Growth, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (177329) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4569 |
| CTP NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1467184) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 57355 |
| CTP NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5827224) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2604 |
| CTS Eventim AG & Co KGaA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3622817) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 247562 |
| CTS Eventim AG & Co KGaA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1650340) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 38601 |
| CTS Eventim AG & Co KGaA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (988500) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 23121 |
| CTS Eventim AG & Co KGaA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (22433153) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2068168 |
| CTS Eventim AG & Co KGaA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10094373) | 12/08/27 | (0.20)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 930625 |
| Cummins, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (21356456) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (147865)<br>|
| Cummins, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (12002987) | 01/24/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15632)<br>|
| Cummins, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10156421) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50803 |
| Curbline Properties Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5738579) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (190715)<br>|
| CVC Capital Partners PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1120759) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 9697 |
| CVC Capital Partners PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (671506) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2903)<br>|
| CVC Capital Partners PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (248580) | 01/13/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2358)<br>|
| CVC Capital Partners PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (468222) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (270)<br>|
| CVC Capital Partners PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57389) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (33)<br>|
| CVC Capital Partners PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13478149) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 213606 |
| CVC Capital Partners PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14897954) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 236108 |
| CVC Capital Partners PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10300899) | 12/08/27 | (0.12)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (209405)<br>|
| CVC Capital Partners PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (10461722) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8020)<br>|
| CVC Capital Partners PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (805953) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (23257)<br>|
| CVS Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3276961) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 92534 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| CVS Health Corp. | Barclays Bank PLC | $(21722434) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $2148787 |
| Cybozu, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (427119) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 49266 |
| Cybozu, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4762531) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 205158 |
| Cybozu, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (529880) | 03/24/27 | (0.05)% | 1D TONA | Monthly  | &nbsp;&nbsp; 45611 |
| Cybozu, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (697791) | 02/26/26 | (0.22)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 29994 |
| Cybozu, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (683407) | 02/10/26 | (0.23)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 88095 |
| Cybozu, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1899991) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 81669 |
| Cybozu, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1342026) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 172995 |
| Cytokinetics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105851) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3167 |
| Cytokinetics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (421534) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7)<br>|
| Daetwyler Holding AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (805310) | 02/15/28 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 54206 |
| Daetwyler Holding AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (217046) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 13890 |
| Daetwyler Holding AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (273258) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 18393 |
| Daetwyler Holding AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (441113) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 29692 |
| Daicel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17281436) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 222067 |
| Daido Steel Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107182) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 562 |
| Daiei Kankyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8322451) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 43227 |
| Daifuku Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4017988) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (39269)<br>|
| Daifuku Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1591833) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4524)<br>|
| Dai-ichi Life Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (141577) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2647)<br>|
| Daikin Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1009791) | 01/26/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 51148 |
| Daikin Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25246) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1279 |
| Daikin Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3408148) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 172728 |
| Daily Journal Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288888) | 12/23/26 | (0.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 33817 |
| Daily Journal Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (806894) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 94454 |
| Daimler Truck Holding AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2697175) | 06/25/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 36168 |
| Daimler Truck Holding AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12207043) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (152083)<br>|
| Daimler Truck Holding AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2068735) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2724)<br>|
| Daio Paper Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76439) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1134 |
| Daio Paper Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1585386) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 44152 |
| Daito Trust Construction Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8720215) | 01/20/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (190354)<br>|
| Daito Trust Construction Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2492604) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (60812)<br>|
| Daiwa House REIT Investment Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4591923) | 02/15/28 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 252699 |
| Daiwa House REIT Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4048842) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 98231 |
| Daiwa House REIT Investment Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68233) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 3755 |
| Daiwa Office Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1218134) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17376 |
| Daktronics, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (976419) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55261)<br>|
| Daktronics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (775058) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (41628)<br>|
| Daktronics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1880696) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (228709)<br>|
| Danaher Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (733651) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52465 |
| Danaher Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1341087) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 118367 |
| Danaher Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1737092) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21870 |
| Danaher Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2503458) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 220435 |
| Danone SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6092698) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 829109 |
| Danone SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (14900084) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1977600 |
| Danske Bank A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5925136) | 02/26/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 31213 |
| Danske Bank A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20474379) | 05/12/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 43455 |
| Danske Bank A/S | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4246754) | 08/19/26 | (0.02)% | DESTR | Monthly  | &nbsp;&nbsp; 32945 |
| Danske Bank A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6546717) | 09/03/29 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 2901 |
| Darden Restaurants, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (931833) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8843 |
| Darden Restaurants, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6137176) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40282)<br>|
| Darden Restaurants, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136068) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9681 |
| Darling Ingredients, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1363979) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (51070)<br>|
| Darling Ingredients, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (383894) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3212)<br>|
| Dassault Aviation SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4677109) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 72812 |
| Dassault Aviation SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (26478131) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 412202 |
| Dassault Aviation SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3298664) | 06/25/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10532 |
| Datadog, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3620751) | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37682 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Dave, Inc. | Barclays Bank PLC | $(52741) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $7399 |
| Dave, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1395764) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 148282 |
| Dave, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3129234) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 462232 |
| Dave, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (490235) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 151070 |
| Davide Campari-Milano NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (10334857) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (702589)<br>|
| Davide Campari-Milano NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (847577) | 03/22/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (57620)<br>|
| Davide Campari-Milano NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2125634) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (74932)<br>|
| Davide Campari-Milano NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2446872) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (86256)<br>|
| Davide Campari-Milano NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6087289) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (413829)<br>|
| Davide Campari-Milano NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (14299701) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (972128)<br>|
| Davide Campari-Milano NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142650) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (714)<br>|
| DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4550243) | 01/07/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (70103)<br>|
| DCC PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1547849) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (32258)<br>|
| DCC PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2530648) | 02/19/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (18176)<br>|
| DCC PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139397) | 02/26/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 511 |
| DCC PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1730618) | 01/13/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (34143)<br>|
| DCC PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (635697) | 12/08/27 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 4973 |
| DCC PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (694975) | 01/03/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (23670)<br>|
| De' Longhi SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (862419) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3114)<br>|
| Deckers Outdoor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (466233) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (81299)<br>|
| Deckers Outdoor Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19068) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3010)<br>|
| Deckers Outdoor Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (568725) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (110678)<br>|
| Deep Yellow Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (316402) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (127242)<br>|
| Deep Yellow Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6239688) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1368136)<br>|
| Deere & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14523896) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (142360)<br>|
| Definity Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2537807) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 184252 |
| Delivery Hero SE | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (422911) | 01/13/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 12187 |
| Delivery Hero SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3312769) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 192332 |
| Dell Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (317866) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14944 |
| Dell Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1013781) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10571)<br>|
| Dell Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1095092) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21531 |
| Dell Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3558929) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44019 |
| Delta Air Lines, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4498470) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 235848 |
| Delta Air Lines, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (911588) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40456 |
| Delta Air Lines, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1808812) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50010 |
| Delta Air Lines, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2013355) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24663 |
| Delta Air Lines, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3590436) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36593 |
| Demant A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (544219) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 31629 |
| Demant A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5453908) | 11/09/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 286744 |
| Demant A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (140081) | 02/26/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (178)<br>|
| Demant A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (796655) | 03/01/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (2857)<br>|
| Demant A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1612699) | 01/14/28 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; 14654 |
| Demant A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (459676) | 01/06/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 26824 |
| Demant A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1329362) | 01/03/31 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 51564 |
| Deme Group NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125936) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (11409)<br>|
| DeNA Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13259611) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 58493 |
| DeNA Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1206847) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3167 |
| DeNA Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7513824) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 99879 |
| Denison Mines Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (583506) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (20489)<br>|
| Denka Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11253133) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 383882 |
| Dentsu Soken, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (925469) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 49042 |
| Derwent London PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2098869) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (13493)<br>|
| Descartes Systems Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1556294) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 156017 |
| Descartes Systems Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1145208) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 112886 |
| Descartes Systems Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2909949) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 239266 |
| Descartes Systems Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (443424) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 45596 |
| &nbsp;&nbsp;&nbsp; Deutsche Lufthansa AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8913808) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 272744 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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; Deutsche Lufthansa AG, Registered <br> Shares<br>| Citibank N.A. | $(1351634) | 06/25/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; $13041 |
| Deutsche Wohnen SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4847476) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (100166)<br>|
| Develop Global Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125376) | 01/06/27 | (2.63)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 6030 |
| Dexcom, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (407416) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5260)<br>|
| Dexcom, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (451282) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5372 |
| Dexcom, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (307154) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15464)<br>|
| Dexcom, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1466107) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9105 |
| Dexcom, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1251717) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (43)<br>|
| Dexus | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1629) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 47 |
| Diageo PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (556552) | 02/10/26 | 0.05% | 1D SONIA | Monthly  | &nbsp;&nbsp; (27657)<br>|
| Diageo PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8078680) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 63825 |
| Diageo PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12374586) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (614935)<br>|
| Diageo PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (15933876) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (32741)<br>|
| Diageo PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (949939) | 01/20/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3654)<br>|
| Diamondback Energy, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (21870033) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2383419)<br>|
| DiamondRock Hospitality Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1785467) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3898)<br>|
| Dick's Sporting Goods, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (123045) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6289 |
| Dick's Sporting Goods, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (390345) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2303 |
| Dick's Sporting Goods, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19159) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 979 |
| Dick's Sporting Goods, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5726077) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 376510 |
| D'ieteren Group | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4772696) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (593763)<br>|
| D'ieteren Group | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (594963) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10939 |
| D'ieteren Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (297847) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3102 |
| D'ieteren Group | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3579117) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (445272)<br>|
| D'ieteren Group | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (166545) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 723 |
| D'ieteren Group | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (351368) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (27883)<br>|
| Digital Arts, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2367563) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25911)<br>|
| Digital Arts, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (621530) | 02/26/26 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6802)<br>|
| Digitalbridge Group, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1838117) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1219)<br>|
| DigitalOcean Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4009218) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5527 |
| Dillard's, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8178691) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 461464 |
| Dime Community Bancshares, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (958929) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (89024)<br>|
| Dine Brands Global, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (879782) | 02/15/28 | (0.54)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 95346 |
| Dine Brands Global, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1195217) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25510 |
| Dine Brands Global, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6362893) | 08/19/26 | (0.50)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 689575 |
| Dios Fastigheter AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57026) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (501)<br>|
| dip Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1004063) | 03/24/27 | (0.05)% | 1D TONA | Monthly  | &nbsp;&nbsp; 16592 |
| Disco Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5503858) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 218351 |
| Disco Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2392595) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 90842 |
| Discovery Silver Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1075928) | 10/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 113482 |
| Discovery Silver Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (221271) | 12/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 33097 |
| Discovery Silver Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2820297) | 01/04/27 | (1.34)% | CABROVER | Monthly  | &nbsp;&nbsp; 350604 |
| Distribution Solutions Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (262262) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12828 |
| Distribution Solutions Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74130) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3978 |
| Distribution Solutions Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (290850) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 15609 |
| Distribution Solutions Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (315210) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16916 |
| DKSH Holding AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4150438) | 12/08/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 119375 |
| DNB Bank ASA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (429366) | 02/15/28 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; 785 |
| DocuSign, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198382) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9)<br>|
| DocuSign, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (569311) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35452 |
| DocuSign, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4333021) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 505640 |
| DocuSign, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (122126) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14629 |
| Dof Group ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (12439617) | 03/17/27 | (0.25)% | NOWA | Monthly  | &nbsp;&nbsp; (639778)<br>|
| Dof Group ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1345421) | 12/08/27 | (0.28)% | NOWA | Monthly  | &nbsp;&nbsp; (189627)<br>|
| Dollar Tree, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1691632) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 122746 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Dometic Group AB | Bank of America N.A. | $(1527353) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; $354413 |
| Dometic Group AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (549120) | 11/17/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 125171 |
| Dominion Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (35515357) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (142227)<br>|
| Domino's Pizza Enterprises Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (167105) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 9576 |
| Domino's Pizza Enterprises Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (160143) | 03/22/27 | (1.50)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 4800 |
| Domino's Pizza Enterprises Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1563244) | 01/06/27 | (0.89)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 89584 |
| Domino's Pizza Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1059064) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 25768 |
| DoorDash, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8067152) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 701241 |
| Dorman Products, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (489836) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15764 |
| Dorman Products, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9707160) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 345957 |
| Douglas AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113186) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2855)<br>|
| Dr Ing hc F Porsche AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (15255699) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 577905 |
| Dr Ing hc F Porsche AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48090) | 03/24/27 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 254 |
| Dr Ing hc F Porsche AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6757421) | 01/19/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 238980 |
| Dr Ing hc F Porsche AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12649106) | 12/08/27 | (0.28)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1581514 |
| Dr Martens PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1617351) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 183136 |
| DraftKings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (630421) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 54609 |
| DraftKings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1447188) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 172045 |
| DraftKings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102479) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22976 |
| Drax Group PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (369476) | 07/06/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3101)<br>|
| Drax Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7839685) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (64665)<br>|
| Drax Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16829330) | 12/08/27 | (0.02)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (217580)<br>|
| Dream Finders Homes, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2980461) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 147868 |
| Dream Finders Homes, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1461421) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (62135)<br>|
| &nbsp;&nbsp;&nbsp; Dream Industrial Real Estate <br> Investment Trust<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3433773) | 12/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 65977 |
| &nbsp;&nbsp;&nbsp; Dream Industrial Real Estate <br> Investment Trust<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1592936) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 49293 |
| Driven Brands Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1299221) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17786)<br>|
| Driven Brands Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2566493) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13136 |
| DroneShield Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (495180) | 02/15/28 | (2.50)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 28060 |
| DroneShield Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153463) | 02/25/26 | (1.90)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 25414 |
| DroneShield Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (574773) | 01/06/27 | (3.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 174351 |
| DSV A/S | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9444642) | 07/17/26 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; (27071)<br>|
| DSV A/S | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10405889) | 02/10/26 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; (646084)<br>|
| DSV A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3681881) | 01/04/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (14295)<br>|
| DSV A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (34012769) | 01/06/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (97490)<br>|
| DT Midstream, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17963615) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (656218)<br>|
| DuPont de Nemours, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (451907) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5520)<br>|
| DuPont de Nemours, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1084489) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5814 |
| DuPont de Nemours, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2340508) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23266)<br>|
| DuPont de Nemours, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (876860) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10363 |
| Dutch Bros, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5484206) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (101)<br>|
| Dutch Bros, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (276996) | 12/08/27 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13)<br>|
| D-Wave Quantum, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (308094) | 01/06/27 | (0.24)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 69751 |
| Dynatrace, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2502977) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 128560 |
| Dynatrace, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2232957) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 155985 |
| Dynatrace, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (558347) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15)<br>|
| Dynatrace, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2446028) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 80715 |
| Dynavox Group AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (123882) | 11/17/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 19173 |
| Dynex Capital, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5284371) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 140818 |
| Dynex Capital, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120212) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3203 |
| Dynex Capital, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10671449) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 413851 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Dynex Capital, Inc. | Barclays Bank PLC | $(26627) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $1033 |
| Dynex Capital, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9065025) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 241564 |
| Dynex Capital, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7906189) | 06/25/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 306611 |
| Dynex Capital, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11919946) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 462269 |
| Dynex Capital, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8095602) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 215731 |
| Dynex Capital, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1211954) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50003 |
| E.ON SE, Class N | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11921535) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (597358)<br>|
| Eagers Automotive Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111210) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 5194 |
| Eagle Bancorp, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1571065) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (279362)<br>|
| East Japan Railway Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1044062) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 47423 |
| East Japan Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15745340) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 328826 |
| East Japan Railway Co. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5693691) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 341467 |
| East Japan Railway Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (437599) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 28400 |
| East Japan Railway Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1502493) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 11302 |
| Eastern Bankshares, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17581735) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (107943)<br>|
| Eastern Bankshares, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3338952) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (155010)<br>|
| Eastern Bankshares, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1502364) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (9224)<br>|
| Eastern Bankshares, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1104401) | 12/08/27 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (59966)<br>|
| Eastern Bankshares, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4377626) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (207020)<br>|
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15002482) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (151743)<br>|
| easyJet PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2513602) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (5200)<br>|
| easyJet PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4177484) | 01/19/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 155768 |
| easyJet PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83209) | 02/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 4484 |
| easyJet PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15087784) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 563020 |
| Ebara Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9644177) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 519343 |
| Ebara Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (36666431) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1974502 |
| Ebara Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (812747) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 43767 |
| Ebara Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4953280) | 02/26/26 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 266736 |
| EchoStar Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (664935) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6)<br>|
| EchoStar Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (15829226) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1323480 |
| EchoStar Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (604530) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50545 |
| Ecovyst, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3047312) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 50836 |
| Ecovyst, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2507649) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35961)<br>|
| Edenred SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2915153) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (35608)<br>|
| Edenred SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5119409) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 45500 |
| Edenred SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125479) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3847 |
| Edenred SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2648767) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 20217 |
| Edgewell Personal Care Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2097273) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (209846)<br>|
| EDP Renovaveis SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5961253) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (30834)<br>|
| EDP Renovaveis SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6491039) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 82039 |
| EDP Renovaveis SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6406940) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 80976 |
| EDP Renovaveis SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37111) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 469 |
| EDP Renovaveis SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3409570) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (17636)<br>|
| EDP Renovaveis SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (15932161) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (82407)<br>|
| Edwards Lifesciences Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (650046) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20)<br>|
| Edwards Lifesciences Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1340160) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 55486 |
| Edwards Lifesciences Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (373394) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13620 |
| Edwards Lifesciences Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (591022) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3603 |
| Edwards Lifesciences Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57791) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2141 |
| eGuarantee, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1297410) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 55137 |
| eGuarantee, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2109877) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 63979 |
| eGuarantee, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (831005) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 35316 |
| eGuarantee, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (640928) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23192 |
| Eiffage SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2691787) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (77852)<br>|
| Eiffage SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3207988) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (50620)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Eiken Chemical Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(115146) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $3648 |
| El Al Israel Airlines | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (132787) | 04/07/27 | (3.00)% | SHIR | Monthly  | &nbsp;&nbsp; (3492)<br>|
| Elanco Animal Health, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (416645) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13883 |
| Elanco Animal Health, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (19332277) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 644151 |
| Elbit Systems Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (806181) | 01/13/31 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; 13299 |
| Elbit Systems, Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1967847) | 12/08/27 | (0.01)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23836 |
| Elders Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3750319) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1758 |
| Elders Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (943702) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 442 |
| Eldorado Gold Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89058) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (11)<br>|
| Eldorado Gold Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1903875) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 159663 |
| Eldorado Gold Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1093176) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 68247 |
| Eldorado Gold Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (275772) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (9624)<br>|
| Eldorado Gold Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1758451) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 137373 |
| Elecom Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113293) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1078 |
| &nbsp;&nbsp;&nbsp; Electric Power Development Co. Ltd., <br> Class D<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12422629) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 331708 |
| Elevance Health, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2341252) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 47959 |
| elf Beauty, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2636607) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 123877 |
| elf Beauty, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3623135) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44631 |
| Eli Lilly & Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (31509913) | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (109679)<br>|
| Elia Group SA/NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1520375) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (127373)<br>|
| Elia Group SA/NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5692251) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (449635)<br>|
| Elkem ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (902345) | 03/17/27 | (0.25)% | NOWA | Monthly  | &nbsp;&nbsp; 58716 |
| Elkem ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (238398) | 04/24/28 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; 15513 |
| Elmos Semiconductor SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (984221) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (77244)<br>|
| Embecta Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (482807) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 76253 |
| Embecta Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3185170) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 387599 |
| Embecta Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2468781) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 389911 |
| Embecta Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (783607) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 123760 |
| Embecta Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1743727) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 275398 |
| Emera, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7294164) | 08/17/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 86342 |
| Emera, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225641) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 2103 |
| Emerald Resources NL | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (952217) | 01/20/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 135376 |
| Emerald Resources NL | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (94780) | 01/14/28 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1211 |
| Empire Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1614790) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 7611 |
| Empire Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (337323) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 7852 |
| Empire Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (712545) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 16035 |
| &nbsp;&nbsp;&nbsp; Empire State Realty Trust, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (758560) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27261)<br>|
| &nbsp;&nbsp;&nbsp; Empire State Realty Trust, Inc., <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1970451) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (70813)<br>|
| &nbsp;&nbsp;&nbsp; Empire State Realty Trust, Inc., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3779949) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (135842)<br>|
| Employers Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124849) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1666 |
| Enact Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (110918) | 12/08/27 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3859)<br>|
| Enbridge, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3181076) | 08/17/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (13086)<br>|
| Enbridge, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2102758) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (32444)<br>|
| Ence Energia y Celulosa SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (489761) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 16717 |
| Ence Energia y Celulosa SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (98321) | 03/17/27 | (0.78)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3356 |
| Ence Energia y Celulosa SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134446) | 01/04/27 | (0.55)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3908 |
| Ence Energia y Celulosa SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (280920) | 12/08/27 | (0.75)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 15813 |
| Endeavour Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9435226) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 307910 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Endeavour Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(858643) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; $29410 |
| Endeavour Silver Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375492) | 12/08/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 83584 |
| Enel SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7540611) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (240350)<br>|
| Energy Fuels, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3926160) | 02/24/28 | (0.55)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 375475 |
| Energy Fuels, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5478172) | 01/04/27 | (0.39)% | CABROVER | Monthly  | &nbsp;&nbsp; 523900 |
| Energy Fuels, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125120) | 01/06/27 | (0.39)% | CABROVER | Monthly  | &nbsp;&nbsp; 11966 |
| Energy Fuels, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4805917) | 09/04/29 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; (231610)<br>|
| Energy Recovery, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2295740) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 6277 |
| Enerpac Tool Group Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2189351) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (543)<br>|
| Enerpac Tool Group Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6431283) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 161559 |
| EnerSys | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80130) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1856)<br>|
| EnerSys | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19555) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1527)<br>|
| EnerSys | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (339603) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12488)<br>|
| Engie SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (242918) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7278)<br>|
| Enlight Renewable Energy Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4379659) | 02/15/28 | (2.00)% | SHIR | Monthly  | &nbsp;&nbsp; (393553)<br>|
| Enlight Renewable Energy Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (364864) | 02/15/28 | (0.60)% | SHIR | Monthly  | &nbsp;&nbsp; (2853)<br>|
| Enlight Renewable Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1572374) | 04/07/27 | (2.00)% | SHIR | Monthly  | &nbsp;&nbsp; (52218)<br>|
| Enlight Renewable Energy Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (179273) | 11/04/30 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; 6081 |
| Enlight Renewable Energy Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (890253) | 01/13/31 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; (28137)<br>|
| Enphase Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1503739) | 04/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 60262 |
| Ensign Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4405) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 285 |
| Ensign Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3091806) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 58745 |
| Ensign Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2243829) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42633 |
| Entain PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (799084) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 16285 |
| Entain PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1793735) | 02/19/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 117889 |
| Entain PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3532882) | 01/13/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 375272 |
| Entain PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161433) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 14839 |
| Entain PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2618493) | 01/03/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 312906 |
| Entegris, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2396405) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22253 |
| Entegris, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (217800) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1338)<br>|
| Entegris, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (19089026) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (761611)<br>|
| Entegris, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1155675) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13230 |
| Entegris, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3039801) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11542 |
| Entergy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2845598) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11924)<br>|
| Enviri Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15026486) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (516692)<br>|
| Enviri Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5334014) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (103461)<br>|
| Envista Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117161) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4176 |
| Eos Energy Enterprises, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (325882) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53709 |
| Eos Energy Enterprises, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5053353) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 992920 |
| EPAM Systems, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116973) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5580 |
| EPAM Systems, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (492902) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26472 |
| Epiroc AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60331) | 01/19/28 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 8 |
| Epiroc AB, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (281931) | 09/03/29 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (27)<br>|
| Epiroc AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4039738) | 09/03/29 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (406919)<br>|
| EQB, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (520861) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 3812 |
| EQT AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7639547) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 746409 |
| EQT AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5756305) | 02/26/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 562254 |
| EQT AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5068367) | 07/06/26 | (0.26)% | TN STIBOR | Monthly  | &nbsp;&nbsp; 495196 |
| EQT AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (40341765) | 12/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 1627043 |
| EQT AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16123391) | 12/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 619504 |
| EQT Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4821244) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (510756)<br>|
| EQT Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9564173) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1496318)<br>|
| Equinor ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3855032) | 01/19/28 | (0.25)% | NOWA | Monthly  | &nbsp;&nbsp; (251628)<br>|
| Equinor ASA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4625062) | 01/06/27 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; (301742)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Equinox Gold Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(18147656) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; $2093326 |
| Equitable Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (536495) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10319 |
| Equitable Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (828307) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (536)<br>|
| Equitable Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5212450) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48660)<br>|
| Equitable Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (741595) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4842)<br>|
| Equity LifeStyle Properties, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (944827) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6373 |
| Equity LifeStyle Properties, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1779453) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2194)<br>|
| Equity LifeStyle Properties, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (895023) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5718)<br>|
| Equity LifeStyle Properties, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7762367) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (109689)<br>|
| Equity LifeStyle Properties, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5274802) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (36405)<br>|
| Equity Residential | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1346013) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (6206)<br>|
| Eramet SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1502657) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 213183 |
| Eramet SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1671601) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 158101 |
| ERG SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14141337) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 154249 |
| ERG SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61384) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (254)<br>|
| ERG SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2092753) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 22827 |
| Erie Indemnity Co., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (351007) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 74 |
| Erie Indemnity Co., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1249922) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25321)<br>|
| Erie Indemnity Co., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1728639) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9891)<br>|
| Ermenegildo Zegna NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111505) | 12/08/27 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21868 |
| Erste Group Bank AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10504927) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (104449)<br>|
| Esab Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (379739) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 938 |
| Esab Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86120) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 502 |
| Esab Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22048) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 129 |
| Esperion Therapeutics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93271) | 01/04/27 | (0.29)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (6473)<br>|
| Esquire Financial Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (169001) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1912 |
| Esquire Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375352) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 12916 |
| Esquire Financial Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (281033) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10406 |
| Esquire Financial Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (358925) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4060 |
| Essential Utilities, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4923728) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 33705 |
| Essential Utilities, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1762888) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12800 |
| Essential Utilities, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1258773) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25716 |
| Essential Utilities, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1194999) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17839 |
| Essex Property Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11189749) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 47776 |
| EssilorLuxottica SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (767159) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 28903 |
| EssilorLuxottica SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1289399) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 48579 |
| EssilorLuxottica SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72536) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6200 |
| EssilorLuxottica SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1517845) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 57230 |
| Essity AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (28959465) | 08/17/26 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (1433457)<br>|
| Essity AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3775693) | 01/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (66237)<br>|
| Establishment Labs Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2175884) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22907)<br>|
| Estee Lauder Cos, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15552812) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (706625)<br>|
| Euronet Worldwide, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (663166) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8852 |
| Everest Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4324393) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (126685)<br>|
| Everest Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13887467) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (413559)<br>|
| Everest Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (657877) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19591)<br>|
| Everest Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1860964) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24682)<br>|
| Everest Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (32893073) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 663504 |
| Everest Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1002199) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24107)<br>|
| Evergy, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (96165) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1206)<br>|
| Evergy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8714574) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (37019)<br>|
| Evergy, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25083) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (314)<br>|
| EVN AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82229) | 01/13/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1839)<br>|
| EVN AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111942) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4776)<br>|
| EVN AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (536692) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (9364)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Evonik Industries AG | BNP Paribas SA | $(463647) | 01/13/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; $6307 |
| Evonik Industries AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (427153) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (15223)<br>|
| Exail Technologies SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142790) | 12/10/26 | (0.02)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12363)<br>|
| Excelerate Energy, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (268614) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (36611)<br>|
| Excelerate Energy, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (354446) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29774)<br>|
| Exchange Income Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3443826) | 12/23/26 | (1.00)% | CABROVER | Monthly  | &nbsp;&nbsp; 94390 |
| Exchange Income Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1064688) | 01/04/27 | (0.39)% | CABROVER | Monthly  | &nbsp;&nbsp; 25140 |
| Exelon Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11007771) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (44426)<br>|
| ExlService Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (304888) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22812 |
| ExlService Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102525) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8369 |
| EXOR NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (27106475) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1526176 |
| EXOR NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5504002) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 309892 |
| EXOR NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1944755) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 92196 |
| EXOR NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4458894) | 12/08/27 | (0.14)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 104811 |
| Exosens SAS | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (373367) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 11873 |
| Expand Energy Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15129654) | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1176428)<br>|
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (700885) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5746 |
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (260657) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 421 |
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (349394) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4233 |
| Expro Group Holdings NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2168144) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10780 |
| Expro Group Holdings NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (548736) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (51350)<br>|
| Extra Space Storage, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6038309) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52480 |
| Extra Space Storage, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (13664100) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 550328 |
| Exxon Mobil Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (31124462) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2957463)<br>|
| Exxon Mobil Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7160954) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (115066)<br>|
| Ezaki Glico Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10418599) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (185266)<br>|
| Ezaki Glico Co., Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1405286) | 02/10/26 | (0.22)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38737)<br>|
| Ezaki Glico Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1336526) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (32062)<br>|
| F&G Annuities & Life, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1231511) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32577)<br>|
| F&G Annuities & Life, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1768009) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (111536)<br>|
| F&G Annuities & Life, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (407695) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (25720)<br>|
| F5, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14672) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (762)<br>|
| F5, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117900) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6125)<br>|
| F5, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (305960) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (9338)<br>|
| Fabrinet | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (348476) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (11262)<br>|
| FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (755251) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 65681 |
| Fair Isaac Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (442112) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6087 |
| Fair Isaac Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20268375) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1220828 |
| Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1159588) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 30783 |
| FANUC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2168390) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 120507 |
| Farmland Partners, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1099050) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (106996)<br>|
| Fast Retailing Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (785856) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 60943 |
| Fast Retailing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6330160) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 187482 |
| Fast Retailing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17103741) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 507064 |
| Fast Retailing Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8532211) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 252949 |
| Fast Retailing Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7745832) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 229636 |
| Fast Retailing Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9122706) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (377461)<br>|
| Fastenal Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11415799) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 298859 |
| FB Financial Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12075642) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 640059 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| FB Financial Corp. | UBS AG | $(11235273) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $569901 |
| FDJ UNITED, Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1495786) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 33995 |
| FDJ UNITED, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (812943) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 14044 |
| FDJ UNITED, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3654908) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 51760 |
| FDJ UNITED, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3856734) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 96061 |
| Federal Realty Investment Trust | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (661692) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1210)<br>|
| Federal Signal Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (405352) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3473 |
| Federated Hermes, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (348501) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6603 |
| FedEx Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (19821448) | 12/08/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (788695)<br>|
| Ferguson Enterprises, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109567) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Ferguson Enterprises, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (617924) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4951 |
| Ferguson Enterprises, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1614275) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10397 |
| Ferguson Enterprises, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1972630) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23571)<br>|
| Ferrari NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6052405) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 148978 |
| Ferrari NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13083548) | 03/22/27 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 964161 |
| Ferrari NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3773905) | 01/19/28 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 92893 |
| Ferrari NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9469043) | 02/10/26 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1178762 |
| Ferrari NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (31371335) | 12/08/27 | (0.04)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3497246 |
| Ferrari NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (438743) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3290 |
| Ferrotec Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5546697) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 595462 |
| Ferrovial SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (92631894) | 08/17/26 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; 685334 |
| Ferrovial SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (29098912) | 12/08/27 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; 341545 |
| Ferrovial SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (42209856) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 981649 |
| Fevertree Drinks PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7391584) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 225877 |
| Fidelis Insurance Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1474527) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (36506)<br>|
| Fidelis Insurance Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (620347) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14675)<br>|
| Fidelis Insurance Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2953215) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (69861)<br>|
| &nbsp;&nbsp;&nbsp; Fidelity National Financial, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3917334) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34269 |
| &nbsp;&nbsp;&nbsp; Fidelity National Financial, Inc., <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2085927) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9916 |
| &nbsp;&nbsp;&nbsp; Fidelity National Financial, Inc., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (778554) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1018)<br>|
| Fielmann Group AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6538590) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 387071 |
| Fifth Third Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (956823) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12084 |
| Fifth Third Bancorp | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114413) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2801)<br>|
| Fifth Third Bancorp | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6629934) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 51917 |
| Fifth Third Bancorp | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16618) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (407)<br>|
| Figma, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (734597) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37531 |
| Financial Institutions, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (584621) | 06/25/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4054 |
| Financial Institutions, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (780523) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 5412 |
| Financial Institutions, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105585) | 12/08/27 | (0.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2359)<br>|
| Financial Institutions, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16851) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (377)<br>|
| Financiere de Tubize SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (918724) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 40712 |
| Financiere de Tubize SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5875296) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 179955 |
| Financiere de Tubize SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1104775) | 01/13/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 87740 |
| Financiere de Tubize SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16524) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 453 |
| FinecoBank Banca Fineco SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2981661) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (25156)<br>|
| FinecoBank Banca Fineco SpA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (307387) | 06/25/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1033)<br>|
| FinecoBank Banca Fineco SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10121896) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (34015)<br>|
| First Advantage Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8229651) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 778690 |
| First Advantage Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3422937) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 331991 |
| First Advantage Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8611475) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1099697 |
| First American Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86048) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3)<br>|
| First American Financial Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1177564) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 19285 |
| First Bank of Toyama Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42450) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3643)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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 Bank of Toyama Ltd. | Barclays Bank PLC | $(35356) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $2227 |
| First Bank of Toyama Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42450) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (3643)<br>|
| First Bank of Toyama Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63026) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3969 |
| First Bank of Toyama Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23058) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1452 |
| First Busey Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (562895) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23208 |
| First Busey Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (436222) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 17985 |
| First Financial Bankshares, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (377867) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21069 |
| First Horizon Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2067935) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 11754 |
| First International Bank Of Israel Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113456) | 06/07/28 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; (397)<br>|
| &nbsp;&nbsp;&nbsp; First Interstate BancSystem, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2667354) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 186653 |
| First Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (864507) | 01/14/28 | (0.45)% | SORA | Monthly  | &nbsp;&nbsp; (27636)<br>|
| First Resources Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1179104) | 01/03/31 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; (57012)<br>|
| First Solar, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1324258) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 83673 |
| FirstCash Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173356) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1492 |
| FirstCash Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1143497) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14198)<br>|
| FirstCash Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3731572) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32898)<br>|
| FirstCash Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62365) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (550)<br>|
| FirstCash Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (14468161) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 124508 |
| FirstService Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (675492) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 34393 |
| FirstService Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1145942) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 35561 |
| FirstService Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3185530) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 120091 |
| FirstService Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3073622) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (20788)<br>|
| Firstsun Capital Bancorp | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109673) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (279)<br>|
| &nbsp;&nbsp;&nbsp; Fisher & Paykel Healthcare Corp., <br> Ltd., Class C<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (779394) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (5667)<br>|
| Five Below, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (468039) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6079)<br>|
| Five9, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (503353) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7551)<br>|
| Five9, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97973) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6282 |
| Five9, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (588204) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (422)<br>|
| Five9, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22337) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1586 |
| Flagstar Bank NA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125616) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 568 |
| Fletcher Building Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (444205) | 02/15/28 | (0.35)% | 1M BBR | Monthly  | &nbsp;&nbsp; 2610 |
| Fletcher Building Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35940) | 01/22/31 | 0.00% | 1M BBR | Monthly  | &nbsp;&nbsp; 182 |
| Fletcher Building, Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2361106) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 79791 |
| Fletcher Building, Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (397303) | 03/22/27 | (2.00)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 8142 |
| Fletcher Building, Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3010705) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 94779 |
| Fletcher Building, Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17541) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 637 |
| Floor & Decor Holdings, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1143133) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 56047 |
| Floor & Decor Holdings, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (410477) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53699 |
| Floor & Decor Holdings, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (440229) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36027 |
| FLSmidth & Co A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (936994) | 02/19/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 1632 |
| FLSmidth & Co A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5233826) | 04/24/28 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; (254659)<br>|
| Flutter Entertainment PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3928199) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 347747 |
| Flywire Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1327893) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 111060 |
| FNB Corp/PA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (323082) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3190)<br>|
| FNB Corp/PA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3788478) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 94712 |
| Food & Life Cos Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97851) | 01/26/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (483)<br>|
| Food & Life Cos Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9211181) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 208164 |
| Food & Life Cos Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (616245) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15315 |
| Foran Mining Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15709) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (1574)<br>|
| &nbsp;&nbsp;&nbsp; Forbo Holding AG, Registered <br> Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (122180) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 538 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Ford Motor Co. | Barclays Bank PLC | $(19884093) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(246557)<br>|
| Ford Motor Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9392192) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (116746)<br>|
| Fortinet, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12438292) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (142706)<br>|
| Fortive Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (557399) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (116)<br>|
| Fortive Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17218140) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 600999 |
| Fortive Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163011) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5690 |
| Fortive Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (485269) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14521 |
| Fortive Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (603202) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23771 |
| Fortum OYJ | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1618938) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (45397)<br>|
| Fortum OYJ | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (844396) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (23678)<br>|
| Fortum OYJ | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (30174103) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (671092)<br>|
| Fortum OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (20783395) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (582795)<br>|
| Fortum OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5128126) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (137623)<br>|
| Fortune Brands Innovations, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5334633) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 189020 |
| Fox Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (580100) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7599)<br>|
| Fox Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (380902) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (320)<br>|
| Fox Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3949462) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31531)<br>|
| Fox Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (630518) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (703)<br>|
| Fox Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1097467) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11264)<br>|
| Fox Corp., Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (168508) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6)<br>|
| Fox Factory Holding Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236720) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6058 |
| Franco-Nevada Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (518250) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (11)<br>|
| Franco-Nevada Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1206221) | 10/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 127095 |
| Franco-Nevada Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8167241) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 860554 |
| Franklin BSP Realty Trust, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2069985) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4043)<br>|
| &nbsp;&nbsp;&nbsp; Fraport AG Frankfurt Airport Services <br> Worldwide<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7371992) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (404200)<br>|
| &nbsp;&nbsp;&nbsp; Fraport AG Frankfurt Airport Services <br> Worldwide<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8899816) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (169324)<br>|
| &nbsp;&nbsp;&nbsp; Fraport AG Frankfurt Airport Services <br> Worldwide<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6838329) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (374940)<br>|
| Frasers Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3039824) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3862)<br>|
| Freee KK | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124574) | 05/12/27 | (1.72)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10333 |
| Freee KK | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3633714) | 01/06/27 | (1.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 301403 |
| Freehold Royalties Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9302300) | 01/04/27 | (0.24)% | CABROVER | Monthly  | &nbsp;&nbsp; (255072)<br>|
| Fresenius Medical Care AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57462) | 01/19/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (117)<br>|
| Freshpet, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (748498) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28427 |
| Fresnillo PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (140645) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 5808 |
| Fresnillo PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199951) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 5526 |
| Fresnillo PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16800850) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1995314 |
| Fresnillo PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12753344) | 12/08/27 | (0.02)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (589372)<br>|
| FTAI Aviation Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15995792) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1153807 |
| FTAI Aviation Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1422361) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28355 |
| Fuji Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1892827) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 47527 |
| Fuji Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (663699) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 35459 |
| Fuji Electric Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2978987) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 44203 |
| Fuji Electric Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3817731) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 56649 |
| Fuji Electric Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3557431) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 52786 |
| Fuji Electric Co., Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3899425) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 302178 |
| Fuji Media Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (465541) | 09/09/27 | (1.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4724 |
| Fuji Media Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2180156) | 01/06/27 | (1.13)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 22124 |
| FUJIFILM Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82267) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8359 |
| FUJIFILM Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (474225) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 18789 |
| FUJIFILM Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4301300) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 170417 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| FUJIFILM Holdings Corp. | Barclays Bank PLC | $(3228152) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $127992 |
| Fujikura Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15176625) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1074694)<br>|
| Fujikura Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4736593) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (316021)<br>|
| Fujikura Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2406193) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (170388)<br>|
| Fujita Kanko, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1051407) | 02/15/28 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 87556 |
| Fujita Kanko, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1346595) | 05/12/27 | (0.44)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 107127 |
| Fujita Kanko, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7033) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 586 |
| Fujita Kanko, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (386805) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 32211 |
| Fujita Kanko, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (334011) | 02/10/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 29382 |
| Fujita Kanko, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1024393) | 01/06/27 | (0.26)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 81494 |
| Fujita Kanko, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (563754) | 12/08/27 | (1.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 49592 |
| Fujita Kanko, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (565444) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 44835 |
| Furuno Electric Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (622173) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12970 |
| Furuya Metal Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4903974) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (422473)<br>|
| Fuso Chemical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2981287) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12306 |
| Fuso Chemical Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101266) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14408)<br>|
| G Mining Ventures Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1355442) | 10/23/26 | (0.50)% | CABROVER | Monthly  | &nbsp;&nbsp; 162730 |
| G Mining Ventures Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2475212) | 12/23/26 | (0.50)% | CABROVER | Monthly  | &nbsp;&nbsp; 297167 |
| G Mining Ventures Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2604980) | 08/17/26 | (0.87)% | CABROVER | Monthly  | &nbsp;&nbsp; (105031)<br>|
| G Mining Ventures Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (885443) | 02/10/26 | (0.71)% | CABROVER | Monthly  | &nbsp;&nbsp; (79093)<br>|
| G Mining Ventures Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (22832347) | 01/04/27 | (0.54)% | CABROVER | Monthly  | &nbsp;&nbsp; 2741185 |
| G Mining Ventures Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13392535) | 01/06/27 | (0.54)% | CABROVER | Monthly  | &nbsp;&nbsp; 1607869 |
| G Mining Ventures Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6182692) | 04/18/28 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; (308232)<br>|
| G Mining Ventures Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1494622) | 09/04/29 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; (74513)<br>|
| Galaxy Digital, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (284958) | 02/23/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 7868 |
| Galaxy Digital, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1909879) | 02/24/28 | (0.49)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 184625 |
| Galaxy Digital, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (158317) | 01/06/27 | (0.24)% | CABROVER | Monthly  | &nbsp;&nbsp; 15304 |
| Galaxy Digital, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (620303) | 12/08/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (54893)<br>|
| Galderma Group AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6742622) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 350629 |
| Galderma Group AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149073) | 01/20/31 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (233)<br>|
| Galenica AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4244884) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 42215 |
| Galenica AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7900294) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 173569 |
| Gaming and Leisure Properties, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (618440) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3709 |
| Gaming and Leisure Properties, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3789704) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22425 |
| Gaming and Leisure Properties, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3127711) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20316 |
| GATX Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3928485) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12690 |
| GATX Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15047) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (416)<br>|
| Gaztransport Et Technigaz SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5707997) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (183439)<br>|
| GB Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (221982) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (621)<br>|
| GE HealthCare Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (653298) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21)<br>|
| GE HealthCare Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (30002435) | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3127522 |
| GEA Group AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (597173) | 01/19/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1234)<br>|
| Geberit AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (10452185) | 01/20/31 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 188769 |
| &nbsp;&nbsp;&nbsp; Geberit AG, Class N, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18351357) | 01/06/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 332920 |
| &nbsp;&nbsp;&nbsp; Geberit AG, Class N, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (60146717) | 12/08/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 4358056 |
| &nbsp;&nbsp;&nbsp; Geberit AG, Class N, Registered <br> Shares<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (208013) | 04/18/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 3370 |
| Gen Digital, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24236) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1182 |
| Gen Digital, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10995668) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 536268 |
| Gen Digital, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (20252992) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1945936 |
| Gen Digital, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6542) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 593 |
| Gen Digital, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (461192) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26181 |
| Gen Digital, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7747433) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 377849 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| GENDA INC | Barclays Bank PLC | $(1947759) | 05/12/27 | (2.01)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $297595 |
| GENDA INC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (249227) | 01/06/27 | (2.50)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 38079 |
| GeneDx Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57868) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3192 |
| GeneDx Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5763980) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1727894 |
| Generac Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (12445930) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (509618)<br>|
| Generac Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1012638) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14312 |
| General Motors Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1501921) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6551)<br>|
| Genesis Minerals Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (450480) | 01/20/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 22268 |
| Genesis Minerals Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2657504) | 01/27/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 131287 |
| Genesis Minerals Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9554158) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 472271 |
| Genesis Minerals Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (720109) | 09/07/26 | (1.00)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 22504 |
| Genesis Minerals Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (575081) | 03/22/27 | (1.00)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 17972 |
| Genesis Minerals Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244164) | 02/10/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 10187 |
| Genesis Minerals Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (496197) | 02/10/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 20703 |
| Genesis Minerals Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2996496) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 148120 |
| Genesis Minerals Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1260413) | 01/07/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 62303 |
| Genesis Minerals Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (141986) | 12/08/27 | (0.41)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 5924 |
| Genesis Minerals Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26415) | 12/08/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1093 |
| Genesis Minerals Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1038954) | 04/18/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 32468 |
| Genesis Minerals Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6062714) | 09/03/29 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 189464 |
| Genky DrugStores Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1263014) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 108219 |
| Genky DrugStores Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (487946) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 16768 |
| Genky DrugStores Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (327669) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 28076 |
| Genky DrugStores Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (204316) | 12/08/27 | (0.41)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19113 |
| Genuine Parts Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (129080) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2683)<br>|
| Genuine Parts Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (43442995) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (678129)<br>|
| Genuine Parts Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (401215) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6304)<br>|
| Genuine Parts Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4108908) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (64683)<br>|
| Genuine Parts Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137898) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2065)<br>|
| Genuine Parts Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (497207) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3654 |
| Genuit Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2436695) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (16463)<br>|
| George Weston Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (369837) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 5832 |
| German American Bancorp, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3144442) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (107443)<br>|
| German American Bancorp, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3233596) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (35748)<br>|
| German American Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3917921) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (139857)<br>|
| Gerresheimer AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1083084) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 41400 |
| Gestamp Automocion SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (657227) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 16788 |
| Gestamp Automocion SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4387664) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 120328 |
| Getlink SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9598) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (457)<br>|
| Getlink SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3635035) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (156482)<br>|
| GFL Environmental, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2001412) | 12/23/26 | (0.18)% | CABROVER | Monthly  | &nbsp;&nbsp; 100428 |
| GFL Environmental, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (187140) | 01/24/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (16)<br>|
| GFL Environmental, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (27542655) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 1372863 |
| Gibraltar Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (96315) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (207)<br>|
| Gift Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116012) | 01/06/27 | (1.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4469 |
| Gildan Activewear, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7894175) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 209795 |
| Gildan Activewear, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16723758) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 725154 |
| Gitlab, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (334420) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24)<br>|
| Givaudan SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (235731) | 02/15/28 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (64)<br>|
| Givaudan SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7119358) | 12/08/27 | 0.09% | SSARON | Monthly  | &nbsp;&nbsp; 393410 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Glacier Bancorp, Inc. | Bank of America N.A. | $(76456) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(3618)<br>|
| Glacier Bancorp, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (419257) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6810)<br>|
| Glacier Bancorp, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1770087) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60474)<br>|
| Glanbia PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2064903) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (42856)<br>|
| Glanbia PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5644731) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (570600)<br>|
| Glaukos Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89891) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2)<br>|
| Glaukos Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (474977) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 18229 |
| Glencore PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2025806) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (29776)<br>|
| Glencore PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1969818) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (47273)<br>|
| Glencore PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1383029) | 01/20/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 9652 |
| Glenveagh Properties PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149195) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3860 |
| Glenveagh Properties PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1524112) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3107 |
| &nbsp;&nbsp;&nbsp; Global Business Travel Group, Inc., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1272282) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 215902 |
| &nbsp;&nbsp;&nbsp; Global Business Travel Group, Inc., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3828504) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 400366 |
| Global Net Lease, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5941684) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Global Payments, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1948168) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 59541 |
| GlobalData PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117444) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 14132 |
| Globalstar, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (463696) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28597 |
| Globe Life, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91423) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1263)<br>|
| Globe Life, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (303817) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3265)<br>|
| Globus Medical, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (460445) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11397 |
| Globus Medical, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2704090) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 111912 |
| GLP J-REIT | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (532259) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8519 |
| GMO Payment Gateway, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3776462) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 172493 |
| GoDaddy, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1049763) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32702 |
| Godo Steel Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (167459) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6958 |
| Godo Steel Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (253838) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 15676 |
| Godo Steel Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135048) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5612 |
| Godo Steel Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118842) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4938 |
| Godo Steel Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64939) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 221 |
| Golar LNG Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6790148) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (197989)<br>|
| Goodman Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1349134) | 01/27/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 8870 |
| Goodman Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (23391227) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 154487 |
| Goodman Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17633228) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 117666 |
| Goodman Group | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3090420) | 01/07/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 20411 |
| GPT Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9787078) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 277396 |
| Grab Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (602217) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5046 |
| Graco, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2056802) | 01/24/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1042)<br>|
| Graco, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10964823) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 24208 |
| Graham Holdings Co | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (398705) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9051 |
| Graham Holdings Co, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1573402) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20617 |
| Great Portland Estates PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1301658) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (134390)<br>|
| Greatland Resources Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (760700) | 05/12/27 | (1.06)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 67765 |
| Greatland Resources Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12661023) | 07/06/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 959437 |
| Greatland Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (617117) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 66611 |
| Greatland Resources Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1655700) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 105598 |
| Great-West Lifeco, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9355361) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 121686 |
| Green Brick Partners, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4879760) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (144076)<br>|
| Greggs PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1731095) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 41559 |
| Greggs PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (869084) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 27220 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Greggs PLC | SG Americas Securities LLC | $(855788) | 12/08/27 | (0.30)% | 1D SONIA | Monthly  | &nbsp;&nbsp; $20525 |
| Grifols SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1069724) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 9482 |
| Grifols SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (817204) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13777 |
| Grifols SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (957572) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8459 |
| Grifols SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (492637) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8076 |
| Groupe Dynamite, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1062898) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 75633 |
| GS Yuasa Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4117727) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 165036 |
| GS Yuasa Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3815584) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 256300 |
| GSK PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5908776) | 08/17/26 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; (222092)<br>|
| GSK PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (24192081) | 12/10/26 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1139156)<br>|
| GSK PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4422002) | 01/19/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (58065)<br>|
| GSK PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5877854) | 02/10/26 | 0.05% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3145 |
| Gulfport Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7322331) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (369978)<br>|
| Gunze Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4751344) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 94512 |
| Gunze Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (471331) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8305)<br>|
| GXO Logistics, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82339) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 793 |
| GXO Logistics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20999) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 400 |
| GXO Logistics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8811099) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (124745)<br>|
| H & M Hennes & Mauritz AB, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1659042) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (16241)<br>|
| H & M Hennes & Mauritz AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9086236) | 08/17/26 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (92605)<br>|
| H & M Hennes & Mauritz AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (973643) | 02/26/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (9531)<br>|
| H2O America | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1381329) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14186 |
| H2O America | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (554246) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 5692 |
| Haleon PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1973669) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (109008)<br>|
| Haleon PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (35966422) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1964656)<br>|
| Haleon PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (89581189) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (4937692)<br>|
| Halliburton Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4668884) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52309 |
| Halliburton Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4702771) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (197350)<br>|
| Halozyme Therapeutics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (563830) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12524 |
| &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; (2818797) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (75084)<br>|
| &nbsp;&nbsp;&nbsp; Hamilton Insurance Group Ltd., <br> Class B<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7950203) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (245121)<br>|
| &nbsp;&nbsp;&nbsp; Hammond Power Solutions, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22469) | 02/15/28 | (2.84)% | CABROVER | Monthly  | &nbsp;&nbsp; (2718)<br>|
| &nbsp;&nbsp;&nbsp; Hammond Power Solutions, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (274557) | 12/23/26 | (1.75)% | CABROVER | Monthly  | &nbsp;&nbsp; (32566)<br>|
| &nbsp;&nbsp;&nbsp; Hammond Power Solutions, Inc., <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165632) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (20040)<br>|
| &nbsp;&nbsp;&nbsp; Hammond Power Solutions, Inc., <br> Class A<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28529) | 02/24/28 | (4.00)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (3384)<br>|
| &nbsp;&nbsp;&nbsp; Hammond Power Solutions, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4158207) | 01/04/27 | (1.34)% | CABROVER | Monthly  | &nbsp;&nbsp; (493224)<br>|
| &nbsp;&nbsp;&nbsp; Hammond Power Solutions, Inc., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (547716) | 04/21/28 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; (66268)<br>|
| Hancock Whitney Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15326) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (85)<br>|
| Hankyu Hanshin Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (196906) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9724)<br>|
| Hankyu Hanshin Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7886788) | 01/20/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (185762)<br>|
| Hankyu Hanshin Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (32478206) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (962422)<br>|
| Hankyu Hanshin Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9356197) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (277251)<br>|
| Hankyu Hanshin Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1003418) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29734)<br>|
| Hankyu Hanshin Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1670283) | 01/06/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (46984)<br>|
| Hannover Rueck SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5314709) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (70822)<br>|
| Hannover Rueck SE, Class N | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18206) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 393 |
| Hanover Insurance Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (477470) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6813)<br>|
| Hanover Insurance Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15994) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (375)<br>|
| Hanwa Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1409305) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15901 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Hanwa Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(987542) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $11143 |
| Harley-Davidson, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10728338) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 684787 |
| Harmonic Drive Systems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3770354) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 466433 |
| Harmonic Drive Systems, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1744197) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 167126 |
| Harrow, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (585217) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 56559 |
| Harrow, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (220436) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34322 |
| Harrow, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (377798) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 74760 |
| Harvey Norman Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (122023) | 12/08/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2508 |
| Hasbro, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107883) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3)<br>|
| Hasbro, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (436337) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1844 |
| Hawaiian Electric Industries, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6304993) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (455953)<br>|
| Hays PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91896) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1367 |
| Hayward Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4258582) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 147740 |
| HB Fuller Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6178772) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 263129 |
| HBX Group International PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (210031) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1507 |
| HBX Group International PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (352301) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 9472 |
| HCI Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4981743) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42028 |
| Healthcare Realty Trust, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (464704) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4658 |
| Healthcare Realty Trust, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (693251) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3652 |
| Healthcare Realty Trust, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16420) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 335 |
| Healthpeak Properties, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2830432) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46758 |
| Healthpeak Properties, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (907575) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28059 |
| Healthpeak Properties, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4305996) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 124296 |
| Healthpeak Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7627320) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 235808 |
| HealthStream, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (655073) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7431)<br>|
| HealthStream, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1167106) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13239)<br>|
| HealthStream, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79124) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (898)<br>|
| Hecla Mining Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (19203971) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2055937 |
| Hecla Mining Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1390642) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 389741 |
| Hecla Mining Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8315695) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (597653)<br>|
| Heidelberg Materials AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6299594) | 12/08/27 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; 12347 |
| Heineken Holding NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5285301) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (94933)<br>|
| Heineken Holding NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3374393) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (63400)<br>|
| Heineken NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3097376) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5416)<br>|
| Heiwa Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3535768) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 57939 |
| Heiwa Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3169068) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 90763 |
| Helia Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1749987) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (131821)<br>|
| Helios Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (844696) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28597 |
| Helios Technologies, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3828011) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (113788)<br>|
| Helmerich & Payne, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (986616) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (28463)<br>|
| Helvetia Baloise Holding AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3204726) | 12/11/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (13467)<br>|
| Helvetia Baloise Holding AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4955570) | 02/26/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (14381)<br>|
| Helvetia Baloise Holding AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (146011) | 08/17/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (3118)<br>|
| Hensoldt AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1466312) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3660)<br>|
| Hensoldt AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (609012) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 17923 |
| Hensoldt AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4609) | 12/08/27 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 40 |
| Herbalife Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (690889) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12296)<br>|
| Herbalife Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1392045) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24653)<br>|
| Herbalife Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1871162) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (62821)<br>|
| Herbalife Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19966) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (670)<br>|
| Herbalife Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3636357) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (122084)<br>|
| Herbalife Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (655084) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3601 |
| Herc Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4516044) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 608595 |
| Hermes International SCA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (30170626) | 02/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 981061 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Hermes International SCA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(2619603) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $74057 |
| Hermes International SCA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2259145) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (87)<br>|
| Hermes International SCA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4670788) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 87362 |
| Hershey Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (187028) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4022)<br>|
| Hershey Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3862808) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55367)<br>|
| Hershey Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (543503) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3656 |
| Hershey Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375949) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9462)<br>|
| Hertz Global Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2708131) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 334277 |
| Hexatronic Group AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81227) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 58 |
| Hexatronic Group AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (543951) | 01/18/27 | (0.68)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (22058)<br>|
| Hexatronic Group AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1386747) | 11/17/27 | (0.80)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 994 |
| Hexatronic Group AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244093) | 01/04/27 | (0.65)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (9898)<br>|
| Hexatronic Group AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (451686) | 12/08/27 | (0.70)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (26383)<br>|
| Hexcel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5353881) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23815 |
| Hexcel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2295782) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10143 |
| Hexcel Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84850) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1460 |
| Hexcel Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21571) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 371 |
| Hexpol AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6678179) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 977088 |
| HF Sinclair Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (269555) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13)<br>|
| Hikari Tsushin, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8110729) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 211945 |
| Hikari Tsushin, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1889936) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 11903 |
| Hikari Tsushin, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (23630321) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 513952 |
| Hikma Pharmaceuticals PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1280642) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 11509 |
| Hikma Pharmaceuticals PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (749661) | 01/13/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 8734 |
| Hikma Pharmaceuticals PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7800189) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 174272 |
| Hill & Smith PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111694) | 12/08/27 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; (144)<br>|
| Hillman Solutions Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5479748) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 303817 |
| Hilton Worldwide Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79104) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1511344) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1803)<br>|
| Hims & Hers Health, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (972252) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 128886 |
| Hims & Hers Health, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3525833) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 705791 |
| Hino Motors Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4423280) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (124096)<br>|
| Hiscox Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (724588) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 10229 |
| Hiscox Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (151586) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 830 |
| HKT Trust & HKT Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136844) | 02/15/28 | (0.15)% | HONIA | Monthly  | &nbsp;&nbsp; (1029)<br>|
| HKT Trust & HKT Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (577280) | 05/13/27 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (11678)<br>|
| HMC Capital Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139786) | 05/12/27 | (0.75)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1029)<br>|
| HMC Capital Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13190) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 336 |
| Hms Networks Ab | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1655258) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 23805 |
| Hms Networks Ab | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2551744) | 11/17/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 36698 |
| Hms Networks Ab | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (591650) | 04/24/28 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 8509 |
| Hochschild Mining PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16888) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 436 |
| Hochschild Mining PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3136570) | 07/06/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 80984 |
| HOCHTIEF AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (304751) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2629)<br>|
| Holmen AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (831276) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 22845 |
| Holmen AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2252061) | 01/13/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 65607 |
| Holmen AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2615748) | 01/03/31 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 108066 |
| Holmen AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12772431) | 12/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 559709 |
| Holmen AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (16635397) | 09/03/29 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 830237 |
| Hologic, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135123) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 324 |
| Hologic, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117406) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 141 |
| Hologic, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30083) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36 |
| Home Depot, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1297865) | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15643 |
| Honda Motor Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2055572) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 103405 |
| Honda Motor Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13768) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 693 |
| Honda Motor Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (404561) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 20363 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Hong Kong & China Gas Co. Ltd. | Bank of America N.A. | $(4323885) | 02/15/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; $(100921)<br>|
| Hong Kong & China Gas Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4982326) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (39611)<br>|
| Hong Kong & China Gas Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (370976) | 01/06/27 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (2938)<br>|
| Hong Kong & China Gas Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1178296) | 04/18/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (26329)<br>|
| Hong Kong & China Gas Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5899878) | 09/03/29 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (116653)<br>|
| Hong Kong & China Gas Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1095173) | 01/20/31 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (8674)<br>|
| Hongkong Land Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184097) | 10/04/27 | (0.30)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8510)<br>|
| Horizon Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116467) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3332)<br>|
| Hormel Foods Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7089375) | 12/08/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (497273)<br>|
| House Foods Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9464983) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 175377 |
| Howard Hughes Holdings, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (186582) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1541 |
| Howard Hughes Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6195437) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 130712 |
| Howden Joinery Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142462) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 4178 |
| Howden Joinery Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7680325) | 01/19/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 225013 |
| Howmet Aerospace, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3947187) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32370 |
| Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3049542) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 134757 |
| Hoya Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16267317) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (558591)<br>|
| Hoya Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5773678) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (198429)<br>|
| Hoya Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8579672) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (294611)<br>|
| Hoya Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (841690) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (30640)<br>|
| HP, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (351229) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1601 |
| HP, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (96624) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12)<br>|
| Hub Group, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1525518) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53376)<br>|
| Hubbell, Inc., Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (754467) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8184)<br>|
| Hubbell, Inc., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (464287) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3648)<br>|
| Humana, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1688003) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 356739 |
| Humana, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10098249) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2695875 |
| Huntington Ingalls Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (582873) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9718 |
| Huntington Ingalls Industries, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (439163) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2254 |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1310305) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1257 |
| Huntington Ingalls Industries, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109741) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (432)<br>|
| Hyatt Hotels Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1636483) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 89671 |
| Hyatt Hotels Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (33850410) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2550140 |
| Hyatt Hotels Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2369491) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 186253 |
| Hyatt Hotels Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2125242) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 116513 |
| Hydro One Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6473927) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (85295)<br>|
| Hyster-Yale, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (903129) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19547 |
| Hyster-Yale, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (185175) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4654)<br>|
| I3 Verticals, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1430195) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 146257 |
| I3 Verticals, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5748925) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 774884 |
| i-80 Gold Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135132) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 18843 |
| iA Financial Corp., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15005636) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 263458 |
| iA Financial Corp., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6249074) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 102968 |
| IAMGOLD Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6912768) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 721594 |
| IAMGOLD Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (30197763) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 3152213 |
| Ibiden Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (320272) | 01/26/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14527 |
| Ibiden Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2915668) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 132330 |
| Ibstock PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2708799) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 241574 |
| Ibstock PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3563785) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 317823 |
| Ibstock PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1910424) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 168367 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| ICADE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(3888019) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $56032 |
| ICF International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (634404) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9487)<br>|
| ICF International, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (604055) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15088 |
| ICF International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20450) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 774 |
| Ichibanya Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (465729) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9946 |
| Ichibanya Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2040492) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 26003 |
| Ichigo, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5254092) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 45883 |
| Ichigo, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (889437) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7767 |
| Ichor Holdings Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16256286) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1341992 |
| ICL Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2533321) | 02/22/27 | (3.00)% | SHIR | Monthly  | &nbsp;&nbsp; (15237)<br>|
| ICON PLC, ADR | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104242) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1319 |
| ICON PLC, ADR | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (378707) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13160 |
| ICON PLC, ADR | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (576064) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21615 |
| ICU Medical, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2971832) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 161957 |
| IDACORP, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4081033) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (150586)<br>|
| IDACORP, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (92911) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (42)<br>|
| Idemitsu Kosan Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1102105) | 01/20/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29828)<br>|
| IDEX Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (579650) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9646)<br>|
| IDEX Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15028007) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (100113)<br>|
| IDEX Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172509) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 168 |
| IDEXX Laboratories, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (799127) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 610 |
| IDEXX Laboratories, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (737098) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 25740 |
| IDOM, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2533815) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (330038)<br>|
| iFAST Corp., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54480) | 03/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (2739)<br>|
| iFAST Corp., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60006) | 12/08/27 | (0.06)% | SORA | Monthly  | &nbsp;&nbsp; (3017)<br>|
| IHI Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4109895) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (43050)<br>|
| IHI Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (471607) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2685)<br>|
| Iida Group Holdings Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (330328) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4968 |
| Iino Kaiun Kaisha Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8005852) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (100574)<br>|
| Iluka Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5844575) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1327698 |
| IMCD NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5536223) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (148489)<br>|
| IMCD NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1688621) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5650 |
| IMCD NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2738727) | 01/13/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (68437)<br>|
| IMCD NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2010896) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 50312 |
| IMCD NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2656108) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 66455 |
| IMCD NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12926961) | 02/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (280785)<br>|
| IMCD NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12316846) | 02/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (267532)<br>|
| IMCD NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1724262) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (31991)<br>|
| IMCD NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3398725) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 85035 |
| IMCD NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9123820) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 219544 |
| IMCD NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1054870) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (26512)<br>|
| Impinj, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1246327) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50243 |
| Impinj, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (251542) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35691 |
| Incyte Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (558563) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5576 |
| Incyte Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (603057) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29155 |
| Independence Realty Trust, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (418082) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8798 |
| Independence Realty Trust, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1365170) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30373 |
| Independent Bank Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13377434) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (797275)<br>|
| Indra Sistemas SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3992005) | 08/17/26 | (0.32)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 231279 |
| Indra Sistemas SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (853220) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 39155 |
| Industria de Diseno Textil SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2740490) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 90966 |
| Industria de Diseno Textil SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (266733) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 466 |
| Industrie De Nora SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125609) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 695 |
| Infineon Technologies AG, Class N | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (17615043) | 02/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 556815 |
| Infineon Technologies AG, Class N | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (26711700) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 315156 |
| Infineon Technologies AG, Class N | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4140791) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 77581 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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; Infinity Natural Resources, Inc., <br> Class A<br>| UBS AG | $(102171) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(15230)<br>|
| Infomart Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (854275) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7385 |
| Infrastrutture Wireless Italiane SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2335961) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (27192)<br>|
| Infrastrutture Wireless Italiane SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1090171) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (13806)<br>|
| Infrastrutture Wireless Italiane SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1700275) | 01/13/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2532 |
| Infrastrutture Wireless Italiane SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1431764) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (18820)<br>|
| Infratil Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1981114) | 02/15/28 | (0.35)% | 1M BBR | Monthly  | &nbsp;&nbsp; 25065 |
| Infratil Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3184887) | 05/13/27 | (0.40)% | 1M BBR | Monthly  | &nbsp;&nbsp; 10073 |
| Infratil Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1905338) | 10/09/27 | (0.40)% | 1M BBR | Monthly  | &nbsp;&nbsp; 8853 |
| Infratil Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7647632) | 09/07/26 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 96759 |
| Infratil Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1127783) | 03/22/27 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 14269 |
| Infratil Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (448327) | 08/19/26 | (0.40)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 5672 |
| Infratil Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99899) | 02/10/26 | (0.25)% | 1M BBR | Monthly  | &nbsp;&nbsp; 3335 |
| Infratil Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7811344) | 01/06/27 | (0.40)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 31560 |
| Infratil Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3165589) | 01/07/27 | (0.41)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 14709 |
| Infratil Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2655517) | 12/08/27 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 88652 |
| Infratil Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1261037) | 12/08/27 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 42098 |
| ING Groep NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (17675613) | 12/08/27 | 0.09% | 1D ESTR | Monthly  | &nbsp;&nbsp; (571702)<br>|
| ING Groep NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4744302) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 21924 |
| Ingenia Communities Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (238719) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 13914 |
| Ingersoll Rand, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100855) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1421 |
| Ingersoll Rand, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (35563467) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (701343)<br>|
| Ingersoll Rand, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1161849) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28733 |
| Ingevity Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (687170) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11704 |
| Innodata, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (812678) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 47274 |
| Innodata, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (471281) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3368 |
| Innovex International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12323079) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (791633)<br>|
| Inpex Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (249832) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19019)<br>|
| Inpost SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1041707) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (476)<br>|
| Inpost SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1164035) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 22198 |
| Inpost SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3497409) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 66694 |
| Inpost SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1071127) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13459 |
| Insmed, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2621284) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15046 |
| Insmed, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2029186) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23446 |
| Insmed, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (553623) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19638 |
| Insource Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1345921) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 157267 |
| Insource Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1417614) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 209727 |
| Insource Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38774) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4531 |
| Insource Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45143) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6679 |
| Insperity, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2191627) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 74526 |
| Integer Holdings Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2978776) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (39869)<br>|
| Integra LifeSciences Holdings Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1178423) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 140666 |
| Integra LifeSciences Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3806067) | 12/08/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 746934 |
| Intel Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1068009) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57)<br>|
| InterDigital, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5169873) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (332926)<br>|
| &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (844713) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26008)<br>|
| &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2456839) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (59021)<br>|
| &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134078) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3938)<br>|
| &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15355169) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (201882)<br>|
| &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1529625) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (63989)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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; International Consolidated Airlines <br> Group SA<br>| BNP Paribas SA | $(5456499) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; $(120265)<br>|
| &nbsp;&nbsp;&nbsp; International Consolidated Airlines <br> Group SA<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (130851) | 01/27/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (235)<br>|
| &nbsp;&nbsp;&nbsp; International Flavors & Fragrances, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (704784) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29721 |
| &nbsp;&nbsp;&nbsp; International Flavors & Fragrances, <br> Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15483787) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (277706)<br>|
| &nbsp;&nbsp;&nbsp; International Flavors & Fragrances, <br> Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (671338) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14915 |
| International Paper Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (543849) | 02/15/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 50062 |
| International Paper Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (268378) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20531 |
| International Paper Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (517946) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17544)<br>|
| International Paper Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9804697) | 08/17/26 | (0.75)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 748084 |
| International Paper Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9016478) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 327558 |
| International Paper Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375768) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23412 |
| International Paper Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2709310) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 98348 |
| International Paper Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (862864) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50174 |
| International Paper Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (25957006) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1085654 |
| International Paper Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6643742) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 508248 |
| International Paper Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8355883) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 769173 |
| International Paper Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126614) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9686 |
| International Workplace Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1075152) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (29213)<br>|
| Internet Initiative Japan, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3264793) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 151126 |
| Internet Initiative Japan, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2906851) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 151894 |
| Interparfums SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1377386) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13662 |
| Interparfums SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1529215) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8131 |
| Interparfums, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5745877) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (610418)<br>|
| Interpump Group SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2678321) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (41308)<br>|
| Interpump Group SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5560537) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (168970)<br>|
| Intuitive Machines, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (295903) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8755 |
| Intuitive Surgical, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (19456007) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 756504 |
| Intuitive Surgical, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1716182) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2842 |
| InvenTrust Properties Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6352092) | 12/08/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (52400)<br>|
| Invesco Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84526) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6040 |
| Invesco Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (347664) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23186 |
| Invesco Mortgage Capital, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375162) | 02/15/28 | (0.77)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28641 |
| Invesco Mortgage Capital, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10376256) | 12/23/26 | (0.63)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 494655 |
| Invesco Mortgage Capital, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8898277) | 04/16/26 | (0.69)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 679331 |
| Invesco Mortgage Capital, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3140033) | 06/25/26 | (0.93)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 149691 |
| Invesco Mortgage Capital, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14196208) | 01/04/27 | (0.74)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 676759 |
| Invesco Mortgage Capital, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2769735) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 211453 |
| Investment AB Latour | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (881693) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 26849 |
| Investment AB Latour | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1239117) | 02/19/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 21572 |
| Investment AB Latour | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1074285) | 01/13/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 9665 |
| Investment AB Latour | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1677578) | 01/03/31 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 37667 |
| Investment AB Latour, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4415403) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 74048 |
| Investor AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1317753) | 02/26/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (1334)<br>|
| Investor AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (25409731) | 07/06/26 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (297140)<br>|
| Investor AB, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (17688192) | 02/15/28 | 0.00% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 220207 |
| Investor AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (54969261) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (645595)<br>|
| Invincible Investment Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (494143) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12179 |
| Invincible Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1234730) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18037)<br>|
| Invincible Investment Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (399297) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 343 |
| Inwido AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1248972) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 79207 |
| IONOS Group SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1641183) | 12/08/27 | (0.02)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 44399 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| IonQ, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(4473146) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $847839 |
| IPH Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (431048) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1893)<br>|
| IPH Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4854864) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 43523 |
| IPH Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1847221) | 02/10/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (59506)<br>|
| IPH Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (545806) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 4893 |
| IPH Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1083314) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4757)<br>|
| IRESS Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1556052) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 68969 |
| IRESS Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (271728) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 12044 |
| Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1529621) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 22927 |
| Isetan Mitsukoshi Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (352868) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12639 |
| Isetan Mitsukoshi Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16412795) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 990120 |
| Isetan Mitsukoshi Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (563022) | 01/20/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6137 |
| Isracard Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124053) | 06/07/28 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; 2295 |
| Israel Corp. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33038) | 06/17/27 | (1.05)% | SHIR | Monthly  | &nbsp;&nbsp; 459 |
| Israel Corp. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1587631) | 08/19/26 | (0.67)% | SHIR | Monthly  | &nbsp;&nbsp; 22047 |
| Israel Corp. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (587788) | 05/23/28 | (0.81)% | SHIR | Monthly  | &nbsp;&nbsp; (2519)<br>|
| ISS A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2810074) | 01/04/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (13457)<br>|
| Isuzu Motors Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1482875) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 42659 |
| ITOCHU Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2527825) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 143986 |
| ITOCHU Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3653298) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 137712 |
| ITOCHU Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7010126) | 02/26/26 | (0.22)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 264451 |
| ITOCHU Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6279711) | 02/26/26 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 236896 |
| ITOCHU Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8747545) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 16190 |
| ITOCHU Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (25945063) | 12/08/27 | (0.05)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 48020 |
| ITOCHU Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (25780887) | 12/08/27 | (0.05)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 47716 |
| ITOCHU Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1194977) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 36344 |
| Itoki Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125865) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2320)<br>|
| Ivanhoe Electric, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (881181) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 93144 |
| Ivanhoe Mines Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (298410) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (121)<br>|
| Ivanhoe Mines Ltd., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1413122) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (68849)<br>|
| Ivanhoe Mines Ltd., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (930594) | 10/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (59204)<br>|
| Ivanhoe Mines Ltd., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1781148) | 08/18/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (86779)<br>|
| Ivanhoe Mines Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (802146) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (51032)<br>|
| Ivanhoe Mines Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11383152) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (724191)<br>|
| Iwatani Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5272976) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (46678)<br>|
| Iyogin Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2928174) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (81864)<br>|
| Izumi Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4768519) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 163186 |
| Izumi Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1538634) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8346)<br>|
| J Front Retailing Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29672) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 474 |
| J Front Retailing Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (864932) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13804 |
| J Front Retailing Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1325476) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 27615 |
| J Front Retailing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3142972) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 65482 |
| J Front Retailing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11166508) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 225942 |
| J Front Retailing Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1748472) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 34538 |
| J Front Retailing Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1408880) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 21966 |
| J Front Retailing Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3009555) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (31437)<br>|
| J Front Retailing Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4020928) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (42002)<br>|
| J M Smucker Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1223676) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25626)<br>|
| J M Smucker Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (893669) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3303 |
| J M Smucker Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (13808432) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10543)<br>|
| J M Smucker Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (108133) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (83)<br>|
| Jaccs Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1285713) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13809 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Jack Henry & Associates, Inc. | Bank of America N.A. | $(6415025) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $210596 |
| Jack Henry & Associates, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (19601967) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 985812 |
| Jack Henry & Associates, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1192646) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6814 |
| Jack Henry & Associates, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1018826) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50913 |
| James Hardie Industries PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (11276706) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 457750 |
| Janus International Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (128813) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2033 |
| Janus International Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2215306) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 71865 |
| Japan Airlines Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1230060) | 01/20/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1872 |
| Japan Airlines Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4675608) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29299)<br>|
| Japan Airport Terminal Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17755801) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 151374 |
| &nbsp;&nbsp;&nbsp; Japan Elevator Service Holdings Co. <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1278780) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 38455 |
| Japan Excellent, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1150787) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15930 |
| Japan Excellent, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (92183) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2284 |
| Japan Exchange Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (911836) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 38859 |
| Japan Exchange Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2413019) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 102903 |
| Japan Exchange Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7330243) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 312596 |
| Japan Exchange Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (878808) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 37477 |
| Japan Investment Adviser Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1256933) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17988)<br>|
| Japan Investment Adviser Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1630463) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23333)<br>|
| Japan Investment Adviser Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39767) | 03/24/27 | (0.70)% | 1D TONA | Monthly  | &nbsp;&nbsp; (569)<br>|
| Japan Investment Adviser Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109360) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1565)<br>|
| Japan Investment Adviser Co., Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76694) | 08/19/26 | (0.34)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1098)<br>|
| Japan Investment Adviser Co., Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20998) | 02/10/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2052)<br>|
| Japan Investment Adviser Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (837956) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11992)<br>|
| Japan Investment Adviser Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1084005) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (105922)<br>|
| Japan Investment Adviser Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (399094) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5711)<br>|
| Japan Post Bank Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (441698) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (43352)<br>|
| Japan Post Bank Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6759107) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (440244)<br>|
| Japan Post Bank Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (26976302) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2585102)<br>|
| Japan Post Insurance Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1446061) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18918)<br>|
| Japan Post Insurance Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2006065) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13313)<br>|
| Japan Prime Realty Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4346549) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 26584 |
| Japan Steel Works Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7602662) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 860711 |
| Japan Steel Works Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3252042) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 368169 |
| Japan Steel Works Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4108768) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 328183 |
| Japan Steel Works Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13493364) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1077767 |
| Japan Steel Works Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (914396) | 02/26/26 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 73036 |
| Japan Steel Works Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1774046) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2774)<br>|
| Jardine Cycle & Carriage Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2985968) | 01/06/27 | (1.88)% | SORA | Monthly  | &nbsp;&nbsp; 239833 |
| JB Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (330223) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 3844 |
| JBT Marel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (563005) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 464 |
| JBT Marel Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1842129) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1287 |
| JBT Marel Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (22244100) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 313670 |
| JD Sports Fashion PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3878751) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 76859 |
| JD Sports Fashion PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73721) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 33 |
| JD Sports Fashion PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (764551) | 02/19/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 7049 |
| JD Sports Fashion PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (868508) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 17210 |
| JD Sports Fashion PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1412275) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 27985 |
| JD Sports Fashion PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1125629) | 01/13/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 7555 |
| JD Sports Fashion PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (782394) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 15503 |
| JD Sports Fashion PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1555759) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 30828 |
| JD Sports Fashion PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (540381) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 14865 |
| JD Sports Fashion PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3561206) | 12/08/27 | (0.09)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 97961 |
| JD Sports Fashion PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5633625) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 111633 |
| JD Sports Fashion PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1908460) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 37817 |
| JD Sports Fashion PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1673731) | 01/03/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1192 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Jeol Ltd. | Barclays Bank PLC | $(13946990) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(330403)<br>|
| Jeol Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (646991) | 02/10/26 | (0.22)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (131629)<br>|
| Jeronimo Martins SGPS SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1450764) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 22790 |
| Jeronimo Martins SGPS SA, Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5703501) | 12/08/27 | (0.11)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 290140 |
| JFE Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12142808) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 459461 |
| JFE Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (26608942) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 971012 |
| JFE Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2673262) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 77562 |
| JFrog Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1013908) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32604 |
| JMDC, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (900556) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 105201 |
| JMDC, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15146588) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1357510 |
| JMDC, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1168924) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 94536 |
| Johnson & Johnson | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (967877) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16797)<br>|
| Johnson & Johnson | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (315063) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12632)<br>|
| Johnson & Johnson | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (360314) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12603)<br>|
| Johnson & Johnson | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7571771) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (303578)<br>|
| Johnson & Johnson | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1072899) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44717)<br>|
| Jones Lang LaSalle, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (679226) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5456)<br>|
| Judo Capital Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119175) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 349 |
| Jungheinrich AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2455924) | 12/08/27 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; 47400 |
| Jupiter Fund Management PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (123856) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (12054)<br>|
| Justsystems Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8709761) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 382685 |
| JVCKenwood Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (269443) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7725 |
| JVCKenwood Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1047090) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 33542 |
| JVCKenwood Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (442656) | 03/24/27 | (0.50)% | 1D TONA | Monthly  | &nbsp;&nbsp; 12691 |
| JVCKenwood Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (315912) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6765)<br>|
| JX Advanced Metals Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3662042) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 100523 |
| JX Advanced Metals Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11282315) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 314586 |
| JX Advanced Metals Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (426789) | 01/06/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23873 |
| Jyske Bank A/S, Registered Shares | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1479524) | 06/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; 16110 |
| K&O Energy Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (128767) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (223)<br>|
| K92 Mining, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (717322) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 47974 |
| Kadokawa Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (592626) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9260 |
| Kadokawa Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2182205) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (26132)<br>|
| Kadokawa Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13395094) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (182967)<br>|
| Kadokawa Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2933448) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (27770)<br>|
| Kadokawa Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10563441) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (144289)<br>|
| Kagome Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13123425) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 162521 |
| Kakaku.com, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3243625) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 189165 |
| Kakaku.com, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120295) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7016 |
| Kanematsu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117676) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2091 |
| Kansai Paint Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7936325) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 282213 |
| Karman Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243287) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 10983 |
| Karoon Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13245461) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (527153)<br>|
| Kawasaki Heavy Industries Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (188682) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13382 |
| Kawasaki Heavy Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (589865) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 30574 |
| Kawasaki Heavy Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7152634) | 02/26/26 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 357672 |
| Kawasaki Heavy Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (30677216) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1360945)<br>|
| Kawasaki Heavy Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (18136166) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (804582)<br>|
| KBC Group NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (39341907) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (666684)<br>|
| KBC Group NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (20806008) | 12/08/27 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (683467)<br>|
| KDDI Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (347603) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4858 |
| KDDI Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2578767) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 36040 |
| Kearny Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (255833) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2320)<br>|
| KeePer Technical Laboratory Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (472941) | 05/12/27 | (3.62)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9159 |
| KeePer Technical Laboratory Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1364858) | 01/06/27 | (2.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 33556 |
| Keihan Holdings Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1000999) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 16930 |
| Keikyu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114598) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 590 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Keisei Electric Railway Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(5810048) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $145816 |
| Kelt Exploration Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1142925) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; — |
| Kemira OYJ | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3834312) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 78926 |
| Kemira OYJ | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8415894) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 45151 |
| Keppel DC REIT | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (382460) | 03/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (6741)<br>|
| Keppel Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7949418) | 02/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (39164)<br>|
| Keppel Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1491265) | 01/06/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (7347)<br>|
| Keppel Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1542629) | 01/07/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (7600)<br>|
| Keppel Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (948691) | 12/08/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (36332)<br>|
| Kering SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (492111) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1367 |
| Kering SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (25710745) | 06/25/26 | (0.01)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1531962 |
| Kering SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (15649858) | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 638796 |
| Kesko OYJ, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1754246) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (53420)<br>|
| Kesko OYJ, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8495481) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (701842)<br>|
| Keurig Dr Pepper, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (702631) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16270)<br>|
| Keurig Dr Pepper, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1900032) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12180)<br>|
| Keurig Dr Pepper, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2482216) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20684 |
| Keurig Dr Pepper, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (814789) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3224 |
| Kewpie Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3983184) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 36418 |
| Keyence Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8368526) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 187540 |
| Keyence Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (383239) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 16378 |
| Keyera Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2694743) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (110258)<br>|
| Keyera Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (732782) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (40589)<br>|
| Keyera Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2561987) | 08/17/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (78472)<br>|
| Keyera Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1450400) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (60819)<br>|
| Keyera Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (356451) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (13134)<br>|
| Kikkoman Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135223) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 444 |
| Kikkoman Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (55697192) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 182758 |
| Kikkoman Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (15527003) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 50949 |
| Kikkoman Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8214156) | 01/21/28 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 147322 |
| Kikkoman Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77140) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 253 |
| Kikkoman Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1343736) | 12/08/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11290)<br>|
| Kikkoman Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (954726) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3133 |
| &nbsp;&nbsp;&nbsp; Killam Apartment Real Estate <br> Investment Trust<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113758) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (423)<br>|
| Kimberly-Clark Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (806823) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5203 |
| Kimco Realty Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (726490) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10488)<br>|
| Kimco Realty Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1995929) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30766)<br>|
| Kimco Realty Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2477800) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20306)<br>|
| Kinden Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (758222) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 67923 |
| Kinden Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (362636) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 35187 |
| Kinetik Holdings, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5522767) | 12/23/26 | (0.88)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (173787)<br>|
| Kinetik Holdings, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (991775) | 02/24/28 | (0.82)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40630)<br>|
| Kingfisher PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (355908) | 02/19/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (14501)<br>|
| Kingfisher PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1361230) | 01/13/28 | (0.10)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (42997)<br>|
| Kingfisher PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1375948) | 01/03/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (71387)<br>|
| Kingspan Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11703812) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (187615)<br>|
| Kingspan Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3373182) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (54073)<br>|
| Kingspan Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (11423411) | 06/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (122765)<br>|
| Kingspan Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77437) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 28 |
| Kinross Gold Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (123048) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (20)<br>|
| Kinross Gold Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244985) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 17556 |
| Kinross Gold Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (648013) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 97452 |
| Kinross Gold Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (811192) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 50270 |
| Kinsale Capital Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2674160) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 76000 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| KION Group AG | Citibank N.A. | $(8295614) | 06/25/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; $736984 |
| Kioxia Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2094606) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (381225)<br>|
| Kioxia Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2471389) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (346408)<br>|
| Kioxia Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5450354) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (910207)<br>|
| Kioxia Holdings Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2441617) | 02/26/26 | (1.33)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (376180)<br>|
| Kirin Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3165865) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 93729 |
| Kite Realty Group Trust | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (483366) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4780)<br>|
| Kiyo Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1241438) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (52915)<br>|
| Kiyo Bank Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97525) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7488)<br>|
| KKR & Co., Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8967974) | 02/15/28 | 0.30% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1165044 |
| KKR & Co., Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7963719) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 594635 |
| KKR & Co., Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2943555) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 426864 |
| KLA Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (738244) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Klaviyo, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1408) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 186 |
| Klaviyo, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1867771) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 298768 |
| Klaviyo, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3855584) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 801642 |
| Knorr-Bremse AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (929453) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3211 |
| Knorr-Bremse AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4602) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 61 |
| Kobayashi Pharmaceutical Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8758903) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 113523 |
| Kobe Bussan Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (883268) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20993)<br>|
| Kobe Bussan Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1435705) | 01/20/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (33108)<br>|
| Kobe Bussan Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (343986) | 01/26/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7943)<br>|
| Kobe Bussan Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3479830) | 01/06/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (352)<br>|
| Kokusai Electric Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3561967) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (99771)<br>|
| Kokusai Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (984349) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 54384 |
| Kokusai Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9338411) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 516198 |
| Kokusai Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7989285) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 441622 |
| Kokusai Electric Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3303659) | 02/26/26 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 181633 |
| Kokusai Electric Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1369055) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38347)<br>|
| Komatsu Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (19855875) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (935208)<br>|
| Komatsu Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (27108753) | 09/09/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1264644)<br>|
| Komatsu Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5558998) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (863578)<br>|
| Komeri Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (632993) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 35507 |
| Komeri Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102636) | 01/20/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8746 |
| Komeri Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (326644) | 01/06/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6241)<br>|
| Konami Group Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (140605) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5418)<br>|
| Konami Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4147045) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (438083)<br>|
| Konami Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (791183) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (41150)<br>|
| Konami Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9267985) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (895230)<br>|
| Konami Group Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2263737) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (87236)<br>|
| Konami Group Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4105660) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (158217)<br>|
| Konami Group Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3182923) | 01/21/28 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (336236)<br>|
| Kongsberg Gruppen ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1264407) | 02/03/27 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; (59140)<br>|
| Kongsberg Gruppen ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (351944) | 09/03/29 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; (7369)<br>|
| Konica Minolta, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (340597) | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6518)<br>|
| Koninklijke Vopak NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7327429) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (282837)<br>|
| Koninklijke Vopak NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13311701) | 12/08/27 | (0.21)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1054041)<br>|
| Kotobuki Spirits Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10120403) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 124368 |
| Kotobuki Spirits Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1074923) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5288 |
| Kraft Heinz Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1309023) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58828)<br>|
| Kraft Heinz Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2052197) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58526)<br>|
| Kraft Heinz Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (34607690) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 713855 |
| Kraft Heinz Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (837842) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19908)<br>|
| Kraft Heinz Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3416227) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (162935)<br>|
| Kraken Robotics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (966282) | 12/23/26 | (1.50)% | CABROVER | Monthly  | &nbsp;&nbsp; 1209 |
| Kraken Robotics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172462) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 1287 |
| Kraken Robotics, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (365358) | 02/24/28 | (1.33)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 457 |
| Kraken Robotics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1091578) | 01/04/27 | (1.24)% | CABROVER | Monthly  | &nbsp;&nbsp; 1366 |
| Krosaki Harima Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5189597) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (36219)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Krosaki Harima Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(1627475) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(11359)<br>|
| Krystal Biotech, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7409361) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (582488)<br>|
| &nbsp;&nbsp;&nbsp; Kuehne + Nagel International AG, <br> Registered Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181975) | 01/06/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 4599 |
| Kumiai Chemical Industry Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (434888) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5033)<br>|
| Kumiai Chemical Industry Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1969708) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (152)<br>|
| Kumiai Chemical Industry Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1039773) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (12033)<br>|
| Kumiai Chemical Industry Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (746942) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (58)<br>|
| Kumiai Chemical Industry Co., Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83699) | 02/10/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1829)<br>|
| Kumiai Chemical Industry Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (980760) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (76)<br>|
| Kura Sushi, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1826176) | 05/12/27 | (2.51)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 26700 |
| Kura Sushi, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (220961) | 03/24/27 | (2.80)% | 1D TONA | Monthly  | &nbsp;&nbsp; (5623)<br>|
| Kurabo Industries Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (264836) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5403)<br>|
| Kurabo Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (403922) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10314 |
| Kurabo Industries Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (201506) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (4111)<br>|
| Kurabo Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198947) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5080 |
| Kurabo Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66316) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1693 |
| Kurabo Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199586) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11905)<br>|
| Kurabo Industries Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126661) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2584)<br>|
| Kurita Water Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (273352) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (16763)<br>|
| Kurita Water Industries Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1510504) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (65119)<br>|
| KYB Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1567666) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 78947 |
| KYB Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5259224) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 312926 |
| Kyoto Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4420698) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (150054)<br>|
| Kyoto Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2090950) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15655)<br>|
| Kyowa Kirin Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (108405) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (363)<br>|
| Kyushu Electric Power Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243572) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8688 |
| Kyushu Electric Power Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181236) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6465 |
| Kyushu Electric Power Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3054498) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 105656 |
| Kyushu Electric Power Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6813524) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 235681 |
| Kyushu Electric Power Co., Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (232105) | 02/10/26 | (0.75)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1665)<br>|
| Kyushu Railway Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (774861) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 22684 |
| Kyushu Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2365890) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 48164 |
| L E Lundbergforetagen AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (370860) | 01/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (9664)<br>|
| L E Lundbergforetagen AB, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1321481) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 13295 |
| L E Lundbergforetagen AB, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2527) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 25 |
| L E Lundbergforetagen AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13528381) | 08/17/26 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 136107 |
| L E Lundbergforetagen AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3085851) | 12/08/27 | 0.03% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (82246)<br>|
| Labcorp Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (239166) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (586)<br>|
| Labcorp Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (320491) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2890)<br>|
| Labcorp Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (587853) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7319)<br>|
| Laboratorios Farmaceuticos Rovi SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12038399) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 256716 |
| Lam Research Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (411583) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7)<br>|
| Lamb Weston Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7771437) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (353810)<br>|
| Land Securities Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114298) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1920)<br>|
| Land Securities Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2396740) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (22196)<br>|
| Land Securities Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15332019) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (172981)<br>|
| Land Securities Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10740027) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (145399)<br>|
| Land Securities Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4463198) | 01/03/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (68871)<br>|
| Landstar System, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (133588) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3644 |
| Landstar System, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15912) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 677 |
| Lantheus Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6792682) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (98070)<br>|
| Las Vegas Sands Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (424466) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 147 |
| Lasertec Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14164629) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1161493 |
| Lasertec Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14965456) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1227160 |
| Lattice Semiconductor Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (618858) | 12/08/27 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Lattice Semiconductor Corp. | UBS AG | $(403038) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $21776 |
| La-Z-Boy, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3372264) | 12/08/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 225567 |
| LCI Industries | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17373798) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 365239 |
| LEG Immobilien SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2115650) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 63416 |
| LEG Immobilien SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1335650) | 02/19/27 | (0.20)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1069 |
| LEG Immobilien SE | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5275891) | 01/13/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 37207 |
| LEG Immobilien SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (641280) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5624 |
| Legalzoom.com, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4350739) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (489)<br>|
| LendingClub Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (526700) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 71567 |
| LendingClub Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1130096) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 214690 |
| Lennox International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74171) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3870 |
| Lennox International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (467886) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13403 |
| Lennox International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1047925) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25090 |
| Leo Lithium Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11881) | 08/19/26 | (1.27)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 11881 |
| Leonardo DRS, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1110811) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19806 |
| Leonardo DRS, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (148924) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4229 |
| Levi Strauss & Co., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1643914) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 127348 |
| Liberty Broadband Corp., Class C | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4512083) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 67441 |
| Liberty Live Holdings, Inc., Class C | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8605723) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32185 |
| &nbsp;&nbsp;&nbsp; Liberty Media Corp-Liberty Formula <br> One, Class C<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4435) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp; Liberty Media Corp-Liberty Formula <br> One, Class C<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4557825) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19297 |
| Life Time Group Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (572670) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 267 |
| Life Time Group Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4041355) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (12021)<br>|
| Life360, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139795) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22179 |
| Life360, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4472332) | 01/04/27 | (0.29)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (202361)<br>|
| Life360, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (395421) | 12/08/27 | (0.06)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31859 |
| Life360, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4717926) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6225 |
| Lifedrink Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (683640) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 74394 |
| Lifedrink Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (364932) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 15742 |
| Lifedrink Co., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375355) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 40846 |
| LIFENET INSURANCE CO. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119628) | 05/12/27 | (1.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6806 |
| LIFENET INSURANCE CO. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (296257) | 03/24/27 | (1.40)% | 1D TONA | Monthly  | &nbsp;&nbsp; 7069 |
| LIFENET INSURANCE CO. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1461659) | 02/26/26 | (1.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 83153 |
| LIFENET INSURANCE CO. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (346659) | 02/10/26 | (1.33)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3479)<br>|
| LIFENET INSURANCE CO. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1405283) | 01/06/27 | (1.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 79946 |
| Lifestyle Communities Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (389429) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 9501 |
| Lifestyle Communities Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1077485) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 42771 |
| Lifestyle Communities Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (846136) | 01/06/27 | (1.50)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 33587 |
| Ligand Pharmaceuticals, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74024) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2947 |
| Ligand Pharmaceuticals, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5884949) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 119452 |
| Light & Wonder, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1484333) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1946)<br>|
| Lincoln National Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13932257) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (114780)<br>|
| Lindab International AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1757059) | 11/17/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 111963 |
| Lindab International AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2157703) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 36748 |
| Lineage, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2514832) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (33541)<br>|
| Lineage, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (158298) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3638 |
| LINK Mobility Group Holding ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (853337) | 12/11/26 | (0.65)% | NOWA | Monthly  | &nbsp;&nbsp; 4230 |
| LINK Mobility Group Holding ASA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1026465) | 01/04/27 | (1.00)% | NOWA | Monthly  | &nbsp;&nbsp; 5088 |
| LINK Mobility Group Holding ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (674586) | 12/08/27 | (0.81)% | NOWA | Monthly  | &nbsp;&nbsp; 20779 |
| LINK Mobility Group Holding ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (483620) | 04/24/28 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; 249 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Lion Corp. | Barclays Bank PLC | $(2204541) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $27828 |
| Liontown Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (147174) | 02/25/26 | (1.15)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 22352 |
| Liontown Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (699443) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 114507 |
| Liquidia Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3517826) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (326480)<br>|
| Liquidia Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6452261) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (207377)<br>|
| Liquidia Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1076539) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (99911)<br>|
| Liquidia Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2921309) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (93892)<br>|
| Liquidity Services, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115014) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2874)<br>|
| LivaNova PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (325962) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12576)<br>|
| Live Nation Entertainment, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (882916) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10216 |
| Live Nation Entertainment, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (168393) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8911)<br>|
| Live Nation Entertainment, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1043347) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (42874)<br>|
| Live Nation Entertainment, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (399620) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19567)<br>|
| Live Oak Bancshares, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1034509) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60195)<br>|
| Lixil Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5867000) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 260767 |
| LKQ Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6328245) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28765 |
| Lloyds Banking Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (218673) | 01/20/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (15503)<br>|
| Loar Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9344191) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 576581 |
| Loar Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3285682) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 220774 |
| Loews Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1035317) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32207)<br>|
| Loews Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (462234) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14309)<br>|
| Loews Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1279182) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22285)<br>|
| Loews Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2922803) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (90481)<br>|
| Loews Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2226175) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (65750)<br>|
| Logista Integral SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9064784) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 60587 |
| &nbsp;&nbsp;&nbsp; Logitech International SA, Class N, <br> Registered Shares<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3535838) | 01/20/31 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 172029 |
| Lottomatica Group Spa | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1704115) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3179 |
| Lotus Bakeries NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1065076) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (66730)<br>|
| Lotus Bakeries NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15089026) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (944892)<br>|
| Lotus Bakeries NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6545974) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (409916)<br>|
| Lotus Bakeries NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8495563) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1183736)<br>|
| Lotus Bakeries NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4692657) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (659842)<br>|
| Lotus Bakeries NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54467) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4481)<br>|
| Lotus Bakeries NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8152249) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (654616)<br>|
| Lotus Bakeries NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2096931) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (131312)<br>|
| Lowe's Cos, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (869146) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7610 |
| Lowe's Cos, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7974) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 229 |
| Lowe's Cos, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2230394) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 64004 |
| Lowe's Cos, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9280109) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 266033 |
| Lowe's Cos, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (812982) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1284)<br>|
| Lowe's Cos, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1964382) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 64250 |
| LPL Financial Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13674773) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 440142 |
| LPL Financial Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6534278) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 237176 |
| LTC Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4344274) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 15430 |
| Lululemon Athletica, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1003279) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 95181 |
| Lululemon Athletica, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1441414) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 149242 |
| Lumen Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1144919) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (91089)<br>|
| Lumen Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (11873189) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (233346)<br>|
| &nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton <br> SE<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13158770) | 02/26/27 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 800569 |
| &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; (207136) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (684)<br>|
| LXP Industrial Trust | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112497) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (724)<br>|
| Lyft, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165689) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Lynas Rare Earths Ltd. | Bank of America N.A. | $(2874097) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; $285191 |
| Lynas Rare Earths Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3652472) | 01/20/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 374872 |
| Lynas Rare Earths Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (311273) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 30166 |
| Lynas Rare Earths Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (925866) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 126827 |
| Lynas Rare Earths Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1231687) | 01/07/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 154793 |
| Lynas Rare Earths Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (618512) | 12/08/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (9383)<br>|
| Lynas Rare Earths Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2139052) | 09/03/29 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 135088 |
| LyondellBasell Industries NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181643) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6811 |
| LyondellBasell Industries NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (590588) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17190 |
| LyondellBasell Industries NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1518189) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 72199 |
| M&A Capital Partners Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (490669) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 30334 |
| M&A Capital Partners Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134608) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8322 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4602734) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (87460)<br>|
| M&T Bank Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (313518) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| M3, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (709683) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 72989 |
| M3, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1194657) | 01/20/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 18747 |
| M3, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7796887) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 242931 |
| Macerich Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112137) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3734)<br>|
| &nbsp;&nbsp;&nbsp; MACOM Technology Solutions <br> Holdings, Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4629614) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5038 |
| Macquarie Technology Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112129) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3022)<br>|
| Macquarie Technology Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (448352) | 05/12/27 | (0.99)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1071 |
| Macquarie Technology Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127708) | 03/22/27 | (2.00)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3442)<br>|
| Macquarie Technology Group Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41766) | 02/10/26 | (1.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (443)<br>|
| Macquarie Technology Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (542868) | 01/06/27 | (0.53)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1297 |
| Macquarie Technology Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (473897) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (12773)<br>|
| &nbsp;&nbsp;&nbsp; Madison Square Garden <br> Entertainment Corp., Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3552075) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (80251)<br>|
| &nbsp;&nbsp;&nbsp; Madison Square Garden Sports <br> Corp., Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1072571) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 6990 |
| Madrigal Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6911799) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 121155 |
| Magellan Financial Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2240763) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 110069 |
| Magnite, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25304) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1024 |
| Magnite, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115654) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3338 |
| Magnite, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1277871) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4468 |
| Magnum Ice Cream Co NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8444857) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (145022)<br>|
| Magnum Ice Cream Co NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1509565) | 02/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (217649)<br>|
| Mainfreight Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (213561) | 03/22/27 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 4209 |
| Mainfreight Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (905302) | 08/19/26 | (0.40)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 17842 |
| Makita Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1923553) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (168129)<br>|
| Makita Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1130365) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (123949)<br>|
| Makita Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2323355) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (254764)<br>|
| Makita Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4609135) | 01/21/28 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (505408)<br>|
| Manhattan Associates, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (931392) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18536 |
| Mapfre SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12944014) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 193363 |
| Mapfre SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107171) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 346 |
| Maple Leaf Foods, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (390591) | 12/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 4892 |
| Maple Leaf Foods, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4311404) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 53998 |
| Maplebear, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4473037) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 145569 |
| Maplebear, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (20562660) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2805085 |
| Mapletree Industrial Trust | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1256524) | 12/24/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 622 |
| MARA Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (347314) | 01/24/28 | (0.34)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (91)<br>|
| Marathon Petroleum Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2329343) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24203)<br>|
| MarineMax, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (141988) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9325 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Markel Group, Inc. | Bank of America N.A. | $(1691364) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(14611)<br>|
| Markel Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (755712) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7488)<br>|
| Markel Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2470721) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28074 |
| Markel Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8577864) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 425507 |
| Markel Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (837250) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4669 |
| Marks & Spencer Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7389305) | 02/15/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (61277)<br>|
| Marks & Spencer Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (14191281) | 02/15/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (117684)<br>|
| Marks & Spencer Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7543062) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (60971)<br>|
| Marks & Spencer Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (23734971) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (196826)<br>|
| Marks & Spencer Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1817294) | 01/20/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (5225)<br>|
| Marriott International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4151795) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 82218 |
| Marriott International, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (39321550) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1266101 |
| Marriott Vacations Worldwide Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2687296) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 378686 |
| Marshalls PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1070676) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 139343 |
| Martin Marietta Materials, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3944371) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 726 |
| Marubeni Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3901449) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9856 |
| Marubeni Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (19168960) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (30447)<br>|
| Marubeni Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (22378497) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 56534 |
| Marubeni Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4954526) | 01/21/28 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (1122)<br>|
| Marubeni Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4320829) | 02/26/26 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8319)<br>|
| Marubeni Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9753584) | 02/26/26 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1916)<br>|
| Marubeni Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (28469119) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3131011)<br>|
| Marubeni Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3036743) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (347683)<br>|
| Maruwa Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (518480) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4197)<br>|
| Maruwa Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (15950892) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (129118)<br>|
| Maruwa Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (24124580) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (195281)<br>|
| Maruwa Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3411012) | 01/21/28 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 213457 |
| Maruwa Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2853528) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 178651 |
| Maruwa Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1377565) | 02/26/26 | (0.24)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 86245 |
| Maruwa Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (609977) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4938)<br>|
| Maruwa Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1563712) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (127303)<br>|
| Maruzen Showa Unyu Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (266277) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (290)<br>|
| Maruzen Showa Unyu Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (476867) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12745)<br>|
| Maruzen Showa Unyu Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (168461) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (183)<br>|
| Maruzen Showa Unyu Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192841) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3005)<br>|
| Maruzen Showa Unyu Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124987) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (136)<br>|
| Marzetti Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (344994) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6038)<br>|
| Masco Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63733) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4582 |
| Masco Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (884096) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3381 |
| Masco Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4588101) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 193843 |
| Masco Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1620569) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44653 |
| Masco Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (770427) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 41983 |
| Masco Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1798317) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 98020 |
| Masco Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (13106272) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 942341 |
| Masco Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156235) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11233 |
| Masterbrand, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6222313) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (256590)<br>|
| MatsukiyoCocokara & Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (945393) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8698 |
| MatsukiyoCocokara & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7456507) | 01/20/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 54211 |
| MatsukiyoCocokara & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2317816) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 24914 |
| MatsukiyoCocokara & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11468031) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 123608 |
| Matsuya Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1478392) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6366)<br>|
| Matsuya Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2625315) | 12/08/27 | (0.03)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (139240)<br>|
| Mattel, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (418) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Mattel, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (314066) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15)<br>|
| Mattel, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (548104) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (279)<br>|
| Max Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (888134) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12808 |
| Max Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1136094) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 23964 |
| McCormick & Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (262778) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26278 |
| McCormick & Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (21289917) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2103326 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| McEwen, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(2464035) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $187583 |
| MDA Space Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (825955) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 16573 |
| MDA Space Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1199361) | 08/17/26 | (0.50)% | CABROVER | Monthly  | &nbsp;&nbsp; (14007)<br>|
| MDA Space Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (415945) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (20893)<br>|
| Mebuki Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5578199) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (200655)<br>|
| Mebuki Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11331171) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (407597)<br>|
| Mebuki Financial Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1062911) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (84561)<br>|
| Mechanics Bancorp | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (716490) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14632)<br>|
| Medacta Group SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119372) | 12/08/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 2972 |
| MediaAlpha, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1006205) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 84676 |
| MediaAlpha, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199574) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25224 |
| Medibank Pvt Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80769) | 12/08/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 197 |
| Medibank Pvt Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (157158) | 04/18/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 383 |
| Medical Properties Trust, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1148461) | 02/15/28 | (0.65)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31160 |
| Medical Properties Trust, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2463616) | 01/04/27 | (0.59)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 33881 |
| Medical Properties Trust, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2053078) | 12/08/27 | (0.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 158510 |
| Medincell SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (141276) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 30394 |
| Medley, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11958956) | 05/12/27 | (5.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1050418 |
| Medtronic PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12160702) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (248243)<br>|
| Mega Or Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111465) | 12/08/27 | (1.25)% | SHIR | Monthly  | &nbsp;&nbsp; 1126 |
| Megaport Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1231942) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 94463 |
| Meiko Electronics Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4990941) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1135241)<br>|
| Melia Hotels International SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1580710) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 26448 |
| Melia Hotels International SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6436713) | 12/08/27 | (0.21)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 455401 |
| Melisron Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69241) | 06/07/28 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; 5304 |
| Melrose Industries PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1070053) | 01/20/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 6875 |
| Menicon Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (368226) | 03/24/27 | (0.05)% | 1D TONA | Monthly  | &nbsp;&nbsp; (7199)<br>|
| Menicon Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1498621) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (35588)<br>|
| Menora Mivtachim Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112275) | 06/07/28 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; (672)<br>|
| Menora Mivtachim Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (720941) | 01/13/31 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; (2230)<br>|
| Mercari, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38440) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1506)<br>|
| Mercari, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1509844) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (59149)<br>|
| Mercari, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1278255) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (179777)<br>|
| Mercari, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (21532655) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1527331)<br>|
| Mercari, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16627661) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1179415)<br>|
| Mercari, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (298969) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (42792)<br>|
| Mercedes-Benz Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6967457) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (19850)<br>|
| Merck & Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (30748482) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 166421 |
| Merck KGaA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153708) | 02/15/28 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3822 |
| Merck KGaA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12001922) | 06/25/26 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 209599 |
| Mercury Systems, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115498) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6598 |
| Meridian Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3997928) | 10/09/27 | (0.40)% | 1M BBR | Monthly  | &nbsp;&nbsp; 39165 |
| Meridian Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2915477) | 09/07/26 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (60348)<br>|
| Meridian Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (603727) | 03/22/27 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (12497)<br>|
| Meridian Energy Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49986) | 02/10/26 | (0.25)% | 1M BBR | Monthly  | &nbsp;&nbsp; 315 |
| Meridian Energy Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2131756) | 12/08/27 | (0.26)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 13438 |
| Meridian Energy Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1322902) | 12/08/27 | (0.30)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 8339 |
| Merlin Properties Socimi SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2777375) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (37202)<br>|
| Merlin Properties Socimi SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (14353340) | 12/08/27 | 0.09% | 1D ESTR | Monthly  | &nbsp;&nbsp; 203551 |
| &nbsp;&nbsp;&nbsp; Meshek Energy Renewable Energies <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (150339) | 01/13/31 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; (6326)<br>|
| Meta Platforms, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5169169) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (406634)<br>|
| Metallus, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (662224) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26757 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Metallus, Inc. | Barclays Bank PLC | $(1619779) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $31838 |
| Metallus, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (793908) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 32077 |
| Methanex Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5773213) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 97612 |
| Methanex Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1083281) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 16630 |
| Metropole Television SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2739766) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (33164)<br>|
| Metropolitan Bank Holding Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1144066) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (144278)<br>|
| MFA Financial, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1140443) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31072 |
| MGE Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (350021) | 04/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 306 |
| MGE Energy, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3150110) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2758 |
| Microchip Technology, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (571850) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11291)<br>|
| Microchip Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2553301) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15224)<br>|
| Microchip Technology, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2026605) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24670 |
| Microchip Technology, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145773) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2878)<br>|
| Micronics Japan Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12957586) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 272182 |
| Mid Penn Bancorp, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (400773) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16539 |
| Mid Penn Bancorp, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (457358) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8328)<br>|
| Mid Penn Bancorp, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55779) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2302 |
| Mid Penn Bancorp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (266004) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4844)<br>|
| &nbsp;&nbsp;&nbsp; Mid-America Apartment Communities, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2374244) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 13519 |
| Middleby Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2731657) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9453 |
| Middleby Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6125669) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 439314 |
| Middlesex Water Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (984073) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48409 |
| Middlesex Water Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (799847) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16452 |
| Middlesex Water Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (624721) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 30731 |
| Middlesex Water Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (706860) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34772 |
| &nbsp;&nbsp;&nbsp; Migdal Insurance & Financial <br> Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137336) | 05/23/28 | (0.75)% | SHIR | Monthly  | &nbsp;&nbsp; (1263)<br>|
| MINEBEA MITSUMI, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3620205) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 49872 |
| MINEBEA MITSUMI, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (19207967) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1196896 |
| MINEBEA MITSUMI, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (382349) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18214)<br>|
| MINEBEA MITSUMI, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (19446804) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1075966)<br>|
| &nbsp;&nbsp;&nbsp; MIRARTH Real Estate Investment <br> Corp.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (744066) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17753 |
| &nbsp;&nbsp;&nbsp; MIRARTH Real Estate Investment <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4490340) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 70224 |
| Mirion Technologies, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4232029) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 285897 |
| Mirion Technologies, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95283) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6605 |
| MISUMI Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1565130) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11860)<br>|
| MISUMI Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5635129) | 09/09/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9873 |
| MISUMI Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1011831) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3128)<br>|
| Mitek Systems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1354835) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9399 |
| Mitek Systems, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (613522) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4256 |
| Mitsubishi Chemical Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3354088) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9073)<br>|
| Mitsubishi Chemical Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1513554) | 09/09/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12875)<br>|
| Mitsubishi Chemical Group Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (730867) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1977)<br>|
| Mitsubishi Estate Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9822461) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (35491)<br>|
| Mitsubishi Estate Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (822771) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2973)<br>|
| Mitsubishi Materials Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1438325) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17139)<br>|
| Mitsubishi Motors Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60312) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 329 |
| Mitsubishi Motors Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1198260) | 01/21/28 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (38769)<br>|
| Mitsubishi Motors Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1869282) | 02/26/26 | (0.23)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25349)<br>|
| Mitsubishi Motors Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (496484) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13618)<br>|
| Mitsubishi UFJ Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2736303) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14317 |
| Mitsui E&S Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134394) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5521 |
| Mitsui E&S Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (806363) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 33124 |
| Mitsui E&S Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1327241) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (103696)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Mitsui E&S Co., Ltd. | Barclays Bank PLC | $(8247854) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(644397)<br>|
| Mitsui E&S Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (398547) | 03/24/27 | (0.35)% | 1D TONA | Monthly  | &nbsp;&nbsp; 16372 |
| Mitsui E&S Co., Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1533481) | 02/10/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (141871)<br>|
| Mitsui E&S Co., Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (333542) | 02/10/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (30858)<br>|
| Mitsui E&S Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (902689) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (70526)<br>|
| Mitsui E&S Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (699775) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 28746 |
| Mitsui E&S Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2572021) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 105655 |
| Mitsui Fudosan Logistics Park, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4051403) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 301677 |
| Mitsui Fudosan Logistics Park, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12217941) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 408244 |
| Mitsui High-Tec, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4312500) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 253094 |
| Mitsui Kinzoku Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (899558) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 64302 |
| Mitsui OSK Lines Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6737044) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (143170)<br>|
| Mitsui-Soko Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3256814) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 127086 |
| Mitsui-Soko Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3724963) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 104021 |
| MIXI, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4147944) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4094 |
| MIXI, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (724216) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 715 |
| Mizrahi Tefahot Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (147896) | 02/15/28 | (0.60)% | SHIR | Monthly  | &nbsp;&nbsp; 2233 |
| Mizrahi Tefahot Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6943965) | 02/15/28 | (0.60)% | SHIR | Monthly  | &nbsp;&nbsp; 68337 |
| Mizrahi Tefahot Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (635706) | 07/20/26 | (0.55)% | SHIR | Monthly  | &nbsp;&nbsp; 6275 |
| Mizrahi Tefahot Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2491331) | 12/08/27 | (0.70)% | SHIR | Monthly  | &nbsp;&nbsp; (42664)<br>|
| Mizuho Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9500898) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (137877)<br>|
| Mizuho Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (39021662) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (523367)<br>|
| Mizuho Financial Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1750971) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29163)<br>|
| Mizuno Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1607392) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 115680 |
| Mizuno Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2244479) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 66994 |
| Mizuno Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2942421) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 211759 |
| Mizuno Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2494340) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 74451 |
| Mizuno Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13608) | 02/10/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1177 |
| Mizuno Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (856361) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 25561 |
| Mizuno Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (281235) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 24330 |
| Mizuno Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44650) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3213 |
| MKS, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1585152) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40119)<br>|
| Modine Manufacturing Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5185328) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1305471)<br>|
| Modine Manufacturing Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1472500) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (370776)<br>|
| Modine Manufacturing Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7841160) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4225078)<br>|
| Mohawk Industries, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (10381081) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 444855 |
| Molina Healthcare, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (316972) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| Moncler SpA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (13145770) | 06/25/26 | (0.13)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 142017 |
| Moncler SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4459653) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 329924 |
| Moncler SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1806244) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 133960 |
| Monday.com Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (576122) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52059 |
| Monday.com Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (304601) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29660 |
| Mondelez International, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13721397) | 12/08/27 | (0.09)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1138579)<br>|
| Mondelez International, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4236847) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (181)<br>|
| Mondi PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4942037) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 132692 |
| Mondi PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71968) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1932 |
| Mondi PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13930475) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 764413 |
| Mondi PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (417084) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 22733 |
| Monex Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5066572) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20938)<br>|
| Monex Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1325085) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8583)<br>|
| Money Forward, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16013155) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1048226 |
| MongoDB, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3313264) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 276156 |
| MongoDB, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8201579) | 02/24/28 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 667665 |
| Monolithic Power Systems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7672504) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (871036)<br>|
| Monolithic Power Systems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7924053) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (349691)<br>|
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2675093) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (19494)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| MonotaRO Co., Ltd. | Bank of America N.A. | $(2928626) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $182276 |
| MonotaRO Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2106525) | 01/20/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 27878 |
| MonotaRO Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7121892) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 409793 |
| MonotaRO Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7297936) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 419922 |
| MonotaRO Co., Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (302692) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 34262 |
| MonotaRO Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1049535) | 12/08/27 | (0.09)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 118798 |
| MonotaRO Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (711858) | 12/08/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 80576 |
| Monro, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (263566) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31925 |
| Montage Gold Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (255163) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (16523)<br>|
| Montage Gold Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (133291) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (31839)<br>|
| Montana Aerospace AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (249829) | 01/14/28 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (17386)<br>|
| Montea NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2577424) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 19441 |
| Morgan Advanced Materials PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1844207) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 4018 |
| Morgan Advanced Materials PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1859758) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 62777 |
| &nbsp;&nbsp;&nbsp; Mori Hills REIT Investment Corp., <br> Class C<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9077941) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 165723 |
| Morinaga & Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3342302) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 78890 |
| MOS Food Services, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4001783) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 59864 |
| MOS Food Services, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (938020) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 895 |
| MOS Food Services, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (451522) | 02/10/26 | (0.74)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2029 |
| MOS Food Services, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (295916) | 01/06/27 | (0.31)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4427 |
| Mosaic Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63877) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6)<br>|
| &nbsp;&nbsp;&nbsp; MS&AD Insurance Group Holdings, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15030282) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (75364)<br>|
| Msa Safety, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78141) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2675 |
| Msa Safety, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19584) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 629 |
| &nbsp;&nbsp;&nbsp; MSC Industrial Direct Co., Inc., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (110591) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (148)<br>|
| MSCI, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12863668) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (256494)<br>|
| MTR Corp. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2553201) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (290029)<br>|
| MTR Corp. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1195200) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (135768)<br>|
| MTR Corp. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (928432) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (48790)<br>|
| MTR Corp. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (838667) | 09/09/26 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (5900)<br>|
| MTR Corp. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (333544) | 08/19/26 | (0.27)% | HONIA | Monthly  | &nbsp;&nbsp; (37889)<br>|
| MTR Corp. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12470503) | 01/06/27 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (578285)<br>|
| MTR Corp. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3553646) | 01/11/27 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (129730)<br>|
| MTR Corp. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90425) | 12/08/27 | (0.30)% | 1D HIBOR | Monthly  | &nbsp;&nbsp; (13488)<br>|
| MTR Corp. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (11759416) | 04/18/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (1335801)<br>|
| MTR Corp. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8799211) | 09/03/29 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (999539)<br>|
| MTU Aero Engines AG, Class N | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3522832) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 21 |
| Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3906482) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (70167)<br>|
| Murphy USA, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43518) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Myer Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (98870) | 01/20/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 9590 |
| Nankai Electric Railway Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114983) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5729 |
| Napco Security Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33640) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2357 |
| Napco Security Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (625737) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26127 |
| Nasdaq, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9372180) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 137982 |
| National Australia Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4354114) | 01/27/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (72824)<br>|
| National Australia Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (32320345) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (539581)<br>|
| National Australia Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6221974) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (103875)<br>|
| National Australia Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13313443) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (244633)<br>|
| National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (896341) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (14964)<br>|
| National Bank of Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17423060) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 387436 |
| National Fuel Gas Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1958) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (52)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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 Fuel Gas Co. | Barclays Bank PLC | $(349120) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $134 |
| National Grid PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (19390517) | 12/10/26 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; (900612)<br>|
| National Grid PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10629383) | 07/06/26 | 0.04% | 1D SONIA | Monthly  | &nbsp;&nbsp; (493692)<br>|
| National Grid PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (19068539) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (978586)<br>|
| National Presto Industries, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (309987) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21380)<br>|
| National Presto Industries, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (258008) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22526)<br>|
| National Vision Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6658915) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 84827 |
| Navigator Co SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8700627) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 146384 |
| Navigator Co SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (167672) | 01/04/27 | (0.75)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2821 |
| Navigator Co SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (394925) | 12/08/27 | (0.47)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5205 |
| Navigator Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1372385) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20293)<br>|
| Navigator Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (268582) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1604)<br>|
| Navigator Holdings Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (180682) | 06/25/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1079)<br>|
| Navigator Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2040299) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30169)<br>|
| &nbsp;&nbsp;&nbsp; Navitas Semiconductor Corp., <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (603823) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61841 |
| &nbsp;&nbsp;&nbsp; Navitas Semiconductor Corp., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (154401) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37001 |
| Nayax Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (578136) | 04/07/27 | (3.00)% | SHIR | Monthly  | &nbsp;&nbsp; 41496 |
| NB Bancorp, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2752339) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (205642)<br>|
| NB Bancorp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34195) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2555)<br>|
| NBT Bancorp, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1770080) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29157)<br>|
| NBT Bancorp, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3251105) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 74360 |
| NBT Bancorp, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (330316) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (5441)<br>|
| nCino, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112128) | 12/08/27 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7748 |
| NCR Atleos Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10588941) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 332709 |
| Nebius Group NV, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (405928) | 02/23/27 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61590 |
| Nebius Group NV, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83424) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8542 |
| Neinor Homes SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (821990) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (37714)<br>|
| Neogen Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (860217) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (69108)<br>|
| Neogen Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1125494) | 04/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (90420)<br>|
| Neogen Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4477902) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (235194)<br>|
| NeoGenomics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3170190) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 190261 |
| Neste OYJ | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (319722) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (11060)<br>|
| Neste OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171000) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8326)<br>|
| Neste OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (907779) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1956 |
| &nbsp;&nbsp;&nbsp; Nestle SA, Class N, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6263472) | 02/26/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (30002)<br>|
| &nbsp;&nbsp;&nbsp; Nestle SA, Class N, Registered <br> Shares<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (14864901) | 07/06/26 | (0.14)% | SSARON | Monthly  | &nbsp;&nbsp; (150270)<br>|
| &nbsp;&nbsp;&nbsp; Nestle SA, Class N, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2849157) | 01/06/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (26235)<br>|
| NetApp, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (447522) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12309 |
| NetApp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (757780) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30626 |
| NetApp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (909963) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2924 |
| Netcompany Group A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2697881) | 06/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; 139116 |
| Netflix, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (23773500) | 08/18/26 | 0.45% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1231200 |
| NETSTREIT Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (608846) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11499)<br>|
| Neurocrine Biosciences, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1653454) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11921)<br>|
| Neurocrine Biosciences, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1454378) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3369)<br>|
| Neurocrine Biosciences, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (586740) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8076 |
| Neurocrine Biosciences, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3064412) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25510)<br>|
| New Gold, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (398698) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 45719 |
| New Gold, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47854) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 10209 |
| New Gold, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1765631) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 245746 |
| New Jersey Resources Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1657308) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (67268)<br>|
| New Wave Group AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7763848) | 12/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 379602 |
| New York Times Co., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8186177) | 12/08/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (140520)<br>|
| Newmark Group, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2986232) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (80848)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| NewMarket Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(8122621) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $(300489)<br>|
| NewMarket Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1831107) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24298)<br>|
| News Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5088279) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (46988)<br>|
| Nexans SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (768847) | 02/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (43286)<br>|
| Nexgen Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4076451) | 10/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 42463 |
| Nexgen Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34480) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 359 |
| Nexgen Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (971513) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 33785 |
| Nexgen Energy Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (21315381) | 08/18/26 | (0.15)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (1059881)<br>|
| Nexgen Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (326729) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 3403 |
| Nexi SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (727898) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 41714 |
| Nexi SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (428989) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 30238 |
| Nexi SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (194006) | 01/13/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 9241 |
| Nexon Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2474027) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 246684 |
| Nexon Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2042885) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 274887 |
| Nexstar Media Group, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1359320) | 12/08/27 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10531)<br>|
| Nexstar Media Group, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43113) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Next Vision Stabilized Systems Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (231003) | 07/19/27 | (0.75)% | SHIR | Monthly  | &nbsp;&nbsp; (3750)<br>|
| Next Vision Stabilized Systems Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (633589) | 05/23/28 | (0.75)% | SHIR | Monthly  | &nbsp;&nbsp; (25769)<br>|
| Nextage Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5098992) | 05/12/27 | (0.42)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 217921 |
| NEXTDC Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4499484) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (103546)<br>|
| NEXTDC Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6281837) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (144564)<br>|
| NextDecade Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26436) | 02/15/28 | (0.61)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1093)<br>|
| NextDecade Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163500) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (6759)<br>|
| NextEra Energy, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3240997) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (107817)<br>|
| NextNav, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1091379) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 170027 |
| Nextpower, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (599525) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (101727)<br>|
| Nextpower, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (438146) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (46256)<br>|
| Nextpower, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4623292) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (523516)<br>|
| NFI Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1279782) | 01/04/27 | (1.24)% | CABROVER | Monthly  | &nbsp;&nbsp; 9980 |
| NFI Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (346681) | 04/21/28 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; 14654 |
| NGEx Minerals Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115619) | 02/24/28 | (1.79)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 10643 |
| NHK Spring Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5031436) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (68102)<br>|
| nib holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109783) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (297)<br>|
| Nibe Industrier AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4008757) | 02/26/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 218414 |
| Nibe Industrier AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1329641) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 68883 |
| Nice Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2264552) | 01/13/31 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; 153410 |
| Nichias Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6692552) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 190669 |
| Nichias Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3531336) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (65770)<br>|
| Nick Scali Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7470849) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 357490 |
| Nickel Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (362940) | 01/20/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 352 |
| Nifco, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2350839) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 102967 |
| Nihon M&A Center Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20545877) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 280327 |
| NIKE, Inc., Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (372504) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20496 |
| NIKE, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6378357) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 355652 |
| NIKE, Inc., Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (422255) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8560 |
| Nikkon Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15383364) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (86868)<br>|
| Nikkon Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (668480) | 03/24/27 | (0.05)% | 1D TONA | Monthly  | &nbsp;&nbsp; (40315)<br>|
| Nikkon Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3236433) | 01/06/27 | (0.26)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18337)<br>|
| Nikkon Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1851176) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (111642)<br>|
| Nikon Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1134014) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1214 |
| Nikon Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7712555) | 09/09/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8256 |
| Nikon Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7774831) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (420349)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Nikon Corp. | BNP Paribas SA | $(12582306) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; $(680266)<br>|
| Nintendo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2576988) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 205241 |
| Nintendo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5209187) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 304687 |
| NioCorp Developments Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131436) | 04/16/26 | (0.54)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9506 |
| NioCorp Developments Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (391744) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28334 |
| Nippon Building Fund, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (447687) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10795 |
| Nippon Building Fund, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6770440) | 09/09/26 | (0.35)% | 1D TONA | Monthly  | &nbsp;&nbsp; 163250 |
| Nippon Building Fund, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5006305) | 03/24/27 | (0.35)% | 1D TONA | Monthly  | &nbsp;&nbsp; 120713 |
| Nippon Building Fund, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (403964) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9740 |
| Nippon Building Fund, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (49484391) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (157189)<br>|
| Nippon Building Fund, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10055289) | 12/08/27 | (0.11)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29418)<br>|
| Nippon Building Fund, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2227340) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 58646 |
| Nippon Building Fund, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1619810) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 35494 |
| Nippon Paint Holdings Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2031368) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 59282 |
| Nippon Paint Holdings Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (466462) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13613 |
| Nippon Paint Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (27349287) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 169032 |
| Nippon Paint Holdings Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (24167807) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 705299 |
| Nippon Paint Holdings Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1435103) | 01/21/28 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 8827 |
| Nippon Paint Holdings Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1072351) | 02/26/26 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6628 |
| Nippon Paint Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1163885) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7193 |
| Nippon Paint Holdings Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1082838) | 12/08/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23091 |
| Nippon Paint Holdings Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2051014) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 43737 |
| Nippon Pillar Packing Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1978108) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (218297)<br>|
| Nippon Pillar Packing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4132954) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (259856)<br>|
| Nippon Pillar Packing Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (698258) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (65890)<br>|
| Nippon Sanso Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6746049) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 352750 |
| Nippon Sanso Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (30525310) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 1596163 |
| Nippon Sanso Holdings Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5197698) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (54699)<br>|
| Nippon Sanso Holdings Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (323375) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 16909 |
| Nippon Sanso Holdings Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (636145) | 02/10/26 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 26248 |
| Nippon Sanso Holdings Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (224121) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 11719 |
| Nippon Steel Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (14034894) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 586149 |
| Nippon Steel Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3341952) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 139572 |
| Nippon Television Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (24507937) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 277037 |
| Nippon Yakin Kogyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5650136) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 109639 |
| Nippon Yakin Kogyo Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (897357) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 46164 |
| Nipro Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (335044) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7892 |
| Nishimatsuya Chain Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (477870) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9055)<br>|
| Nishimatsuya Chain Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1379194) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9716 |
| NiSource, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (376410) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4307)<br>|
| NiSource, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13975506) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (200351)<br>|
| NiSource, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6872879) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (119094)<br>|
| NiSource, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (627950) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1898)<br>|
| NiSource, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (185806) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1851)<br>|
| Nissan Motor Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4217257) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 327711 |
| Nissan Motor Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5144163) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 393741 |
| Nissan Motor Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10940671) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 850472 |
| Nissan Motor Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1719116) | 09/09/26 | (0.35)% | 1D TONA | Monthly  | &nbsp;&nbsp; 176996 |
| Nisshin Oillio Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1302365) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4718)<br>|
| Niterra Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6722140) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 181353 |
| Niterra Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4066535) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 109709 |
| Niterra Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12538216) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 624014 |
| Niterra Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3897316) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 194076 |
| Niterra Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (42971710) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2139882 |
| Niterra Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1208083) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23221 |
| Nitori Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288585) | 01/21/28 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; 1407 |
| Nitori Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (20031809) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (140789)<br>|
| Nitori Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13406595) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (94225)<br>|
| Nitori Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8449) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (98)<br>|
| Nitori Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1375426) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (16023)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Nitori Holdings Co. Ltd. | UBS AG | $(841732) | 01/20/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; $4128 |
| Nittetsu Mining Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112313) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (19957)<br>|
| Nitto Boseki Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (645217) | 02/26/26 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 82158 |
| Nitto Boseki Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (278960) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 11745 |
| Nitto Denko Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2547300) | 02/26/26 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 162737 |
| Nitto Denko Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42069) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2067 |
| Nitto Denko Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7200812) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 353804 |
| Nitto Kogyo Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4844851) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 123015 |
| Nitto Kogyo Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181468) | 02/10/26 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (450)<br>|
| Nitto Kogyo Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (642608) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 16597 |
| Nitto Kogyo Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (422861) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5520 |
| NKT A/S, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5211037) | 01/04/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (315207)<br>|
| nLight, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2633350) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (106944)<br>|
| nLight, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1659888) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 82649 |
| nLight, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1328750) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (53962)<br>|
| nLight, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (308081) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12512)<br>|
| Noble Corp. PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8331737) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (666943)<br>|
| Noble Corp. PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10491974) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1833258)<br>|
| Noble Corp. PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2932554) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (224696)<br>|
| Nohmi Bosai Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2820715) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 147811 |
| Nohmi Bosai Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (811791) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 33729 |
| Nojima Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2387307) | 02/15/28 | (0.24)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 298194 |
| Nojima Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6031833) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 744857 |
| Nojima Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (596428) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 74499 |
| Nojima Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (238821) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 29492 |
| Nokia OYJ | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (307191) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3212 |
| Nokia OYJ | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (378220) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8454 |
| Nokia OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103981) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7001 |
| Nokian Renkaat OYJ | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (530645) | 01/13/28 | (1.40)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1439)<br>|
| Nokian Renkaat OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (296200) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7694 |
| Nomura Micro Science Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20267) | 02/15/28 | (4.05)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (71)<br>|
| Nomura Micro Science Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2949095) | 05/12/27 | (3.33)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 131162 |
| Nomura Micro Science Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (495412) | 03/24/27 | (3.45)% | 1D TONA | Monthly  | &nbsp;&nbsp; (1737)<br>|
| Nomura Micro Science Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (332308) | 02/10/26 | (2.58)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (56372)<br>|
| Nomura Micro Science Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (279232) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (979)<br>|
| NORBIT ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119918) | 12/11/26 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; (1110)<br>|
| Nordea Bank Abp | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5644530) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 190943 |
| Nordic Semiconductor ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1569867) | 03/17/27 | (0.25)% | NOWA | Monthly  | &nbsp;&nbsp; 48863 |
| Nordson Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (231395) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2230)<br>|
| Nordson Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (503325) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2634)<br>|
| Norsk Hydro ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1035838) | 08/17/26 | (0.25)% | NOWA | Monthly  | &nbsp;&nbsp; (10713)<br>|
| Norsk Hydro ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (18739431) | 12/08/27 | 0.07% | NOWA | Monthly  | &nbsp;&nbsp; (1244930)<br>|
| Norsk Hydro ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (17051849) | 12/08/27 | 0.06% | NOWA | Monthly  | &nbsp;&nbsp; (1132975)<br>|
| Norsk Hydro ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7465514) | 04/18/28 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; (52620)<br>|
| Norsk Hydro ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7596) | 01/20/31 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; (128)<br>|
| North West Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2171125) | 12/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 77109 |
| North West Co., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15690718) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 557270 |
| Northeast Bank | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3946124) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 164736 |
| Northeast Bank | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2071427) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 86475 |
| Northeast Bank | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2339262) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55678)<br>|
| Northeast Bank | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3229362) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8107 |
| Northern Star Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (25146720) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 659044 |
| Northern Star Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8915256) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 233651 |
| Northern Star Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2808882) | 01/21/28 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (23636)<br>|
| Northern Trust Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (941129) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1065 |
| Northern Trust Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7562852) | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (119792)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(7497521) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $180681 |
| Northwest Natural Holding Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8792561) | 12/08/27 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 76250 |
| Norwegian Cruise Line Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (327457) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17930)<br>|
| Norwegian Cruise Line Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (555149) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30415)<br>|
| NOV, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20938) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 147 |
| NOV, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3291083) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34526 |
| NOV, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (494977) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (308)<br>|
| Nova Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (664957) | 01/13/31 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; (39925)<br>|
| Novagold Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8841165) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 1583583 |
| Novagold Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (722304) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 129375 |
| Novanta, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136453) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29 |
| Novanta, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15715) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (160)<br>|
| Novanta, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (507449) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16243 |
| &nbsp;&nbsp;&nbsp; Novartis AG, Class N, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4416504) | 12/11/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 28616 |
| &nbsp;&nbsp;&nbsp; Novartis AG, Class N, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7075139) | 02/26/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 8583 |
| &nbsp;&nbsp;&nbsp; Novartis AG, Class N, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (20559778) | 12/08/27 | 0.07% | SSARON | Monthly  | &nbsp;&nbsp; (57834)<br>|
| Novo Nordisk A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29985482) | 01/06/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 1707316 |
| Novo Nordisk A/S, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7117411) | 08/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; (173645)<br>|
| Novo Nordisk A/S, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (18181192) | 09/03/29 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; (266210)<br>|
| Novonesis Novozymes B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4272856) | 02/26/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 260296 |
| Novonesis Novozymes B, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (14125093) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 1206545 |
| Novonesis Novozymes B, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18631257) | 05/12/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 1135513 |
| Novonesis Novozymes B, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2925861) | 04/18/28 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 249923 |
| Novonesis Novozymes B, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (22750702) | 09/03/29 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 1932585 |
| NPR-RIKEN Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2820496) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 82808 |
| NS Solutions Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4688634) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 501162 |
| NS Solutions Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1038303) | 01/06/27 | (0.81)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 110983 |
| NS United Kaiun Kaisha Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (927242) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12688 |
| NS United Kaiun Kaisha Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (796071) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10893 |
| NTT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16571976) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 72663 |
| Nucor Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1246179) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1250 |
| Nuix Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (418635) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 32870 |
| Nuix Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (271502) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 21318 |
| Nutanix, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1692681) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 95725 |
| Nutanix, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (426290) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22961 |
| Nutanix, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65328) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5546 |
| Nutex Health, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (454028) | 12/23/26 | (1.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30274 |
| Nutrien Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21167296) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 62065 |
| Nutrien Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12169018) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 33810 |
| Nuvalent, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5032943) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 408963 |
| Nuvation Bio, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (505819) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 74143 |
| OBIC Business Consultants Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (282613) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 52263 |
| OBIC Business Consultants Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3148328) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 370840 |
| OBIC Business Consultants Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (967320) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 116797 |
| Obic Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1446922) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 40548 |
| Obic Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (522909) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 36515 |
| Occidental Petroleum Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (342416) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14803)<br>|
| Occidental Petroleum Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3094114) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (160621)<br>|
| Occidental Petroleum Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (22583828) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1128408)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Ocular Therapeutix, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(1366781) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $243366 |
| Odakyu Electric Railway Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2249173) | 03/24/27 | (0.05)% | 1D TONA | Monthly  | &nbsp;&nbsp; 31962 |
| OGE Energy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5928913) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5424 |
| O-I Glass, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6466274) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 216769 |
| Oji Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5306940) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1077)<br>|
| Okasan Securities Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111637) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9192)<br>|
| Oklo, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (651150) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 80991 |
| Okta, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (906206) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11)<br>|
| Okta, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1273406) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 93305 |
| OKUMA Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7710154) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 222322 |
| Old Dominion Freight Line, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2239125) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3633 |
| Old Dominion Freight Line, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4393087) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 99806 |
| Old Dominion Freight Line, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (938267) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26543 |
| Old National Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17596446) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (137926)<br>|
| Old National Bancorp | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (25442824) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1165403)<br>|
| Old Republic International Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (755484) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2847)<br>|
| Old Second Bancorp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (122477) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6710 |
| Ollie's Bargain Outlet Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118470) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3)<br>|
| Olympus Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2618038) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 49969 |
| Olympus Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15226020) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 290611 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13890776) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (202340)<br>|
| Omnicom Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (12836664) | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 603406 |
| OMV AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5887781) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (114776)<br>|
| OMV AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (183614) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (253)<br>|
| OMV AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14400531) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (280722)<br>|
| OMV AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7112575) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (446167)<br>|
| ON Semiconductor Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3107725) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24828 |
| Ondas, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3725172) | 12/23/26 | (0.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 667107 |
| Ondas, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (331641) | 04/16/26 | (0.40)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 63638 |
| OneMain Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60098) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2)<br>|
| ONEOK, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (483614) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9027)<br>|
| ONEOK, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (448106) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3594)<br>|
| ONEOK, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137266) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8839)<br>|
| ONEOK, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6184182) | 12/08/27 | (0.08)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (368870)<br>|
| OneSpaWorld Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5175053) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 158290 |
| OPC Energy Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1493827) | 02/15/28 | (1.00)% | SHIR | Monthly  | &nbsp;&nbsp; (170119)<br>|
| OPC Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1926240) | 04/07/27 | (1.00)% | SHIR | Monthly  | &nbsp;&nbsp; (86425)<br>|
| OPC Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115883) | 06/17/27 | (1.10)% | SHIR | Monthly  | &nbsp;&nbsp; (13197)<br>|
| OPC Energy Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (226540) | 08/19/26 | (2.16)% | SHIR | Monthly  | &nbsp;&nbsp; (25799)<br>|
| OPC Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2411458) | 05/23/28 | (1.05)% | SHIR | Monthly  | &nbsp;&nbsp; (108196)<br>|
| OPC Energy Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (233549) | 06/07/28 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; (26597)<br>|
| Open House Group Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1012711) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 24170 |
| Open House Group Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1933046) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 55994 |
| Open Text Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1009206) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 129546 |
| Open Text Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2412969) | 10/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 305428 |
| Open Text Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1558306) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 76787 |
| Open Text Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15561777) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 1996900 |
| Option Care Health, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17802) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1040 |
| Option Care Health, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76734) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4484 |
| Ora Banda Mining Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7239587) | 01/06/27 | (0.75)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1581004 |
| Ora Banda Mining Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2593604) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 636303 |
| Oracle Corp. Japan | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5944722) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 301458 |
| Oracle Corp. Japan | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2533462) | 01/20/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 151653 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Orange SA | Barclays Bank PLC | $(13181188) | 12/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(604276)<br>|
| Orange SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5980268) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (373446)<br>|
| Orchid Island Capital, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77432) | 02/15/28 | (0.68)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3052 |
| Orchid Island Capital, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10526354) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 536207 |
| Orchid Island Capital, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (455347) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23266 |
| Orchid Island Capital, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7612277) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 300620 |
| Orchid Island Capital, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (420689) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 16579 |
| Orchid Island Capital, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13225158) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 675738 |
| Orchid Island Capital, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7667873) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (338741)<br>|
| Orchid Island Capital, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5905278) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 232720 |
| O'Reilly Automotive, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1113895) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22233 |
| Organo Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (934776) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (57783)<br>|
| Organo Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2058497) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (127244)<br>|
| Organo Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2411856) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6187)<br>|
| Organo Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9563453) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24244)<br>|
| Organo Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9467097) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (585202)<br>|
| Organo Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4494882) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (277848)<br>|
| Organo Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31596) | 01/21/28 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (81)<br>|
| Organo Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (789933) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2003)<br>|
| Organo Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1232295) | 02/26/26 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3124)<br>|
| Organo Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (377888) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23359)<br>|
| Organo Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4381585) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (84930)<br>|
| Orient Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114422) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 675 |
| Oriental Land Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (22583113) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 602070 |
| Oriental Land Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (35038169) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2190899 |
| Origin Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (214744) | 01/27/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 231 |
| Origin Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181875) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 938 |
| Origin Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4329424) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (297625)<br>|
| Orion OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83505) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (20)<br>|
| Orion OYJ, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1806046) | 12/08/27 | (0.08)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (94438)<br>|
| Orion OYJ, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5450125) | 12/08/27 | (0.08)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (284985)<br>|
| Orkla ASA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113598) | 01/06/27 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; (1721)<br>|
| Orla Mining Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (812586) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 117727 |
| Ormat Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1110990) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2273 |
| Ormat Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22023) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1716)<br>|
| Orsted AS | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4078537) | 11/09/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (185889)<br>|
| Orsted AS | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1458152) | 08/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; (118811)<br>|
| Orsted AS | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4815778) | 09/03/29 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; (392392)<br>|
| Orsted AS | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (335092) | 01/22/31 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 993 |
| &nbsp;&nbsp;&nbsp; Orsted AS, (Expires 10/18/25, Strike <br> Price DKK 66.60)<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5) | 11/09/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (1)<br>|
| OrthoPediatrics Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (189270) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12645 |
| Osaka Gas Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1733219) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (76337)<br>|
| Osaka Gas Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (363082) | 01/26/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1082)<br>|
| Osaka Gas Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9514718) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (160024)<br>|
| Osaka Gas Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5841011) | 09/09/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (98238)<br>|
| Osaka Gas Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (394504) | 01/21/28 | (0.05)% | 1D TONA | Monthly  | &nbsp;&nbsp; (3448)<br>|
| Osaka Gas Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1319110) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (96248)<br>|
| Osaka Soda Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1353790) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9440 |
| Osaka Soda Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8286379) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (34056)<br>|
| OSB Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4958466) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 143263 |
| OSG Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (514848) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20458)<br>|
| OSG Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9501612) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (149105)<br>|
| OSG Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (922729) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14480)<br>|
| OSG Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124096) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12686)<br>|
| OSG Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2186235) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (223489)<br>|
| Oshkosh Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (155323) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3)<br>|
| Oshkosh Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (364945) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25818 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Ouster, Inc. | SG Americas Securities LLC | $(3429469) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $848694 |
| Outfront Media, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6445677) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 180335 |
| Outfront Media, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (16336869) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 80214 |
| Oversea-Chinese Banking Corp. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10203415) | 02/15/28 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (431160)<br>|
| Oversea-Chinese Banking Corp. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (11940814) | 09/07/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (504576)<br>|
| Oversea-Chinese Banking Corp. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (887114) | 08/19/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (37486)<br>|
| Oversea-Chinese Banking Corp. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10701313) | 01/07/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (91813)<br>|
| Oxford Instruments PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113935) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (9336)<br>|
| Oxford Nanopore Technologies PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (441049) | 12/10/26 | (2.27)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 43498 |
| Oxford Nanopore Technologies PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (237165) | 01/04/27 | (1.63)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 23390 |
| Oxford Nanopore Technologies PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2245530) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (225950)<br>|
| PACCAR, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (18568642) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (117734)<br>|
| PACCAR, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (25355253) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 133384 |
| Packaging Corp. of America | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (21780047) | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57894)<br>|
| Packaging Corp. of America | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (699818) | 01/28/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (769)<br>|
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7913205) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (137096)<br>|
| Packaging Corp. of America | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165138) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (439)<br>|
| PACS Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (409827) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22195 |
| Pagegroup PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (963912) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 8765 |
| PagerDuty, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1455914) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53386 |
| Paladin Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (952485) | 01/20/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 32367 |
| Paladin Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (180432) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3232)<br>|
| Palantir Technologies, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3787653) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 486739 |
| Palo Alto Networks, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (554666) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20040 |
| Palo Alto Networks, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1254939) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14734 |
| Palo Alto Networks, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6327286) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (14434)<br>|
| Palo Alto Networks, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (159383) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9135 |
| Panasonic Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (665601) | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (739)<br>|
| Pandora A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (949275) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 13486 |
| Pandora A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2776489) | 03/01/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (120565)<br>|
| Pandora A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2441975) | 01/14/28 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; 61018 |
| Pandora A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (203647) | 01/03/31 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 3878 |
| Pandox AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8747845) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (27423)<br>|
| Pantoro Gold Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (566921) | 01/20/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 94027 |
| Pantoro Gold Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (721906) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 54084 |
| Pantoro Gold Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (677437) | 02/10/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 53177 |
| Pantoro Gold Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116537) | 01/06/27 | (1.00)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 8731 |
| Pantoro Gold Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1190407) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 118328 |
| Papa John's International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6412392) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 439014 |
| PAR Technology Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (18158166) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5361029 |
| Paradox Interactive AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101854) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 10648 |
| Paramount Bed Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (919799) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (804)<br>|
| Paramount Bed Holdings Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2622635) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6037)<br>|
| Paramount Bed Holdings Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95121) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (219)<br>|
| Paramount Resources Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8233594) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (583699)<br>|
| Park24 Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5693380) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 296094 |
| Park24 Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3911147) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 234917 |
| Park24 Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2483774) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 42244 |
| Parsons Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (332928) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10582 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Pasona Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(229053) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $8826 |
| Pathward Financial, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192855) | 04/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (34586)<br>|
| Patrick Industries, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107324) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (299)<br>|
| Patrick Industries, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (25604300) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2261606)<br>|
| Paychex, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (17819906) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1100367 |
| Paycom Software, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (263794) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 30811 |
| Paymentus Holdings, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117075) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10957 |
| Paymentus Holdings, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80016) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7043 |
| Paymentus Holdings, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (492270) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37326 |
| Paysafe Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1575413) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 175499 |
| PDF Solutions, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (240587) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26237 |
| Pearson PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16858811) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 58957 |
| Pembina Pipeline Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2415326) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (79820)<br>|
| Pennon Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20725046) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 177020 |
| Pennon Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16288782) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (23254)<br>|
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (30940225) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10556845 |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182039) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16672 |
| &nbsp;&nbsp;&nbsp; PennyMac Mortgage Investment <br> Trust<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1729104) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 184142 |
| &nbsp;&nbsp;&nbsp; PennyMac Mortgage Investment <br> Trust<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1596085) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 116329 |
| Pentair PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (146746) | 02/16/27 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3759 |
| Pentair PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1017840) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7658 |
| Perella Weinberg Partners, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (575608) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4673 |
| Perella Weinberg Partners, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2654593) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (33740)<br>|
| Perella Weinberg Partners, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (581506) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8839)<br>|
| Permian Resources Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8276492) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (861072)<br>|
| Pernod Ricard SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1332923) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13938 |
| Persimmon PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (322255) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 255 |
| Persimmon PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11018193) | 12/08/27 | (0.12)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (109498)<br>|
| Personalis, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (154181) | 01/04/27 | (0.34)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 25765 |
| Pets at Home Group Plc | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2504227) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (77890)<br>|
| PEXA Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (227372) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 3262 |
| PEXA Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3913684) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 105358 |
| PEXA Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80085) | 03/22/27 | (0.35)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1149 |
| PEXA Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161352) | 08/19/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2315 |
| PEXA Group Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (767804) | 02/10/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (26026)<br>|
| PEXA Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102313) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2754 |
| &nbsp;&nbsp;&nbsp; Peyto Exploration & Development <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2468742) | 02/23/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (84345)<br>|
| &nbsp;&nbsp;&nbsp; Peyto Exploration & Development <br> Corp.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (18405844) | 08/18/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (1624285)<br>|
| &nbsp;&nbsp;&nbsp; Peyto Exploration & Development <br> Corp.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (31249502) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (1062360)<br>|
| &nbsp;&nbsp;&nbsp; Peyto Exploration & Development <br> Corp.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17787785) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (598337)<br>|
| Philip Morris International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (719046) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (687)<br>|
| Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10736227) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (229889)<br>|
| Phillips 66 | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1828735) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4813)<br>|
| Phillips Edison & Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (258728) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4229)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Phoenix Financial Ltd. | UBS AG | $(225904) | 04/18/28 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; $(6932)<br>|
| Phoenix Financial Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145856) | 11/04/30 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; (5096)<br>|
| Phoenix Group Holdings PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2824244) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (63238)<br>|
| Piaggio & C SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1008230) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 54815 |
| Piaggio & C SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181228) | 12/10/26 | (0.48)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10224 |
| Piaggio & C SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (537568) | 03/17/27 | (0.47)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 29226 |
| Piaggio & C SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (249732) | 08/19/26 | (0.28)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13577 |
| Piaggio & C SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48290) | 12/08/27 | (0.60)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2377 |
| Piaggio & C SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (594725) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 32334 |
| Pilot Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2625388) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 25246 |
| Pilot Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2142850) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 20606 |
| Pinnacle Financial Partners, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1598898) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2037)<br>|
| &nbsp;&nbsp;&nbsp; Pinnacle Investment Management <br> Group Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112980) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 4045 |
| Pinterest, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (320223) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 46585 |
| Pirelli & C SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5179325) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 78105 |
| Pitney Bowes, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2907979) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (23467)<br>|
| PKSHA Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5008103) | 05/12/27 | (1.61)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 263237 |
| PKSHA Technology, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (301144) | 03/24/27 | (2.95)% | 1D TONA | Monthly  | &nbsp;&nbsp; 35725 |
| PKSHA Technology, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2385529) | 01/06/27 | (1.51)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 125389 |
| PKSHA Technology, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1204575) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 142901 |
| PLS Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3236) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 531 |
| PLS Group Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (470719) | 02/25/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 77178 |
| PLS Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (688845) | 08/19/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 87902 |
| PLS Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (728780) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 119489 |
| Plus Alpha Consulting Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5607547) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 270712 |
| Plus Alpha Consulting Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (624691) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 44319 |
| PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (259023) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2238)<br>|
| PNC Financial Services Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (344995) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| Pola Orbis Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (535859) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8349 |
| Pola Orbis Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (738633) | 03/24/27 | (1.00)% | 1D TONA | Monthly  | &nbsp;&nbsp; 1169 |
| Pola Orbis Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (573925) | 01/06/27 | (1.05)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12298 |
| Pola Orbis Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (298359) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 924 |
| Porch Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (992411) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 59143 |
| Porsche Automobil Holding SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5821480) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 297621 |
| Porsche Automobil Holding SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1350640) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 56080 |
| Porsche Automobil Holding SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7686863) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 200007 |
| Powell Industries, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2149821) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (201650)<br>|
| Power Assets Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3896379) | 02/15/28 | (0.15)% | HONIA | Monthly  | &nbsp;&nbsp; (334928)<br>|
| Power Assets Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1930697) | 01/26/27 | (0.18)% | HONIA | Monthly  | &nbsp;&nbsp; (47274)<br>|
| Power Assets Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15143) | 05/13/27 | (0.18)% | HONIA | Monthly  | &nbsp;&nbsp; (370)<br>|
| Power Assets Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1200097) | 09/09/27 | (0.18)% | HONIA | Monthly  | &nbsp;&nbsp; (29348)<br>|
| Power Assets Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2232114) | 09/09/26 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (191870)<br>|
| Power Corp. of Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8286580) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 243620 |
| Power Corp. of Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16044299) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 422548 |
| Power Solutions International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (453) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23 |
| Power Solutions International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (473) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43 |
| Power Solutions International, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161581) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8157 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Power Solutions International, Inc. | Citibank N.A. | $(709) | 06/25/26 | (2.68)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $64 |
| Power Solutions International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (473) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 43 |
| Power Solutions International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163231) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21938)<br>|
| Power Solutions International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80753) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4077 |
| Powerfleet, Inc. NJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (227085) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21704 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (221658) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (10759)<br>|
| PPL Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (334652) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3472 |
| PPL Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5911554) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (76366)<br>|
| Praxis Precision Medicines, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (312598) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (9880)<br>|
| Predictive Discovery Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (478784) | 01/20/27 | (2.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 15496 |
| Premier Foods PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (481164) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (5152)<br>|
| Premier Foods PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2035836) | 12/08/27 | (0.20)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (238518)<br>|
| Premium Brands Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (906980) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 47384 |
| Premium Brands Holdings Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11389104) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 373085 |
| &nbsp;&nbsp;&nbsp; Primaris Real Estate Investment <br> Trust<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2443529) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 18112 |
| Primary Health Properties PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (493775) | 07/06/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 793 |
| Primerica, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1744743) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25780)<br>|
| Primo Brands Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1987494) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23668)<br>|
| Primoris Services Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1248844) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10957 |
| Primoris Services Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (485862) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2863 |
| Primoris Services Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1379158) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 22078 |
| Principal Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (978106) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21285)<br>|
| Principal Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78973) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2202)<br>|
| Priority Technology Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111761) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1924)<br>|
| PROCEPT BioRobotics Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3715968) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 187626 |
| Procore Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (348146) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14572 |
| Procter & Gamble Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (10702620) | 08/18/26 | 0.45% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (528360)<br>|
| Prologis, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5249563) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26628)<br>|
| Prologis, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10681574) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (328028)<br>|
| Prologis, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1712136) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22223)<br>|
| Prologis, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (776758) | 01/28/28 | 0.08% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20963)<br>|
| Prologis, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (189567) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3127 |
| Prosus NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11641614) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 344862 |
| Protector Forsikring ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4279298) | 04/24/28 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; 101574 |
| Provident Financial Services, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (989673) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (85467)<br>|
| Proximus SADP | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4965040) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (227476)<br>|
| Prudential PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1776931) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1822 |
| Prudential PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (993446) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (6737)<br>|
| Prudential PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (450) | 02/10/26 | (2.50)% | HONIA | Monthly  | &nbsp;&nbsp; (29)<br>|
| Prudential PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1544246) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (19257)<br>|
| Prysmian SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3605279) | 03/22/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (243535)<br>|
| PTC, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (633766) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26733 |
| PTC, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12933523) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 673727 |
| PTC, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (428575) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22325 |
| PTC, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137851) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8888 |
| Puig Brands SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1838801) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (108826)<br>|
| Puig Brands SA, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4835920) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (240342)<br>|
| Puig Brands SA, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13216871) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (656869)<br>|
| Puma SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12616237) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (14628)<br>|
| Pure Storage, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1555817) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 39845 |
| Qnity Electronics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (159004) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4154 |
| Qnity Electronics, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (478053) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1404)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Quaker Chemical Corp. | Barclays Bank PLC | $(2495984) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $103636 |
| Qualys, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15118) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 214 |
| Qualys, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (301038) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1361 |
| Quanta Services, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9297930) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (560609)<br>|
| &nbsp;&nbsp;&nbsp; Quants Research Institute Holdings, <br> Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1383102) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 91961 |
| &nbsp;&nbsp;&nbsp; Quants Research Institute Holdings, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (675316) | 05/12/27 | (0.90)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 43877 |
| &nbsp;&nbsp;&nbsp; Quants Research Institute Holdings, <br> Inc.<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (121700) | 02/26/26 | (3.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7907 |
| &nbsp;&nbsp;&nbsp; Quants Research Institute Holdings, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (453392) | 01/06/27 | (0.69)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 29458 |
| Quest Diagnostics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (289270) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7734)<br>|
| Quest Diagnostics, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (289918) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3762 |
| QuidelOrtho Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (122026) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 13536 |
| QXO, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2794459) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 317197 |
| QXO, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1534644) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44281 |
| QXO, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (14835381) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1486547 |
| QXO, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5204986) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 590814 |
| R&S Group Holding AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107831) | 12/08/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (5398)<br>|
| RadNet, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1542685) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 60631 |
| Rakus Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4621091) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 336662 |
| Rakus Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (404530) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 29471 |
| Rakuten Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1298699) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (55688)<br>|
| Rakuten Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (151438) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6494)<br>|
| Rakuten Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12517607) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (849188)<br>|
| Rakuten Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9555151) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (648216)<br>|
| Rakuten Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (197198) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13378)<br>|
| Rakuten Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (841514) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6311 |
| Ralph Lauren Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4082970) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37839 |
| Ralph Lauren Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2106930) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 42309 |
| Rambus, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (400011) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1151 |
| Ramsay Health Care Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6361488) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 104206 |
| Randstad NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11828158) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (318111)<br>|
| Randstad NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11416588) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (307042)<br>|
| Randstad NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1619232) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (64453)<br>|
| Randstad NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2911372) | 01/13/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (86143)<br>|
| Randstad NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6589650) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (177224)<br>|
| Randstad NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5357310) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (144081)<br>|
| Randstad NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11468200) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 398927 |
| Randstad NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2652807) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (183705)<br>|
| Rational AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1189864) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 711 |
| Raymond James Financial, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (11529704) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 382419 |
| RB Global, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (489305) | 02/15/28 | (0.05)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10494 |
| RB Global, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3446357) | 01/24/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 14401 |
| RB Global, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (491679) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8212 |
| RB Global, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2924855) | 08/18/26 | (0.15)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 12999 |
| RB Global, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (52674914) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 1993672 |
| RB Global, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (39057351) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 1478266 |
| RB Global, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5596557) | 12/08/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (189809)<br>|
| RB Global, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2)<br>|
| Realty Income Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (41296541) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2033300)<br>|
| Recruit Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1325851) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 24809 |
| Recruit Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1169738) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 47787 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Recruit Holdings Co. Ltd. | Barclays Bank PLC | $(2388902) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $97594 |
| Red Cat Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (453348) | 01/28/28 | (1.79)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61254 |
| Reddit, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (471760) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7)<br>|
| Reddit, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1187271) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 145671 |
| Redwire Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2727606) | 12/23/26 | (1.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52366 |
| Redwire Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (650658) | 02/16/27 | (1.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12492 |
| Redwood Trust, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (828733) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 45723 |
| Redwood Trust, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125205) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6908 |
| Reece Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115005) | 05/12/27 | (1.53)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (6352)<br>|
| Reece Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116979) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (6221)<br>|
| Regency Centers Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2103744) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45192)<br>|
| Regency Centers Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6655460) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (189292)<br>|
| Regions Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75435) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53 |
| Regions Financial Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3882804) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (35547)<br>|
| Regions Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (365217) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1899 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1310436) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (45758)<br>|
| Reliance Worldwide Corp. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (895448) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1990 |
| Reliance Worldwide Corp. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2663477) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 203264 |
| Relo Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12982540) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 306316 |
| RELX PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (433875) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 439 |
| Remitly Global, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1645798) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 57547 |
| Renasant Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11213122) | 12/08/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (374897)<br>|
| Renault SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11726333) | 12/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 178389 |
| Renault SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2124063) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 62286 |
| Renesas Electronics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11420072) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (270947)<br>|
| Renesas Electronics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8105100) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (249190)<br>|
| Renesas Electronics Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2304879) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (39310)<br>|
| Renew Holdings PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (180287) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (4743)<br>|
| Renew Holdings PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (543697) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (9457)<br>|
| Renew Holdings PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (769880) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (21989)<br>|
| Rengo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4383673) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (262075)<br>|
| Rengo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15251788) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (564146)<br>|
| Renishaw PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5501613) | 12/08/27 | (0.04)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (233951)<br>|
| Renk Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (162624) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 9009 |
| Renk Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (669853) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 37108 |
| RENOVA, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2217940) | 05/12/27 | (0.44)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 97799 |
| RENOVA, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (96637) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 4516 |
| RENOVA, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (391710) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 18304 |
| Rentokil Initial PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3288427) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 66078 |
| Rentokil Initial PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (588107) | 01/19/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 30822 |
| Rentokil Initial PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (40970498) | 07/06/26 | (0.15)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2148371 |
| Rentokil Initial PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8689616) | 08/19/26 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; 174611 |
| Rentokil Initial PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6061056) | 08/19/26 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; 121792 |
| Rentokil Initial PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (32961863) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 662342 |
| Rentokil Initial PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (630033) | 01/20/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 16154 |
| Repligen Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9831560) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 749118 |
| Resideo Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7224860) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 538644 |
| Resideo Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8056908) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 562019 |
| ResMed, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (455035) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1701 |
| ResMed, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (392369) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| Resolute Holdings Management, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (237088) | 01/04/27 | (0.34)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 290 |
| Resona Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (340303) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2505)<br>|
| Resona Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (334144) | 01/21/28 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (5166)<br>|
| Resonac Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6774386) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1762632)<br>|
| Resonac Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2820357) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (733830)<br>|
| Resonac Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1394753) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (115196)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Resonac Holdings Corp. | Barclays Bank PLC | $(2993355) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(247227)<br>|
| Restaurant Brands International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (494654) | 12/08/27 | 0.00% | CABROVER | Monthly  | &nbsp;&nbsp; (1277)<br>|
| Revolve Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (445660) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35307 |
| Revolve Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (98277) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7668 |
| Revvity, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (483129) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32044 |
| Revvity, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (505185) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11560 |
| Revvity, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85690) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4852 |
| Rexel SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (36315062) | 08/17/26 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (74976)<br>|
| Rexel SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (39755985) | 12/10/26 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (82168)<br>|
| Rexel SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (11408008) | 07/06/26 | (0.09)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (23578)<br>|
| Rexford Industrial Realty, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (21582349) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (90907)<br>|
| Reynolds Consumer Products, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (17633461) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 262403 |
| RH | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1029229) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 136880 |
| RH | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100258) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13966 |
| RH | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (263640) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35980 |
| RH | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (654286) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19223 |
| Rheinmetall AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (44934644) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2958181 |
| Rhythm Pharmaceuticals, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4281629) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 230756 |
| Rhythm Pharmaceuticals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (573466) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19141 |
| Rhythm Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1471854) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 79325 |
| Rhythm Pharmaceuticals, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2260682) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (117372)<br>|
| Richtech Robotics, Inc., Class B | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1020059) | 06/25/26 | (0.63)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 184404 |
| Ricoh Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75596) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1388)<br>|
| Ricoh Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137264) | 01/26/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (775)<br>|
| Rigaku Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1539517) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 53310 |
| Rigaku Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18479148) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1571693 |
| Rigaku Holdings Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1077218) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 91620 |
| Rightmove PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171110) | 01/20/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (143)<br>|
| Riken Keiki Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (293099) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4781 |
| Riken Keiki Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2407857) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 84229 |
| Riken Keiki Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (349548) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5702 |
| Riken Keiki Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49935) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 815 |
| Riley Exploration Permian, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (214310) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (76)<br>|
| Riley Exploration Permian, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (715328) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (255)<br>|
| RingCentral, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (865058) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5868 |
| RingCentral, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (524881) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21722 |
| Ringkjoebing Landbobank A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115805) | 06/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; (1668)<br>|
| Rio Tinto PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (34413494) | 12/08/27 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; (2630552)<br>|
| Rivian Automotive, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (417678) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40181 |
| Rivian Automotive, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (558862) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 53763 |
| Robinhood Markets, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (19587786) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1922327 |
| Robinhood Markets, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (427763) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27256 |
| ROBLOX Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (919290) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35)<br>|
| Roche Holding AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (16819630) | 07/06/26 | (0.06)% | SSARON | Monthly  | &nbsp;&nbsp; (175807)<br>|
| Roche Holding AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (26468854) | 12/08/27 | (0.01)% | SSARON | Monthly  | &nbsp;&nbsp; (946485)<br>|
| Rocket Cos, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7087724) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1104537 |
| Rocket Lab Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1333688) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 118305 |
| Rocket Lab Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31497) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2832 |
| Rocket Lab Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (562362) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44789 |
| Rocket Lab Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9695836) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 871722 |
| Rocket Lab Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (995465) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36066 |
| Rocket Lab Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (369716) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53119 |
| ROCKWOOL A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1998114) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; (30314)<br>|
| ROCKWOOL A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1254381) | 01/14/28 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; (5611)<br>|
| ROCKWOOL A/S | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (848404) | 07/17/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 2534 |
| ROCKWOOL A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124273) | 01/06/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 371 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| ROCKWOOL A/S, Class B | BNP Paribas SA | $(14366125) | 08/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; $(120619)<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; (6619406) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (88433)<br>|
| &nbsp;&nbsp;&nbsp; Rogers Communications, Inc., <br> Class B<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1094560) | 12/08/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (23470)<br>|
| Rogers Sugar, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (350698) | 02/15/28 | (1.89)% | CABROVER | Monthly  | &nbsp;&nbsp; 567 |
| Rogers Sugar, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (435738) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 705 |
| Rogers Sugar, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (305589) | 02/24/28 | (1.06)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (2497)<br>|
| Rogers Sugar, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100313) | 12/08/27 | (1.00)% | CABROVER | Monthly  | &nbsp;&nbsp; (2329)<br>|
| Roku, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (273006) | 01/24/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13681 |
| Rollins, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2688417) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (50594)<br>|
| Rollins, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (561550) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22)<br>|
| Rollins, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8518596) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (160315)<br>|
| Root, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2381776) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 431081 |
| Roper Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (30679889) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2933045 |
| Rorze Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107825) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8260 |
| Rorze Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (440661) | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8507 |
| Rorze Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (844933) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 44176 |
| Rorze Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (447530) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 40796 |
| Ross Stores, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5163939) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2807)<br>|
| Royal Bank of Canada | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (37292794) | 12/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 973970 |
| Royal Caribbean Cruises Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3846073) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (526638)<br>|
| Royal Caribbean Cruises Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (426239) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45802)<br>|
| Royal Caribbean Cruises Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2944789) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (403327)<br>|
| Royal Caribbean Cruises Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (577785) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35619 |
| Royal Caribbean Cruises Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (24113283) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1610035)<br>|
| Royal Gold, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7556907) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 49413 |
| Royal Unibrew A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6277562) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 14929 |
| Royal Unibrew A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1529160) | 06/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; 3636 |
| RPM International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (530900) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21343 |
| RPM International, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (669730) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (696)<br>|
| RPM International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (566099) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26914 |
| RS Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7262829) | 12/08/27 | (0.06)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (343389)<br>|
| RTL Group SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (590408) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 285 |
| RTL Group SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (543841) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (13365)<br>|
| Rubrik, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (409104) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 41456 |
| Rush Enterprises, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15589084) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 198890 |
| Rush Street Interactive, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1330348) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44167 |
| Rush Street Interactive, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25610) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 130 |
| RWE AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7416443) | 12/08/27 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (869858)<br>|
| RWE AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6832608) | 12/08/27 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (801381)<br>|
| RWE AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6108471) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (338631)<br>|
| &nbsp;&nbsp;&nbsp; Ryan Specialty Holdings, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9629928) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 405068 |
| &nbsp;&nbsp;&nbsp; Ryan Specialty Holdings, Inc., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (17681863) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 706712 |
| Ryanair Holdings PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (832413) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 9418 |
| Ryanair Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (431428) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 11395 |
| Ryanair Holdings PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (11657320) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 126974 |
| Ryanair Holdings PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1779236) | 02/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 55253 |
| Ryanair Holdings PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1963958) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (20101)<br>|
| Ryanair Holdings PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1914636) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 14610 |
| Ryanair Holdings PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2760444) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 72991 |
| Ryman Hospitality Properties, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (11741758) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Ryman Hospitality Properties, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4586773) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 80284 |
| Ryman Hospitality Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11910816) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 208832 |
| Ryohin Keikaku Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3286291) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38506)<br>|
| Ryohin Keikaku Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (473210) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3471)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Ryohin Keikaku Co., Ltd. | Citibank N.A. | $(981464) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(5804)<br>|
| Ryoyo Ryosan Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (510580) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1324)<br>|
| Saab AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (753665) | 01/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 7298 |
| Saab AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (321232) | 09/03/29 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (847)<br>|
| Sable Offshore Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (326574) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52466 |
| Sable Offshore Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (828184) | 12/23/26 | (0.88)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 181666 |
| Sable Offshore Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (976831) | 04/16/26 | (0.93)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 160275 |
| Sable Offshore Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2593413) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (97288)<br>|
| Sable Offshore Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1105103) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 181321 |
| Saga PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116430) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (31564)<br>|
| Sagax AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (220174) | 11/16/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 3940 |
| Sagax AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10049802) | 12/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 90224 |
| Sagax AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5115218) | 04/18/28 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 91547 |
| Sage Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5400743) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 338982 |
| Saia, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1683585) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 68507 |
| Salmar ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1450781) | 09/03/29 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; 14537 |
| Samsara, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (309945) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36542 |
| Samsara, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70384) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8842 |
| Samsara, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2917644) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 366524 |
| Sandisk Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2096041) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (323057)<br>|
| Sandoz Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (34212695) | 11/09/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 525004 |
| Sandoz Group AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (22039576) | 04/18/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (132325)<br>|
| Sandoz Group AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5277888) | 01/20/31 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 80991 |
| Sangetsu Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1331507) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8645 |
| Sangetsu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1622900) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 30566 |
| Sangetsu Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49315) | 03/24/27 | (0.05)% | 1D TONA | Monthly  | &nbsp;&nbsp; 320 |
| Sangetsu Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (359951) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6779 |
| Sanken Electric Co Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (901412) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (64872)<br>|
| Sanken Electric Co Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4368668) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (283638)<br>|
| Sankyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (417682) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4719 |
| Sanlorenzo SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (230437) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2992 |
| Sanlorenzo SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (830752) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10788 |
| Sanmina Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1249107) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 60553 |
| Sanmina Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (482867) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 101748 |
| Sanofi SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1029103) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (16852)<br>|
| Sanrio Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5192397) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (262050)<br>|
| Sanrio Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2876231) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (137173)<br>|
| Sanrio Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (238875) | 01/06/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14820)<br>|
| Sansan, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1154241) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 280648 |
| Sansan, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1239940) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 131520 |
| Santec Holdings Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171698) | 01/06/27 | (1.13)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3443)<br>|
| Sanyo Denki Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2306985) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 110268 |
| Sapporo Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7430871) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 87915 |
| Saputo, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (23349133) | 10/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 42579 |
| Saputo, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8209902) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 11974 |
| Sartorius Stedim Biotech | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1939780) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 218854 |
| Sartorius Stedim Biotech | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2362950) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 266598 |
| Sartorius Stedim Biotech | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7516584) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 755789 |
| Sartorius Stedim Biotech | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1782127) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 179192 |
| Sartorius Stedim Biotech | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (15871890) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1790735 |
| Sartorius Stedim Biotech | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (24709035) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2784160 |
| Sartorius Stedim Biotech | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2437039) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 245043 |
| SATS Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19207) | 03/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 141 |
| SATS Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93334) | 12/08/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 683 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Saul Centers, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(200657) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $(1273)<br>|
| SBA Communications Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (598882) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7521 |
| SBA Communications Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125177) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5138 |
| SBA Communications Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32830) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1347 |
| SBI Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (382319) | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 143 |
| SBI Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9320587) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 105377 |
| SBI Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (364466) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2642 |
| SBM Offshore NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2177552) | 12/08/27 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (440997)<br>|
| Scandic Hotels Group AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4446979) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 44004 |
| Scandic Hotels Group AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2286674) | 11/17/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 56123 |
| &nbsp;&nbsp;&nbsp; Scandinavian Tobacco Group A/S, <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (796713) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; (3137)<br>|
| &nbsp;&nbsp;&nbsp; Scandinavian Tobacco Group A/S, <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1631445) | 02/19/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (28533)<br>|
| &nbsp;&nbsp;&nbsp; Scandinavian Tobacco Group A/S, <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1633578) | 06/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; (6431)<br>|
| Scatec ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3892654) | 03/17/27 | (0.25)% | NOWA | Monthly  | &nbsp;&nbsp; (11895)<br>|
| Scatec ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1208993) | 12/08/27 | (0.28)% | NOWA | Monthly  | &nbsp;&nbsp; (90962)<br>|
| Scentre Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (22081193) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 479066 |
| Schindler Holding AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (359982) | 02/15/28 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (9)<br>|
| Schindler Holding AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56938) | 02/26/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (68)<br>|
| Schneider Electric SE | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12772022) | 02/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (407088)<br>|
| Schneider National, Inc., Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (781374) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73844 |
| SCOR SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4814044) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (89868)<br>|
| SCOR SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1397538) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (31898)<br>|
| Scotts Miracle-Gro Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4919028) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28545)<br>|
| SCREEN Holdings Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3323213) | 02/26/26 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (700)<br>|
| SCREEN Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (14952830) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3640708)<br>|
| SCREEN Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15198630) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3700555)<br>|
| Seacoast Banking Corp. of Florida | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3175250) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22126 |
| Seadrill Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1103478) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7991 |
| Seagate Technology Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7859426) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1198223)<br>|
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1401121) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (86540)<br>|
| SEB SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4222703) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (98804)<br>|
| Sectra AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103098) | 12/08/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 6970 |
| Secure Waste Infrastructure Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6188690) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (10585)<br>|
| Sega Sammy Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2422530) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 24306 |
| Sega Sammy Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12675) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 127 |
| Sega Sammy Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (487262) | 01/21/28 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; (6813)<br>|
| Segro PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (287408) | 06/25/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (12439)<br>|
| Segro PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9439723) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (331131)<br>|
| Seibu Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (994438) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 29977 |
| Seibu Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3441349) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 39239 |
| Seibu Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (638595) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10636 |
| Seibu Holdings, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (364060) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19610 |
| Seibu Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15060793) | 12/08/27 | (0.11)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 556785 |
| Seibu Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (17031628) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 606647 |
| Seiko Epson Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (344429) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6860)<br>|
| Seiko Epson Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182154) | 01/20/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 719 |
| Seiko Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1093674) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20321)<br>|
| Seiren Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (582602) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15728 |
| Seiren Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (452200) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12207 |
| Sekisui Chemical Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8334834) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 226939 |
| Sekisui Chemical Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5831286) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 158943 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Sekisui Chemical Co., Ltd. | Citibank N.A. | $(2476524) | 02/26/26 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $67502 |
| Select Water Solutions, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (251532) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (496)<br>|
| Select Water Solutions, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2117200) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33804)<br>|
| Selective Insurance Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (418792) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10100)<br>|
| Selective Insurance Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (302785) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7302)<br>|
| Selective Insurance Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15598) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (209)<br>|
| Sembcorp Industries Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7224325) | 02/15/28 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (57767)<br>|
| Sembcorp Industries Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12214788) | 02/15/28 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (97671)<br>|
| Sembcorp Industries Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3128802) | 02/15/28 | (0.55)% | SORA | Monthly  | &nbsp;&nbsp; 9937 |
| Sembcorp Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13935006) | 02/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (134955)<br>|
| Sembcorp Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8789101) | 09/09/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (85119)<br>|
| Sembcorp Industries Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1249026) | 09/07/26 | (1.25)% | SORA | Monthly  | &nbsp;&nbsp; (9987)<br>|
| Sembcorp Industries Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2226403) | 01/14/28 | (1.25)% | SORA | Monthly  | &nbsp;&nbsp; (13949)<br>|
| Sembcorp Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5696397) | 01/06/27 | (0.39)% | SORA | Monthly  | &nbsp;&nbsp; (55167)<br>|
| Sembcorp Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5316731) | 01/07/27 | (0.34)% | SORA | Monthly  | &nbsp;&nbsp; (51490)<br>|
| Sempra | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9649761) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 111811 |
| Semtech Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (240358) | 12/08/27 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6531 |
| Senior PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1352300) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 18834 |
| Senior PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (881145) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (91679)<br>|
| Senko Group Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9683114) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 646012 |
| Senko Group Holdings Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (422259) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 28637 |
| Senko Group Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5991802) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 406362 |
| Sensata Technologies Holding PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (961506) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17199 |
| Sensient Technologies Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5980572) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 229975 |
| Serica Energy PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (286818) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (24955)<br>|
| Serica Energy PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1574325) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (313813)<br>|
| Service Corp. International | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14272281) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 100435 |
| Seven & i Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12173293) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15106 |
| Seven Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2246812) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12669)<br>|
| Seven Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (680226) | 03/24/27 | (0.05)% | 1D TONA | Monthly  | &nbsp;&nbsp; 18628 |
| Severn Trent PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1653427) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (68239)<br>|
| Severn Trent PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1877239) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (69878)<br>|
| Sezzle, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2632522) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 232627 |
| Sezzle, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1138223) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 100581 |
| SFS Group AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4669178) | 12/08/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 12527 |
| SG Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2720401) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7284 |
| SG Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2825286) | 01/20/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 20705 |
| SG Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (38085068) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 109131 |
| SG Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (24265433) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 64968 |
| SG Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1261576) | 01/26/28 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 7073 |
| SG Holdings Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (401592) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1075 |
| SG Holdings Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1187881) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19447)<br>|
| SG Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (533315) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8731)<br>|
| SG Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (332086) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 889 |
| SG Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1267429) | 01/06/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5367)<br>|
| SharkNinja, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7635304) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 482313 |
| Shell PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2000475) | 01/19/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (19251)<br>|
| Shell PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8532881) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (285024)<br>|
| &nbsp;&nbsp;&nbsp; Shenandoah Telecommunications <br> Co.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1929719) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (39822)<br>|
| Sherwin-Williams Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11253324) | 12/23/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (160764)<br>|
| Sherwin-Williams Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3719021) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (42646)<br>|
| Shibaura Mechatronics Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2047105) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 87247 |
| Shibaura Mechatronics Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (610054) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 97476 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Shift4 Payments, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(2211264) | 01/06/27 | (2.54)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $233188 |
| Shift4 Payments, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2496078) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 260174 |
| Shift4 Payments, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (735504) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 77562 |
| Shiga Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4848708) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 87293 |
| Shikoku Kasei Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (899028) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (356812)<br>|
| Shikun & Binui Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118963) | 05/23/28 | (1.75)% | SHIR | Monthly  | &nbsp;&nbsp; 9220 |
| Shimadzu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (518828) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14729 |
| Shimadzu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (680633) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19342 |
| Shimano, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33166) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1030)<br>|
| Shimano, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3427204) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (106408)<br>|
| Shimano, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6971447) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (209764)<br>|
| Shimano, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2835371) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (59911)<br>|
| &nbsp;&nbsp;&nbsp; Shin Nippon Biomedical Laboratories <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5032324) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 30284 |
| &nbsp;&nbsp;&nbsp; Shin Nippon Biomedical Laboratories <br> Ltd.<br>| JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (523600) | 02/10/26 | (0.56)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8207 |
| &nbsp;&nbsp;&nbsp; Shin Nippon Biomedical Laboratories <br> Ltd.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101102) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1585 |
| Shin-Etsu Chemical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20491257) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1776654 |
| Shin-Etsu Chemical Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (18808695) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1797513 |
| Shin-Etsu Polymer Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125381) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7818 |
| Shiseido Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3734764) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 113864 |
| Shiseido Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7091262) | 01/20/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 61250 |
| &nbsp;&nbsp;&nbsp; Shoals Technologies Group, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86843) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1978 |
| &nbsp;&nbsp;&nbsp; Shoals Technologies Group, Inc., <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (553817) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23930)<br>|
| &nbsp;&nbsp;&nbsp; Shoals Technologies Group, Inc., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2100868) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (205201)<br>|
| &nbsp;&nbsp;&nbsp; Shoals Technologies Group, Inc., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (588606) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32826 |
| Shochiku Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2426208) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14358 |
| Shoei Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6157673) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11692)<br>|
| Shopify, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1375364) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 9933 |
| Shopify, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11627559) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 675501 |
| Shopify, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5895414) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 342493 |
| Shurgard Self Storage Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (714489) | 12/10/26 | (0.85)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 16592 |
| Shurgard Self Storage Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (490178) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 26184 |
| Siemens AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9951552) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 221057 |
| Siemens Healthineers AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1257750) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 17850 |
| Siemens Healthineers AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1391061) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1570 |
| SIF Holding NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50) | 08/19/26 | (0.25)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5)<br>|
| SIG Group AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (615273) | 07/06/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (6326)<br>|
| Sigma Healthcare Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2735045) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (207755)<br>|
| Sigma Healthcare Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3869909) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (293960)<br>|
| Sigma Healthcare Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3183243) | 01/27/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (60439)<br>|
| Sigma Healthcare Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1642550) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (31136)<br>|
| Sigma Healthcare Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16325088) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (309458)<br>|
| Sigma Healthcare Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3265813) | 09/07/26 | (0.35)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (248073)<br>|
| Sigma Healthcare Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (306039) | 03/22/27 | (0.35)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (23247)<br>|
| Sigma Healthcare Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2435361) | 02/10/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (166794)<br>|
| Sigma Healthcare Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1990247) | 02/10/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (136309)<br>|
| Sigma Healthcare Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9769219) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (185185)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Sigma Healthcare Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(3570105) | 01/07/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; $(67675)<br>|
| Sigma Healthcare Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (642470) | 12/08/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (44002)<br>|
| Sigma Healthcare Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100036) | 12/08/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (6752)<br>|
| Sigma Healthcare Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114634) | 04/18/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (8708)<br>|
| Sigma Healthcare Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3046109) | 09/03/29 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (231384)<br>|
| SigmaRoc PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23975) | 02/15/28 | (0.50)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (2356)<br>|
| SigmaRoc PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (289156) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (9226)<br>|
| SigmaRoc PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (522145) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (51315)<br>|
| SigmaRoc PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (414678) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (40753)<br>|
| SigmaRoc PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1175503) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (37506)<br>|
| SigmaRoc PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1423200) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (91167)<br>|
| Signify NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10107170) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1616604 |
| Sila Realty Trust, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (746138) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (12778)<br>|
| Silex Systems Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97681) | 03/22/27 | (2.50)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1745)<br>|
| Silgan Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (32593198) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (793078)<br>|
| Silicon Laboratories, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (148128) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8812 |
| SimilarWeb Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (527681) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 90603 |
| SimilarWeb Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91034) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7680 |
| Simply Good Foods Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5308502) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 597363 |
| Simply Good Foods Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3546823) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 322907 |
| Simpson Manufacturing Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (92772) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4736 |
| Simpson Manufacturing Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66468) | 01/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Simpson Manufacturing Co., Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13127653) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (286060)<br>|
| Simpson Manufacturing Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23848) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1397 |
| Sinch AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (418671) | 11/17/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (4186)<br>|
| Sinclair, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (551981) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21567 |
| Sinclair, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (517281) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20212 |
| Sinfonia Technology Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2358361) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 125050 |
| Sinfonia Technology Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42879) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2274 |
| Singapore Airlines Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3369923) | 01/26/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 31264 |
| Singapore Airlines Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5431415) | 02/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 48026 |
| Singapore Airlines Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (41446692) | 09/09/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 377386 |
| Singapore Airlines Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4500) | 04/18/28 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; 7 |
| Singapore Exchange Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (504584) | 01/07/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (5321)<br>|
| Sino Land Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (426561) | 05/13/27 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (833)<br>|
| Sino Land Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (972153) | 09/09/27 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (21087)<br>|
| Sino Land Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (981899) | 02/25/26 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 698 |
| Sirius Real Estate Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3981984) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 131296 |
| Sirius Real Estate Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9419501) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 183314 |
| SiteOne Landscape Supply, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (606344) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1323 |
| SiteOne Landscape Supply, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2831450) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 93568 |
| SiTime Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2101135) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 4538 |
| SKAN Group AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124727) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 3250 |
| &nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken AB, <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (12999114) | 11/16/27 | (0.05)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 665959 |
| &nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken AB, <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3359636) | 01/19/28 | (0.05)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 184609 |
| &nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken AB, <br> Class A<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (28831486) | 07/06/26 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 1575313 |
| &nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken AB, <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (21345764) | 12/08/27 | 0.10% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 756881 |
| Skeena Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5095418) | 08/17/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 668660 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Skeena Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(6726069) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; $660573 |
| SKY Perfect JSAT Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (403068) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19014)<br>|
| SKY Perfect JSAT Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1563646) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (87100)<br>|
| Skylark Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145961) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3528 |
| &nbsp;&nbsp;&nbsp; Skyward Specialty Insurance Group, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (676176) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6385 |
| &nbsp;&nbsp;&nbsp; Skyward Specialty Insurance Group, <br> Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25657) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1027 |
| &nbsp;&nbsp;&nbsp; Skyward Specialty Insurance Group, <br> Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (610626) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9683 |
| SLB Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1518531) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 30894 |
| SLM Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (726165) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (994)<br>|
| SLM Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3252973) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (23923)<br>|
| SMA Solar Technology AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (317) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13 |
| SMA Solar Technology AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7 |
| &nbsp;&nbsp;&nbsp; SmartCentres Real Estate Investment <br> Trust<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (809701) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 8913 |
| Smartstop Self Storage REIT, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (245540) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3861 |
| SMC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1321447) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 38502 |
| Smith Douglas Homes Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56205) | 02/15/28 | (0.49)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10221 |
| Smith Douglas Homes Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2374807) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 431881 |
| SMS Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1733368) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23349)<br>|
| Smurfit WestRock PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (688276) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13662 |
| Smurfit WestRock PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (146146) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 525 |
| Smurfit WestRock PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (487535) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4752 |
| Snap-on, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (13703225) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29928)<br>|
| Snap-on, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1207919) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12570 |
| Snap-on, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6758562) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 111835 |
| Snowflake, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (527618) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 49722 |
| Snowflake, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12020264) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1049275 |
| Snowline Gold Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17200) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 519 |
| Snowline Gold Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (445267) | 12/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 57564 |
| Snowline Gold Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (413711) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 12480 |
| Snowline Gold Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (545816) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 70563 |
| Snowline Gold Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (314522) | 04/21/28 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; 9488 |
| Societe BIC SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3607902) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (84655)<br>|
| Socionext, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3947267) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 484197 |
| Socionext, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8096106) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 993333 |
| Socionext, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4855556) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 525380 |
| Sodexo SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87472) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2704)<br>|
| Sodexo SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (496361) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3161)<br>|
| Sodexo SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (213351) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4503)<br>|
| Sodexo SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3351756) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (99736)<br>|
| Sofina SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (861) | 08/12/27 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (13)<br>|
| SoftBank Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11617359) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 265678 |
| SoftBank Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20873239) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 477352 |
| Softwareone Holding AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (110234) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 5585 |
| Sojitz Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16419777) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 349519 |
| Sojitz Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (51012260) | 09/09/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1386632 |
| &nbsp;&nbsp;&nbsp; Solaria Energia y Medio Ambiente <br> SA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9569627) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (602171)<br>|
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69137) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2137 |
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, Inc., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4895447) | 12/08/27 | (0.11)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (425752)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Solid Power, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(104521) | 01/04/27 | (0.17)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $20454 |
| Solvay SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1780137) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 63804 |
| Solventum Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1417926) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52247 |
| Solventum Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1528870) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (139)<br>|
| Solventum Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (214692) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (439)<br>|
| Solventum Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4379612) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 104313 |
| Solventum Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (826670) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 4630 |
| Solventum Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (957410) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 39234 |
| Somnigroup International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (34720524) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2511463 |
| Somnigroup International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105064) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5)<br>|
| Sompo Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1610155) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 51455 |
| Sonoco Products Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (22929748) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (572876)<br>|
| Sonos, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1714248) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 130252 |
| Sonova Holding AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (215821) | 01/19/28 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (115)<br>|
| Sony Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6638500) | 01/20/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 21310 |
| Sony Financial Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7444459) | 02/26/26 | (0.23)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 117792 |
| Sopra Steria Group | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2179272) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 22363 |
| Sotera Health Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109576) | 04/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3302 |
| Sotera Health Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (373406) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15391 |
| Sotetsu Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1567909) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 28013 |
| Sotetsu Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4659236) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 93770 |
| SoundHound AI, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (336048) | 12/23/26 | (1.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42553 |
| Southern Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (14708982) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (87810)<br>|
| Southern Copper Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (690957) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23504)<br>|
| Southern Copper Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14995) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1182)<br>|
| Southern Copper Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (595055) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3501)<br>|
| &nbsp;&nbsp;&nbsp; Southern Cross Gold Consolidated <br> Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124152) | 01/04/27 | (3.34)% | CABROVER | Monthly  | &nbsp;&nbsp; 13425 |
| SouthState Bank Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (368081) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7879)<br>|
| SouthState Bank Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3018117) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53215)<br>|
| Southwest Airlines Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (511041) | 01/24/28 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12487)<br>|
| Southwest Airlines Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6126110) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (778308)<br>|
| Southwest Gas Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (315219) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6798 |
| &nbsp;&nbsp;&nbsp; SPDR Dow Jones Industrial Average <br> ETF Trust<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5988579) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 41485 |
| &nbsp;&nbsp;&nbsp; SPDR Dow Jones Industrial Average <br> ETF Trust<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5245279) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 38576 |
| &nbsp;&nbsp;&nbsp; SPDR Dow Jones Industrial Average <br> ETF Trust<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (286304) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3156 |
| Spectrum Brands Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1137455) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1123 |
| Spectrum Brands Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17137) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (65)<br>|
| Sphere Entertainment Co., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2321768) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 67732 |
| Sphere Entertainment Co., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6382286) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (289183)<br>|
| Spin Master Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3741123) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 143071 |
| Spirax Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1402342) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (5234)<br>|
| Spirax Group PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4029964) | 06/25/26 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 48075 |
| Spirax Group PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5655322) | 07/06/26 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 67465 |
| Spirax Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2415034) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (9014)<br>|
| Spire Healthcare Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1218997) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (220760)<br>|
| Spire, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15265) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (282)<br>|
| Spire, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7334182) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (37064)<br>|
| Sprinklr, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3992973) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 332748 |
| SPS Commerce, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1490983) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43632 |
| SPX Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3730271) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 90808 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Square Enix Holdings Co. Ltd. | Barclays Bank PLC | $(787263) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $2825 |
| Square Enix Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (497157) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 11635 |
| SSAB AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4813199) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 296123 |
| SSE PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (167432) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (8095)<br>|
| SSE PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11045575) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (475026)<br>|
| SSE PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (18162735) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (869996)<br>|
| SSE PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (38429280) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1667522)<br>|
| SSE PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (20762027) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (987334)<br>|
| &nbsp;&nbsp;&nbsp; St Galler Kantonalbank AG, Class N, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (711338) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (11142)<br>|
| &nbsp;&nbsp;&nbsp; St Galler Kantonalbank AG, Class N, <br> Registered Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (902425) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 14697 |
| St Joe Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1315885) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (28434)<br>|
| STAAR Surgical Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100763) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4762 |
| STAG Industrial, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80234) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (150)<br>|
| STAG Industrial, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20442) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38)<br>|
| Standardaero, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (22332129) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 957855 |
| Standardaero, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1875759) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31688 |
| Stanley Black & Decker, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6655852) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 150828 |
| Stanmore Resources Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1028042) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (30327)<br>|
| Stanmore Resources Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (410570) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 8541 |
| Stanmore Resources Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (927227) | 08/19/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (27353)<br>|
| Star Asia Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120766) | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 49 |
| Star Asia Investment Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114906) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2729 |
| Starbucks Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15790005) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 639311 |
| Starts Corp., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (430489) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2201 |
| Starts Corp., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (806022) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6551 |
| Starts Corp., Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (585797) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4289)<br>|
| Starts Corp., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (386904) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (142)<br>|
| Starwood Property Trust, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4844307) | 12/08/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 82332 |
| Starwood Property Trust, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9982) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 228 |
| Starwood Property Trust, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12405592) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 297140 |
| State Street Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1091675) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4408)<br>|
| State Street Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68469) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1279)<br>|
| State Street Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2249084) | 01/24/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6026)<br>|
| State Street Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1559404) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23348)<br>|
| State Street Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2497766) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (53611)<br>|
| State Street Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (774608) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14478)<br>|
| &nbsp;&nbsp;&nbsp; State Street SPDR S&P 500 ETF <br> Trust<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (79213804) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (85958)<br>|
| &nbsp;&nbsp;&nbsp; State Street SPDR S&P 500 ETF <br> Trust<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (94465575) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (98353)<br>|
| &nbsp;&nbsp;&nbsp; State Street SPDR S&P 500 ETF <br> Trust<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (19757333) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 98465 |
| &nbsp;&nbsp;&nbsp; State Street SPDR S&P 500 ETF <br> Trust<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (75400024) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (136806)<br>|
| &nbsp;&nbsp;&nbsp; State Street SPDR S&P MidCap <br> 400 ETF Trust<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (493993) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6371 |
| Steadfast Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5620357) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 93538 |
| Steadfast Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6369681) | 03/22/27 | (0.50)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 59845 |
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17054898) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (72489)<br>|
| Stella-Jones, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3973620) | 08/18/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (105898)<br>|
| Stella-Jones, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12689183) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (201909)<br>|
| Stellantis NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5919566) | 12/10/26 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 83123 |
| Stellantis NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3083117) | 02/26/27 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 43202 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Stepan Co. | SG Americas Securities LLC | $(2804214) | 12/08/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(393545)<br>|
| StepStone Group, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (452) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28 |
| StepStone Group, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (596619) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37178 |
| StepStone Group, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3205659) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16691 |
| STERIS PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (556768) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2045)<br>|
| STERIS PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1675557) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6396)<br>|
| STERIS PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1197110) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 442 |
| STERIS PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3862103) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25165)<br>|
| STERIS PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (289989) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6118 |
| Sterling Infrastructure, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1566196) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (100591)<br>|
| Stevanato Group SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2115187) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 395218 |
| Stevanato Group SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1093176) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 282144 |
| Steven Madden Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2815869) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 143139 |
| Steven Madden Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8677646) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 325483 |
| STMicroelectronics NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (410909) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13713 |
| StoneX Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6847702) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (603331)<br>|
| Stora Enso OYJ | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (437746) | 01/19/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 33422 |
| Stora Enso OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7799554) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 595709 |
| Stora Enso OYJ, Class R | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (27403142) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2092980 |
| Stora Enso OYJ, Class R | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3737454) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 254882 |
| Strategy, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1278722) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 89426 |
| Strategy, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13374909) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 872477 |
| Strategy, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (534000) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40556 |
| Strathcona Resources Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2238485) | 02/15/28 | (7.68)% | CABROVER | Monthly  | &nbsp;&nbsp; 44051 |
| Strathcona Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (383563) | 01/17/28 | 0.00% | CABROVER | Monthly  | &nbsp;&nbsp; 5817 |
| Straumann Holding AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (204727) | 02/26/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (453)<br>|
| &nbsp;&nbsp;&nbsp; Straumann Holding AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9366828) | 12/11/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 477333 |
| &nbsp;&nbsp;&nbsp; Straumann Holding AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16382093) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 832903 |
| Strauss Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (237696) | 02/15/28 | (0.60)% | SHIR | Monthly  | &nbsp;&nbsp; (3063)<br>|
| Strauss Group Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1532387) | 07/30/26 | (0.55)% | SHIR | Monthly  | &nbsp;&nbsp; 16993 |
| Strauss Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165982) | 05/23/28 | (0.75)% | SHIR | Monthly  | &nbsp;&nbsp; 1841 |
| Strauss Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (455995) | 12/08/27 | (0.70)% | SHIR | Monthly  | &nbsp;&nbsp; (34769)<br>|
| Strauss Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (187039) | 06/07/28 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; (1975)<br>|
| Stride, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (22498816) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4928673)<br>|
| Strike Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1671645) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15466)<br>|
| Strike Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (728299) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 579 |
| Strike Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (888615) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8089)<br>|
| Stryker Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1051391) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7)<br>|
| Subaru Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2842872) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 135738 |
| Subaru Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7510340) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 174670 |
| Subaru Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8528617) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 407213 |
| Subaru Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (22983495) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 484866 |
| Subaru Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9143921) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 198140 |
| Subaru Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1242931) | 01/20/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23690)<br>|
| Suedzucker AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3168564) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (56339)<br>|
| Suedzucker AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (536431) | 12/10/26 | (0.81)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5540)<br>|
| Suedzucker AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (435178) | 08/19/26 | (0.59)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7738)<br>|
| Suedzucker AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (528816) | 01/04/27 | (0.56)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5462)<br>|
| Suedzucker AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (359091) | 12/08/27 | (0.70)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (21004)<br>|
| Sulzer AG, Registered Shares | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3667348) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 111711 |
| Sulzer AG, Registered Shares | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1520483) | 04/02/30 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 63279 |
| SUMCO Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3185658) | 01/26/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 150746 |
| Sumitomo Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14865982) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 31481 |
| Sumitomo Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (16550888) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 27048 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Sumitomo Forestry Co., Ltd. | Barclays Bank PLC | $(3104187) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $29307 |
| Sumitomo Pharma Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (623934) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 117979 |
| Sumitomo Pharma Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4809796) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 909482 |
| Sumitomo Pharma Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97747) | 01/26/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3444)<br>|
| Sumitomo Pharma Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6871543) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (271344)<br>|
| Sumitomo Pharma Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3397119) | 02/26/26 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (134146)<br>|
| Sumitomo Warehouse Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1065993) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 27312 |
| Summit Hotel Properties, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118850) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7554 |
| Summit Therapeutics, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (318977) | 02/15/28 | (0.74)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 51531 |
| Summit Therapeutics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (492596) | 12/23/26 | (0.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 81958 |
| Summit Therapeutics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73035) | 04/16/26 | (0.58)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11799 |
| Summit Therapeutics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1162730) | 01/06/27 | (0.44)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 193454 |
| Summit Therapeutics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (988782) | 12/08/27 | (1.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 228423 |
| Summit Therapeutics, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103067) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16651 |
| Sun Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4232256) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (28147)<br>|
| Sun Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1394721) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9276)<br>|
| Sun Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1182166) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 117065 |
| Sun Hung Kai Properties Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2704370) | 09/09/26 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (346818)<br>|
| SunCoke Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (804696) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 30533 |
| Suncor Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13316486) | 02/23/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (213493)<br>|
| Sunstone Hotel Investors, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1094595) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 47747 |
| Sunstone Hotel Investors, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8364688) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 468206 |
| Suntory Beverage & Food Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5912558) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 131135 |
| Suntory Beverage & Food Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8154422) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 161802 |
| Suntory Beverage & Food Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16218715) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 360191 |
| Suntory Beverage & Food Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2537924) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9070)<br>|
| Suntory Beverage & Food Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4726660) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 88849 |
| Super Group SGHC Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109376) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2185 |
| Super Micro Computer, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76080) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 802 |
| Super Micro Computer, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6527947) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 172478 |
| Super Micro Computer, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (888277) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 71247 |
| Super Retail Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (347885) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3815)<br>|
| Super Retail Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10258) | 12/08/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (293)<br>|
| Superior Plus Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8221160) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (196016)<br>|
| Superloop Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1847363) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 71242 |
| Superloop Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (167604) | 03/22/27 | (0.35)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 7806 |
| Surgery Partners, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6917726) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 374288 |
| SUSS MicroTec SE, Class N | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163760) | 12/10/26 | (0.61)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1403)<br>|
| SUSS MicroTec SE, Class N | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11605) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1453)<br>|
| SUSS MicroTec SE, Class N | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (144586) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1950 |
| Suzuki Motor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2364648) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 169402 |
| Suzuki Motor Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2845678) | 01/20/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (35412)<br>|
| Svenska Cellulosa AB SCA, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10779572) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 847759 |
| Svenska Cellulosa AB SCA, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1091482) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 85839 |
| Svenska Cellulosa AB SCA, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (342433) | 11/16/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 26931 |
| Svenska Cellulosa AB SCA, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (470197) | 01/19/28 | 0.00% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 25579 |
| Svenska Cellulosa AB SCA, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (26687116) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 1452568 |
| Svenska Cellulosa AB SCA, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (28938889) | 12/08/27 | (0.24)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 1808424 |
| Svenska Cellulosa AB SCA, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (13191215) | 04/18/28 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 1037152 |
| Svenska Handelsbanken AB, Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (622580) | 12/08/27 | 0.00% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 4275 |
| SWCC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1861902) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8829)<br>|
| Swedbank AB, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (10900843) | 08/17/26 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (25793)<br>|
| Swedbank AB, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12125108) | 01/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 98549 |
| Sweetgreen, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3092969) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 745524 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Swire Pacific Ltd. | Bank of America N.A. | $(2328841) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; $(30557)<br>|
| Swire Pacific Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4157241) | 01/14/28 | (0.15)% | HONIA | Monthly  | &nbsp;&nbsp; (112835)<br>|
| Swire Pacific Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (709956) | 02/25/26 | (0.13)% | HONIA | Monthly  | &nbsp;&nbsp; (13785)<br>|
| Swire Pacific Ltd., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171452) | 02/15/28 | (0.15)% | HONIA | Monthly  | &nbsp;&nbsp; (7071)<br>|
| Swire Pacific Ltd., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1070416) | 04/18/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (44146)<br>|
| &nbsp;&nbsp;&nbsp; Swiss Life Holding AG, Class N, <br> Registered Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (65097439) | 12/08/27 | (0.13)% | SSARON | Monthly  | &nbsp;&nbsp; 3723395 |
| &nbsp;&nbsp;&nbsp; Swiss Life Holding AG, Class N, <br> Registered Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (46230222) | 12/08/27 | (0.05)% | SSARON | Monthly  | &nbsp;&nbsp; 3089653 |
| Swiss Prime Site AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4997367) | 01/19/28 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (239063)<br>|
| Swiss Prime Site AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2066823) | 01/06/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (98807)<br>|
| &nbsp;&nbsp;&nbsp; Swiss Prime Site AG, Registered <br> Shares<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3640907) | 02/15/28 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (180143)<br>|
| &nbsp;&nbsp;&nbsp; Swiss Prime Site AG, Registered <br> Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (433805) | 03/22/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (17674)<br>|
| &nbsp;&nbsp;&nbsp; Swiss Prime Site AG, Registered <br> Shares, Registered Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (23732315) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (1134557)<br>|
| Swiss Re AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (39826548) | 08/17/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 1272316 |
| Swiss Re AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16804987) | 12/08/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 667303 |
| Swiss Re AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (15123253) | 04/18/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 409562 |
| Swiss Re AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5456626) | 01/20/31 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (14211)<br>|
| &nbsp;&nbsp;&nbsp; Swisscom AG, Class N, Registered <br> Shares<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1594846) | 07/06/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (86727)<br>|
| &nbsp;&nbsp;&nbsp; Swisscom AG, Class N, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (40733218) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (2215061)<br>|
| &nbsp;&nbsp;&nbsp; Swisscom AG, Class N, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (40320489) | 01/06/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (2192617)<br>|
| &nbsp;&nbsp;&nbsp; Swissquote Group Holding SA, <br> Class N, Registered Shares<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27203) | 01/20/31 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (124)<br>|
| Syensqo SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4905239) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13895 |
| Syensqo SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13606413) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 24237 |
| Syensqo SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (15878060) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 687767 |
| Sylvamo Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7892627) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (99617)<br>|
| Symbotic, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5407920) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1023360 |
| Symbotic, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (148749) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7)<br>|
| Symbotic, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2675105) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 384986 |
| Symbotic, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3709223) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 701909 |
| Symbotic, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (818601) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 154907 |
| Symrise AG, Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (537286) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 173 |
| Synaptics, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (212123) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20534 |
| Synchrony Financial | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (541220) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19)<br>|
| Synopsys, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (22091471) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2107340 |
| Sysmex Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5764148) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 237240 |
| Sysmex Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4154874) | 01/20/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 139090 |
| T Rowe Price Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3011185) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46015 |
| T1 Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127073) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 607 |
| T1 Energy, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (543886) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (39547)<br>|
| Tabcorp Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118644) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 7294 |
| TAG Immobilien AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6869288) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 63200 |
| Taihei Dengyo Kaisha Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82521) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3068 |
| Taihei Dengyo Kaisha Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (653502) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 32324 |
| Taihei Dengyo Kaisha Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (441114) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 16401 |
| Taihei Dengyo Kaisha Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (322771) | 02/10/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 625 |
| Taihei Dengyo Kaisha Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (509124) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 25182 |
| Taiyo Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2884830) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 49491 |
| Taiyo Holdings Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1384961) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19078 |
| Taiyo Yuden Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3157506) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 288063 |
| Takara Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12389816) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 372884 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Takasago International Corp. | Barclays Bank PLC | $(1313105) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $42699 |
| Takasago International Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3898) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (8)<br>|
| Takasago International Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (349219) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 11356 |
| Takasago International Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (201861) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6564 |
| Takashimaya Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73564) | 12/08/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (183)<br>|
| Takashimaya Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (848612) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10102)<br>|
| Takeda Pharmaceutical Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (98509) | 01/26/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (207)<br>|
| Takeda Pharmaceutical Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9212052) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (441608)<br>|
| Takeda Pharmaceutical Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4089554) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (196045)<br>|
| Take-Two Interactive Software, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (16124323) | 01/24/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1238873 |
| Takeuchi Manufacturing Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11524716) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 250410 |
| Takeuchi Manufacturing Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4549787) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 98858 |
| Takeuchi Manufacturing Co., Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5656929) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 460729 |
| Talanx AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1184568) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 42833 |
| Talanx AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2856469) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 103289 |
| Talanx AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2374027) | 12/08/27 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 103549 |
| Talanx AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3314226) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 119841 |
| Talanx AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (193613) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 129 |
| Talen Energy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2390841) | 01/24/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61706 |
| Talos Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6310148) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (375804)<br>|
| Tamarack Valley Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1965541) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (73044)<br>|
| Tamburi Investment Partners SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1197501) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 48240 |
| Tamburi Investment Partners SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (177342) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 12261 |
| Tamron Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (258219) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6564 |
| Tamron Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3393961) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 95739 |
| Tarsus Pharmaceuticals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4044366) | 04/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 487115 |
| Taseko Mines Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (306900) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (13303)<br>|
| Taseko Mines Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (179699) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (7979)<br>|
| TAT Technologies Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124471) | 01/04/27 | (0.49)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 3530 |
| TBS Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1551075) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 27299 |
| TBS Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5233574) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 165950 |
| TC Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9796911) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (299992)<br>|
| TC Energy Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12340851) | 12/08/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (746600)<br>|
| &nbsp;&nbsp;&nbsp; Tecan Group AG, Class N, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5817114) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 272744 |
| Techno Ryowa Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (157644) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 1514 |
| Technoprobe SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4190169) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (140033)<br>|
| Technoprobe SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (473753) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6513 |
| Technoprobe SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1110350) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3762 |
| Technoprobe SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3328075) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (111223)<br>|
| Technoprobe SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (308454) | 01/13/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1984 |
| Technoprobe SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (997749) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (33344)<br>|
| Technoprobe SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (287227) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5696)<br>|
| Telecom Italia SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1294841) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8845 |
| Telecom Italia SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1152466) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10949)<br>|
| Teleflex, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (356567) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (587)<br>|
| Teleflex, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (612341) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4177 |
| &nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, <br> Class B<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (386671) | 01/20/31 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 684 |
| Teleperformance SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1324055) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 17355 |
| Teleperformance SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2303899) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 256161 |
| Teleperformance SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (164951) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (930)<br>|
| Telesat Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134526) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 21427 |
| Telstra Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (705203) | 01/07/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (23713)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Temenos AG | Barclays Bank PLC | $(210908) | 02/26/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; $137 |
| Temple & Webster Group Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10569) | 02/25/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 621 |
| Temple & Webster Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106570) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 6264 |
| Tempus AI, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1354485) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 169212 |
| Tempus AI, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4718194) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 622977 |
| Tenaris SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (296556) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 324 |
| Tenet Healthcare Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1156828) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 706 |
| Teradyne, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (18457362) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1082151)<br>|
| Terex Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (339837) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18870 |
| Terna - Rete Elettrica Nazionale | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7387919) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (126477)<br>|
| TerraVest Industries, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112145) | 02/24/28 | (3.34)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 6789 |
| Terreno Realty Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10726335) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (362927)<br>|
| Terreno Realty Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5099275) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25038)<br>|
| Tesla, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8757734) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 285113 |
| TETRA Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114489) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 375 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Industries Ltd., <br> ADR<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (12145905) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (649534)<br>|
| Texas Capital Bancshares, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (336498) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3649 |
| Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (934774) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (90167)<br>|
| Texas Pacific Land Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12474123) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1847305)<br>|
| Texas Pacific Land Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (514496) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3167)<br>|
| Textron, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (138763) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11517 |
| Textron, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (866680) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26588 |
| Textron, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (143427) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8432 |
| Textron, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (920983) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5159 |
| TGS ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1966615) | 04/24/28 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; (71315)<br>|
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2728919) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 209073 |
| Thermon Group Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1394263) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (67855)<br>|
| Thermon Group Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2037397) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (192161)<br>|
| Thermon Group Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (748940) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (136829)<br>|
| Thermon Group Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (514932) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48567)<br>|
| Thor Industries, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75607) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2332 |
| Thor Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19580) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1009 |
| Thule Group AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3622914) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 360716 |
| Thule Group AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4763037) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 328278 |
| thyssenkrupp AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1602531) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (44106)<br>|
| thyssenkrupp AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (221003) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3766)<br>|
| TIC Solutions, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111883) | 12/08/27 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2945 |
| Timken Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (471465) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6167 |
| Timken Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7970283) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (200057)<br>|
| TIS, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1172784) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 116508 |
| TIS, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5677956) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 207436 |
| TIS, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2475228) | 01/20/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 109519 |
| TIS, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10623794) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 587718 |
| TIS, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9188396) | 09/09/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 508311 |
| TIS, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1983683) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 109739 |
| Titan America SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4509) | 02/15/28 | (0.98)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13 |
| Titan America SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5289) | 12/23/26 | (0.88)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (93)<br>|
| Titan America SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42985) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 123 |
| TKH Group NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4953475) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 68288 |
| TKH Group NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (952513) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4036 |
| TKO Group Holdings, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131803) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3975 |
| TKO Group Holdings, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1164321) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6997)<br>|
| TKO Group Holdings, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20679) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 624 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| TKO Group Holdings, Inc., Class A | Citibank N.A. | $(7572319) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(92701)<br>|
| TKO Group Holdings, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (19730047) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (47839)<br>|
| TKO Group Holdings, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2898419) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 87419 |
| TKO Group Holdings, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (615993) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18691)<br>|
| Toei Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3593177) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21559)<br>|
| Toei Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1950375) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11702)<br>|
| Toei Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (857586) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5146)<br>|
| Toho Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1154039) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 24099 |
| Toho Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4940853) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 95348 |
| Tohoku Electric Power Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6161275) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 365009 |
| Tohoku Electric Power Co., Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (364629) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 22018 |
| Tokmanni Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20677) | 02/19/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 413 |
| Tokmanni Group Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (716080) | 01/13/28 | (0.54)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5371)<br>|
| Tokmanni Group Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (931880) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 26946 |
| Tokmanni Group Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1862281) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (14794)<br>|
| Tokyo Electron Device Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2349238) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 79821 |
| Tokyo Gas Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3912727) | 01/26/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (93489)<br>|
| Tokyo Gas Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1230934) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (33486)<br>|
| Tokyo Kiraboshi Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (480770) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15430)<br>|
| Tokyo Kiraboshi Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1384686) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38624)<br>|
| Tokyo Kiraboshi Financial Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139170) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (4467)<br>|
| Tokyo Metro Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (990674) | 01/26/27 | (1.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17924 |
| Tokyo Metro Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5337402) | 05/12/27 | (1.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 96727 |
| Tokyo Metro Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13013997) | 09/09/27 | (1.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 235845 |
| Tokyo Metro Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181988) | 09/09/26 | (2.50)% | 1D TONA | Monthly  | &nbsp;&nbsp; (2739)<br>|
| Tokyo Metro Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1296288) | 02/26/26 | (3.80)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23492 |
| Tokyo Metro Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1627973) | 02/26/26 | (3.74)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 29503 |
| Tokyo Metro Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2122781) | 01/06/27 | (4.31)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 38470 |
| Tokyo Metro Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (544833) | 01/07/27 | (4.30)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9874 |
| Tokyo Metro Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2034474) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (30617)<br>|
| Tokyo Metro Co., Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3049607) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (45894)<br>|
| Tokyo Ohka Kogyo Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3759795) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (493067)<br>|
| Tokyo Ohka Kogyo Co., Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1627436) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (213425)<br>|
| Tokyo Ohka Kogyo Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11436048) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (973244)<br>|
| Tokyo Ohka Kogyo Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13737178) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1169077)<br>|
| Tokyo Steel Manufacturing Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1314285) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 89913 |
| Tokyo Steel Manufacturing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2013608) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 159474 |
| Tokyu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7190966) | 01/20/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 132722 |
| Tokyu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9640513) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 310728 |
| Tokyu Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49026) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1655 |
| Tokyu Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3499333) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8558 |
| Tokyu REIT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (899579) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2779 |
| TOMRA Systems ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1075632) | 12/11/26 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; 11180 |
| Tomy Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12569035) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 497674 |
| Tootsie Roll Industries, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1089472) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2306)<br>|
| Tootsie Roll Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (928101) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (3937)<br>|
| Tootsie Roll Industries, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1873174) | 12/08/27 | (0.17)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53403)<br>|
| TopBuild Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (390480) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20721 |
| TOPPAN Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5884104) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (262956)<br>|
| TOPPAN Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (869310) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38849)<br>|
| TOPPAN Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4527236) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (87692)<br>|
| TOPPAN Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3737669) | 01/26/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 61789 |
| TOPPAN Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3511630) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 58156 |
| TOPPAN Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17821991) | 09/09/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 295147 |
| TOPPAN Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7847444) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (350696)<br>|
| TOPPAN Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2637498) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (117868)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| TOPPAN Holdings, Inc. | Citibank N.A. | $(4146110) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $68663 |
| TOPPAN Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10924372) | 02/26/26 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 180917 |
| TOPPAN Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (490040) | 01/06/31 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (16552)<br>|
| Torex Gold Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3300023) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 566755 |
| Torex Gold Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3962980) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 680613 |
| Toro Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4491796) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (54747)<br>|
| Toromont Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7425134) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 334403 |
| Toromont Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12422) | 12/08/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (316)<br>|
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15223163) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 384777 |
| TotalEnergies SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (24031100) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1955151)<br>|
| TotalEnergies SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (25220507) | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1813691)<br>|
| TotalEnergies SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4920057) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (90295)<br>|
| TOTO Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (925485) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 20332 |
| TOTO Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (257760) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9386)<br>|
| Tourmaline Oil Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21340241) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (1002003)<br>|
| Tourmaline Oil Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (949270) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (27186)<br>|
| Towa Pharmaceutical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (451089) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6239 |
| Towa Pharmaceutical Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (196858) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1217 |
| Toyo Suisan Kaisha Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1719204) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1452)<br>|
| Toyo Suisan Kaisha Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2539571) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2145)<br>|
| Toyo Suisan Kaisha Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8525200) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 114691 |
| Toyo Suisan Kaisha Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4870509) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 65524 |
| Toyo Suisan Kaisha Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9342983) | 02/26/26 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 125693 |
| Toyo Suisan Kaisha Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (159764) | 02/10/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4448)<br>|
| Toyo Suisan Kaisha Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (701570) | 02/10/26 | (0.68)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19535)<br>|
| Toyo Suisan Kaisha Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (28813001) | 12/08/27 | (0.11)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (802273)<br>|
| Toyo Suisan Kaisha Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1493441) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (41584)<br>|
| Toyo Tanso Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10431882) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 358957 |
| Toyo Tanso Co., Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (358516) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 19608 |
| Toyo Tanso Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2489532) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 85726 |
| Toyota Boshoku Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6873740) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 113310 |
| Toyota Tsusho Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2465270) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 196353 |
| Toyota Tsusho Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1946891) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 155065 |
| Toyota Tsusho Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6596681) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 70357 |
| Toyota Tsusho Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (19702746) | 02/26/26 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 207536 |
| Toyota Tsusho Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12538112) | 02/26/26 | (0.23)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 133725 |
| Toyota Tsusho Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2841928) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (78893)<br>|
| Toyota Tsusho Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4982233) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (138309)<br>|
| Toyota Tsusho Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (45080592) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (734789)<br>|
| Toyota Tsusho Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (17658052) | 12/08/27 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (300266)<br>|
| TPG, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9057233) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1125590 |
| Tractor Supply Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (841723) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52982 |
| Tractor Supply Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (870288) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 45421 |
| Trade Desk, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28508) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2)<br>|
| Tradeweb Markets, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2538826) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25361 |
| TransAlta Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (622763) | 01/24/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 13645 |
| Transcontinental, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (609898) | 12/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (2918)<br>|
| TransDigm Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1334545) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3060)<br>|
| TransDigm Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (27788065) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (97501)<br>|
| Transocean Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114205) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6561)<br>|
| TransUnion | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1236905) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 94513 |
| TransUnion | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1861161) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 41330 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| TransUnion | UBS AG | $(489774) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $12967 |
| Transurban Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4574161) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3516)<br>|
| Travel + Leisure Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (323787) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10231 |
| Travel + Leisure Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3793651) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 274301 |
| Travel + Leisure Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14696) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 788 |
| Travelers Cos, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1400559) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23698)<br>|
| Travelers Cos, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184283) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10322)<br>|
| Travis Perkins PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114513) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 6443 |
| TRE Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5483339) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14580 |
| TRE Holdings Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (571923) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1521 |
| Trelleborg AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3129273) | 12/08/27 | (0.17)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 194946 |
| Trend Micro, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8159015) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 313428 |
| Trend Micro, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2303700) | 01/20/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1020 |
| Trevi Therapeutics, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (407869) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10993 |
| Trex Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6609026) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 252091 |
| Tri Chemical Laboratories, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16821692) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 262933 |
| Trigano SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8491313) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 261870 |
| TriMas Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (468640) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6145)<br>|
| Trimble, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (255296) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28633 |
| Trimble, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30093) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1633 |
| Trimble, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (426635) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14680 |
| TripAdvisor, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8438825) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 881414 |
| Trisura Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (801551) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 47841 |
| Triumph Financial, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (915020) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 96174 |
| Triumph Financial, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1446459) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 147436 |
| Triumph Financial, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (377880) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 39718 |
| Triumph Financial, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4724274) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 357373 |
| Tsuburaya Fields Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (988366) | 05/12/27 | (3.50)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24624)<br>|
| Tsuburaya Fields Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (914939) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (6822)<br>|
| Tsuburaya Fields Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (278592) | 01/06/27 | (0.81)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6941)<br>|
| Tsuburaya Fields Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (323404) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2411)<br>|
| Tsumura & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2343073) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 22097 |
| Tuas Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (601146) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 21068 |
| TV Asahi Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (713844) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19284)<br>|
| TV Asahi Holdings Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (245454) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6631)<br>|
| Tyler Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (508628) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 77539 |
| Tyler Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33925) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5481 |
| Tyler Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (617738) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 80261 |
| Tyler Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6361207) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1094301 |
| UACJ Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1854495) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (63800)<br>|
| UBE Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11186492) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 108409 |
| Ubiquiti, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (293599) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5758 |
| Ubiquiti, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1623515) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2340 |
| UCB SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (303888) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2056)<br>|
| UDR, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3389377) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22591)<br>|
| UDR, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3697323) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 39386 |
| UDR, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (25200174) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48191)<br>|
| UDR, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1073029) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11357 |
| UFP Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131768) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3185 |
| UGI Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (412700) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 570 |
| UGI Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (230480) | 12/08/27 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2936 |
| U-Haul Holding Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (110328) | 12/08/27 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 371 |
| UL Solutions, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (579784) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14783 |
| Ulta Beauty, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (14888546) | 12/08/27 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 229726 |
| UMB Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11254174) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (186265)<br>|
| UMH Properties, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (18724953) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 529210 |
| U-Next Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (688723) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7355 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| UniFirst Corp. | BNP Paribas SA | $(5110311) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(129454)<br>|
| Unilever PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (18498121) | 02/15/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (395748)<br>|
| Unilever PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (477716) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3252)<br>|
| Unilever PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (25957730) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1028370)<br>|
| Union Tool Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184906) | 03/24/27 | (0.05)% | 1D TONA | Monthly  | &nbsp;&nbsp; (1578)<br>|
| Union Tool Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4389099) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 133272 |
| UNITE Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112968) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2 |
| United Bankshares, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1298022) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18229)<br>|
| United Overseas Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11110631) | 01/06/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (212642)<br>|
| United Overseas Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (369664) | 01/07/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (7075)<br>|
| United Overseas Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10657782) | 12/08/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (689602)<br>|
| United Parcel Service, Inc., Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (14261686) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 311283 |
| United Parks & Resorts, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11486724) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (166893)<br>|
| United Rentals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2878653) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 268137 |
| United Rentals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3353582) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 610116 |
| United States Antimony Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136129) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1470 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1305950) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 248900 |
| Uniti Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1626412) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (133243)<br>|
| Uniti Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5269432) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (736277)<br>|
| Unitil Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115667) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3972)<br>|
| Unity Software, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (405524) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32054 |
| Universal Display Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (217694) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5)<br>|
| Universal Health Services, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (577521) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3930 |
| Universal Health Services, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3167323) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53026 |
| Universal Health Services, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (499653) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7170 |
| Universal Health Services, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1545761) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5317 |
| Universal Music Group NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12733920) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 99199 |
| Universal Music Group NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2885676) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 18791 |
| Universal Music Group NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (26391037) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1179529 |
| Universal Technical Institute, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (504417) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5954 |
| Universal Technical Institute, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (641978) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 468 |
| Universal Technical Institute, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20466) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44)<br>|
| UPM-Kymmene OYJ | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2533753) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 138497 |
| UPM-Kymmene OYJ | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (11473650) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 627158 |
| UPM-Kymmene OYJ | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (11748027) | 01/19/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 550863 |
| UPM-Kymmene OYJ | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1147133) | 02/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 53374 |
| UPM-Kymmene OYJ | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5514605) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 258736 |
| UPM-Kymmene OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (14843505) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 811357 |
| Upstart Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3210132) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 240869 |
| Uranium Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (409076) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53967 |
| Uranium Energy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (514395) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30)<br>|
| US Foods Holding Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3802884) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (64709)<br>|
| US Foods Holding Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2212356) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (46806)<br>|
| UWM Holdings Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (529407) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 81237 |
| Vail Resorts, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (850) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52 |
| Vail Resorts, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1011918) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61399 |
| Valero Energy Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1981084) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12024 |
| Valley National Bancorp | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13568898) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (65656)<br>|
| Valmet OYJ | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (788) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; — |
| Valmont Industries, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76190) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| VanEck Gold Miners ETF | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3695124) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 275475 |
| VanEck Gold Miners ETF | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1587655) | 02/16/27 | (0.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 177386 |
| VanEck Gold Miners ETF | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1121485) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 110342 |
| VanEck Gold Miners ETF | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (728361) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 116626 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| VanEck Junior Gold Miners ETF | Bank of America N.A. | $(4255290) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $396215 |
| VanEck Junior Gold Miners ETF | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1085560) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 137512 |
| VanEck Junior Gold Miners ETF | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1718807) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 137652 |
| Vanguard Russell 2000 ETF | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (64983317) | 02/15/28 | (2.62)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1375882 |
| Vanguard Russell 2000 ETF | BNP Paribas SA | &nbsp;&nbsp;&nbsp; (128884720) | 01/28/28 | (1.54)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2568699 |
| Vanguard Russell 2000 ETF | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (94539563) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2052583 |
| Varonis Systems, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109330) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9187 |
| VAT Group AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9010712) | 02/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (1385096)<br>|
| VAT Group AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (23396687) | 02/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (3596459)<br>|
| VAT Group AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4911251) | 04/18/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 34094 |
| Vault Minerals Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1265375) | 01/14/28 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 80094 |
| Venture Global, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (413472) | 12/23/26 | (2.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12721)<br>|
| Verbund AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (448734) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7821 |
| Verbund AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2866718) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (54361)<br>|
| Verbund AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1944715) | 02/26/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (36937)<br>|
| Verbund AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (10091703) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 175886 |
| Verbund AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1307609) | 02/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 34911 |
| Verbund AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (998562) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (18936)<br>|
| Verbund AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74677) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1302 |
| Verbund AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (16814594) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 242812 |
| Verbund AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (671637) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12736)<br>|
| VeriSign, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1355190) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 202 |
| Verisk Analytics, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1145683) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19457 |
| Verisk Analytics, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (866791) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5867 |
| Verisk Analytics, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1440113) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4007 |
| Verisk Analytics, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2458542) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10717)<br>|
| Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6405020) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (817993)<br>|
| Versant Media Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (619861) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (429)<br>|
| Vertex Pharmaceuticals, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8910299) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4174)<br>|
| Vertex, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2070720) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 110931 |
| Vesuvius PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2380616) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 96417 |
| VF Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (548352) | 12/08/27 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14113 |
| VGP NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1494298) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 16308 |
| VGP NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1814310) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 19801 |
| Viasat, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2286108) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (351142)<br>|
| Viatris, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1038985) | 01/28/28 | 0.08% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3149)<br>|
| Viatris, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25487) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (496)<br>|
| Vicat SACA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (717152) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2091 |
| Vicat SACA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4373410) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 89256 |
| Vicat SACA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3141269) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 64110 |
| Vicinity Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1932792) | 01/20/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 28732 |
| Vicinity Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3021421) | 01/27/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 83858 |
| Vicinity Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8998284) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 250006 |
| Vicinity Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7253376) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 201526 |
| Vicinity Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (14318449) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 289213 |
| Vicinity Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8959823) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 173810 |
| Vicinity Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1994169) | 01/14/28 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 53161 |
| Vicor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (164092) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3268 |
| Vicor Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106110) | 12/08/27 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2)<br>|
| Victrex PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (437305) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 28655 |
| Victrex PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (551081) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 12319 |
| Vidrala SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2946480) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 123717 |
| Vidrala SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (622143) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 26123 |
| Vidrala SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (932069) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 39136 |
| Vidrala SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (906878) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 38078 |
| Vimian Group AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (327407) | 01/18/27 | (1.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 23381 |
| Vimian Group AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (270935) | 11/17/27 | (1.40)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 37075 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Vimian Group AB | Goldman Sachs Bank USA | $(365115) | 08/19/26 | (1.43)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; $49963 |
| Vimian Group AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10) | 01/04/27 | (1.50)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 1 |
| Vimian Group AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (275999) | 12/08/27 | (1.15)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 46090 |
| Viper Energy, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (26596865) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4425484)<br>|
| Virbac SACA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1359333) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 54951 |
| Visa, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (152410) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2116 |
| Visa, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (720661) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8773 |
| Visa, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1632032) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30284 |
| Vishay Intertechnology, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2624127) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (664191)<br>|
| Vision, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161282) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6419)<br>|
| Vision, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (108865) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4333)<br>|
| Visional, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3793099) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 492014 |
| Visional, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16568629) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1005583 |
| Visional, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1453167) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 80930 |
| Vistance Networks, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4412071) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (54593)<br>|
| Vistry Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2414620) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (99875)<br>|
| Vitec Software Group AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (575966) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 40816 |
| Vitec Software Group AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1563849) | 11/17/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 205672 |
| Vitec Software Group AB, Class B | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243333) | 08/19/26 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 32002 |
| Vitec Software Group AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198194) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 14045 |
| Vitesse Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2206176) | 12/23/26 | (1.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (149476)<br>|
| Vivendi SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2741877) | 12/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 49539 |
| Vodafone Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (612516) | 02/26/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3002)<br>|
| Volkswagen AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2420099) | 08/19/26 | (0.12)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 12073 |
| Volkswagen AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (42756881) | 12/08/27 | (0.12)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (284323)<br>|
| Volkswagen AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (20466116) | 12/08/27 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (107943)<br>|
| Volkswagen AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (19101117) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 95289 |
| Volvo AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (21566161) | 08/17/26 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (736352)<br>|
| Volvo AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (11355840) | 11/16/27 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (261480)<br>|
| Volvo AB, Class B | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (28008686) | 02/10/26 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (698475)<br>|
| Vontier Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4301784) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 6872 |
| &nbsp;&nbsp;&nbsp; Vontobel Holding AG, Class N, <br> Registered Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2376528) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 37700 |
| Vornado Realty Trust | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135437) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7120 |
| Vornado Realty Trust | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17325) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 906 |
| Vossloh AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1893794) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 96569 |
| Vossloh AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1426218) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 28376 |
| Vossloh AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2048534) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 104460 |
| Vossloh AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1085926) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 21606 |
| Vossloh AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2892684) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (34819)<br>|
| Voya Financial, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (319401) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8780)<br>|
| Voya Financial, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (108516) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42 |
| VSE Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5127531) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (175414)<br>|
| VSE Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4272661) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (146169)<br>|
| VSE Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11334181) | 12/08/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1045842)<br>|
| W R Berkley Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (437121) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11118)<br>|
| W R Berkley Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (12415966) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23491 |
| W R Berkley Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (870913) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13084)<br>|
| W R Berkley Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (618352) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6480)<br>|
| W.W.Grainger, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (25843185) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (337800)<br>|
| Wacoal Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1633344) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 74119 |
| Wacoal Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7840954) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 84303 |
| WaFd, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (14774570) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 463524 |
| Wallenstam AB, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5108184) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 266700 |
| Wallenstam AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2850289) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (15926)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Walmart, Inc. | BNP Paribas SA | $(9677866) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $17757 |
| Walt Disney Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4484753) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (68870)<br>|
| Walt Disney Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3088031) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17804)<br>|
| Warby Parker, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (825400) | 12/08/27 | (0.03)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40329 |
| Warrior Met Coal, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12187120) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 804317 |
| &nbsp;&nbsp;&nbsp; Washington H Soul Pattinson & Co. <br> Ltd. Old<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (144919) | 03/22/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 503 |
| Washington Trust Bancorp, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (530053) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (65304)<br>|
| Washington Trust Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2562653) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (344224)<br>|
| Waste Connections, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2956016) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 44301 |
| Waters Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1368695) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| Waters Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6685012) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 495841 |
| Watsco, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (884662) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3943 |
| Watsco, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1927229) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3862)<br>|
| Watsco, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1802654) | 01/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7980 |
| &nbsp;&nbsp;&nbsp; Watts Water Technologies, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2078) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18)<br>|
| &nbsp;&nbsp;&nbsp; Watts Water Technologies, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2638420) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36518 |
| &nbsp;&nbsp;&nbsp; Watts Water Technologies, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11374412) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 157770 |
| Wayfair, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (383579) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23124 |
| Waystar Holding Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (540991) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 7082 |
| Weatherford International PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20498) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1141)<br>|
| Weatherford International PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76372) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9053)<br>|
| Webster Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5940841) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1807)<br>|
| Well Health Technologies Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118943) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 5807 |
| Wells Fargo & Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7295) | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (125)<br>|
| Welltower, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (46595719) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (508597)<br>|
| WesBanco, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113872) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2338)<br>|
| WESCO International, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5105837) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (99272)<br>|
| Wesdome Gold Mines Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (230192) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 40138 |
| West Fraser Timber Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (424) | 04/16/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 14 |
| West Fraser Timber Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1105249) | 01/24/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 57647 |
| West Fraser Timber Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (812708) | 08/18/26 | (0.15)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 27690 |
| West Fraser Timber Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16898928) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 881893 |
| West Fraser Timber Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9099772) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 474884 |
| West Fraser Timber Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (758706) | 12/08/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (58342)<br>|
| West Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (461451) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5731)<br>|
| West Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6267526) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 136533 |
| West Holdings Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1188705) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 25895 |
| West Holdings Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (367131) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7998 |
| West Holdings Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (953395) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11840)<br>|
| Western Alliance Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13012925) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 247715 |
| Western Digital Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1584989) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (49514)<br>|
| Western Digital Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10265787) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (408275)<br>|
| Western Digital Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125264) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15865)<br>|
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies <br> Corp.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (661386) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 654 |
| Westpac Banking Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13854398) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 115505 |
| Westpac Banking Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14650422) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 122142 |
| Westpac Banking Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (11942828) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (24183)<br>|
| Westpac Banking Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (18200037) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (45206)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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; Westshore Terminals Investment <br> Corp.<br>| Bank of America N.A. | $(295711) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; $(6879)<br>|
| &nbsp;&nbsp;&nbsp; Westshore Terminals Investment <br> Corp.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1292959) | 08/19/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (30079)<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; (6708938) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (222040)<br>|
| Weyerhaeuser Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (501372) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (49)<br>|
| Weyerhaeuser Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (491597) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5077 |
| Weyerhaeuser Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (129717) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4890 |
| Weyerhaeuser Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (143792) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6797 |
| Weyerhaeuser Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8649218) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 329187 |
| Weyerhaeuser Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (414201) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19406 |
| WH Group Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2255100) | 02/25/26 | (0.05)% | HONIA | Monthly  | &nbsp;&nbsp; (112761)<br>|
| WH Smith PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (209898) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (12347)<br>|
| WH Smith PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2851017) | 12/08/27 | 0.04% | 1D SONIA | Monthly  | &nbsp;&nbsp; (178391)<br>|
| Wharf Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85304) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (5161)<br>|
| Wharf Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (399099) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (24147)<br>|
| Wharf Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1296178) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (2638)<br>|
| Wharf Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2027928) | 01/14/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (33377)<br>|
| Wharf Holdings Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172532) | 02/25/26 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (1935)<br>|
| Wharf Holdings Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42652) | 08/19/26 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (2581)<br>|
| Wharf Holdings Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (307702) | 08/19/26 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (18617)<br>|
| Wharf Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1035829) | 04/18/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (62672)<br>|
| Wharf Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3470027) | 09/03/29 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (209951)<br>|
| Wharf Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4559236) | 01/04/30 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (122317)<br>|
| Wheaton Precious Metals Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (670036) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 85749 |
| Wheaton Precious Metals Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41786) | 02/16/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 3975 |
| Wheaton Precious Metals Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (530614) | 01/17/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 30643 |
| Whirlpool Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111644) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6218 |
| Whitbread PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182593) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3416 |
| Whitbread PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2022515) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1654)<br>|
| Whitbread PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1267338) | 02/19/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 10603 |
| Whitbread PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8370504) | 03/22/27 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 156615 |
| Whitbread PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3421506) | 01/13/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 44630 |
| Whitbread PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1478502) | 01/03/31 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 27659 |
| &nbsp;&nbsp;&nbsp; White Mountains Insurance Group <br> Ltd.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2636677) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37571 |
| &nbsp;&nbsp;&nbsp; White Mountains Insurance Group <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1740260) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14340 |
| Whitecap Resources, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (498067) | 10/23/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (21764)<br>|
| Whitecap Resources, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (224456) | 01/24/28 | 0.00% | CABROVER | Monthly  | &nbsp;&nbsp; (9815)<br>|
| Whitecap Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1838122) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (80321)<br>|
| Whitecap Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10222613) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (446702)<br>|
| Wienerberger AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3354608) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 170598 |
| Willdan Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (685373) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28123 |
| Willdan Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (588313) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32024 |
| Williams Cos, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (18320136) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (601514)<br>|
| Williams-Sonoma, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113400) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2889 |
| Williams-Sonoma, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (525320) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1416 |
| Williams-Sonoma, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18060) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 460 |
| Williams-Sonoma, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1748738) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44208 |
| Willis Towers Watson PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (58333211) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 904475 |
| WillScot Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1094063) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36839 |
| Wilmar International Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5580061) | 02/15/28 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (380004)<br>|
| Wilmar International Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5096245) | 02/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (262794)<br>|
| Wilmar International Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1584658) | 09/09/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (81715)<br>|
| Wilmar International Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1573626) | 09/07/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (107164)<br>|
| Wilmar International Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5968781) | 03/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (406476)<br>|
| Wilmar International Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3385484) | 08/19/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (230553)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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. | SG Americas Securities LLC | $(5347323) | 12/08/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; $(511547)<br>|
| Wilmar International Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1811359) | 12/08/27 | (0.11)% | SORA | Monthly  | &nbsp;&nbsp; (173282)<br>|
| Wingstop, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7879075) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 86315 |
| Wingstop, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (384821) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11626 |
| Wise PLC, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126017) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1244 |
| Wise PLC, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2437913) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (399022)<br>|
| WiseTech Global Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (25824332) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1749783 |
| WiseTech Global Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (27589340) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1869374 |
| WiseTech Global Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1420877) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 96275 |
| WiseTech Global Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5544) | 01/07/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 376 |
| Wolverine World Wide, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2286360) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 78962 |
| Woodside Energy Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (343073) | 01/21/28 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (2006)<br>|
| Woodward, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (683383) | 02/23/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 345 |
| Woolworths Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13234513) | 01/27/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (25513)<br>|
| Woolworths Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6760318) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (26442)<br>|
| Woolworths Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (14866584) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (282192)<br>|
| Workday, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (16486618) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1461998 |
| Workman Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134782) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7246 |
| Workspace Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120959) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1706 |
| Worthington Steel, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2258932) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (246633)<br>|
| Worthington Steel, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (121791) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4652)<br>|
| WPP PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (10495679) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 617326 |
| WPP PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (17954126) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1056010 |
| Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9941414) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 657519 |
| Xcel Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6497388) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60353)<br>|
| Xior Student Housing NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (452617) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6720 |
| Xior Student Housing NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66023) | 12/08/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2756 |
| XPEL, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1057818) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 54352 |
| XPEL, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3361044) | 12/23/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 167990 |
| XPEL, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1860550) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 91542 |
| XPEL, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (934720) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 48027 |
| XPEL, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1740532) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 89431 |
| XPO, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1211983) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8589 |
| XPO, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95895) | 01/28/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3919 |
| XPO, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (402905) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2416 |
| Xvivo Perfusion AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56359) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (2330)<br>|
| Xvivo Perfusion AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1035367) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (5268)<br>|
| Xvivo Perfusion AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2043282) | 12/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (437968)<br>|
| YAMABIKO Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (130266) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (887)<br>|
| Yamada Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1603346) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7547)<br>|
| Yamaha Motor Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13376379) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 570964 |
| Yamaha Motor Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (34376304) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1512068 |
| Yamaha Motor Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6305452) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 279952 |
| Yamaha Motor Co., Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (252633) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7203 |
| Yamato Kogyo Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11378591) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 543157 |
| Yamazaki Baking Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134256) | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1344)<br>|
| Yamazaki Baking Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1523917) | 03/24/27 | (0.05)% | 1D TONA | Monthly  | &nbsp;&nbsp; 64101 |
| &nbsp;&nbsp;&nbsp; Yangzijiang Shipbuilding Holdings <br> Ltd.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3941766) | 02/15/28 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; 353437 |
| &nbsp;&nbsp;&nbsp; Yangzijiang Shipbuilding Holdings <br> Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4115996) | 01/07/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 47576 |
| Yara International ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (857862) | 03/01/27 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; 13 |
| Yellow Cake PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (938018) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (48819)<br>|
| Yellow Cake PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2720320) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (141580)<br>|
| Yellow Cake PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2795376) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (338805)<br>|
| YETI Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (29470519) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2061021 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Yodoko Ltd. | Bank of America N.A. | $(709073) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; $19624 |
| Yodoko Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4196612) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 141450 |
| Yodoko Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (863746) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 23904 |
| Yodoko Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243377) | 02/10/26 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1237)<br>|
| Yodoko Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1646392) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 55493 |
| Yokogawa Electric Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3609537) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 102289 |
| Yokogawa Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4482123) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 74726 |
| Yokogawa Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145788) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2431 |
| Yokogawa Electric Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (722158) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12040 |
| Yokogawa Electric Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (420411) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7009 |
| Yokohama Rubber Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1706604) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 119898 |
| Yokohama Rubber Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (781132) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 54879 |
| Yokohama Rubber Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (656437) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17018 |
| Yokohama Rubber Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8375651) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 217142 |
| Yokohama Rubber Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6515746) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 168923 |
| Yokohama Rubber Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (801323) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 76 |
| Yokohama Rubber Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1464486) | 02/10/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 139 |
| Yonex Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1008723) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 26272 |
| Yonex Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3272939) | 05/12/27 | (0.69)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 85243 |
| Yonex Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1422170) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 37040 |
| York Water Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1341725) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8733 |
| York Water Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (281115) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1830 |
| York Water Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (334947) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15662)<br>|
| York Water Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (783721) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5101 |
| YouGov PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (694807) | 12/08/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 29182 |
| YouGov PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (349257) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 16002 |
| &nbsp;&nbsp;&nbsp; Ypsomed Holding AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3146655) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 264297 |
| &nbsp;&nbsp;&nbsp; Ypsomed Holding AG, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3475657) | 12/08/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 379982 |
| Yum! Brands, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (757027) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (102)<br>|
| Yum! Brands, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (877885) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11264)<br>|
| Yum! Brands, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2908749) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4787 |
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (33158795) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (425473)<br>|
| Yum! Brands, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (907919) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5022)<br>|
| Zalando SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1412282) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10390)<br>|
| Zalando SE | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2777576) | 01/13/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 62034 |
| Zalando SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12921542) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 521885 |
| Zalando SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1548668) | 01/03/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 53648 |
| Zalando SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55600) | 01/20/31 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1626 |
| Zebra Technologies Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (381999) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (78)<br>|
| Zebra Technologies Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2251051) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 45763 |
| Zebra Technologies Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2706627) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 121612 |
| Zebra Technologies Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1659035) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61876 |
| Zensho Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1528184) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 59447 |
| Zensho Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5349927) | 01/26/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 125346 |
| Zensho Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21156157) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 496296 |
| Zensho Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (39737505) | 09/09/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 927101 |
| Zensho Holdings Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (843582) | 02/26/26 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19789 |
| Zensho Holdings Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (827772) | 02/26/26 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14818 |
| Zensho Holdings Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (152254) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5923 |
| Zensho Holdings Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (917165) | 02/10/26 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 33755 |
| Zensho Holdings Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2188816) | 02/10/26 | (0.23)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 80557 |
| Zensho Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (889031) | 12/08/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 32720 |
| Zensho Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73308) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2852 |
| Zensho Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1043225) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 40582 |
| Zillow Group, Inc., Class C | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1505338) | 01/22/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35605 |
| Zimmer Biomet Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375174) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**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) |
| Zimmer Biomet Holdings, Inc. | Bank of America N.A. | $(1293148) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(7852)<br>|
| Zimmer Biomet Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53049) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 285 |
| Zimmer Biomet Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (259744) | 01/28/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 711 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (425411) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1206 |
| Zimmer Biomet Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1389047) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3899)<br>|
| Zoom Communications, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5564057) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 100685 |
| Zoom Communications, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4404847) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (387668)<br>|
| Zoom Communications, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13225816) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (995990)<br>|
| ZOZO, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4590714) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (99830)<br>|
| ZOZO, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (540434) | 01/26/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21209)<br>|
| ZOZO, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3944488) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (154678)<br>|
| Zscaler, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3093565) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 147417 |
| Zscaler, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (753874) | 02/16/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30038 |
| Zscaler, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1167379) | 01/28/28 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35923 |
| Zscaler, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2278911) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 90802 |
| Zscaler, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (678188) | 01/14/31 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 55157 |
| Zurich Insurance Group AG, Class N | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (432025) | 01/06/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (6922)<br>|
| &nbsp;&nbsp;&nbsp; Zurn Elkay Water Solutions Corp., <br> Class C<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3568932) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 87581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total short positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total short positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total short positions of equity swaps |  |  |  |  | &nbsp;&nbsp; 231318939 |
| 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; 51254835 |
| Net dividends and financing fees | Net dividends and financing fees | Net dividends and financing fees |  |  |  |  | &nbsp;&nbsp; (50202231)<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; $1052604 |

---

&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.

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Global Equity Market Neutral Fund** 

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp; $12983336 | &nbsp;&nbsp;&nbsp;&nbsp; $6873896 | &nbsp;&nbsp;&nbsp;&nbsp; $9577655 | &nbsp;&nbsp;&nbsp;&nbsp; $29434887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 41567132 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 41567132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp; 24707404 | &nbsp;&nbsp;&nbsp;&nbsp; 838253 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25545657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates | &nbsp;&nbsp; 2298176 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2298176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp; 98563808 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 98563808 |
| &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; 1236843 | &nbsp;&nbsp;&nbsp;&nbsp; 1236843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 270666388 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 270666388 |
| &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; 98720287 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 98720287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8424914992 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8424914992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options Purchased  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; 7295707 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7295707 |
|  | &nbsp;&nbsp; $244568718 | &nbsp;&nbsp;&nbsp;&nbsp; $8744860661 | &nbsp;&nbsp;&nbsp;&nbsp; $10814498 | &nbsp;&nbsp;&nbsp;&nbsp; $9000243877 |
| Derivative Financial Instruments<sup>(a)</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; $3409513 | &nbsp;&nbsp;&nbsp;&nbsp; $978177117 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $981586630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 39278963 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 39278963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; 8388063 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8388063 |
| &nbsp;&nbsp;&nbsp; Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; (6270145)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (965303308)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (971573453)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (34219775)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (34219775)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; (5669074)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5669074)<br>|
|  | &nbsp;&nbsp; $(141643)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $17932997 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $17791354 |

---

&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 |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Yuan |
| EUR | Euro |
| GBP | British Pound |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PLN | Polish Zloty |

---

---

| | |
|:---|:---|
| **Currency Abbreviation (continued)** | **Currency Abbreviation (continued)** |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TWD | New Taiwan 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  |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Global Equity Market Neutral Fund** 

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| 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. |
| 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  |
| CME | Chicago Mercantile Exchange  |
| CORRA | Overnight Bank of Canada Repo Rate |
| CVA | Certificaten Van Aandelen (Dutch Certificate) |
| DESTR | DKK - Denmark Short-Term Rate  |
| DIP | Debtor-In-Possession |
| ESTR | Euro Short Term Rate |
| ETF | Exchange-Traded Fund |
| 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 |
| PILOT | Payment in Lieu of Taxes |
| PJSC | Public Joint Stock Company |
| PR | Prerefunded |
| 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  |
| SOFR | Secured Overnight Financing Rate  |
| SONIA | Sterling Overnight Interbank Average Rate |
| SORA | Singapore Overnight Rate Average |
| SPDR | Standard & Poor's Depository Receipt  |
| SSARON | Swiss Average Overnight Rate |
| ST | Special Tax |
| STIBOR | Stockholm Interbank Offered Rate |
| THOR | Thai Overnight Repurchase Rate |
| TN STIBOR | SEK - TN Stockholm Interbank Offer Rate |

---

Schedule of Investments

------

## 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:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $33868715715.07

**Total Liabilities:** $24992204914.01

**Net Assets:** $8876510801.06

**Cash Not Reported:** $21819618.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 58.91000000 | **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:** 0.02000000 | **1-Year:** 0.01000000 | **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 | 1.11%                | 3.78%                | 1.03%                |
| Class ID C000121568 | 1.06%                | 3.81%                | 0.98%                |
| Class ID C000121569 | 1.01%                | 3.71%                | 0.93%                |
| Class ID C000166017 | 1.10%                | 3.82%                | 1.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3493331.20             | $-6144836.05                               |
| Month 2  | $319948.28               | $9157452.47                                |
| Month 3  | $6572815.84              | $11125027.87                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Beta Technologies Inc                            | Beta Technologies Inc                                   | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      243966 | NS      | $5245269.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Billiontoone Inc                                 | Billiontoone Inc                                        | CUSIP: 090168105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         260 | NS      | $21452.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      255000 | NS      | $29506050.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1774.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $57687.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $1868906.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CLP / SOLD USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |           1 | NC      | $1777063.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $-15310.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD NZD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-818120.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $166028.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED CAD / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $226166.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-6556412.34   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED INR / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |           1 | NC      | $-673611.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD TWD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $338419.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-37075.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1835605.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED THB / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $-71770.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ZAR / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $1816505.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-4760590.08   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SGD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-348856.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED BRL / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $4205124.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $3152572.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED KRW / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |           1 | NC      | $18477.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD CHF                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-2183567.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $2041110.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CLP / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |           1 | NC      | $140951.99     | 0.00%             |  |  |  | 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      | $-22045.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SGD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-31139.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-53898.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD AUD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-154371.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $83906.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NOK / SOLD EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $164580.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED AUD / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $248549.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-160033.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-94255.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-14415.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CHF                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-319350.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD SGD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-109133.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD SEK                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-625831.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD THB                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-7350.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD KRW                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-25163.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-76563.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD PLN                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-468432.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD PLN                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-173459.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED INR / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |           1 | NC      | $-21427.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED TWD / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $-15470.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NZD / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |           1 | NC      | $746979.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2049.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ZAR / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $333299.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1938.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-13292.94     | -0.00%            |  |  |  | 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      | $-117993.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD GBP                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-89206.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $11477.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CHF                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-41620.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-9052.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $56900.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $25851.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $22260.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD KRW                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-247998.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD THB                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $123227.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED INR / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |           1 | NC      | $-574502.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED AUD / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $120475.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD SGD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-119336.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD PLN                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-4364.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $46859.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $1668198.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-635953.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $875323.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD SEK                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-941370.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CHF                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-622180.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED TWD / SOLD USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |           1 | NC      | $-3351.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ZAR / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $996617.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD EUR                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $702709.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-764483.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED BRL / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $524195.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CLP                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-457118.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3083.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5951.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD SEK                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-33156.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1091.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-12.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $144.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-109.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $10134.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $30289.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2759.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD SEK                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-34733.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-11774.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1271.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $278950.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED GBP / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $1164921.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD KRW                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $137870.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-243948.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-169518.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-378466.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED SGD / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $20779.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED NZD / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $930624.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD PLN                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-13315.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD THB                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $196753.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CHF                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-777381.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD MXN                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-168734.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CNH                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-106826.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $190532.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED ZAR / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $107039.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED TWD / SOLD USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |           1 | NC      | $-17954.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $145760.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $86840.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $704165.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD NOK                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-274938.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED CLP / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |           1 | NC      | $120259.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED BRL / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $33077.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD SEK                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-617579.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1859.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2262.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD INR                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $71439.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $2270.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-101.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-71666.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $174392.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $24582.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SEK / SOLD EUR                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $18052.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2002.88      | -0.00%            |  |  |  | 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      | $-26432.13     | -0.00%            |  |  |  | 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      | $-30160.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-47309.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-55611.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD EUR                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $175608.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD NOK                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-361419.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-298157.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD TWD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $671.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CHF / SOLD EUR                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $1234836.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $1555616.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD INR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $423319.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD SGD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-229384.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1493087.21   | -0.02%            |  |  |  | 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      | $-686116.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $2000241.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED PLN / SOLD EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |           1 | NC      | $56497.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED THB / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $-8323.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CNH / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $17409.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $130556.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED CAD / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $977282.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD BRL                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1333149.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CLP                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-210745.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED KRW / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $342496.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-41200.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $29654.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $10352.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $29218.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED GBP / SOLD USD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $42283.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $23248.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-13374.41     | -0.00%            |  |  |  | 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      | $-19883.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CLP / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |           1 | NC      | $46707.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NOK / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $220918.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-802841.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $48549.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD SGD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-31341.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD SEK                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-65468.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-150876.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $98737.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $156229.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CNH                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4615.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD PLN                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-30745.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $297354.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $108286.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $431294.36     | 0.00%             |  |  |  | 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      | $-250305.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD THB                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $216028.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD INR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-15678.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED KRW / SOLD USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $85060.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CHF / SOLD EUR                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $397424.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED TWD / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $10277.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CAD / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $24718.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $526.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $382.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-347.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-43.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-2610.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-18448.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CNH                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $22226.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NZD / SOLD USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9665.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD SEK                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-5586.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD THB                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $351755.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD SGD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $216646.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ZAR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $246326.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $151994.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED CHF / SOLD EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |           1 | NC      | $6771.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD JPY                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $396617.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED KRW / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |           1 | NC      | $-250638.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $-38755.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NOK / SOLD EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $194539.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1179297.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $-429697.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD TWD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $129365.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $119927.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED INR / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-1018.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD BRL                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $15482.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD CLP                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $37630.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2468.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EquipmentShare.com Inc                           | EquipmentShare.com Inc                                  | CUSIP: 29445S100<br>LEI: 254900PWJK48CGPKPI80 | Long             | EC               | CORP              | US        |      203736 | NS      | $6336189.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Inc                                      | Medline Inc                                             | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |      437252 | NS      | $19326538.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Navan Inc                                        | Navan Inc                                               | CUSIP: 639193101<br>LEI: 254900RHRK35UPHTGY05 | Long             | EC               | CORP              | US        |      192046 | NS      | $2204688.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      270000 | NS      | $22542300.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Shinsei Bank Ltd                             | SBI Shinsei Bank Ltd                                    | CUSIP: 000000000<br>LEI: 549300PZYOQ2NW83V760 | Long             | EC               | CORP              | JP        |     2065200 | NS      | $24707403.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                        | Palantir Technologies Inc                               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |           4 | NS      | $586.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                          | Procter & Gamble Co/The                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       74000 | NS      | $11230980.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   514659000 | PA      | $513783837.82  | 5.79%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   121238000 | PA      | $120688286.30  | 1.36%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    30000000 | PA      | $29781547.50   | 0.34%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    36147300 | PA      | $35786015.33   | 0.40%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    49395500 | PA      | $48770687.91   | 0.55%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    35600000 | PA      | $35051947.97   | 0.39%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5054000 | PA      | $4962669.67    | 0.06%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   757254000 | PA      | $757027331.16  | 8.53%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   108922000 | PA      | $106717318.51  | 1.20%             | 2026-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   698156000 | PA      | $697459198.42  | 7.86%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   300000000 | PA      | $299276334.00  | 3.37%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   467405000 | PA      | $465954333.80  | 5.25%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   393000000 | PA      | $391492082.58  | 4.41%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    25589000 | PA      | $25437605.50   | 0.29%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   371070000 | PA      | $371033026.59  | 4.18%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   125552000 | PA      | $124726809.48  | 1.41%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   106665000 | PA      | $105818020.17  | 1.19%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   119328000 | PA      | $118295565.79  | 1.33%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   350811200 | PA      | $350532459.45  | 3.95%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   625812000 | PA      | $624869370.68  | 7.04%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   294280000 | PA      | $293628387.57  | 3.31%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   562700000 | PA      | $561056837.22  | 6.32%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   105000000 | PA      | $103874610.00  | 1.17%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   104988000 | PA      | $103792376.71  | 1.17%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   143406000 | PA      | $141679530.86  | 1.60%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    40600000 | PA      | $40452804.70   | 0.46%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   662378000 | PA      | $659505445.46  | 7.43%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   319461000 | PA      | $317845872.27  | 3.58%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   350000000 | PA      | $347980615.50  | 3.92%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797TC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   105929900 | PA      | $102693263.82  | 1.16%             | 2026-12-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    31898000 | PA      | $31471417.52   | 0.35%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   127820000 | PA      | $126019168.31  | 1.42%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6050000 | PA      | $5960598.67    | 0.07%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    42000000 | PA      | $41731339.86   | 0.47%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   100000000 | PA      | $99160905.00   | 1.12%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $19817533.40   | 0.22%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797TM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   124290600 | PA      | $120211177.45  | 1.35%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    28720000 | PA      | $28417259.32   | 0.32%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5800000 | PA      | $5766876.55    | 0.06%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2400000 | PA      | $2394422.90    | 0.03%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7100000 | PA      | $7129065.63    | 0.08%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    52600000 | PA      | $52600000.00   | 0.59%             | 2026-01-31      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2900000 | PA      | $2901692.79    | 0.03%             | 2026-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7700000 | PA      | $7729536.74    | 0.09%             | 2026-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20500000 | PA      | $20607945.21   | 0.23%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2390000 | PA      | $2402584.83    | 0.03%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3200000 | PA      | $3219275.01    | 0.04%             | 2026-12-31      | Fixed         | 4.25%                 | 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      | $87917575.45   | 0.99%             | 2027-01-31      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   182520000 | PA      | $182748812.55  | 2.06%             | 2027-04-30      | Floating      | 3.77%                 | 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      |
| BlackRock Liquidity Funds                        | BlackRock Liquidity Funds: T-Fund, Institutional Shares | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |    98720287 | NS      | $98720287.47   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wealthfront Corp                                 | Wealthfront Corp                                        | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |      355684 | NS      | $3087337.12    | 0.03%             |  |  |  | No            |                  1 | 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      |
| Illumio Inc.                                     | Illumio Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      466730 | NS      | $1236834.50    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sany Heavy Industry Co Ltd                       | Sany Heavy Industry Co Ltd                              | CUSIP: 000000000<br>LEI: 3003001FS86S7NYOHV89 | Long             | EC               | CORP              | CN        |     2349400 | NS      | $7161019.08    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Busy Ming Group Co Ltd                           | Busy Ming Group Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      228100 | NS      | $12000499.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P 500 ANNL DIV DEC27                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         807 | NC      | $616861.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P 500 ANNL DIV DEC26                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        2647 | NC      | $1019103.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT MAR26                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         832 | NC      | $-809398.47    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR MAR26                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          43 | NC      | $114767.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 MAR26                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -1451 | NC      | $166463.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | DAX INDEX FUTURE MAR26                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -13 | NC      | $-50758.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| South African Futures Exchange                   | FTSE/JSE TOP 40 MAR26                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |         -22 | NC      | $8761.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                       | FTSE/MIB IDX FUT MAR26                                  | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         186 | NC      | $1010886.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT MAR26                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         369 | NC      | $1958781.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | CBOE VIX FUTURE FEB26                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -2913 | NC      | $-2486368.59   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | MSCI HONG KONG MAR26                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         166 | NC      | $1103899.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         168 | NC      | $3777381.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -168 | NC      | $-1240203.38   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        4383 | NC      | $-5669073.80   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | NASDAQ 100 E-MINI MAR26                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -26 | NC      | $-108881.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MINI RUSS 2000 MAR26                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         228 | NC      | $587433.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -6940 | NC      | $5097851.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) MAR26                                 | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -289 | NC      | $3290212.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                              | OMXS30 IND FUTURE FEB26                                 | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |       -2507 | NC      | $-965966.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | S+P/TSX 60 IX FUT MAR26                                 | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |         196 | NC      | $-538200.07    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES MAR26                                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        -512 | NC      | $-1179104.56   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | MSCI SING IX ETS FEB26                                  | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         604 | NC      | $-23832.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | FTSE CHINA A50 FEB26                                    | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        1585 | NC      | $15389.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meff Financial Derivatives                       | IBEX 35 INDX FUTR FEB26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |         -86 | NC      | $-98164.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                      | CAC40 10 EURO FUT FEB26                                 | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         -26 | NC      | $-21171.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | FTSE 100 INDEX                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         748 | NC      | $1850023.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | STXE 600 BASICRESOU EUR                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         929 | NC      | $1668302.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                 | IFSC NIFTY 50 FUT FEB26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |         356 | NC      | $126303.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WEB TRAVEL GROUP LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |     1948018 | OU      | $6233595.47    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RAMSAY HEALTH CARE LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      248051 | OU      | $-6257282.30   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ANZ GROUP HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     1284043 | OU      | $-32666484.04  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANZ GROUP HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1961536 | OU      | $-49902132.90  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANZ GROUP HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1584739 | OU      | $-40316291.00  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ANZ GROUP HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      498711 | OU      | $-12687374.89  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESTPAC BANKING CORPORATION CORP                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      679042 | OU      | $-18245243.20  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTPAC BANKING CORPORATION CORP                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      540706 | OU      | $-14528280.24  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTPAC BANKING CORPORATION CORP                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      511327 | OU      | $-13738893.13  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESTPAC BANKING CORPORATION CORP                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      445382 | OU      | $-11967010.74  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANK OF QUEENSLAND LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      353527 | OU      | $-1665063.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FORTESCUE LTD                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |     2132066 | OU      | $30874159.16   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTESCUE LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      452553 | OU      | $6553358.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORTESCUE LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       22103 | OU      | $320070.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FORTESCUE LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       27360 | OU      | $396196.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FORTESCUE LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |       50824 | OU      | $735975.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FORTESCUE LTD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       68601 | OU      | $993401.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TELSTRA GROUP LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      214558 | OU      | $-728916.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BENDIGO AND ADELAIDE BANK LTD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      341068 | OU      | $-2597164.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BENDIGO AND ADELAIDE BANK LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      986942 | OU      | $-7515365.20   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DATA 3 LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |       79869 | OU      | $540997.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DATA 3 LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      147398 | OU      | $998408.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DATA 3 LTD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      294192 | OU      | $1992726.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GRAINCORP CLASS A LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      697990 | OU      | $3500027.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GRAINCORP CLASS A LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       70991 | OU      | $355979.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMERALD RESOURCES                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      173742 | OU      | $-816841.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EMERALD RESOURCES                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       19902 | OU      | $-93568.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SILEX SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       20968 | OU      | $-99426.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LYNAS RARE EARTHS LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      279445 | OU      | $2812927.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LYNAS RARE EARTHS LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      199080 | OU      | $-2003963.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LYNAS RARE EARTHS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       27926 | OU      | $-281106.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LYNAS RARE EARTHS LTD                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |       62377 | OU      | $-627894.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LYNAS RARE EARTHS LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       79379 | OU      | $-799038.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LYNAS RARE EARTHS LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      106982 | OU      | $-1076894.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LYNAS RARE EARTHS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      325607 | OU      | $-3277600.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LYNAS RARE EARTHS LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      257190 | OU      | $-2588906.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BWP GROUP STAPLED UNITS TRUST                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       43203 | OU      | $-112250.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASX LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       73614 | OU      | $-2930159.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASX LTD                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      240305 | OU      | $-9565190.17   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUSTAL LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      664057 | OU      | $-3202373.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIFESTYLE COMMUNITIES LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |       98981 | OU      | $-379927.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIFESTYLE COMMUNITIES LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      269570 | OU      | $-1034713.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIFESTYLE COMMUNITIES LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      211690 | OU      | $-812548.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BHP GROUP LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      349567 | OU      | $-12039910.25  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BREVILLE GROUP LTD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |        5540 | OU      | $-123447.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BREVILLE GROUP LTD                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |         514 | OU      | $-11453.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIRVAC GROUP STAPLED UNITS                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     3370987 | OU      | $4681512.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIRVAC GROUP STAPLED UNITS                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     7525382 | OU      | $10450995.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MIRVAC GROUP STAPLED UNITS                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       59283 | OU      | $82330.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MIRVAC GROUP STAPLED UNITS                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      162478 | OU      | $225643.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HARVEY NORMAN HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |       26596 | OU      | $-119514.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MACQUARIE TECHNOLOGY GROUP LTD                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |        2368 | OU      | $-115151.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MACQUARIE TECHNOLOGY GROUP LTD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |        2697 | OU      | $-131149.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MACQUARIE TECHNOLOGY GROUP LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       10008 | OU      | $-486669.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MACQUARIE TECHNOLOGY GROUP LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |        9198 | OU      | $-447280.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MACQUARIE TECHNOLOGY GROUP LTD                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       11137 | OU      | $-541570.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MACQUARIE TECHNOLOGY GROUP LTD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |         868 | OU      | $-42209.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMPUTERSHARE LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      986822 | OU      | $22411278.12   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COMPUTERSHARE LTD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      137333 | OU      | $3118909.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMPUTERSHARE LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |       41315 | OU      | $938286.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CSL LTD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       47329 | OU      | $5963919.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CSL LTD                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |        5379 | OU      | $677806.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REA GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      252821 | OU      | $33241869.79   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REA GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      127274 | OU      | $16734471.17   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANSURBAN GROUP STAPLED UNITS                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       52993 | OU      | $512589.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRANSURBAN GROUP STAPLED UNITS                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      115424 | OU      | $1116469.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRANSURBAN GROUP STAPLED UNITS                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |       95574 | OU      | $924465.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRANSURBAN GROUP STAPLED UNITS                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       66864 | OU      | $646760.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRANSURBAN GROUP STAPLED UNITS                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      473254 | OU      | $-4577677.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PANTORO GOLD LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      323156 | OU      | $-1072079.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PANTORO GOLD LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      201301 | OU      | $-667821.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PANTORO GOLD LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       32496 | OU      | $-107806.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PANTORO GOLD LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      188170 | OU      | $-624259.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PANTORO GOLD LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      142544 | OU      | $-472893.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCHLEAR LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      161335 | OU      | $-30071775.41  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCHLEAR LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       31733 | OU      | $-5914821.02   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COCHLEAR LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       16947 | OU      | $-3158808.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCHLEAR LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       95474 | OU      | $-17795721.24  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORIGIN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      564184 | OU      | $-4627049.04   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORIGIN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       22062 | OU      | $-180937.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORIGIN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       26156 | OU      | $-214513.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RIO TINTO LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       22648 | OU      | $2359576.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RIO TINTO LTD                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |       34841 | OU      | $3629901.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROMWELL PROPERTY GROUP STAPLED UN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      274822 | OU      | $78366.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CROMWELL PROPERTY GROUP STAPLED UN                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      521958 | OU      | $148837.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHARTER HALL RETAIL UNITS                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1792025 | OU      | $4879905.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHARTER HALL RETAIL UNITS                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      109570 | OU      | $298372.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APA GROUP UNITS                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      320762 | OU      | $-1974768.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APA GROUP UNITS                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      419962 | OU      | $-2585491.89   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APA GROUP UNITS                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     1290800 | OU      | $-7946797.41   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APA GROUP UNITS                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      955587 | OU      | $-5883061.89   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARISTOCRAT LEISURE LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |        1371 | OU      | $50932.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARISTOCRAT LEISURE LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      515633 | OU      | $19155620.58   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ARISTOCRAT LEISURE LTD                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |      403650 | OU      | $14995483.70   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARISTOCRAT LEISURE LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      216818 | OU      | $8054727.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARISTOCRAT LEISURE LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      919255 | OU      | $34150064.10   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARISTOCRAT LEISURE LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |        6442 | OU      | $239318.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ANSELL LTD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      670955 | OU      | $-15212000.79  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANSELL LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      304620 | OU      | $-6906394.14   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CREDIT CORP GROUP LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       90514 | OU      | $889081.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CREDIT CORP GROUP LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       32839 | OU      | $322563.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PRO MEDICUS LTD                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |       16974 | OU      | $2170011.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRO MEDICUS LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       13708 | OU      | $1752475.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PRO MEDICUS LTD                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |       75313 | OU      | $9628259.75    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EAGERS AUTOMOTIVE LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |        5711 | OU      | $-106016.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IRESS LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      264135 | OU      | $-1487082.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IRESS LTD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       46125 | OU      | $-259684.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TECHNOLOGY ONE LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      361690 | OU      | $6314671.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TECHNOLOGY ONE LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      432341 | OU      | $7548152.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TECHNOLOGY ONE LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      112157 | OU      | $1958125.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TECHNOLOGY ONE LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      854697 | OU      | $14921978.70   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FLETCHER BUILDING LTD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      173175 | OU      | $-389160.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FLETCHER BUILDING LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |        7522 | OU      | $-16903.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLETCHER BUILDING LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1015176 | OU      | $-2281315.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLETCHER BUILDING LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     1297575 | OU      | $-2915926.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FLIGHT CENTRE TRAVEL GROUP LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      895536 | OU      | $10043682.76   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELDERS LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      731750 | OU      | $-3748560.98   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELDERS LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      184132 | OU      | $-943259.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASPEN GROUP REIT STAPLED UNITS LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       89910 | OU      | $327421.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GPT GROUP STAPLED UNITS                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       44999 | OU      | $165326.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GPT GROUP STAPLED UNITS                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      156378 | OU      | $574534.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GPT GROUP STAPLED UNITS                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      149344 | OU      | $548691.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GPT GROUP STAPLED UNITS                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     2588365 | OU      | $-9509682.27   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RESOLUTE MINING LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      134527 | OU      | $120512.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FISHER AND PAYKEL HEALTHCARE CORPO                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       33613 | OU      | $-785060.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORICA LTD                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     2609632 | OU      | $46488507.76   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ORICA LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      570819 | OU      | $10168684.13   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ORICA LTD                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |      198323 | OU      | $3532965.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOWNER EDI LTD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      665771 | OU      | $3712756.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DOWNER EDI LTD                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      388116 | OU      | $2164378.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | REGIS RESOURCES LTD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      194446 | OU      | $1013501.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REGIS RESOURCES LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      363596 | OU      | $1895154.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DEEP YELLOW LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      227186 | OU      | $-443644.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEEP YELLOW LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     3895896 | OU      | $-7607824.28   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINGSGATE CONSOLIDATED LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       42043 | OU      | $183452.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LENDLEASE GROUP STAPLED UNITS                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     3961077 | OU      | $13255795.36   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENDLEASE GROUP STAPLED UNITS                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |           6 | OU      | $20.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENDLEASE GROUP STAPLED UNITS                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |           3 | OU      | $10.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENDLEASE GROUP STAPLED UNITS                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      328319 | OU      | $1098723.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JUMBO INTERACTIVE LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      558957 | OU      | $3989472.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JUMBO INTERACTIVE LTD                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |      128345 | OU      | $916043.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLUESCOPE STEEL LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      175154 | OU      | $3655649.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BLUESCOPE STEEL LTD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       66126 | OU      | $1380119.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BLUESCOPE STEEL LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      205955 | OU      | $4298499.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WORLEY LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     1558127 | OU      | $14492943.48   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WORLEY LTD                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |     2192660 | OU      | $20395062.43   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WORLEY LTD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      510869 | OU      | $4751856.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WORLEY LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     1156596 | OU      | $10758096.39   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WORLEY LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      789522 | OU      | $7343751.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUNCORP GROUP LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |      110025 | OU      | $1295206.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUNCORP GROUP LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       11960 | OU      | $140792.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUNCORP GROUP LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |       22757 | OU      | $267893.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MONADELPHOUS GROUP LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      206369 | OU      | $4440286.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL AUSTRALIA BANK LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      210585 | OU      | $-6325848.41   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL AUSTRALIA BANK LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1093894 | OU      | $-32859926.49  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NATIONAL AUSTRALIA BANK LTD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      451343 | OU      | $-13558075.83  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NATIONAL AUSTRALIA BANK LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       30337 | OU      | $-911305.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL AUSTRALIA BANK LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      147371 | OU      | $-4426937.37   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PALADIN ENERGY LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       19589 | OU      | $-183663.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PALADIN ENERGY LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       98137 | OU      | $-920117.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JB HI-FI LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       37867 | OU      | $2133447.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JB HI-FI LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      120818 | OU      | $6806950.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JB HI-FI LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       76649 | OU      | $4318445.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JB HI-FI LTD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       83970 | OU      | $4730914.88    | 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        |       50156 | OU      | $2825815.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JB HI-FI LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      112592 | OU      | $6343493.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMP LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     9817281 | OU      | $11493246.25   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QANTAS AIRWAYS LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      277260 | OU      | $1938499.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QANTAS AIRWAYS LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     1701045 | OU      | $11893078.22   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QANTAS AIRWAYS LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     1599420 | OU      | $11182553.76   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CODAN LTD                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       21699 | OU      | $571374.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CODAN LTD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       38557 | OU      | $1015275.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QBE INSURANCE GROUP LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1331222 | OU      | $18245426.85   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QBE INSURANCE GROUP LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      180648 | OU      | $2475920.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORTHERN STAR RESOURCES LTD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      472255 | OU      | $-8681604.88   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORTHERN STAR RESOURCES LTD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     1332061 | OU      | $-24487675.67  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORTHERN STAR RESOURCES LTD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      154081 | OU      | $-2832517.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REECE LTD                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       12036 | OU      | $-123199.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REECE LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       11856 | OU      | $-121357.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SANDFIRE RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |      380279 | OU      | $5160018.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SANDFIRE RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      293836 | OU      | $3987070.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SANDFIRE RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      700126 | OU      | $9500032.33    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANTOS LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     6842475 | OU      | $33369026.96   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SANTOS LTD                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |     6501380 | OU      | $31705592.56   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANTOS LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       71100 | OU      | $346736.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SONIC HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      129034 | OU      | $2063488.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SONIC HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      549457 | OU      | $8786815.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WASHINGTON H SOUL PATTINSON & COMP                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |           1 | OU      | $26.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WASHINGTON H SOUL PATTINSON   COMP                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |        5394 | OU      | $-144416.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STOCKLAND STAPLED UNITS LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       34099 | OU      | $127585.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STOCKLAND STAPLED UNITS LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      254241 | OU      | $951269.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STOCKLAND STAPLED UNITS LTD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      605631 | OU      | $2266032.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TABCORP HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      181388 | OU      | $-111350.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WESFARMERS LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      124523 | OU      | $7183306.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ILUKA RESOURCES LTD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     1232475 | OU      | $-4516877.35   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOOLWORTHS GROUP LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      316246 | OU      | $-6786759.81   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WOOLWORTHS GROUP LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      705895 | OU      | $-15148776.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOOLWORTHS GROUP LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      617884 | OU      | $-13260026.36  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAROON ENERGY LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    11633800 | OU      | $-13772613.80  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NICK SCALI LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      418758 | OU      | $-7113358.68   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAGELLAN FINANCIAL GROUP LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      352450 | OU      | $-2130694.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUPER RETAIL GROUP LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       34466 | OU      | $-351699.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUPER RETAIL GROUP LTD                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |        1034 | OU      | $-10551.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEXUS STAPLED UNITS                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      249851 | OU      | $1165621.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DEXUS STAPLED UNITS                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |       69847 | OU      | $325854.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEXUS STAPLED UNITS                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |         339 | OU      | $-1581.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GOODMAN GROUP UNITS                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      824507 | OU      | $-17515561.80  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GOODMAN GROUP UNITS                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1093819 | OU      | $-23236739.40  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GOODMAN GROUP UNITS                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      144514 | OU      | $-3070008.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GOODMAN GROUP UNITS                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       63090 | OU      | $-1340263.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SERVICE STREAM LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     5492847 | OU      | $8705655.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | METCASH LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      189011 | OU      | $435749.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEEK LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      966437 | OU      | $14036987.32   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SEEK LTD                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |     1312846 | OU      | $19068395.21   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEEK LTD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      109460 | OU      | $1589848.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOMINOS PIZZA ENTERPRISES LTD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |        9807 | OU      | $-155343.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOMINOS PIZZA ENTERPRISES LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |        9945 | OU      | $-157528.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOMINOS PIZZA ENTERPRISES LTD                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       93034 | OU      | $-1473660.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIMS LTD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       92199 | OU      | $1290893.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AUB GROUP LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       59502 | OU      | $-1248970.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHARTER HALL GROUP STAPLED UNITS                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       52821 | OU      | $841185.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHARTER HALL GROUP STAPLED UNITS                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       23945 | OU      | $381329.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MINERAL RESOURCES LTD                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |        4185 | OU      | $164618.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MINERAL RESOURCES LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       17177 | OU      | $675664.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRAMBLES LTD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      746106 | OU      | $-11581581.14  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIONTOWN LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      460753 | OU      | $-584935.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LIONTOWN LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |       98322 | OU      | $-124821.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PLS GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       20837 | OU      | $61139.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PLS GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1368263 | OU      | $4014729.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PLS GROUP LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      737074 | OU      | $2162707.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PLS GROUP LTD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     1410549 | OU      | $4138804.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PILBARA MINERALS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |         922 | OU      | $-2705.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PILBARA MINERALS LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      204808 | OU      | $-600943.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PILBARA MINERALS LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      207653 | OU      | $-609291.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PLS GROUP LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      134123 | OU      | $-393540.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     1189401 | OU      | $-5873250.26   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      112821 | OU      | $-557108.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      203825 | OU      | $-1006485.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1839187 | OU      | $-9081887.04   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      141273 | OU      | $-697604.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |       27554 | OU      | $-136061.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      576829 | OU      | $-2848375.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |       47383 | OU      | $-233976.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |        5128 | OU      | $-25322.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      242631 | OU      | $-1198109.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |       96293 | OU      | $-475493.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      511588 | OU      | $-2526216.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENESIS MINERALS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       86718 | OU      | $-428212.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NRW HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      241327 | OU      | $870761.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NRW HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     1383828 | OU      | $4993159.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NRW HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      326851 | OU      | $1179351.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NRW HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     2129057 | OU      | $7682112.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MACQUARIE GROUP LTD DEF                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      349889 | OU      | $51349616.12   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MACQUARIE GROUP LTD DEF                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       49748 | OU      | $7301003.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MACQUARIE GROUP LTD DEF                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      228235 | OU      | $33495707.60   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MACQUARIE GROUP LTD DEF                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |       75590 | OU      | $11093568.20   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MACQUARIE GROUP LTD DEF                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      119256 | OU      | $17501978.68   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIB HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       23601 | OU      | $-110080.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PREDICTIVE DISCOVERY LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      838490 | OU      | $-463288.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EVOLUTION MINING LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     1489965 | OU      | $14308472.57   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVOLUTION MINING LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      630194 | OU      | $6051896.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DICKER DATA LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      123352 | OU      | $860066.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DICKER DATA LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       43302 | OU      | $301921.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VANGUARD AUSTRALIAN SHARES INDEX E                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       11327 | OU      | $861891.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VANGUARD AUSTRALIAN SHARES INDEX E                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |        1633 | OU      | $124257.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VANGUARD AUSTRALIAN SHARES INDEX E                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |        1754 | OU      | $133464.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VANGUARD AUSTRALIAN SHARES INDEX E                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |        1531 | OU      | $116496.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STANMORE RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      505592 | OU      | $-1058368.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STANMORE RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      456011 | OU      | $-954579.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STANMORE RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      192053 | OU      | $-402029.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MYER HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      295797 | OU      | $-89279.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BEGA CHEESE LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      476015 | OU      | $2014852.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BEGA CHEESE LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      208965 | OU      | $884496.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXTDC LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      695535 | OU      | $-6426400.90   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXTDC LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      498190 | OU      | $-4603030.28   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TREASURY WINE ESTATES LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |        5783 | OU      | $21549.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TREASURY WINE ESTATES LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      990842 | OU      | $3692260.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COLLINS FOODS LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       80606 | OU      | $598166.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INGENIA COMMUNITIES GROUP STAPLED                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       68563 | OU      | $-224804.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALS LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       19085 | OU      | $-325427.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALS LTD                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      120586 | OU      | $-2056168.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALS LTD                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |          66 | OU      | $-1125.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AURIZON HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1388204 | OU      | $3550990.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XERO LTD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       74370 | OU      | $4846786.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | XERO LTD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       27989 | OU      | $1824078.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | XERO LTD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |        2357 | OU      | $153608.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XERO LTD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       12015 | OU      | $783032.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XERO LTD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |        5681 | OU      | $370237.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARENA REIT STAPLED UNITS                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       45893 | OU      | $113015.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STEADFAST GROUP LTD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     1742331 | OU      | $-6309836.35   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STEADFAST GROUP LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1526117 | OU      | $-5526819.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PINNACLE INVESTMENT MANAGEMENT GRO                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |        9289 | OU      | $-108935.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RELIANCE WORLDWIDE CORPORATION LTD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      946760 | OU      | $-2460213.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RELIANCE WORLDWIDE CORPORATION LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      343828 | OU      | $-893458.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACCENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      300054 | OU      | $-192702.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACCENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       45395 | OU      | $-29153.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACCENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      957228 | OU      | $-614756.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACCENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      543735 | OU      | $-349200.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HUB24 LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       14370 | OU      | $1006849.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WEEBIT NANO LTD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      124894 | OU      | $456920.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IDP EDUCATION PTY LTDINARY                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      215462 | OU      | $937628.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IDP EDUCATION PTY LTDINARY                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     1123935 | OU      | $4891042.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     1529508 | OU      | $-3277493.41   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     1373317 | OU      | $-2942800.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      153668 | OU      | $-329286.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       57560 | OU      | $-123341.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     1943153 | OU      | $-4163869.13   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     7762844 | OU      | $-16634545.25  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      781059 | OU      | $-1673685.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     1639825 | OU      | $-3513885.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |      320356 | OU      | $-686472.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     4645422 | OU      | $-9954403.62   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |     1214348 | OU      | $-2602155.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |       49835 | OU      | $-106788.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     1697643 | OU      | $-3637780.08   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      992400 | OU      | $-2126556.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1513729 | OU      | $-3243681.51   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NETWEALTH GROUP LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      189810 | OU      | $3216107.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NETWEALTH GROUP LTD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       94867 | OU      | $1607410.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NETWEALTH GROUP LTD                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |     1099491 | OU      | $18629585.86   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SRG LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      412369 | OU      | $864727.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SRG LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      496497 | OU      | $1041141.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NAVIGATOR GLOBAL INVESTMENTS LTD                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |       82905 | OU      | $182569.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BELLEVUE GOLD LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      101648 | OU      | $119199.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BELLEVUE GOLD LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       75734 | OU      | $-88811.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEALIUS LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      172926 | OU      | $108251.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NINE ENTERTAINMENT CO HOLDINGS LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     3844079 | OU      | $3048398.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NINE ENTERTAINMENT CO HOLDINGS LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      298828 | OU      | $236973.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NINE ENTERTAINMENT CO HOLDINGS LTD                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      133887 | OU      | $106173.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DATELINE RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     4330702 | OU      | $1100725.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DATELINE RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      715807 | OU      | $181935.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHARTER HALL SOCIAL INFRASTRUCTURE                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      474328 | OU      | $958737.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHARTER HALL SOCIAL INFRASTRUCTURE                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      230130 | OU      | $465151.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHARTER HALL SOCIAL INFRASTRUCTURE                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      993251 | OU      | $2007612.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HMC CAPITAL LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |        4405 | OU      | $-12854.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HMC CAPITAL LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       48255 | OU      | $-140814.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORA BANDA MINING LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     2335153 | OU      | $-1957301.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORA BANDA MINING LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     6750957 | OU      | $-5658583.27   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PERENTI LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     7827329 | OU      | $15068460.93   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PERENTI LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     1003925 | OU      | $1932664.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PERENTI LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       71738 | OU      | $138103.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COBRAM ESTATE OLIVES LTD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       83530 | OU      | $217541.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WAYPOINT REIT STAPLED UNIT LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       63445 | OU      | $108145.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHAMPION IRON LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      591484 | OU      | $-2388958.03   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BAPCOR LTD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      584596 | OU      | $-864325.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAPCOR LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       77393 | OU      | $-114425.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SCENTRE GROUP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      327146 | OU      | $927121.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SCENTRE GROUP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      527681 | OU      | $1495431.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SCENTRE GROUP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      277380 | OU      | $786086.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SCENTRE GROUP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     7622571 | OU      | $-21602126.26  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMPOL LTD                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      491290 | OU      | $9870356.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMPOL LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |       74085 | OU      | $1488418.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMPOL LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      418409 | OU      | $8406126.62    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TUAS LTD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      117284 | OU      | $-580077.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TPG TELECOM LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      168986 | OU      | $455850.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CLARITY PHARMACEUTICALS LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       45545 | OU      | $-96626.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PEXA GROUP LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |       23440 | OU      | $-224109.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PEXA GROUP LTD                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       16634 | OU      | $-159037.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PEXA GROUP LTD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |        8256 | OU      | $-78935.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PEXA GROUP LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      398319 | OU      | $-3808326.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PEXA GROUP LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       10413 | OU      | $-99558.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PEXA GROUP LTD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |       83028 | OU      | $-793830.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WOODSIDE ENERGY GROUP LTD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      578757 | OU      | $10218819.45   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WOODSIDE ENERGY GROUP LTD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |       19544 | OU      | $-345078.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JUDO CAPITAL HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       94293 | OU      | $-118826.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NUIX LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      322351 | OU      | $-385764.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUIX LTD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      209058 | OU      | $-250184.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | 4DMEDICAL LTD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       56017 | OU      | $123165.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIGHT   WONDER INC. CDI INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       12799 | OU      | $-1486278.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THE LOTTERY CORPORATION LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      994765 | OU      | $3543773.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEVELOP GLOBAL LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       33219 | OU      | $-119346.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENDEAVOUR GROUP LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     3552941 | OU      | $-9127315.99   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENDEAVOUR GROUP LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      322791 | OU      | $-829232.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DEXUS INDUSTRIA REIT STAPLED UNIT                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       58539 | OU      | $104434.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HELIA GROUP LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       78324 | OU      | $316706.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HELIA GROUP LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |       31229 | OU      | $126275.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HELIA GROUP LTD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      465386 | OU      | $-1881807.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REGION GROUP STAPLED UNITS LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       69084 | OU      | $110806.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMOTIV LIMITED                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |       50592 | OU      | $-295152.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMOTIV LIMITED                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       68279 | OU      | $-398338.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMOTIV LIMITED                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |        3884 | OU      | $-22659.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMOTIV LIMITED                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |         379 | OU      | $-2211.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMOTIV LIMITED                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       87853 | OU      | $-512532.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MEDIBANK PRIVATE LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       48860 | OU      | $-156775.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MEDIBANK PRIVATE LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |       25111 | OU      | $-80572.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IPH LTD                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      166849 | OU      | $-432940.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IPH LTD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      419327 | OU      | $-1088071.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IPH LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1854221 | OU      | $-4811340.54   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IPH LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      208460 | OU      | $-540912.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IPH LTD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      734825 | OU      | $-1906727.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VAULT MINERALS LTD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      309734 | OU      | $-1185281.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AGL ENERGY LTD                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |      124714 | OU      | $784650.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GREATLAND RESOURCES LTD                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      188705 | OU      | $-1550102.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GREATLAND RESOURCES LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       84356 | OU      | $-692935.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GREATLAND RESOURCES LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       67017 | OU      | $-550505.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAR GROUP LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      474052 | OU      | $-9070943.44   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAR GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      765147 | OU      | $-14641020.73  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAR GROUP LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      871129 | OU      | $-16668977.00  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAR GROUP LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      254530 | OU      | $-4870409.22   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE A2 MILK COMPANY LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       19481 | OU      | $-114658.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOUTH32 LTD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     5382464 | OU      | $17050930.40   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOUTH32 LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     1416639 | OU      | $4487724.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VICINITY CENTRES                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     5149923 | OU      | $-8786013.74   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICINITY CENTRES                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     4133443 | OU      | $-7051850.48   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICINITY CENTRES                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     5127804 | OU      | $-8748277.67   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VICINITY CENTRES                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     8223238 | OU      | $-14029235.39  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICINITY CENTRES                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1721853 | OU      | $-2937563.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICINITY CENTRES                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1116065 | OU      | $-1904060.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VICINITY CENTRES                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     1137722 | OU      | $-1941007.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUPERLOOP LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      100287 | OU      | $-159797.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUPERLOOP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     1114673 | OU      | $-1776120.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DRONESHIELD LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |       55804 | OU      | $-128048.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DRONESHIELD LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      174505 | OU      | $-400422.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DRONESHIELD LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      203572 | OU      | $-467120.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COLES GROUP LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      874017 | OU      | $12913461.97   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COLES GROUP LTD                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AU        |      538765 | OU      | $7960167.06    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ATLAS ARTERIA STAPLED UNITS                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |     2345707 | OU      | $-8095229.87   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ATLAS ARTERIA STAPLED UNITS                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     2202758 | OU      | $-7601900.99   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TEMPLE   WEBSTER GROUP LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |        1196 | OU      | $-9947.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TEMPLE   WEBSTER GROUP LTD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       12060 | OU      | $-100306.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEGAPORT LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      142443 | OU      | $-1137479.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NICKEL INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |      181612 | OU      | $114972.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NICKEL INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      572751 | OU      | $-362588.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WISETECH GLOBAL LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      641930 | OU      | $-25719965.26  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WISETECH GLOBAL LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      600863 | OU      | $-24074549.39  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WISETECH GLOBAL LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       33060 | OU      | $-1324602.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WISETECH GLOBAL LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |         129 | OU      | $-5168.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRAVURA SOLUTIONS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      872351 | OU      | $1237636.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LEO LITHIUM LIMITED UNL                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       33787 | OU      | $-0.24         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fibocom Wireless Inc                             | Fibocom Wireless Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      571000 | NS      | $1107339.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Gold International Co Ltd                  | Zijin Gold International Co Ltd                         | CUSIP: 000000000<br>LEI: 254900FINUJR4MZ8A417 | Long             | EC               | CORP              | HK        |     1500400 | NS      | $41567131.46   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcare Ltd                                     | Softcare Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      551400 | NS      | $2298176.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tekscend Photomask Corp                          | Tekscend Photomask Corp                                 | CUSIP: 000000000<br>LEI: 353800F4MU4MCZEB9S06 | Long             | EC               | CORP              | JP        |       84800 | NS      | $1660838.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ6 FUTURE 31-MAR-2027                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |    23955000 | OU      | $18415.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ5 FUTURE 31-MAR-2026                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |     7980000 | OU      | $413.54        | 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        |  1223040000 | OU      | $584162.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRSWAP: MNDZ5 FUTURE 31-MAR-2026                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  1262280000 | OU      | $4057.90       | 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        |     5522347 | OU      | $29360.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: UKDZ7 FUTURE 16-DEC-2027                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     5186475 | OU      | $356311.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: DEDZ6 FUTURE 18-DEC-2026                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |     6686394 | OU      | $363566.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: DEDZ7 FUTURE 17-DEC-2027                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |     6251724 | OU      | $831327.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ6 FUTURE 31-MAR-2027                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |   533925000 | OU      | $187257.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ5 FUTURE 31-MAR-2026                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |   548080000 | OU      | $-7030.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: DEDZ7 FUTURE 17-DEC-2027                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     2888606 | OU      | $365567.03     | 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        |     2999501 | OU      | $163838.40     | 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        |     2942562 | OU      | $35267.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: UKDZ7 FUTURE 16-DEC-2027                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     2835746 | OU      | $225595.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ5 FUTURE 31-MAR-2026                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |   476130000 | OU      | $-9912.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ6 FUTURE 31-MAR-2027                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |   423850000 | OU      | $90236.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: DEDZ7 FUTURE 17-DEC-2027                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     2461608 | OU      | $291883.20     | 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        |     2042653 | OU      | $33635.95      | 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        |     2416725 | OU      | $122642.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: UKDZ7 FUTURE 16-DEC-2027                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     1992658 | OU      | $144382.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ5 FUTURE 31-MAR-2026                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |   323200000 | OU      | $-9304.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ6 FUTURE 31-MAR-2027                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |   279040000 | OU      | $44455.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: UKDZ7 FUTURE 16-DEC-2027                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     1613464 | OU      | $94336.96      | 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        |     1577513 | OU      | $68877.27      | 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        |     1600480 | OU      | $-5561.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: DEDZ7 FUTURE 17-DEC-2027                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     1395979 | OU      | $146878.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMH6 FUTURE 20-MAR-2026                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |    32261030 | OU      | $759769.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMH6 FUTURE 20-MAR-2026                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |    14203020 | OU      | $249246.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TRSWAP: BZG6 FUTURE 18-FEB-2026                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |   173319841 | OU      | $3304756.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMH6 FUTURE 20-MAR-2026                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |     1039458 | OU      | $9703.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                      | TRSWAP: KMH6 FUTURE 12-MAR-2026                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        | 38034362025 | OU      | $8549404.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMH6 FUTURE 20-MAR-2026                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |     4705765 | OU      | $7186.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TRSWAP: BZG6 FUTURE 18-FEB-2026                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |    63184718 | OU      | $1609235.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                      | TRSWAP: BCH6 FUTURE 30-MAR-2026                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   902129168 | OU      | $1483905.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMH6 FUTURE 20-MAR-2026                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |    10166919 | OU      | $-116330.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: EOG6 FUTURE 20-FEB-2026                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | NL        |     5385960 | OU      | $26307.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: KRSH6 FUTURE 20-MAR-2026                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PL        |     4871877 | OU      | $36319.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: EOG6 FUTURE 20-FEB-2026                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | NL        |    32300875 | OU      | $175489.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                      | TRSWAP: BCH6 FUTURE 30-MAR-2026                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   258867832 | OU      | $61348.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                      | TRSWAP: KMH6 FUTURE 12-MAR-2026                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        | 59251871425 | OU      | $3188657.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMH6 FUTURE 20-MAR-2026                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |     4565698 | OU      | $19082.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: EOG6 FUTURE 20-FEB-2026                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | NL        |     7539193 | OU      | $85680.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TRSWAP: FTG6 FUTURE 23-FEB-2026                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |    39291735 | OU      | $-18726.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: KRSH6 FUTURE 20-MAR-2026                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PL        |     5092762 | OU      | $-6828.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMH6 FUTURE 20-MAR-2026                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |     2873230 | OU      | $7644.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: EOG6 FUTURE 20-FEB-2026                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | NL        |     4872266 | OU      | $-77068.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | TRSWAP: GSCBMSAL INDEX                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |    45889850 | OU      | $-1931483.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | TRSWAP: GSCBMSAL INDEX                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |    39485324 | OU      | $-1661920.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AGF MANAGEMENT LTD CLASS B                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       17612 | OU      | $234757.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DENISON MINES CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      152868 | OU      | $-603995.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AGNICO EAGLE MINES LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       24189 | OU      | $4598157.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGNICO EAGLE MINES LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       14042 | OU      | $2669284.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGNICO EAGLE MINES LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       34650 | OU      | $6586719.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AGNICO EAGLE MINES LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        2972 | OU      | $-564956.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AGNICO EAGLE MINES LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        5396 | OU      | $-1025741.30   | -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        |      234048 | OU      | $10161875.49   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANK OF MONTREAL                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       93945 | OU      | $-12789325.19  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANK OF NOVA SCOTIA                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      226897 | OU      | $-16963327.29  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NATIONAL BANK OF CANADA                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      142968 | OU      | $-17035624.43  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BORALEX INC CLASS A                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      869507 | OU      | $-16123858.37  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MARTINREA INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      454122 | OU      | $3238368.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAPUTO INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      772526 | OU      | $-23306553.14  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAPUTO INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      271731 | OU      | $-8197928.60   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CANADIAN APARTMENT PROPERTIES REAL                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      639585 | OU      | $18112141.59   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN APARTMENT PROPERTIES REAL                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        3415 | OU      | $96707.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NOVAGOLD RESOURCES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      832543 | OU      | $-7257581.18   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NOVAGOLD RESOURCES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       68017 | OU      | $-592929.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DESCARTES SYSTEMS GROUP INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        1322 | OU      | $98728.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DESCARTES SYSTEMS GROUP INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        5327 | OU      | $-397828.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DESCARTES SYSTEMS GROUP INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       13823 | OU      | $-1032321.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DESCARTES SYSTEMS GROUP INC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       35761 | OU      | $-2670683.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DESCARTES SYSTEMS GROUP INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       18750 | OU      | $-1400277.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CCL INDUSTRIES INC CLASS B                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      177110 | OU      | $10673555.32   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CCL INDUSTRIES INC CLASS B                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       29837 | OU      | $1798130.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAE INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       45662 | OU      | $-1463437.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAE INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       26644 | OU      | $-853922.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAE INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        3063 | OU      | $-98167.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAE INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |         806 | OU      | $-25831.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAE INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       27934 | OU      | $-895266.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAMECO CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       98974 | OU      | $12241186.31   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CAMECO CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       23828 | OU      | $2947066.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ROGERS COMMUNICATIONS NON-VOTING I                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       29618 | OU      | $-1118029.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROGERS COMMUNICATIONS NON-VOTING I                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      177699 | OU      | $-6707838.73   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CANADIAN IMPERIAL BANK OF COMMERCE                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       15102 | OU      | $1395685.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN IMPERIAL BANK OF COMMERCE                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      143149 | OU      | $13229442.34   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CANADIAN NATURAL RESOURCES LTD                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      262522 | OU      | $9761310.81    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN NATURAL RESOURCES LTD                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       70457 | OU      | $2619790.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CANADIAN NATURAL RESOURCES LTD                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      986177 | OU      | $-36668851.40  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CANADIAN NATURAL RESOURCES LTD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       82752 | OU      | $-3076953.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN TIRE LTD CLASS A                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       26461 | OU      | $3255422.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CANADIAN TIRE LTD CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |         259 | OU      | $31864.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CANADIAN TIRE LTD CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        5420 | OU      | $-666807.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CANADIAN TIRE LTD CLASS A                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       28185 | OU      | $-3467521.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CANADIAN TIRE LTD CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       17544 | OU      | $-2158389.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN UTILITIES LTD CLASS A                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      170686 | OU      | $-5524277.18   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN UTILITIES LTD CLASS A                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      437894 | OU      | $-14172502.90  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CASCADES INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        8272 | OU      | $-77699.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CASCADES INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      128577 | OU      | $-1207725.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CANADIAN NATIONAL RAILWAY                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       18983 | OU      | $1826154.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CANADIAN NATIONAL RAILWAY                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       52454 | OU      | $5046046.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COGECO INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       98563 | OU      | $4833868.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RIOCAN REAL ESTATE INVESTMENT TRUS                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |      242338 | OU      | $3472268.48    | 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        |     1017142 | OU      | $14573818.84   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RIOCAN REAL ESTATE INVESTMENT TRUS                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      808293 | OU      | $11581387.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEABRIDGE GOLD INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        7519 | OU      | $212596.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GILDAN ACTIVEWEAR INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      118271 | OU      | $-7684379.52   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GILDAN ACTIVEWEAR INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      246236 | OU      | $-15998603.84  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OPEN TEXT CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       82511 | OU      | $-2107540.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OPEN TEXT CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      531070 | OU      | $-13564876.88  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OPEN TEXT CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       58002 | OU      | $-1481518.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OPEN TEXT CORP                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       34439 | OU      | $-879659.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENGHOUSE SYSTEMS LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        7855 | OU      | $107933.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EMPIRE LTD CLASS A                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      209690 | OU      | $6849786.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMPIRE LTD CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       10086 | OU      | $-329471.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EMPIRE LTD CLASS A                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       21322 | OU      | $-696509.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EMPIRE LTD CLASS A                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       49200 | OU      | $-1607179.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTIS INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      268922 | OU      | $14338293.39   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST QUANTUM MINERALS LTD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      510432 | OU      | $14428471.10   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST QUANTUM MINERALS LTD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      444592 | OU      | $12567360.25   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FIRST QUANTUM MINERALS LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      216256 | OU      | $6112946.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FORAN MINING CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        3571 | OU      | $-17282.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANSCONTINENTAL SUB VOTING INC CL                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       36123 | OU      | $-612816.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TELUS CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     1201140 | OU      | $16760298.17   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TELUS CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |     1143891 | OU      | $15961465.13   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TELUS CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      838106 | OU      | $11694645.47   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TELUS CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       20690 | OU      | $288701.21     | 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        |      197255 | OU      | $-9233675.10   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IAMGOLD CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      159779 | OU      | $2899525.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IAMGOLD CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      183966 | OU      | $3338449.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IAMGOLD CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      108184 | OU      | $1963225.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IAMGOLD CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      341166 | OU      | $-6191173.84   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IAMGOLD CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     1490351 | OU      | $-27045550.04  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IMPERIAL OIL LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       40505 | OU      | $4092294.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENBRIDGE INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       11663 | OU      | $569338.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENBRIDGE INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       65433 | OU      | $-3194162.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENBRIDGE INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       43740 | OU      | $-2135202.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IGM FINANCIAL INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      179980 | OU      | $8705234.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MANULIFE FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      200502 | OU      | $7637820.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINAMAR CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       71748 | OU      | $4548369.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOBLAW COMPANIES LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      192094 | OU      | $8643630.43    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOBLAW COMPANIES LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      306934 | OU      | $13811071.99   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LOBLAW COMPANIES LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |         921 | OU      | $41442.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MAGNA INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      232892 | OU      | $11905858.42   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MAGNA INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |      171356 | OU      | $8760027.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MAGNA INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       28998 | OU      | $1482429.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAPLE LEAF FOODS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       20816 | OU      | $-385699.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MAPLE LEAF FOODS INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      229770 | OU      | $-4257406.16   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUN LIFE FINANCIAL INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      367576 | OU      | $23161620.68   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUN LIFE FINANCIAL INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      205946 | OU      | $12977025.52   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FAIRFAX FINANCIAL HOLDINGS SUB VOT                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |         684 | OU      | $-1128804.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | METRO INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      138853 | OU      | $9217436.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | METRO INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      146966 | OU      | $9755999.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | METRO INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        7406 | OU      | $491630.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EMERA INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      145422 | OU      | $-7207821.97   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EMERA INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        4510 | OU      | $-223537.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | METHANEX CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      118950 | OU      | $-5675600.56   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | METHANEX CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       22355 | OU      | $-1066650.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PAN AMERICAN SILVER CORP                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |      525579 | OU      | $28636364.71   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POWER CORPORATION OF CANADA                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      159483 | OU      | $-8042960.83   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POWER CORPORATION OF CANADA                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      309762 | OU      | $-15621750.48  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AECON GROUP INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       18305 | OU      | $-474546.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HAMMOND POWER SOLUTIONS INC CLASS                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |         191 | OU      | $-25187.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HAMMOND POWER SOLUTIONS INC CLASS                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        1408 | OU      | $-185672.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HAMMOND POWER SOLUTIONS INC CLASS                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |        4656 | OU      | $-613984.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HAMMOND POWER SOLUTIONS INC CLASS                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |         242 | OU      | $-31912.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HAMMOND POWER SOLUTIONS INC CLASS                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        2329 | OU      | $-307123.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HAMMOND POWER SOLUTIONS INC CLASS                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       35273 | OU      | $-4651430.16   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QUEBECOR INC CLASS B                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      581233 | OU      | $21202102.68   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QUEBECOR INC CLASS B                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       88413 | OU      | $3225111.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAVARIA CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       28909 | OU      | $503171.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROYAL BANK OF CANADA                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      218126 | OU      | $-36318824.01  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHEMTRADE LOGISTICS INCOME UNITS                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      308325 | OU      | $3577670.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CHEMTRADE LOGISTICS INCOME UNITS                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       99623 | OU      | $1155982.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SILVERCORP METALS INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      227001 | OU      | $2285597.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STELLA JONES INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       60842 | OU      | $-4079517.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STELLA JONES INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      192258 | OU      | $-12891091.98  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEW GOLD INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        3747 | OU      | $-37644.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEW GOLD INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      151283 | OU      | $-1519885.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEW GOLD INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       35134 | OU      | $-352978.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRST MAJESTIC SILVER CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       23843 | OU      | $496419.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRST MAJESTIC SILVER CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       57756 | OU      | $1202498.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRST MAJESTIC SILVER CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      104561 | OU      | $2176994.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST MAJESTIC SILVER CORP                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       47910 | OU      | $997501.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FIRST MAJESTIC SILVER CORP                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      136685 | OU      | $2845826.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STANTEC INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       99473 | OU      | $9857809.73    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STANTEC INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       72999 | OU      | $7234226.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STANTEC INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       10779 | OU      | $1068202.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STANTEC INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      298465 | OU      | $29577987.81   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STANTEC INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       23027 | OU      | $2281983.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | STANTEC INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       54192 | OU      | $5370446.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STANTEC INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       76874 | OU      | $7618240.78    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STANTEC INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       87050 | OU      | $8626686.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LUNDIN MINING CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      136429 | OU      | $3441659.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LUNDIN MINING CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      185932 | OU      | $4690459.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TASEKO MINES LTD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       24691 | OU      | $-187678.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TASEKO MINES LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       42126 | OU      | $-320202.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOROMONT INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       34035 | OU      | $4335453.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOROMONT INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |         100 | OU      | $-12738.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOROMONT INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       55665 | OU      | $-7090731.28   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TORONTO DOMINION                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       35649 | OU      | $3331760.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TORONTO DOMINION                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      158767 | OU      | $-14838386.09  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TRANSALTA CORP                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |      416315 | OU      | $5319928.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRANSALTA CORP                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       47667 | OU      | $-609118.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WEST FRASER TIMBER LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |           6 | OU      | $-409.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WEST FRASER TIMBER LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       11495 | OU      | $-785018.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WEST FRASER TIMBER LTD                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       11964 | OU      | $-817047.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WEST FRASER TIMBER LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      234537 | OU      | $-16017034.94  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WEST FRASER TIMBER LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      126294 | OU      | $-8624888.23   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WEST FRASER TIMBER LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       15340 | OU      | $-1047601.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GEORGE WESTON LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      222033 | OU      | $15485972.17   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GEORGE WESTON LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        5219 | OU      | $-364005.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WINPAK LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        3081 | OU      | $97318.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ENDEAVOUR SILVER CORP                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       26748 | OU      | $-291907.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOARDWALK REAL ESTATE INVESTMENT T                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      111766 | OU      | $5651297.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KINROSS GOLD CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      531944 | OU      | $16751557.83   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KINROSS GOLD CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      599279 | OU      | $18872018.15   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KINROSS GOLD CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        3908 | OU      | $-123067.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINROSS GOLD CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       17483 | OU      | $-550560.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KINROSS GOLD CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       24163 | OU      | $-760922.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KINROSS GOLD CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        7222 | OU      | $-227429.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTACT FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       40714 | OU      | $7412630.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INTACT FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       19687 | OU      | $3584330.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTACT FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       12069 | OU      | $2197353.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUDBAY MINERALS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      342132 | OU      | $8103225.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HUDBAY MINERALS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      408143 | OU      | $9666663.06    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PARAMOUNT RESOURCE LTD CLASS A                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      467526 | OU      | $-8817293.49   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIRCHCLIFF ENERGY LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      581283 | OU      | $3124879.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARTIS REAL ESTATE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |         214 | OU      | $1401.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WESDOME GOLD MINES LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        5982 | OU      | $97924.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESDOME GOLD MINES LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       11610 | OU      | $-190053.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CROMBIE REAL ESTATE INVESTMENT TRU                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      179800 | OU      | $2059912.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CROMBIE REAL ESTATE INVESTMENT TRU                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       58426 | OU      | $669368.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CROMBIE REAL ESTATE INVESTMENT TRU                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      251564 | OU      | $2882090.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONSTELLATION SOFTWARE INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |         832 | OU      | $1535477.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONSTELLATION SOFTWARE INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |         381 | OU      | $703145.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BCE INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      160023 | OU      | $4136752.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BCE INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       88850 | OU      | $2296860.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CANFOR CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |      124296 | OU      | $-1309003.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CANFOR CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       45935 | OU      | $-483757.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PREMIUM BRANDS HOLDINGS CORP                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       12505 | OU      | $-859595.34    | -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        |      160256 | OU      | $-11016018.51  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRANCO NEVADA CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        4610 | OU      | $-1079125.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FRANCO NEVADA CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       31214 | OU      | $-7306687.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FRANCO NEVADA CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        2214 | OU      | $-518261.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | B2GOLD CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      250505 | OU      | $1219732.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | B2GOLD CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     1173142 | OU      | $5712137.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | B2GOLD CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      446088 | OU      | $2172043.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | 5N PLUS INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        7991 | OU      | $141316.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUPERIOR PLUS CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     1570034 | OU      | $-8417176.37   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUNCOR ENERGY INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      383676 | OU      | $20279191.95   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUNCOR ENERGY INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      255983 | OU      | $-13529979.44  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROGERS SUGAR INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       77270 | OU      | $-350131.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROGERS SUGAR INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       96007 | OU      | $-435033.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROGERS SUGAR INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |       67991 | OU      | $-308085.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ROGERS SUGAR INC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       22652 | OU      | $-102642.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOURMALINE OIL CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      472103 | OU      | $-22342244.57  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOURMALINE OIL CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       20633 | OU      | $-976455.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KEYERA CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       77974 | OU      | $-2640459.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEYERA CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       10914 | OU      | $-369584.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEYERA CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       22838 | OU      | $-773370.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KEYERA CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       44627 | OU      | $-1511218.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KEYERA CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       82833 | OU      | $-2805001.01   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FREEHOLD ROYALTIES LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      794493 | OU      | $-9557371.82   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXCHANGE INCOME CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       48008 | OU      | $-3349436.35   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXCHANGE INCOME CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       14900 | OU      | $-1039547.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHITECAP RESOURCES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       56991 | OU      | $-519831.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WHITECAP RESOURCES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      210326 | OU      | $-1918443.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WHITECAP RESOURCES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     1169716 | OU      | $-10669314.96  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WHITECAP RESOURCES INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       25684 | OU      | $-234271.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALTAGAS LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       26920 | OU      | $811959.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GIBSON ENERGY INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        7878 | OU      | $155112.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MULLEN GROUP LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       12600 | OU      | $148795.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MULLEN GROUP LTD                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |      154589 | OU      | $1825572.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PEMBINA PIPELINE CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       60048 | OU      | $-2495146.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOLLARAMA INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        2392 | OU      | $322353.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOLLARAMA INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        9636 | OU      | $1298575.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DOLLARAMA INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |       10358 | OU      | $1395874.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BAYTEX ENERGY CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       34321 | OU      | $118465.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ENERFLEX LTD                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |      305359 | OU      | $5604172.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENERFLEX LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       77777 | OU      | $1427420.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALGONQUIN POWER UTILITIES CORP                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     1231116 | OU      | $-8082970.69   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALGONQUIN POWER UTILITIES CORP                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      639701 | OU      | $-4199997.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PAREX RESOURCES INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       10110 | OU      | $149981.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENOVUS ENERGY INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      546973 | OU      | $-10793643.38  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENOVUS ENERGY INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     1053639 | OU      | $-20791892.14  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENOVUS ENERGY INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      380066 | OU      | $-7499998.84   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERMILION ENERGY INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     1442448 | OU      | $13940892.06   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERMILION ENERGY INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     1024159 | OU      | $9898235.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAPITAL POWER CORP                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |         787 | OU      | $-34534.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARC RESOURCES LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      517125 | OU      | $-9596995.37   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PEYTO EXPLORATION   DEVELOPMENT CO                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     1111411 | OU      | $-20030129.58  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PEYTO EXPLORATION   DEVELOPMENT CO                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     1792887 | OU      | $-32311862.06  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PEYTO EXPLORATION & DEVELOPMENT CO                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     1020190 | OU      | $-18386121.69  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PEYTO EXPLORATION   DEVELOPMENT CO                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      141663 | OU      | $-2553086.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTHLAND POWER INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     2161417 | OU      | $29794585.31   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTHLAND POWER INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      836143 | OU      | $11526019.25   | 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        |      218511 | OU      | $5536392.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ELEMENT FLEET MANAGEMENT CORP                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       48965 | OU      | $-1240621.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELEMENT FLEET MANAGEMENT CORP                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       39340 | OU      | $-996753.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXTENDICARE INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      109729 | OU      | $1868773.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXTENDICARE INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       66112 | OU      | $1125940.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAMARACK VALLEY ENERGY LTD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      301394 | OU      | $-2038584.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WESTSHORE TERMINALS INVESTMENT COR                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       14193 | OU      | $-302590.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WESTSHORE TERMINALS INVESTMENT COR                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       62057 | OU      | $-1323038.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WESTSHORE TERMINALS INVESTMENT COR                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      325097 | OU      | $-6930977.79   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TMX GROUP LTD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |        4272 | OU      | $157715.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TMX GROUP LTD                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       17842 | OU      | $658698.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TMX GROUP LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       46880 | OU      | $1730736.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LABRADOR IRON ORE ROYALTY CORP                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       14132 | OU      | $306375.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LABRADOR IRON ORE ROYALTY CORP                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       16175 | OU      | $350667.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LABRADOR IRON ORE ROYALTY CORP                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       72369 | OU      | $1568929.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXGEN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      321221 | OU      | $-4033987.52   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXGEN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     1781712 | OU      | $-22375261.78  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEXGEN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       25746 | OU      | $-323325.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXGEN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        2717 | OU      | $-34120.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEXGEN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       74670 | OU      | $-937727.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KELT EXPLORATION LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      199521 | OU      | $-1142924.98   | -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        |      242707 | OU      | $-2716450.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BLACKBERRY LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      468991 | OU      | $-1670477.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOREX GOLD RESOURCES INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       56786 | OU      | $-2733268.05   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOREX GOLD RESOURCES INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       68194 | OU      | $-3282366.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NFI GROUP INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       27334 | OU      | $-332026.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NFI GROUP INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      104536 | OU      | $-1269801.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KRAKEN ROBOTICS INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       29208 | OU      | $-171174.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KRAKEN ROBOTICS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |       62264 | OU      | $-364900.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KRAKEN ROBOTICS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      164673 | OU      | $-965072.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KRAKEN ROBOTICS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      186026 | OU      | $-1090212.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IVANHOE MINES LTD CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      117185 | OU      | $-1481970.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IVANHOE MINES LTD CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       78267 | OU      | $-989797.48    | -0.01%            |  |  |  | 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      | $-1867927.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IVANHOE MINES LTD CLASS A                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       67464 | OU      | $-853178.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IVANHOE MINES LTD CLASS A                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      957373 | OU      | $-12107342.61  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IVANHOE MINES LTD CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       23606 | OU      | $-298531.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ARITZIA SUBORDINATE VOTING INC                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |      193608 | OU      | $15260857.52   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARITZIA SUBORDINATE VOTING INC                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        3500 | OU      | $275882.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARITZIA SUBORDINATE VOTING INC                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       33087 | OU      | $2608032.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARITZIA SUBORDINATE VOTING INC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       25643 | OU      | $2021270.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARITZIA SUBORDINATE VOTING INC                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        9362 | OU      | $737945.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARITZIA SUBORDINATE VOTING INC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       26237 | OU      | $2068091.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUTRIEN LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      306538 | OU      | $-21105230.79  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUTRIEN LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      176255 | OU      | $-12135208.20  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TFI INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       16711 | OU      | $1795851.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TFI INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       33280 | OU      | $3576442.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TFI INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        2645 | OU      | $284245.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ERO COPPER CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       16590 | OU      | $556553.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CANADA GOOSE HOLDINGS SUB VOTING I                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       24430 | OU      | $-296393.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADA GOOSE HOLDINGS SUB VOTING I                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        9043 | OU      | $-109712.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WHEATON PRECIOUS METALS CORP                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       70242 | OU      | $9254002.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHEATON PRECIOUS METALS CORP                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |         287 | OU      | $-37810.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WHEATON PRECIOUS METALS CORP                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        3795 | OU      | $-499970.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WHEATON PRECIOUS METALS CORP                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        4435 | OU      | $-584287.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WELL HEALTH TECHNOLOGIES CORP                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       38902 | OU      | $-113136.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEO PERFORMANCE MATERIALS INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        9125 | OU      | $128399.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SSR MINING INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      205031 | OU      | $4673860.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SSR MINING INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       58537 | OU      | $1334402.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BAUSCH HEALTH COMPANIES INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      166141 | OU      | $952932.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BAUSCH HEALTH COMPANIES INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       97086 | OU      | $556855.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRISURA GROUP LTD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       24712 | OU      | $-753710.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CT REIT UNITS TRUST                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      143606 | OU      | $1721183.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENERGY FUELS INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      225266 | OU      | $-5037527.78   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENERGY FUELS INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      221543 | OU      | $-4954271.91   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENERGY FUELS INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        5060 | OU      | $-113154.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ENERGY FUELS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      158778 | OU      | $-3550684.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TERRAVEST INDUSTRIES INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |        1017 | OU      | $-105356.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RIO2 LTD                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       85700 | OU      | $204549.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WSP GLOBAL INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        1551 | OU      | $299834.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WSP GLOBAL INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        6545 | OU      | $1265259.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELDORADO GOLD CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       37784 | OU      | $-1621078.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ELDORADO GOLD CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        2076 | OU      | $-89068.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELDORADO GOLD CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       23889 | OU      | $-1024929.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ELDORADO GOLD CORP                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        6652 | OU      | $-285396.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ELDORADO GOLD CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       40654 | OU      | $-1744212.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRIPLE FLAG PRECIOUS METALS CORP                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        7118 | OU      | $239993.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CGI INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       13614 | OU      | $1166785.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CGI INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       61586 | OU      | $5278218.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CGI INC CLASS A                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      473867 | OU      | $40612697.02   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CGI INC CLASS A                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       47533 | OU      | $4073808.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CGI INC CLASS A                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      234206 | OU      | $20072588.55   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IA FINANCIAL INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      119979 | OU      | $-14742177.87  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IA FINANCIAL INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       50020 | OU      | $-6146106.71   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | G2 GOLDFIELDS INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       40475 | OU      | $196779.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRSTSERVICE SUBORDINATE VOTING CO                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       19973 | OU      | $-3094410.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRSTSERVICE SUBORDINATE VOTING CO                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        7167 | OU      | $-1110381.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRSTSERVICE SUBORDINATE VOTING CO                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       19786 | OU      | $-3065438.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FIRSTSERVICE SUBORDINATE VOTING CO                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        4138 | OU      | $-641099.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TC ENERGY CORP                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |      223203 | OU      | $-13087450.90  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TC ENERGY CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      172200 | OU      | $-10096903.02  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OBSIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       16776 | OU      | $121232.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OBSIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      113972 | OU      | $823621.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CARGOJET INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       15737 | OU      | $1074366.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GFL ENVIRONMENTAL SUBORDINATE VOTI                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       44255 | OU      | $-1900984.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GFL ENVIRONMENTAL SUBORDINATE VOTI                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      609234 | OU      | $-26169791.55  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GFL ENVIRONMENTAL SUBORDINATE VOTI                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        4357 | OU      | $-187155.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EQUINOX GOLD CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       13029 | OU      | $186395.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EQUINOX GOLD CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      125434 | OU      | $1794480.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EQUINOX GOLD CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      114612 | OU      | $1639659.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EQUINOX GOLD CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      387697 | OU      | $5546460.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQUINOX GOLD CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     1122196 | OU      | $-16054329.73  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARTEMIS GOLD INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      169776 | OU      | $-4922525.23   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOYD GROUP SERVICES INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       32045 | OU      | $-5252071.13   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OVINTIV INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        9123 | OU      | $396302.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALIMENTATION COUCHE TARD INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      223461 | OU      | $-11625584.58  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALIMENTATION COUCHE TARD INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       32276 | OU      | $-1679162.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BADGER INFRASTRUCTURE SOLUTIONS LT                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      141457 | OU      | $7998218.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BADGER INFRASTRUCTURE SOLUTIONS LT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       13994 | OU      | $791244.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN PACIFIC KANSAS CITY LTD                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      171946 | OU      | $12781826.55   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN PACIFIC KANSAS CITY LTD                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      172412 | OU      | $12816467.26   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARIZONA SONORAN COPPER INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       45125 | OU      | $184920.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SPROTT INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       16156 | OU      | $1980983.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPROTT INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        5453 | OU      | $668624.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SKEENA RESOURCES LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      155153 | OU      | $-4426757.28   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SKEENA RESOURCES LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      212589 | OU      | $-6065496.02   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DREAM INDUSTRIAL REAL ESTATE INVES                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      163445 | OU      | $-1543643.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DREAM INDUSTRIAL REAL ESTATE INVES                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      356591 | OU      | $-3367796.61   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RB GLOBAL INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       25653 | OU      | $-2911855.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RB GLOBAL INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      446494 | OU      | $-50681241.61  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RB GLOBAL INC                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       50977 | OU      | $-5786365.89   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RB GLOBAL INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      331066 | OU      | $-37579084.90  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RB GLOBAL INC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       30235 | OU      | $-3431955.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DEFINITY FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       48090 | OU      | $-2353554.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPSTONE COPPER CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      460025 | OU      | $5098062.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPSTONE COPPER CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      112842 | OU      | $1250531.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAPSTONE COPPER CORP                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       53543 | OU      | $593371.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CAPSTONE COPPER CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      271049 | OU      | $3003803.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MONTAGE GOLD CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       18370 | OU      | $-165129.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONTAGE GOLD CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       30224 | OU      | $-271686.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIGHTSPEED COMMERCE INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      638765 | OU      | $6895931.77    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIGHTSPEED COMMERCE INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      559470 | OU      | $6039884.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MDA SPACE LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       42992 | OU      | $-1213368.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MDA SPACE LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       15478 | OU      | $-436837.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MDA SPACE LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       28678 | OU      | $-809382.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUTH BOW CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        8124 | OU      | $230776.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOMBARDIER INC CLASS B                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      191053 | OU      | $-32637490.05  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOMBARDIER INC CLASS B                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       79914 | OU      | $-13651669.33  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOMBARDIER INC CLASS B                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       10897 | OU      | $-1861529.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COLLECTIVE MINING LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       73797 | OU      | $-1214007.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SURGE ENERGY INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       21856 | OU      | $118457.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENDEAVOUR MINING                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      863504 | OU      | $47143456.37   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENDEAVOUR MINING                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      313275 | OU      | $17103413.87   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SNOWLINE GOLD CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        1333 | OU      | $-16681.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SNOWLINE GOLD CORP                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       32062 | OU      | $-401231.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SNOWLINE GOLD CORP                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       24375 | OU      | $-305034.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SNOWLINE GOLD CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       30981 | OU      | $-387703.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SNOWLINE GOLD CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       37977 | OU      | $-475252.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KINAXIS INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       41679 | OU      | $4208763.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | I  GOLD CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       73308 | OU      | $-116289.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DISCOVERY SILVER CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      136797 | OU      | $-962446.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DISCOVERY SILVER CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       26746 | OU      | $-188173.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DISCOVERY SILVER CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      351029 | OU      | $-2469693.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANDEAN PRECIOUS METALS CORP                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       13438 | OU      | $86056.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BARRICK MINING CORP                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      156058 | OU      | $7133294.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BARRICK MINING CORPORATION                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      410544 | OU      | $18765658.25   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BARRICK MINING CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      255171 | OU      | $11663674.98   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PERPETUA RESOURCES CORP                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       44494 | OU      | $1182563.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADVANTAGE ENERGY LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       12494 | OU      | $-101023.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TELESAT CLASS B VARIABLE VOTING CO                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        3885 | OU      | $-113099.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATS CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       54718 | OU      | $-1555162.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PRIMARIS REAL ESTATE INVESTMENT UN                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      199551 | OU      | $-2425416.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROOKFIELD ASSET MANAGEMENT VOTING                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      263562 | OU      | $-13094384.97  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROOKFIELD ASSET MANAGEMENT VOTING                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      145374 | OU      | $-7222524.95   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BROOKFIELD CORP CLASS A                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        7782 | OU      | $354737.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BROOKFIELD CORP CLASS A                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |      319917 | OU      | $-14583224.90  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DPM METALS INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        4697 | OU      | $163885.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OR ROYALTIES INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       61159 | OU      | $2411505.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THOMSON REUTERS CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      361855 | OU      | $39981702.16   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THOMSON REUTERS CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      289090 | OU      | $31941828.30   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | THOMSON REUTERS CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        9492 | OU      | $1048780.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORTUNA MINING CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      657324 | OU      | $6430107.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTUNA MINING CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       19098 | OU      | $186821.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EQB INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        6630 | OU      | $-517048.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BROOKFIELD WEALTH SOLUTIONS EXCHAN                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       52362 | OU      | $-2389197.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BROOKFIELD WEALTH SOLUTIONS EXCHAN                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       59833 | OU      | $-2730087.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ABAXX TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        3426 | OU      | $-105171.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARIS MINING CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      141952 | OU      | $-2456129.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OCEANAGOLD CORPORATION CORP                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      486070 | OU      | $15749574.71   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ABRASILVER RESOURCE CORP                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       23312 | OU      | $203904.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LITHIUM AMERICAS CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      387984 | OU      | $1886280.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ATKINSREALIS GROUP INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        9634 | OU      | $676746.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLIED GOLD CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       44334 | OU      | $-1399061.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALMONTY INDUSTRIES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      283564 | OU      | $-3207054.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GROUPE DYNAMITE SUBORDINATE VOTING                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       18966 | OU      | $-987265.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CELESTICA INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        7178 | OU      | $2017051.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CELESTICA INC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        2230 | OU      | $-626640.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AIR CANADA VOTING AND VARIABLE VOT                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |     1514021 | OU      | $20959347.74   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIR CANADA VOTING AND VARIABLE VOT                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      407566 | OU      | $5642139.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROOKFIELD INFRASTRUCTURE CORP CLA                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     1565762 | OU      | $74881519.80   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROOKFIELD INFRASTRUCTURE CORP CLA                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      911109 | OU      | $43573178.19   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | G MINING VENTURES CORP                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       49493 | OU      | $-1569135.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | G MINING VENTURES CORP                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      204734 | OU      | $-6490924.08   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | G MINING VENTURES CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       37620 | OU      | $-1192711.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | G MINING VENTURES CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       68699 | OU      | $-2178045.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | G MINING VENTURES CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       85478 | OU      | $-2710010.11   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | G MINING VENTURES CORP                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      633707 | OU      | $-20091162.33  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | G MINING VENTURES CORP                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |       30423 | OU      | $-964536.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | G MINING VENTURES CORP                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      371707 | OU      | $-11784666.54  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STRATHCONA RESOURCES LTD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       19783 | OU      | $-377746.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STRATHCONA RESOURCES LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      114925 | OU      | $-2194433.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RESTAURANTS BRANDS INTERNATIONAL I                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       34662 | OU      | $2322340.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RESTAURANTS BRANDS INTERNATIONAL I                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |        7402 | OU      | $-495931.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOUTHERN CROSS GOLD CONSOLIDATED L                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       15624 | OU      | $-110727.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LUNDIN GOLD INC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      192682 | OU      | $14444959.10   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LUNDIN GOLD INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      126974 | OU      | $9518970.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LUNDIN GOLD INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |        5663 | OU      | $424543.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SECURE WASTE INFRASTRUCTURE CORP                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      480435 | OU      | $-6199275.11   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GALAXY DIGITAL INC CLASS A                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |       61018 | OU      | $-1725254.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GALAXY DIGITAL INC CLASS A                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       23880 | OU      | $-675195.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GALAXY DIGITAL INC CLASS A                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        5058 | OU      | $-143012.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GALAXY DIGITAL INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        9800 | OU      | $-277090.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NGEX MINERALS LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |        5076 | OU      | $-104975.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMERICAS GOLD AND SILVER                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |       27332 | OU      | $-202533.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHOPIFY SUBORDINATE VOTING INC CLA                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       83466 | OU      | $-10952058.33  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHOPIFY SUBORDINATE VOTING INC CLA                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       42319 | OU      | $-5552921.62   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHOPIFY SUBORDINATE VOTING INC CLA                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       10406 | OU      | $-1365431.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COLLIERS INTERNATIONAL GROUP SUBOR                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |        1901 | OU      | $-259758.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WASTE CONNECTIONS INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       16184 | OU      | $2707535.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WASTE CONNECTIONS INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        7604 | OU      | $1272126.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HYDRO ONE LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        6966 | OU      | $275386.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HYDRO ONE LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      165918 | OU      | $-6559222.96   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KILLAM APARTMENT REIT UNITS CLASS                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |        8864 | OU      | $-114181.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | K92 MINING INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |       35658 | OU      | $-669348.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORLA MINING LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       46064 | OU      | $-694858.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPIN MASTER SUBORDINATE VOTING COR                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      263261 | OU      | $-3598051.78   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SMARTCENTRES RL ESTATE INVESTMENT                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |       40854 | OU      | $-800788.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALAMOS GOLD INC CLASS A                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |       96720 | OU      | $3584247.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALAMOS GOLD INC CLASS A                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |        5700 | OU      | $211230.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALAMOS GOLD INC CLASS A                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       98069 | OU      | $3634239.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORTH WEST COMPANY INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       58657 | OU      | $-2094015.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTH WEST COMPANY INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      423914 | OU      | $-15133448.05  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CES ENERGY SOLUTIONS CORP                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      290811 | OU      | $3032729.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COGECO COMMUNICATIONS SUBORDINATE                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CA        |        2185 | OU      | $-105314.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FORBO HOLDING AG                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |         103 | OU      | $-121641.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SULZER AG                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |        6763 | OU      | $-1457203.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SULZER AG                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       16502 | OU      | $-3555637.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CICOR TECHNOLOGIES B LTD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |         727 | OU      | $-115673.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BARRY CALLEBAUT AG                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |         115 | OU      | $202861.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWISSCOM AG                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       52307 | OU      | $-42948278.79  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWISSCOM AG                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       51777 | OU      | $-42513105.91  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWISSCOM AG                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |        2048 | OU      | $-1681573.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHOCOLADEFABRIKEN LINDT   SPRUENGL                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |           8 | OU      | $114971.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHOCOLADEFABRIKEN LINDT   SPRUENGL                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |          12 | OU      | $172457.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHOCOLADEFABRIKEN LINDT   SPRUENGL                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |         824 | OU      | $11842096.24   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHOCOLADEFABRIKEN LINDT   SPRUENGL                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |         882 | OU      | $12675641.85   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOMAX HOLDING AG                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       11386 | OU      | $986417.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GIVAUDAN SA                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |        4237 | OU      | $16378070.67   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GIVAUDAN SA                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |        1740 | OU      | $-6725948.30   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GIVAUDAN SA                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |          61 | OU      | $-235794.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ZURICH INSURANCE GROUP AG                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |         992 | OU      | $-705730.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ZURICH INSURANCE GROUP AG                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |         617 | OU      | $-438947.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ST.GALLER KANTONALBANK AG                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |         940 | OU      | $-722480.50    | -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        |        1155 | OU      | $-887728.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOVARTIS AG                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       29574 | OU      | $-4387887.67   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NOVARTIS AG                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |      138961 | OU      | $-20617612.02  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOVARTIS AG                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       47628 | OU      | $-7066555.55   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ABB LTD                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |      264839 | OU      | $22802114.08   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ABB LTD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |      197438 | OU      | $16999021.29   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ABB LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      759204 | OU      | $65365962.79   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ABB LTD                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |      240657 | OU      | $20720091.71   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROCHE HOLDING AG                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |          25 | OU      | $11553.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ROCHE HOLDING PAR AG                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       60288 | OU      | $-27415338.76  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROCHE HOLDING PAR AG                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       37374 | OU      | $-16995436.42  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADECCO GROUP AG                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       88544 | OU      | $-2601988.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ADECCO GROUP AG                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       31162 | OU      | $-915738.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HOLCIM LTD AG                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       35773 | OU      | $3687081.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOLCIM LTD AG                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      127518 | OU      | $13143132.05   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TECAN GROUP AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       31469 | OU      | $-5544370.07   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VONTOBEL HOLDING AG                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |       27137 | OU      | $-2338827.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NESTLE SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |        3004 | OU      | $286661.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NESTLE SA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       30132 | OU      | $-2875391.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NESTLE SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      157348 | OU      | $-15015170.99  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NESTLE SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       65951 | OU      | $-6293473.97   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HUBER & SUHNER AG                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       20257 | OU      | $4097071.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TEMENOS AG                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       40776 | OU      | $3603531.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TEMENOS AG                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       24670 | OU      | $2180182.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEMENOS AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |        2385 | OU      | $-210771.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SONOVA HOLDING AG                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       26962 | OU      | $7379048.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SONOVA HOLDING AG                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       96082 | OU      | $26296035.96   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SONOVA HOLDING AG                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |         789 | OU      | $-215936.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | THE SWATCH GROUP AG                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       18357 | OU      | $4331105.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LONZA GROUP AG                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |          31 | OU      | $21062.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LONZA GROUP AG                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |         481 | OU      | $326815.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SWISS LIFE HOLDING AG                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       55970 | OU      | $-61374043.63  | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SWISS LIFE HOLDING AG                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       39342 | OU      | $-43140568.60  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VALIANT HOLDING AG                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |         634 | OU      | $127271.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EMS-CHEMIE HOLDING AG                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |         241 | OU      | $187369.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PSP SWISS PROPERTY AG                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |        7770 | OU      | $1559586.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PSP SWISS PROPERTY AG                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       16132 | OU      | $3237999.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SKAN N AG                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |        1607 | OU      | $-121476.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YPSOMED HOLDING AG                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |        7283 | OU      | $-2882358.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | YPSOMED HOLDING AG                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |        7822 | OU      | $-3095675.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BUCHER INDUSTRIES AG                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |       16616 | OU      | $-7708231.93   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUCHER INDUSTRIES AG                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       12045 | OU      | $-5587725.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SWISS PRIME SITE AG                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |       22445 | OU      | $-3821049.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SWISS PRIME SITE AG                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |        2652 | OU      | $-451478.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWISS PRIME SITE AG                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      146069 | OU      | $-24866871.97  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWISS PRIME SITE AG                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       12721 | OU      | $-2165630.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SWISS PRIME SITE AG                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |       30759 | OU      | $-5236430.14   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EFG INTERNATIONAL AG                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       11271 | OU      | $288029.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AVOLTA AG                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |         173 | OU      | $10591.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AVOLTA AG                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |        2831 | OU      | $-173317.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AVOLTA AG                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |        2331 | OU      | $-142707.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PARTNERS GROUP HOLDING AG                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |         919 | OU      | $1253096.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SCHINDLER HOLDING PAR AG                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       55596 | OU      | $21451292.39   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SCHINDLER HOLDING PAR AG                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       31643 | OU      | $12209210.11   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SCHINDLER HOLDING PAR AG                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |         933 | OU      | $-359990.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALSO HOLDING AG                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |        1425 | OU      | $-367226.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SCHINDLER HOLDING AG                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |           3 | OU      | $1103.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCHINDLER HOLDING AG                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |         155 | OU      | $-57006.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KUEHNE UND NAGEL INTERNATIONAL AG                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |         581 | OU      | $134537.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KUEHNE UND NAGEL INTERNATIONAL AG                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |         766 | OU      | $-177376.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOGITECH INTERNATIONAL SA                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |      213653 | OU      | $18406654.92   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LOGITECH INTERNATIONAL SA                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |       81937 | OU      | $7059044.73    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LOGITECH INTERNATIONAL SA                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |      255420 | OU      | $22004969.74   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LOGITECH INTERNATIONAL SA                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |      213653 | OU      | $18406654.92   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LOGITECH INTERNATIONAL SA                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      170000 | OU      | $14645857.24   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOGITECH INTERNATIONAL SA                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |       39045 | OU      | $-3363808.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GEBERIT AG                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |         268 | OU      | $-204642.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GEBERIT AG                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       73061 | OU      | $-55788660.28  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GEBERIT AG                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       23597 | OU      | $-18018436.88  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GEBERIT AG                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |       13441 | OU      | $-10263415.27  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SWISSQUOTE GROUP HOLDING SA                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |          48 | OU      | $-27326.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAETWYLER HOLDING AG                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |        3675 | OU      | $-751104.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DAETWYLER HOLDING AG                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |        2013 | OU      | $-411421.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DAETWYLER HOLDING AG                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |        1247 | OU      | $-254864.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAETWYLER HOLDING AG                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |         994 | OU      | $-203155.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JULIUS BAER GRUPPE AG                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       17289 | OU      | $1444155.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JULIUS BAER GRUPPE AG                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       19033 | OU      | $1589831.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SWISS RE AG                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |       92085 | OU      | $-14713690.44  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SWISS RE AG                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |      241290 | OU      | $-38554231.05  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SWISS RE AG                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |      100997 | OU      | $-16137683.59  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SWISS RE AG                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |       34239 | OU      | $-5470837.24   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DKSH HOLDING AG                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       54940 | OU      | $-4031062.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BKW N AG                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       35484 | OU      | $-6708652.46   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COMPAGNIE FINANCIERE RICHEMONT SA                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |       15658 | OU      | $-3039367.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COMPAGNIE FINANCIERE RICHEMONT SA                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |        4350 | OU      | $-844376.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COMPAGNIE FINANCIERE RICHEMONT SA                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |        9540 | OU      | $-1851804.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIG GROUP N AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |        6681 | OU      | $103377.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIG GROUP N AG                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |       16707 | OU      | $258514.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SIG GROUP N AG                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       40172 | OU      | $-621598.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIKA AG                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       38604 | OU      | $7407739.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIKA AG                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |       11078 | OU      | $2125762.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LANDIS+GYR GROUP AG                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |        7046 | OU      | $494973.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CEMBRA MONEY BANK AG                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       36120 | OU      | $4617290.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALCON AG                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |       92479 | OU      | $-7485461.05   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALCON AG                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      123004 | OU      | $-9956224.12   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALCON AG                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       10176 | OU      | $-823668.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MEDACTA GROUP SA                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |         544 | OU      | $-116399.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HELVETIA BALOISE HOLDING N AG                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       12689 | OU      | $-3218192.65   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HELVETIA BALOISE HOLDING N AG                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |         588 | OU      | $-149128.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HELVETIA BALOISE HOLDING N AG                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       19596 | OU      | $-4969950.60   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOFTWAREONE HOLDING LTD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |       10169 | OU      | $-104649.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOSSARD HOLDING AG                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |        4725 | OU      | $-928573.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOSSARD HOLDING AG                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |        5062 | OU      | $-994801.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SANDOZ GROUP AG                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |      279857 | OU      | $-22171901.34  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANDOZ GROUP AG                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      425211 | OU      | $-33687691.72  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SANDOZ GROUP AG                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |       65596 | OU      | $-5196897.13   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SFS GROUP AG                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       31718 | OU      | $-4656651.63   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SGS SA                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |      222446 | OU      | $26773479.70   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SGS SA                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |       18910 | OU      | $2275997.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SGS SA                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |      164383 | OU      | $19785048.57   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BC VAUD N                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |       14243 | OU      | $-1927506.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BC VAUD N                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |       29068 | OU      | $-3933775.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BC VAUD N                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       12263 | OU      | $-1659553.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BC VAUD N                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       25191 | OU      | $-3409100.91   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MONTANA N AG                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |        6191 | OU      | $-267215.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMG AG                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |        5364 | OU      | $248881.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SMG AG                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |        4102 | OU      | $190326.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SMG AG                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |        6004 | OU      | $278576.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ACCELLERON N AG                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |      241546 | OU      | $23136958.78   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ACCELLERON N AG                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       91207 | OU      | $8736441.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BELIMO N AG                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |         832 | OU      | $-910022.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BELIMO N AG                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |         316 | OU      | $-345633.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | R S GROUP HOLDING AG                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |        5427 | OU      | $-113229.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STRAUMANN HOLDING AG                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       73913 | OU      | $-8889495.24   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STRAUMANN HOLDING AG                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      129286 | OU      | $-15549190.01  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STRAUMANN HOLDING AG                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |        1706 | OU      | $-205180.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARYZTA AG                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |       26827 | OU      | $-1901619.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARYZTA AG                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       49255 | OU      | $-3491417.21   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMS-OSRAM AG                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       12393 | OU      | $128946.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GALDERMA GROUP N AG                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       34292 | OU      | $-6391992.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GALDERMA GROUP N AG                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |        2863 | OU      | $-533660.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GALDERMA GROUP N AG                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |         801 | OU      | $-149305.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UBS GROUP AG                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      143982 | OU      | $6812562.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UBS GROUP AG                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      239662 | OU      | $11339698.13   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UBS GROUP AG                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      297339 | OU      | $14068707.19   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DORMAKABA HLDG AG                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |       53967 | OU      | $4058463.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DORMAKABA HLDG AG                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       10700 | OU      | $804668.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FLUGHAFEN ZUERICH AG                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | CH        |       12376 | OU      | $3843752.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GALENICA AG                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |       61815 | OU      | $-7726724.35   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GALENICA AG                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       33622 | OU      | $-4202668.06   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LIECHTENSTEINISCHE LANDESBANK AG                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CH        |         503 | OU      | $62724.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIECHTENSTEINISCHE LANDESBANK AG                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |         561 | OU      | $69957.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIECHTENSTEINISCHE LANDESBANK AG                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |        3402 | OU      | $424232.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VAT GROUP AG                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |        7542 | OU      | $-4877157.40   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VAT GROUP AG                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       16076 | OU      | $-10395807.79  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VAT GROUP AG                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       41742 | OU      | $-26993145.60  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARLSBERG AS  CL B                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |      107926 | OU      | $-14672446.73  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARLSBERG AS  CL B                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |       45201 | OU      | $-6145037.01   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARLSBERG AS  CL B                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |        2391 | OU      | $-325054.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | A P MOLLER MAERSK B                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |        8855 | OU      | $21895976.52   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | A P MOLLER MAERSK B                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |         414 | OU      | $1023707.99    | 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        |        2432 | OU      | $5963672.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | A P MOLLER MAERSK                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |        4829 | OU      | $11841520.09   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALM BRAND                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      665824 | OU      | $1844124.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALM BRAND                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DK        |     1809027 | OU      | $5010439.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GN STORE NORD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      129127 | OU      | $2266672.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DANSKE BANK                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |      128441 | OU      | $-6543815.95   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DANSKE BANK                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DK        |       82708 | OU      | $-4213809.68   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DANSKE BANK                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      401015 | OU      | $-20430924.33  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DANSKE BANK                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      115685 | OU      | $-5893922.87   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENMAB                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |        8029 | OU      | $2615731.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENMAB                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |       18037 | OU      | $5876192.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENMAB                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |       18292 | OU      | $5959267.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FLSMIDTH AND CO.                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |       64029 | OU      | $-5488484.41   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLSMIDTH AND CO CLASS B                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |       10912 | OU      | $-935362.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NKT                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |       42254 | OU      | $-5526244.07   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JYSKE BANK                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |       10056 | OU      | $-1463414.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AL SYDBANK                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |        1275 | OU      | $115469.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZEALAND PHARMA                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |       35739 | OU      | $2390133.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ZEALAND PHARMA                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |       34561 | OU      | $2311352.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHEMOMETEC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |       15956 | OU      | $-1542113.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHEMOMETEC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |        3952 | OU      | $-381952.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAMPSKIBSSELSKABET NORDEN                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      151981 | OU      | $6865026.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DSV                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |       13145 | OU      | $-3696175.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DSV                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |       39305 | OU      | $-11051972.47  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DSV                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |      121309 | OU      | $-34110258.96  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DSV                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |       33685 | OU      | $-9471713.34   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PANDORA                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |       99113 | OU      | $8022566.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PANDORA                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      396755 | OU      | $32114790.47   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PANDORA                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DK        |       50354 | OU      | $4075835.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PANDORA                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |       35791 | OU      | $-2897053.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PANDORA                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |       29415 | OU      | $-2380956.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PANDORA                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |       11561 | OU      | $-935789.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PANDORA                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |        2468 | OU      | $-199768.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOVOZYMES B                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |      339757 | OU      | $-20818117.76  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOVOZYMES B                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |      210834 | OU      | $-12918547.78  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOVOZYMES B                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |       43672 | OU      | $-2675938.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOVOZYMES B                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      285535 | OU      | $-17495743.29  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOVOZYMES B                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |       65486 | OU      | $-4012559.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COLOPLAST B                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DK        |       27695 | OU      | $-2360859.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COLOPLAST B                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |        1897 | OU      | $-161709.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COLOPLAST B                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |        4480 | OU      | $-381897.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMBU CLASS B                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |      139282 | OU      | $-1888761.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMBU CLASS B                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |      113207 | OU      | $-1535166.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMBU CLASS B                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      194581 | OU      | $-2638654.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RINGKJOBING LANDBOBANK                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |         466 | OU      | $-117472.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NETCOMPANY GROUP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |       48481 | OU      | $-2558765.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ISS A S                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |       74451 | OU      | $-2823531.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VESTAS WIND SYSTEMS                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DK        |      376983 | OU      | $11426876.28   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VESTAS WIND SYSTEMS                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DK        |      282110 | OU      | $8551144.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VESTAS WIND SYSTEMS                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |        7252 | OU      | $219818.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALK-ABELLO CLASS B                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DK        |       16659 | OU      | $-550475.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOVO NORDISK CLASS B                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |      310671 | OU      | $-18447402.06  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOVO NORDISK CLASS B                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |      122788 | OU      | $-7291055.83   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NOVO NORDISK CLASS B                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |      476230 | OU      | $-28278166.57  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOVO NORDISK CLASS B                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |       28615 | OU      | $-1699136.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROCKWOOL CLASS B                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |      428983 | OU      | $-14486743.76  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROCKWOOL CLASS B                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |        3669 | OU      | $-123902.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROCKWOOL CLASS B                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |       25048 | OU      | $-845870.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROCKWOOL CLASS B                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |       37311 | OU      | $-1259991.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROCKWOOL CLASS B                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |       60066 | OU      | $-2028427.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORSTED AS                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |           5 | OU      | $-5.71         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROYAL UNIBREW                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |       66472 | OU      | $-6262633.72   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROYAL UNIBREW                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |       16192 | OU      | $-1525523.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRYG                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |      984079 | OU      | $23916079.27   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRYG                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |     1517065 | OU      | $36869242.00   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PER AARSLEFF HOLDING CLASS B                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |       24135 | OU      | $3441720.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORSTED A/S                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |       30219 | OU      | $679784.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OERSTED                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |      231523 | OU      | $-5208169.88   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORSTED                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      189570 | OU      | $-4264426.28   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OERSTED                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |       70102 | OU      | $-1576962.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORSTED A/S                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |       14852 | OU      | $-334099.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SCANDINAVIAN TOBACCO GROUP                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |       51430 | OU      | $-799849.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SCANDINAVIAN TOBACCO GROUP                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |      105452 | OU      | $-1640009.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCANDINAVIAN TOBACCO GROUP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      106736 | OU      | $-1659978.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEMANT                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      147619 | OU      | $-5167164.35   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEMANT                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |       12366 | OU      | $-432851.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEMANT                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |        4007 | OU      | $-140258.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEMANT                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |       22841 | OU      | $-799512.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DEMANT                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DK        |       45654 | OU      | $-1598044.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DEMANT                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |       14644 | OU      | $-512589.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DEMANT                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |       36505 | OU      | $-1277798.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUYGUES SA                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        5849 | OU      | $316160.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AIRBUS GROUP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      119049 | OU      | $-27256236.33  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIRBUS GROUP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        5761 | OU      | $-1318979.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIRBUS GROUP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      169852 | OU      | $-38887569.43  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ERAMET SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       14879 | OU      | $-1289473.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ERAMET SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       17464 | OU      | $-1513500.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VEOLIA ENVIRON. SA                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      807059 | OU      | $30270485.39   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VEOLIA ENVIRON. SA                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      291873 | OU      | $10947325.27   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VEOLIA ENVIRON. SA                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      367268 | OU      | $13775177.07   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ADIDAS N AG                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |        8275 | OU      | $1467186.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADIDAS N AG                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       25617 | OU      | $-4541984.38   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ADIDAS N AG                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       10838 | OU      | $-1921615.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASSICURAZIONI GENERALI                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      319660 | OU      | $13039053.38   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ASSICURAZIONI GENERALI                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |     1375071 | OU      | $56089670.82   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASSICURAZIONI GENERALI                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |       38393 | OU      | $1566065.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LOREAL SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       23882 | OU      | $10972322.57   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLANBIA PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |      109561 | OU      | $-2107758.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GLANBIA PLC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IE        |      323072 | OU      | $-6215331.26   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHRISTIAN DIOR                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       13349 | OU      | $-8102823.02   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LVMH                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | XX        |        9383 | OU      | $6055828.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LVMH                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |         322 | OU      | $-207820.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LVMH                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       19148 | OU      | $-12358201.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTESA SANPAOLO                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     6522477 | OU      | $46175111.88   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTESA SANPAOLO                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |     8005962 | OU      | $56677270.16   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EDP ENERGIAS DE PORTUGAL SA                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |     1417727 | OU      | $7249467.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDP ENERGIAS DE PORTUGAL SA                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |     5857511 | OU      | $29952053.77   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EDP ENERGIAS DE PORTUGAL SA                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |     2234789 | OU      | $11427468.13   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BPER BANCA                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |      526578 | OU      | $-7416024.21   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BPER BANCA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |      120408 | OU      | $-1695757.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THALES SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       64048 | OU      | $19606732.86   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | THALES SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       60506 | OU      | $18522435.96   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | THALES SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       37219 | OU      | $11393688.96   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CAPGEMINI                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       73942 | OU      | $11488963.82   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPGEMINI                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |         932 | OU      | $144812.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CAPGEMINI                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        1540 | OU      | $239282.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CAPGEMINI                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        3557 | OU      | $552679.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COFINIMMO REIT SA                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | BE        |        7694 | OU      | $800023.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COFINIMMO REIT SA                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |        1425 | OU      | $148171.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |         747 | OU      | $-8806865.19   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |           5 | OU      | $-58948.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | BE        |         821 | OU      | $-9679298.95   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |        1360 | OU      | $-16033917.88  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | BE        |         454 | OU      | $-5352499.06   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |         590 | OU      | $-6955890.84   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |          96 | OU      | $-1131805.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |         189 | OU      | $-2228243.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIETEREN (D) SA                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |         728 | OU      | $-165822.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DIETEREN (D) SA                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |       23560 | OU      | $-5366459.39   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIETEREN (D) SA                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |       17668 | OU      | $-4024388.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIETEREN (D) SA                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |        1294 | OU      | $-294745.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DIETEREN (D) SA                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |        2564 | OU      | $-584023.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIETEREN (D) SA                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |        1665 | OU      | $-379251.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EVN AG                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AT        |        3464 | OU      | $-116718.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EVN AG                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AT        |        2495 | OU      | $-84068.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EVN AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AT        |       16206 | OU      | $-546055.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FRESENIUS SE AND CO KGAA                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |        4543 | OU      | $254125.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRESENIUS SE AND CO KGAA                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       21931 | OU      | $1226770.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITED INTERNET AG                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |        7756 | OU      | $-252325.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PUBLICIS GROUPE SA                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      137632 | OU      | $13756078.52   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PUBLICIS GROUPE SA                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      144709 | OU      | $14463412.34   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PUBLICIS GROUPE SA                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       15617 | OU      | $1560891.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PUBLICIS GROUPE SA                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        6029 | OU      | $602588.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PUBLICIS GROUPE SA                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        4018 | OU      | $401592.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORVIA                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      222181 | OU      | $3627642.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FIELMANN GROUP AG                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      125508 | OU      | $-6151518.96   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIQA INSURANCE GROUP AG                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |      480309 | OU      | $8903467.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERPARFUMS SA                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       49965 | OU      | $-1521083.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERPARFUMS SA                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       44796 | OU      | $-1363724.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HUHTAMAKI                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |        3189 | OU      | $111917.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRIGANO SA                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       41360 | OU      | $-8229443.13   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INDRA SISTEMAS SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |        4379 | OU      | $283032.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INDRA SISTEMAS SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       52568 | OU      | $3397677.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INDRA SISTEMAS SA                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |       53440 | OU      | $3454037.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INDRA SISTEMAS SA                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |       15927 | OU      | $1029424.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INDRA SISTEMAS SA                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |       21213 | OU      | $1371079.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INDRA SISTEMAS SA                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |       58185 | OU      | $-3760725.96   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INDRA SISTEMAS SA                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |       12595 | OU      | $-814064.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KESKO CLASS B                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |      363626 | OU      | $-9197323.68   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KESKO CLASS B                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |       71468 | OU      | $-1807665.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KINGSPAN GROUP PLC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IE        |      132601 | OU      | $-11546176.04  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINGSPAN GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |      136566 | OU      | $-11891426.74  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINGSPAN GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |       39360 | OU      | $-3427255.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KINGSPAN GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IE        |         889 | OU      | $-77409.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KWS SAAT                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |         896 | OU      | $79602.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KWS SAAT                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |        5537 | OU      | $491915.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KBC GROEP                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | BE        |      152499 | OU      | $-21489474.64  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KBC GROEP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |      283919 | OU      | $-40008591.21  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KSB PREF                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |          53 | OU      | $67417.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HANNOVER RUECK                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |          63 | OU      | $-17813.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HANNOVER RUECK                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       19047 | OU      | $-5385530.47   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KEMIRA                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | FI        |      355886 | OU      | $-8370742.38   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEMIRA                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |      159662 | OU      | $-3755386.47   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KERRY GROUP PLC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |      113291 | OU      | $10070655.03   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KERRY GROUP PLC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IE        |      163615 | OU      | $14544052.24   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KERRY GROUP PLC                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       11004 | OU      | $978166.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KERRY GROUP PLC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IE        |      243375 | OU      | $21634072.14   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KERRY GROUP PLC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |        2658 | OU      | $236274.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WARTSILA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |      295188 | OU      | $11966924.03   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WARTSILA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |       13890 | OU      | $563100.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ICADE REIT SA                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |      155159 | OU      | $-3831986.98   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GEA GROUP AG                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      129639 | OU      | $9269554.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GEA GROUP AG                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      186093 | OU      | $13306175.49   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GEA GROUP AG                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |        8369 | OU      | $-598407.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEUTZ AG                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      131306 | OU      | $1681465.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOLLORE                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      369534 | OU      | $-2106869.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOLLORE                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       45589 | OU      | $-259922.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOLLORE                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       38864 | OU      | $-221580.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEDIOBANCA BANCA DI CREDITO FINANZ                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      769597 | OU      | $16110607.47   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEDIOBANCA BANCA DI CREDITO FINANZ                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     1269540 | OU      | $26576325.80   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CONTINENTAL AG                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      150124 | OU      | $11813142.65   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONTINENTAL AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      219826 | OU      | $17297939.67   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CONTINENTAL AG                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       33686 | OU      | $2650725.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DEUTSCHE POST AG                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       38401 | OU      | $2147709.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DEUTSCHE POST AG                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       52221 | OU      | $2920640.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DEUTSCHE POST AG                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       20532 | OU      | $1148323.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DEUTSCHE POST AG                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       12605 | OU      | $704978.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DEUTSCHE POST AG                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |        8633 | OU      | $482830.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OMV AG                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |      101040 | OU      | $-6002556.62   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OMV AG                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AT        |      247127 | OU      | $-14681253.07  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OMV AG                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | AT        |      127235 | OU      | $-7558742.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OMV AG                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |        3095 | OU      | $-183866.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERBUND AG                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AT        |      225849 | OU      | $-16571781.91  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERBUND AG                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AT        |        1000 | OU      | $-73375.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VERBUND AG                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AT        |        6009 | OU      | $-440913.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERBUND AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |       39810 | OU      | $-2921078.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERBUND AG                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AT        |      135138 | OU      | $-9915817.49   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VERBUND AG                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |       17345 | OU      | $-1272697.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERBUND AG                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AT        |       13867 | OU      | $-1017497.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERBUND AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |       27007 | OU      | $-1981651.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERBUND AG                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AT        |        9327 | OU      | $-684373.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OUTOKUMPU                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | FI        |       90931 | OU      | $510536.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KONTRON AG                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       15107 | OU      | $419130.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KONTRON AG                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       27076 | OU      | $751200.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KONTRON AG                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       91232 | OU      | $2531153.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONTRON AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      164009 | OU      | $4550288.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PERNOD RICARD SA                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |         946 | OU      | $84588.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PERNOD RICARD SA                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        8121 | OU      | $726152.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PERNOD RICARD SA                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       14751 | OU      | $-1318984.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RENAULT SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       54632 | OU      | $-2061776.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENAULT SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      305992 | OU      | $-11547943.52  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MERCK                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |        1006 | OU      | $-149886.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MERCK                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       79147 | OU      | $-11792323.02  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RWE AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       10078 | OU      | $639991.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RWE AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      101523 | OU      | $-6447101.91   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RWE AG                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | XX        |      120213 | OU      | $-7633988.96   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RWE AG                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      130485 | OU      | $-8286300.57   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IREN                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |     1175411 | OU      | $3762304.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IREN                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |      388266 | OU      | $1242778.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IREN                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      812712 | OU      | $2601362.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEB SA                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       76611 | OU      | $-4321507.23   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SOFINA SA                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | BE        |        5740 | OU      | $1672701.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SOFINA SA                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | BE        |           3 | OU      | $-874.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLVAY SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |       17485 | OU      | $514761.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOLVAY SA                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | BE        |        9346 | OU      | $275147.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLVAY SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |        6152 | OU      | $181115.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLVAY SA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |       58299 | OU      | $-1716332.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCHNEIDER ELECTRIC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       31942 | OU      | $9157830.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SCHNEIDER ELECTRIC                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       45968 | OU      | $-13179109.94  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VIVENDI                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      965017 | OU      | $-2692337.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAP                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       55226 | OU      | $11032407.92   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SAP                                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      115579 | OU      | $23089028.26   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       52327 | OU      | $10453279.42   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAP                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        1703 | OU      | $340205.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SAP                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |        2232 | OU      | $445883.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAP                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |         532 | OU      | $106276.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | E.ON N                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |      170194 | OU      | $3609786.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | E.ON N                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      590240 | OU      | $-12518892.50  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VOESTALPINE AG                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AT        |      107507 | OU      | $5105021.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UPM-KYMMENE                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |      508630 | OU      | $-14032148.22  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UPM-KYMMENE                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FI        |      393158 | OU      | $-10846492.21  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UPM-KYMMENE                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FI        |       86822 | OU      | $-2395256.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UPM-KYMMENE                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |      190512 | OU      | $-5255868.95   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UPM-KYMMENE                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       39646 | OU      | $-1093758.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UPM-KYMMENE                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FI        |      405869 | OU      | $-11197164.87  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PUMA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      494126 | OU      | $-12630864.77  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BAYER AG                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      589566 | OU      | $-31183114.77  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BAYER AG                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      962522 | OU      | $-50909370.62  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STORA ENSO CLASS R                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |      302517 | OU      | $-3482571.73   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STORA ENSO CLASS R                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |     2198592 | OU      | $-25310162.19  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STORA ENSO CLASS R                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FI        |       35122 | OU      | $-404324.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STORA ENSO CLASS R                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |      625769 | OU      | $-7203844.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KONINKLIJKE HEIJMANS DUTCH CERTIFI                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |        1340 | OU      | $109183.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HENKEL & KGAA PREF AG                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      164611 | OU      | $14461389.12   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HENKEL   KGAA PREF AG                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       29201 | OU      | $2565363.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BASF N                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | XX        |       66973 | OU      | $-3630871.09   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VOSSLOH AG                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       18774 | OU      | $-1797225.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VOSSLOH AG                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       20308 | OU      | $-1944074.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VOSSLOH AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | XX        |       14602 | OU      | $-1397841.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VOSSLOH AG                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       30581 | OU      | $-2927503.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VOSSLOH AG                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       11118 | OU      | $-1064320.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BEIERSDORF AG                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      289062 | OU      | $-34479127.85  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BEIERSDORF AG                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      213224 | OU      | $-25433220.41  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOCHTIEF AG                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |        1476 | OU      | $618952.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HOCHTIEF AG                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |         733 | OU      | $-307379.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BILFINGER                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |        8609 | OU      | $1206195.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DUERR AG                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |      279898 | OU      | $7460241.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HEIDELBERG MATERIALS AG                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |           2 | OU      | $547.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HEIDELBERG MATERIALS AG                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       22957 | OU      | $-6287247.01   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FRESENIUS MEDICAL CARE AG                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       80490 | OU      | $3623576.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FRESENIUS MEDICAL CARE AG                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      214358 | OU      | $9650176.44    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FRESENIUS MEDICAL CARE AG                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |        4047 | OU      | $182191.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FRESENIUS MEDICAL CARE AG                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |        2244 | OU      | $101022.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FRESENIUS MEDICAL CARE AG                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |        1279 | OU      | $-57579.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTERPUMP GROUP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |       46878 | OU      | $-2719628.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTERPUMP GROUP                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |       98759 | OU      | $-5729506.72   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASM INTERNATIONAL NV                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       20736 | OU      | $17414781.26   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASM INTERNATIONAL NV                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       18694 | OU      | $15699841.86   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORANGE SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      341781 | OU      | $-6353714.27   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORANGE SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      741552 | OU      | $-13785463.57  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      339409 | OU      | $-12146268.89  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      327599 | OU      | $-11723630.02  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |      309314 | OU      | $-11069273.40  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      189090 | OU      | $-6766874.14   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      153728 | OU      | $-5501391.02   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       47048 | OU      | $-1683684.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |       83761 | OU      | $-2997515.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |       79262 | OU      | $-2836511.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALLIANZ                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       46743 | OU      | $20581953.03   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALLIANZ                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | XX        |       55904 | OU      | $24615739.30   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HERMES INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |         939 | OU      | $-2259231.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HERMES INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |        1058 | OU      | $-2545545.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HERMES INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       12132 | OU      | $-29189565.22  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HERMES INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        1905 | OU      | $-4583425.80   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DEUTSCHE LUFTHANSA AG                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |      139982 | OU      | $1442019.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEUTSCHE LUFTHANSA AG                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      838819 | OU      | $-8641064.75   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEUTSCHE LUFTHANSA AG                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      129942 | OU      | $-1338592.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ERSTE GROUP BANK AG                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AT        |        1239 | OU      | $161081.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ERSTE GROUP BANK AG                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AT        |       81605 | OU      | $-10609376.35  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MUENCHENER RUECKVERSICHERUNGS-GESE                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       19340 | OU      | $11721516.99   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MUENCHENER RUECKVERSICHERUNGS-GESE                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       31635 | OU      | $19173225.96   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BIC SA                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       57321 | OU      | $-3692556.86   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RHEINMETALL AG                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |          59 | OU      | $125011.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RHEINMETALL AG                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | XX        |       19811 | OU      | $-41976462.53  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ERG                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |        2316 | OU      | $-61637.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ERG                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      525555 | OU      | $-13987087.96  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ERG                                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |       77776 | OU      | $-2069925.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HEIDELBERGER DRUCKMASCHINEN AG                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | XX        |     1426327 | OU      | $3101066.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SALZGITTER AG                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      249003 | OU      | $13361806.83   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VIDRALA SA                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |       27019 | OU      | $-2822762.89   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VIDRALA SA                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | ES        |        8547 | OU      | $-892932.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VIDRALA SA                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |        5705 | OU      | $-596019.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VIDRALA SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |        8316 | OU      | $-868799.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANKINTER SA                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      723917 | OU      | $12357243.19   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BANKINTER SA                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      596657 | OU      | $10184918.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANKINTER SA                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      935722 | OU      | $15972748.69   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TIETO                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |       20326 | OU      | $441231.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AURUBIS AG                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       45758 | OU      | $8640663.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AURUBIS AG                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       17700 | OU      | $3342360.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AURUBIS AG                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |        2184 | OU      | $412413.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AURUBIS AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        3356 | OU      | $633726.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DO   CO AKTIENGESELLSCHAFT AG                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AT        |       10176 | OU      | $2378649.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DO   CO AKTIENGESELLSCHAFT AG                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AT        |        1745 | OU      | $407895.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VOLKSWAGEN NON-VOTING PREF AG                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        4281 | OU      | $519306.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VOLKSWAGEN NON-VOTING PREF AG                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      156678 | OU      | $-19005827.75  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VOLKSWAGEN NON-VOTING PREF AG                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       19851 | OU      | $-2408025.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VOLKSWAGEN NON-VOTING PREF AG                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      354818 | OU      | $-43041204.19  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VOLKSWAGEN NON-VOTING PREF AG                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      169606 | OU      | $-20574059.03  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | A2A                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |     1147405 | OU      | $-3461488.64   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | A2A                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |       10090 | OU      | $-30439.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANCO BILBAO VIZCAYA ARGENTARIA SA                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |       38022 | OU      | $-965136.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KERING SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       77452 | OU      | $-24178782.76  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KERING SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       48085 | OU      | $-15011061.94  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KERING SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        1572 | OU      | $-490743.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MERCEDES-BENZ GROUP N AG                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |      117020 | OU      | $7997639.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MERCEDES-BENZ GROUP N AG                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      154542 | OU      | $10562050.55   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MERCEDES-BENZ GROUP N AG                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       13141 | OU      | $898111.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MERCEDES-BENZ GROUP N AG                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       11381 | OU      | $777825.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERCEDES-BENZ GROUP N AG                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      102237 | OU      | $-6987306.77   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JUNGHEINRICH PREF AG                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       55967 | OU      | $-2408523.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ACCIONA SA                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |       37531 | OU      | $8066003.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACCIONA SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |        3718 | OU      | $-799056.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ACCIONA SA                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |       13881 | OU      | $-2983245.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FORTUM                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |      222914 | OU      | $-5265749.36   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FORTUM                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FI        |       36748 | OU      | $-868073.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FORTUM                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |      904491 | OU      | $-21366190.11  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FORTUM                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FI        |       70456 | OU      | $-1664335.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTUM                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |     1305764 | OU      | $-30845195.66  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UCB SA                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |       11408 | OU      | $3476307.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UCB SA                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | BE        |        7323 | OU      | $2231504.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UCB SA                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |        1407 | OU      | $428748.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UCB SA                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |        5343 | OU      | $1628148.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UCB SA                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |        1004 | OU      | $-305944.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALTEN SA                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       73171 | OU      | $-7173018.18   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALTEN SA                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |        6030 | OU      | $-591126.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALTEN SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |        3632 | OU      | $-356048.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOPRA STERIA GROUP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       11808 | OU      | $-2156908.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEMETSCHEK                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      219119 | OU      | $19145379.16   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEMETSCHEK                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |        2305 | OU      | $201397.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THYSSENKRUPP AG                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      123522 | OU      | $-1646637.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THYSSENKRUPP AG                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       16861 | OU      | $-224769.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CARREFOUR SA                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       18685 | OU      | $306044.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARREFOUR SA                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       13518 | OU      | $221413.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARREFOUR SA                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      458793 | OU      | $-7514648.37   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARREFOUR SA                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       96330 | OU      | $-1577805.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NATURGY ENERGY GROUP SA                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |      418013 | OU      | $13120615.53   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NATURGY ENERGY GROUP SA                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |       43530 | OU      | $1366322.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REPSOL SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     1254685 | OU      | $24718664.10   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REPSOL SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     1117930 | OU      | $22024441.32   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REPSOL SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |       17752 | OU      | $349733.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOLTERS KLUWER NV                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      289010 | OU      | $27138901.71   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WOLTERS KLUWER NV                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |      100445 | OU      | $9432085.33    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WOLTERS KLUWER NV                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |      133542 | OU      | $12539992.43   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WOLTERS KLUWER NV                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |        3955 | OU      | $371386.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANOFI SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      140979 | OU      | $13297652.55   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SANOFI SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | XX        |        3567 | OU      | $336452.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANOFI SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        1075 | OU      | $101397.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SANOFI SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        2659 | OU      | $250806.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANOFI SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       11089 | OU      | $-1045954.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ECKERT   ZIEGLER                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       30303 | OU      | $536483.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ELMOS SEMICONDUCTOR                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |        7800 | OU      | $-1061464.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WIENERBERGER AG                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AT        |       96326 | OU      | $-3184009.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BANCO SANTANDER SA                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |     1500804 | OU      | $19162359.50   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BANCO SANTANDER SA                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |      837562 | OU      | $10694044.09   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ACKERMANS   VAN HAAREN NV                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | BE        |        5421 | OU      | $-1603901.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SIEMENS N AG                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |        3418 | OU      | $1033364.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIEMENS N AG                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       29627 | OU      | $8957134.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIEMENS N AG                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       32185 | OU      | $-9730494.79   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TELEFONICA SA                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |     4667842 | OU      | $18896805.55   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TELEFONICA SA                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     1476524 | OU      | $5977406.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TELEFONICA SA                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |      733454 | OU      | $2969238.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TELEFONICA SA                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |     2996706 | OU      | $12131552.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TELEFONICA SA                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     1312935 | OU      | $5315149.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TELEFONICA SA                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |       56230 | OU      | $227635.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | 1 1 AG                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |        3275 | OU      | $-104297.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | 1 1 AG                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       35210 | OU      | $-1121316.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | 1 1 AG                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       26584 | OU      | $-846607.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAG IMMOBILIEN AG                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      401176 | OU      | $-6806087.39   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MELIA HOTELS INTERNATIONAL SA                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |      670398 | OU      | $-5981311.91   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MELIA HOTELS INTERNATIONAL SA                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |      174205 | OU      | $-1554262.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEUTSCHE BANK AG                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      771333 | OU      | $30437639.34   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEUTSCHE BANK AG                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      306775 | OU      | $12105675.25   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEUTSCHE BANK AG                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | XX        |      328772 | OU      | $12973700.80   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BMW AG                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |        3503 | OU      | $360739.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BMW AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       20368 | OU      | $-2097502.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BMW AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      115462 | OU      | $-11890308.47  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BMW AG                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      111441 | OU      | $-11476224.78  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BMW AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      113090 | OU      | $-11646039.25  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BMW PREF AG                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       12059 | OU      | $-1243831.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BMW PREF AG                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       85524 | OU      | $-8821413.45   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BMW PREF AG                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       27406 | OU      | $-2826804.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VICAT SA                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        7717 | OU      | $-715060.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICAT SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       46235 | OU      | $-4284153.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VICAT SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       33209 | OU      | $-3077159.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARCADIS NV                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       32847 | OU      | $1475162.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUZZI                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |       55556 | OU      | $-3162335.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BUZZI                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |      224422 | OU      | $-12774453.68  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUEDZUCKER AG                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |      281676 | OU      | $-3224902.78   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUEDZUCKER AG                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       38686 | OU      | $-442915.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUEDZUCKER AG                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       47338 | OU      | $-541971.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUEDZUCKER AG                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       33199 | OU      | $-380094.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUEDZUCKER AG                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       46666 | OU      | $-534278.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KONINKLIJKE VOPAK NV                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |      287839 | OU      | $-14365741.50  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KONINKLIJKE VOPAK NV                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      152483 | OU      | $-7610266.02   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EVOTEC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      487838 | OU      | $3592645.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BEKAERT (D) SA                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |      113700 | OU      | $-5577766.74   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DEUTSCHE TELEKOM N AG                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      206617 | OU      | $6933705.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEUTSCHE TELEKOM N AG                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | XX        |      580588 | OU      | $19483519.23   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEUTSCHE TELEKOM N AG                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      124464 | OU      | $4176794.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEUTSCHE TELEKOM N AG                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      226304 | OU      | $7594366.98    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DEUTSCHE TELEKOM N AG                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      246035 | OU      | $8256504.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEUTSCHE TELEKOM N AG                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       36144 | OU      | $1212929.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DEUTSCHE TELEKOM N AG                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |      125134 | OU      | $4199278.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SARTORIUS PREF AG                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       31709 | OU      | $8862438.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SARTORIUS PREF AG                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        4630 | OU      | $1294051.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACCOR SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       40387 | OU      | $2196289.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACCOR SA                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        2584 | OU      | $140520.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACCOR SA                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        3619 | OU      | $196805.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CTS EVENTIM AG                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       40162 | OU      | $-3375254.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CTS EVENTIM AG                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      242322 | OU      | $-20364984.94  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CTS EVENTIM AG                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      109039 | OU      | $-9163747.38   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CTS EVENTIM AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       11487 | OU      | $-965379.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CTS EVENTIM AG                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       19178 | OU      | $-1611738.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INFINEON TECHNOLOGIES AG                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |        3475 | OU      | $169866.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INFINEON TECHNOLOGIES AG                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       83122 | OU      | $-4063210.17   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INFINEON TECHNOLOGIES AG                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      540000 | OU      | $-26396543.52  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INFINEON TECHNOLOGIES AG                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      348964 | OU      | $-17058228.54  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOKIA                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |     1614790 | OU      | $10400714.71   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOKIA                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |     1761853 | OU      | $11347934.05   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOKIA                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |       57409 | OU      | $-369766.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOKIA                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FI        |       47195 | OU      | $-303978.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOKIA                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |       15057 | OU      | $-96980.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RATIONAL AG                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       13039 | OU      | $10448362.86   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RATIONAL AG                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        1484 | OU      | $-1189153.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ATOSS SOFTWARE                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |         835 | OU      | $96232.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KONINKLIJKE KPN NV                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |       23469 | OU      | $114939.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STMICROELECTRONICS NV                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       14066 | OU      | $-397196.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOCIETE GENERALE SA                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      292537 | OU      | $25634851.98   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOCIETE GENERALE SA                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      468892 | OU      | $41088740.96   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOCIETE GENERALE SA                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        6474 | OU      | $567312.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOCIETE GENERALE SA                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        2474 | OU      | $216795.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SONAE SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |     4078649 | OU      | $8559200.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONINKLIJKE PHILIPS NV                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      533558 | OU      | $15321548.93   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KONINKLIJKE PHILIPS NV                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      702906 | OU      | $20184513.53   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | METROPOLE TELEVISION SA                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | XX        |       23928 | OU      | $342754.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | METROPOLE TELEVISION SA                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        7691 | OU      | $110168.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | METROPOLE TELEVISION SA                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       45612 | OU      | $653364.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | METROPOLE TELEVISION SA                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      193581 | OU      | $-2772930.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEVISION FRANCAISE  SA                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      526171 | OU      | $5085609.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEVISION FRANCAISE  SA                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      126287 | OU      | $1220603.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TELEVISION FRANCAISE  SA                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |      162103 | OU      | $1566776.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TELEPERFORMANCE                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        9191 | OU      | $593696.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TELEPERFORMANCE                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        3133 | OU      | $202377.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TELEPERFORMANCE                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        2568 | OU      | $-165880.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEPERFORMANCE                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       31701 | OU      | $-2047737.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TELEPERFORMANCE                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       20229 | OU      | $-1306699.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE NAVIGATOR COMPANY SA                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |     2259894 | OU      | $-8554242.83   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | THE NAVIGATOR COMPANY SA                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | PT        |      102958 | OU      | $-389720.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THE NAVIGATOR COMPANY SA                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |       43551 | OU      | $-164851.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DEUTSCHE BOERSE AG                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       11440 | OU      | $2896896.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MOTA-ENGIL SGPS SA                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | PT        |      132504 | OU      | $699844.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MOTA-ENGIL SGPS SA                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |      174192 | OU      | $920027.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SODEXO SA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       93908 | OU      | $4797909.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SODEXO SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        4264 | OU      | $-217854.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SODEXO SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        9777 | OU      | $-499522.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SODEXO SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        1765 | OU      | $-90176.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SODEXO SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       67555 | OU      | $-3451492.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMUNDI EURO STOXX  II UCITS ETF AC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       50489 | OU      | $-3977880.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMUNDI EURO STOXX  II UCITS ETF AC                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       46491 | OU      | $-3662889.99   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMUNDI EURO STOXX  II UCITS ETF AC                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      141978 | OU      | $-11186031.60  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AXA SA                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      776980 | OU      | $35429575.34   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AXA SA                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      912773 | OU      | $41621611.58   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AXA SA                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       22418 | OU      | $1022240.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AXA SA                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        3540 | OU      | $161420.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GROUPE BRUXELLES LAMBERT NV                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |       54640 | OU      | $5170172.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GROUPE BRUXELLES LAMBERT NV                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |       36299 | OU      | $3434701.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GROUPE BRUXELLES LAMBERT NV                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | BE        |       11192 | OU      | $1059014.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GROUPE BRUXELLES LAMBERT NV                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |       11483 | OU      | $1086550.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GROUPE BRUXELLES LAMBERT NV                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |        2653 | OU      | $251033.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PORSCHE AUTOMOBIL HOLDING PREF                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       75980 | OU      | $3250838.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PORSCHE AUTOMOBIL HOLDING PREF                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       15588 | OU      | $666939.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PORSCHE AUTOMOBIL HOLDING PREF                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |        4545 | OU      | $194459.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PORSCHE AUTOMOBIL HOLDING PREF                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |      129106 | OU      | $-5523858.84   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PORSCHE AUTOMOBIL HOLDING PREF                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      174986 | OU      | $-7486855.47   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PORSCHE AUTOMOBIL HOLDING PREF                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       30257 | OU      | $-1294559.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FRAPORT FRANKFURT AIRPORT SERVICES                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       84044 | OU      | $-7776192.39   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FRAPORT FRANKFURT AIRPORT SERVICES                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       77960 | OU      | $-7213268.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRAPORT FRANKFURT AIRPORT SERVICES                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       98018 | OU      | $-9069140.28   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEXANS SA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |        3669 | OU      | $577912.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEXANS SA                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |        5156 | OU      | $-812133.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CREDITO EMILIANO                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |       15728 | OU      | $289286.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CREDITO EMILIANO                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |        5922 | OU      | $108923.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CREDITO EMILIANO                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |       39455 | OU      | $725698.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CREDITO EMILIANO                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |        8189 | OU      | $150620.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CREDITO EMILIANO                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |       43408 | OU      | $798406.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JCDECAUX                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      209517 | OU      | $4132461.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENEL                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      704252 | OU      | $-7780961.45   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENI                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |      549167 | OU      | $11224482.97   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ENI                                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |      327548 | OU      | $6694788.56    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DELONGHI                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |       19579 | OU      | $-865532.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESSILORLUXOTTICA SA                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | XX        |       33626 | OU      | $10279328.33   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ESSILORLUXOTTICA SA                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |         217 | OU      | $-66336.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESSILORLUXOTTICA SA                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        4059 | OU      | $-1240819.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ESSILORLUXOTTICA SA                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        2415 | OU      | $-738255.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ESSILORLUXOTTICA SA                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        4778 | OU      | $-1460614.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BANCA IFIS                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |       18117 | OU      | $589966.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANCA IFIS                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |       24462 | OU      | $796586.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BANCA IFIS                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |       51192 | OU      | $1667028.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CREDIT AGRICOLE SA                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     2296938 | OU      | $49743460.65   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CREDIT AGRICOLE SA                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     1091060 | OU      | $23628456.74   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CREDIT AGRICOLE SA                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       65400 | OU      | $1416330.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CREDIT AGRICOLE SA                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       25524 | OU      | $552758.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CREDIT AGRICOLE SA                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       16905 | OU      | $366101.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BNP PARIBAS SA                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      132616 | OU      | $14340088.71   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BNP PARIBAS SA                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      127283 | OU      | $13763418.53   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BNP PARIBAS SA                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | XX        |      118591 | OU      | $12823531.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BNP PARIBAS SA                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        8355 | OU      | $903446.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        8188 | OU      | $808200.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        4972 | OU      | $490763.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        4871 | OU      | $480794.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | FR        |        2533 | OU      | $-250020.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | FR        |        7190 | OU      | $-709692.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENAGAS SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |      552544 | OU      | $9094088.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENAGAS SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |     2623415 | OU      | $43177681.85   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENAGAS SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |     2833266 | OU      | $46631531.02   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENAGAS SA                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |      575107 | OU      | $9465443.74    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VIRBAC SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        3129 | OU      | $-1304382.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KLEPIERRE REIT SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      225533 | OU      | $8688292.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KLEPIERRE REIT SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       87865 | OU      | $3384856.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KLEPIERRE REIT SA                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | XX        |       21567 | OU      | $830833.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELECOM ITALIA                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     1895819 | OU      | $-1285996.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TELECOM ITALIA                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |     1715110 | OU      | $-1163415.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELECOM ITALIA S.P.A.                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      739660 | OU      | $587308.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TELECOM ITALIA S.P.A.                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |     3721474 | OU      | $2954944.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TELECOM ITALIA S.P.A.                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |     2738239 | OU      | $2174231.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TELECOM ITALIA S.P.A.                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |     3740587 | OU      | $2970120.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GECINA SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |      115244 | OU      | $10585302.64   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GECINA SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       40671 | OU      | $3735681.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GECINA SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        7580 | OU      | $696232.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GECINA SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        4788 | OU      | $439783.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GECINA SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        5281 | OU      | $485066.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COVIVIO SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       74490 | OU      | $4758860.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COVIVIO SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       39102 | OU      | $-2498066.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COVIVIO SA                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        6370 | OU      | $-406953.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COVIVIO SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        7399 | OU      | $-472691.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEINEKEN NV                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |        5561 | OU      | $459058.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HEINEKEN NV                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |       37587 | OU      | $-3102791.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PROXIMUS NV                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |      569113 | OU      | $-5192516.52   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IMERYS SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | XX        |       31649 | OU      | $986844.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TERNA RETE ELETTRICA NAZIONALE                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      693446 | OU      | $-7514396.88   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACS ACTIVIDADES DE CONSTRUCCION Y                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |      100000 | OU      | $11219613.98   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACS ACTIVIDADES DE CONSTRUCCION Y                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      479735 | OU      | $53824415.12   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACS ACTIVIDADES DE CONSTRUCCION Y                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      326982 | OU      | $36686118.18   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACS ACTIVIDADES DE CONSTRUCCION Y                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |         904 | OU      | $101425.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ACERINOX SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |       15971 | OU      | $237243.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACERINOX SA                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |       10850 | OU      | $161173.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACERINOX SA                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |       43028 | OU      | $639166.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACERINOX SA                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |      169180 | OU      | $-2513110.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEDINCELL SA                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        4147 | OU      | $-110881.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAFRAN SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      113148 | OU      | $40426778.94   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAFRAN SA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       68443 | OU      | $24454078.12   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MAUREL ET PROM SA                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      218880 | OU      | $1710298.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LANXESS AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      217879 | OU      | $4500366.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXAIL TECHNOLOGIES SA                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        1181 | OU      | $-155153.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORDEX                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      533722 | OU      | $21368311.76   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NORDEX                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      275865 | OU      | $11044643.70   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NESTE                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |      341363 | OU      | $8720098.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NESTE                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |        6186 | OU      | $158021.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NESTE                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |       35460 | OU      | $-905823.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NESTE                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |       12949 | OU      | $-330781.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NESTE                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |        7020 | OU      | $-179325.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RECORDATI INDUSTRIA CHIMICA E FARM                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      113616 | OU      | $6260164.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RECORDATI INDUSTRIA CHIMICA E FARM                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |        4020 | OU      | $221499.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOKIAN RENKAAT                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FI        |       41474 | OU      | $-532083.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOKIAN RENKAAT                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | XX        |       22488 | OU      | $-288506.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ATRESMEDIA CORPORACION DE MEDIOS D                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |       18996 | OU      | $118208.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ATRESMEDIA CORPORACION DE MEDIOS D                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       18111 | OU      | $112701.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ATRESMEDIA CORPORACION DE MEDIOS D                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |       30986 | OU      | $192819.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MTU AERO ENGINES HOLDING AG                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       12256 | OU      | $5448709.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MTU AERO ENGINES HOLDING AG                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |         504 | OU      | $224065.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MTU AERO ENGINES HOLDING AG                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |        7924 | OU      | $-3522811.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KONE                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FI        |        5330 | OU      | $383039.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KONE                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FI        |      296218 | OU      | $21287668.46   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELIA GROUP SA                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |       11381 | OU      | $-1647748.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ELIA GROUP SA                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | BE        |       42422 | OU      | $-6141885.18   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WEBUILD                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |      471678 | OU      | $1953646.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WEBUILD                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |      259008 | OU      | $1072787.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WEBUILD                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |      511648 | OU      | $2119198.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WEBUILD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |      384171 | OU      | $1591200.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHAPTERS GROUP AG                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |        4403 | OU      | $198426.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOS SGPS SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | PT        |       14216 | OU      | $73901.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FINANCIERE DE TUBIZE SA                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |        1728 | OU      | $440791.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FINANCIERE DE TUBIZE SA                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |       22327 | OU      | $-5695341.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FINANCIERE DE TUBIZE SA                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | BE        |        3987 | OU      | $-1017034.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FINANCIERE DE TUBIZE SA                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |        3442 | OU      | $-878011.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FINANCIERE DE TUBIZE SA                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |          63 | OU      | $-16070.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENGIE SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      241278 | OU      | $7203694.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENGIE SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |      296603 | OU      | $8855499.81    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENGIE SA                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        8380 | OU      | $-250196.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HEINEKEN HOLDING NV                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |        2504 | OU      | $186119.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEINEKEN HOLDING NV                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |       72384 | OU      | $-5380234.43   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEINEKEN HOLDING NV                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       46251 | OU      | $-3437793.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LEONARDO FINMECCANICA SPA                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |      382103 | OU      | $25534647.04   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LEONARDO FINMECCANICA SPA                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      141433 | OU      | $9451487.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LEONARDO FINMECCANICA SPA                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |        2582 | OU      | $172546.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EUTELSAT COMMUNICATIONS SA                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       98272 | OU      | $266771.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TAMBURI INVESTMENT PARTNERS                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |      101517 | OU      | $-1149260.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAMBURI INVESTMENT PARTNERS                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |       14582 | OU      | $-165080.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IPSEN SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      222233 | OU      | $36305144.61   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IPSEN SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       48047 | OU      | $7849209.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IPSEN SA                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |       24667 | OU      | $4029730.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IPSEN SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       61006 | OU      | $9966259.07    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IPSEN SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       34398 | OU      | $5619437.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEUTSCHE WOHNEN                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      199002 | OU      | $-4947642.77   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARKEMA SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        1287 | OU      | $77505.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KONECRANES                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |        1879 | OU      | $221275.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LEGRAND SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       77043 | OU      | $12300517.37   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LEGRAND SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        9248 | OU      | $1476515.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BAM GROEP KONINKLIJKE NV                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |      591074 | OU      | $6199006.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EIFFAGE SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       18891 | OU      | $2801673.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EIFFAGE SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       18675 | OU      | $-2769638.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EIFFAGE SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       21972 | OU      | $-3258608.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALTRI SGPS SA                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | XX        |       10170 | OU      | $-52181.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALTRI SGPS SA                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |      127712 | OU      | $-655284.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALTRI SGPS SA                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | PT        |        5673 | OU      | $-29107.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMPLIFON                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     1178437 | OU      | $18999534.86   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMPLIFON                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      459998 | OU      | $7416389.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMPLIFON                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |        6551 | OU      | $-105619.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SBM OFFSHORE NV                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |       72899 | OU      | $-2618549.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOTALENERGIES                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        7371 | OU      | $536083.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOTALENERGIES                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       16624 | OU      | $1209041.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOTALENERGIES                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       28944 | OU      | $2105059.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOTALENERGIES                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |      357304 | OU      | $-25986250.61  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOTALENERGIES                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       68891 | OU      | $-5010351.94   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOTALENERGIES                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      371713 | OU      | $-27034198.25  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOTALENERGIES                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       13703 | OU      | $-996601.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CIE AUTOMOTIVE SA                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |       27196 | OU      | $-926440.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CIE AUTOMOTIVE SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      150287 | OU      | $-5119574.55   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PIAGGIO   C                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |      461017 | OU      | $-953415.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PIAGGIO   C                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |      114191 | OU      | $-236154.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PIAGGIO   C                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |      245805 | OU      | $-508341.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PIAGGIO   C                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |      271940 | OU      | $-562390.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PIAGGIO   C                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |       82688 | OU      | $-171004.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PIAGGIO   C                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |       22201 | OU      | $-45913.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        2082 | OU      | $275077.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        5409 | OU      | $714646.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       43383 | OU      | $-5731840.18   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       51537 | OU      | $-6809161.36   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       24174 | OU      | $-3193912.46   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      270772 | OU      | $-35774884.83  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       18019 | OU      | $-2380702.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |        6920 | OU      | $-914282.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       36675 | OU      | $-4845567.12   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ORION CLASS B                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | FI        |       22981 | OU      | $-1900483.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ORION CLASS B                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | FI        |       69350 | OU      | $-5735109.68   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORION CLASS B                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |        1010 | OU      | $-83525.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IPSOS SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       59445 | OU      | $2521874.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RTL GROUP SA                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       12780 | OU      | $-557205.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RTL GROUP SA                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       13535 | OU      | $-590123.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | METSO CORPORATION                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FI        |       31792 | OU      | $621557.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | METSO CORPORATION                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |       30471 | OU      | $595730.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GALP ENERGIA SGPS SA CLASS B                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | PT        |        5940 | OU      | $118191.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONTEA NV                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |       30200 | OU      | $-2557982.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAPFRE SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |     2786580 | OU      | $-12750651.49  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAPFRE SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       23346 | OU      | $-106825.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AEDIFICA NV                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | BE        |       21602 | OU      | $1902229.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AEDIFICA NV                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | BE        |        2115 | OU      | $186242.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEDIFICA NV                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |        2821 | OU      | $248411.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AEDIFICA NV                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |        2414 | OU      | $212572.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CLARIANE                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      223065 | OU      | $-1007412.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCA GENERALI                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |       22697 | OU      | $1529325.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SYMRISE AG                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       73315 | OU      | $6172173.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SYMRISE AG                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |        6380 | OU      | $-537113.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UBISOFT ENTERTAINMENT SA CAT A                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      622218 | OU      | $3210143.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UBISOFT ENTERTAINMENT SA CAT A                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     1264797 | OU      | $6525332.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCOR                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      150486 | OU      | $-4903912.87   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SCOR                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       43865 | OU      | $-1429436.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FREENET AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      297563 | OU      | $10744748.93   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REXEL SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       11134 | OU      | $466576.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REXEL SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      868382 | OU      | $-36390037.81  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REXEL SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      950665 | OU      | $-39838153.37  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REXEL SA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      272794 | OU      | $-11431586.53  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRYSMIAN                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      132651 | OU      | $15711615.98   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PRYSMIAN                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |       31469 | OU      | $3727290.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PRYSMIAN                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |       32495 | OU      | $-3848813.51   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENCE ENERGIA Y CELULOSA SA                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |      179643 | OU      | $-473044.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENCE ENERGIA Y CELULOSA SA                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |       36064 | OU      | $-94965.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ENCE ENERGIA Y CELULOSA SA                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |      100677 | OU      | $-265107.40    | -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        |       49573 | OU      | $-130537.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AALBERTS NV                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |       43001 | OU      | $-1651175.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AALBERTS NV                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |       75452 | OU      | $-2897245.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AALBERTS NV                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |      504882 | OU      | $-19386727.19  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TKH GROUP NV                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |      111319 | OU      | $-4885187.58   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TKH GROUP NV                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       21613 | OU      | $-948477.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCO DE SABADELL SA                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |     2768133 | OU      | $10858784.45   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCO DE SABADELL SA                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       33335 | OU      | $130765.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANCO DE SABADELL SA                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |       91804 | OU      | $360127.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VINCI SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       23341 | OU      | $3356076.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VINCI SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |        3214 | OU      | $462123.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VINCI SA                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       10172 | OU      | $1462576.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JERONIMO MARTINS SA                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |      106893 | OU      | $2520649.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JERONIMO MARTINS SA                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | PT        |       20617 | OU      | $486170.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JERONIMO MARTINS SA                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | PT        |      229564 | OU      | $-5413360.45   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JERONIMO MARTINS SA                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | PT        |       60556 | OU      | $-1427974.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GERRESHEIMER AG                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       34875 | OU      | $-1041683.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DANONE SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       32241 | OU      | $2526400.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DANONE SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      164912 | OU      | $-12922484.60  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DANONE SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       67172 | OU      | $-5263589.89   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DANONE SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        7657 | OU      | $-600001.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMPAGNIE DES ALPES SA                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |        3794 | OU      | $116812.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLARIA ENERGIA Y MEDIO AMBIENTE S                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      461197 | OU      | $-10171798.89  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KBC ANCORA NV                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | BE        |        5253 | OU      | $482737.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LAIR LIQUIDE SOCIETE ANONYME POUR                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       56080 | OU      | $10501665.40   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LAIR LIQUIDE SOCIETE ANONYME POUR                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       90066 | OU      | $16865959.27   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LAIR LIQUIDE SOCIETE ANONYME POUR                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       47638 | OU      | $8920797.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALMIRALL SA                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       14945 | OU      | $223717.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMG ADVANCED METALLURGICAL GROUP N                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |       31735 | OU      | $-1357615.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMG CRITICAL MATERIALS NV                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |       12885 | OU      | $-551217.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CAIXABANK SA                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |       71329 | OU      | $941555.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CAIXABANK SA                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |       11970 | OU      | $-158006.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CAIXABANK SA                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |     3313931 | OU      | $-43744468.21  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CAIXABANK SA                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |       39665 | OU      | $-523584.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IBERDROLA SA                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      595650 | OU      | $13391845.21   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | IBERDROLA SA                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |      380244 | OU      | $8548927.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IBERDROLA SA                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      842154 | OU      | $18933931.02   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUREAU VERITAS SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      966185 | OU      | $31103741.85   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUREAU VERITAS SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |      608932 | OU      | $19602937.05   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUREAU VERITAS SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |      203138 | OU      | $6539484.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUREAU VERITAS SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       76512 | OU      | $2463099.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HYPOPORT N                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       10757 | OU      | $1254691.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GETLINK                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |         508 | OU      | $-10055.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GETLINK                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      191545 | OU      | $-3791517.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LABORATORIOS FARMACEUTICOS ROVI SA                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      137989 | OU      | $-11781682.78  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VGP NV                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |       14633 | OU      | $-1794509.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VGP NV                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | BE        |       12052 | OU      | $-1477989.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AT   S AUSTRIA TECHNOLOGIE   SYSTE                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |        8430 | OU      | $-378983.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EDP RENOVAVEIS SA                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | PT        |     1054188 | OU      | $-16014568.65  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EDP RENOVAVEIS SA                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | PT        |      394440 | OU      | $-5992087.23   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EDP RENOVAVEIS SA                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | PT        |      225602 | OU      | $-3427205.31   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EDP RENOVAVEIS SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |      421884 | OU      | $-6408999.42   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDP RENOVAVEIS SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |      416418 | OU      | $-6325963.34   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDP RENOVAVEIS SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |        2412 | OU      | $-36641.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMA SOLAR TECHNOLOGY AG                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       66216 | OU      | $2880593.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMA SOLAR TECHNOLOGY AG                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |           7 | OU      | $-304.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMA SOLAR TECHNOLOGY AG                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |           4 | OU      | $-174.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELECNOR SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       72745 | OU      | $2318735.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMADEUS IT GROUP SA                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |         641 | OU      | $42976.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CARMILA SA                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |      140840 | OU      | $2725312.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BRENNTAG                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       90024 | OU      | $-5477029.35   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRENNTAG                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      230123 | OU      | $-14000604.56  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BRENNTAG                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       37196 | OU      | $-2262991.91   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNATIONAL AIRLINES GROUP SA                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       74910 | OU      | $429669.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INTERNATIONAL AIRLINES GROUP SA                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |       49146 | OU      | $281892.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERNATIONAL AIRLINES GROUP SA                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |       71351 | OU      | $409255.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INTERNATIONAL AIRLINES GROUP SA                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |       22854 | OU      | $-131086.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APERAM SA                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |        5217 | OU      | $224479.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMUNDI CORE STOXX EUROPE  UCITS ET                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |         969 | OU      | $-338949.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMUNDI CORE STOXX EUROPE  UCITS ET                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |         252 | OU      | $-88147.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMUNDI CORE STOXX EUROPE  UCITS ET                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       30959 | OU      | $-10829254.92  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVONIK INDUSTRIES AG                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        7915 | OU      | $122602.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVONIK INDUSTRIES AG                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      329313 | OU      | $5101029.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EVONIK INDUSTRIES AG                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       29525 | OU      | $-457339.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EVONIK INDUSTRIES AG                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       28559 | OU      | $-442376.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EDENRED                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        5807 | OU      | $-121632.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EDENRED                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      242240 | OU      | $-5073909.70   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EDENRED                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |      140876 | OU      | $-2950760.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EDENRED                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      125493 | OU      | $-2628550.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUSS MICROTEC N                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |        2425 | OU      | $-142635.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUSS MICROTEC N                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        2808 | OU      | $-165163.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUSS MICROTEC N                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |         222 | OU      | $-13057.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRUNELLO CUCINELLI                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |       65153 | OU      | $-6244539.09   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BRUNELLO CUCINELLI                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |        2388 | OU      | $-228876.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRUNELLO CUCINELLI                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |       44515 | OU      | $-4266505.88   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRUNELLO CUCINELLI                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |        4319 | OU      | $-413951.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRUNELLO CUCINELLI                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |         728 | OU      | $-69774.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGEAS SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |      308121 | OU      | $21885947.86   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AGEAS SA                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | BE        |      126015 | OU      | $8950891.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HUGO BOSS N AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      195927 | OU      | $8123844.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TALANX AG                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       25326 | OU      | $-3194385.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TALANX AG                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |        9052 | OU      | $-1141734.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TALANX AG                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       21828 | OU      | $-2753179.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TALANX AG                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       18001 | OU      | $-2270477.94   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TALANX AG                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |        1534 | OU      | $-193484.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GRAND CITY PROPERTIES SA                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |         506 | OU      | $5671.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GRAND CITY PROPERTIES SA                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       34720 | OU      | $389132.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GRAND CITY PROPERTIES SA                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |      104917 | OU      | $1175883.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GRAND CITY PROPERTIES SA                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      124133 | OU      | $1391251.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COMMERZBANK AG                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      327016 | OU      | $13441889.39   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COMMERZBANK AG                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |      561120 | OU      | $23064660.37   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COMMERZBANK AG                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |        1468 | OU      | $60341.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMMERZBANK AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        5924 | OU      | $243504.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COMMERZBANK AG                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       10645 | OU      | $437559.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COMMERZBANK AG                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |        4488 | OU      | $184477.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COMMERZBANK AG                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |        3800 | OU      | $156197.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ASML HOLDING NV                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |       49103 | OU      | $70409047.41   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASML HOLDING NV                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | XX        |       14929 | OU      | $21406770.84   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASML HOLDING NV                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |         778 | OU      | $1115578.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASML HOLDING NV                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |         374 | OU      | $536280.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASML HOLDING NV                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |        1882 | OU      | $2698609.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASML HOLDING NV                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |        1268 | OU      | $1818191.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASML HOLDING NV                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |         238 | OU      | $-341269.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LEG IMMOBILIEN N                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       63285 | OU      | $4575985.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LEG IMMOBILIEN N                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      130355 | OU      | $9425655.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LEG IMMOBILIEN N                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       37486 | OU      | $2710522.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LEG IMMOBILIEN N                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       18457 | OU      | $-1334581.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LEG IMMOBILIEN N                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       72450 | OU      | $-5238684.55   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LEG IMMOBILIEN N                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       28382 | OU      | $-2052233.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LEG IMMOBILIEN N                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |        8791 | OU      | $-635655.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KION GROUP AG                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        9041 | OU      | $638609.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KION GROUP AG                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |        1553 | OU      | $109695.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KION GROUP AG                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      107010 | OU      | $-7558630.55   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAIRE TECNIMONT                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |      107471 | OU      | $1877770.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAIRE TECNIMONT                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |      128169 | OU      | $2239413.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAIRE TECNIMONT                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |      252938 | OU      | $4419420.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MAIRE TECNIMONT                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |      159628 | OU      | $2789075.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VONOVIA SE                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | XX        |      197669 | OU      | $5787603.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VONOVIA SE                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      816195 | OU      | $23897593.40   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VONOVIA SE                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       11581 | OU      | $339083.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VONOVIA SE                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       15129 | OU      | $442966.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COLONIAL SFL SOCIMI SA                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |       77034 | OU      | $476465.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KONINKLIJKE AHOLD DELHAIZE NV                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |      230661 | OU      | $9018877.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KONINKLIJKE AHOLD DELHAIZE NV                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |      116584 | OU      | $4558450.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KONINKLIJKE AHOLD DELHAIZE NV                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      175923 | OU      | $6878614.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONINKLIJKE AHOLD DELHAIZE NV                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       28512 | OU      | $1114823.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KONINKLIJKE AHOLD DELHAIZE NV                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |       10583 | OU      | $413796.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KONINKLIJKE AHOLD DELHAIZE NV                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |       29680 | OU      | $1160492.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BFF BANK                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |       11606 | OU      | $111292.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANK OF IRELAND GROUP PLC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IE        |      196544 | OU      | $-3993273.29   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BANK OF IRELAND GROUP PLC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IE        |       26366 | OU      | $-535689.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BANK OF IRELAND GROUP PLC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IE        |     1440185 | OU      | $-29260889.64  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BANK OF IRELAND GROUP PLC                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       40581 | OU      | $-824502.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANK OF IRELAND GROUP PLC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IE        |      480339 | OU      | $-9759264.59   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KNORR BREMSE AG                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       19599 | OU      | $2282013.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KNORR BREMSE AG                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |          39 | OU      | $-4540.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KNORR BREMSE AG                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |        7955 | OU      | $-926242.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ITALGAS                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      693881 | OU      | $8336410.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ITALGAS                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      178935 | OU      | $2149757.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ITALGAS                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |      573230 | OU      | $6886887.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ITALGAS                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |       59431 | OU      | $714014.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ITALGAS                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |      371893 | OU      | $4467989.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOKMANNI GROUP CORPORATION                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | FI        |      205639 | OU      | $-1877075.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKMANNI GROUP CORPORATION                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |       99138 | OU      | $-904933.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKMANNI GROUP CORPORATION                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |        2220 | OU      | $-20264.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOKMANNI GROUP CORPORATION                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FI        |       79037 | OU      | $-721450.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIEMENS HEALTHINEERS AG                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       24841 | OU      | $-1239900.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIEMENS HEALTHINEERS AG                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       27838 | OU      | $-1389490.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FERRARI NV                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |       36335 | OU      | $-12119386.52  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FERRARI NV                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |       83569 | OU      | $-27874088.67  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FERRARI NV                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |       24855 | OU      | $-8290280.77   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FERRARI NV                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |       17699 | OU      | $-5903427.05   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FERRARI NV                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |       11036 | OU      | $-3681011.41   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLENVEAGH PROPERTIES PLC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |       62620 | OU      | $-145335.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GLENVEAGH PROPERTIES PLC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IE        |      655347 | OU      | $-1521004.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GESTAMP AUTOMOCION SA                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |      178627 | OU      | $-640438.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GESTAMP AUTOMOCION SA                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |     1190218 | OU      | $-4267336.01   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIF HOLDING NV                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |           6 | OU      | $-54.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEINOR HOMES SA                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       13491 | OU      | $321459.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEINOR HOMES SA                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |       24894 | OU      | $593167.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEINOR HOMES SA                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |       36080 | OU      | $-859704.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASR NEDERLAND NV                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |      138627 | OU      | $10068567.78   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASR NEDERLAND NV                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |      176967 | OU      | $12853226.53   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VALEO                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      218741 | OU      | $3055021.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VALEO                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | XX        |      490950 | OU      | $6856798.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VALEO                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       69511 | OU      | $970817.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VALEO                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      367165 | OU      | $5127968.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RUBIS                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        2834 | OU      | $114757.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BEFESA SA                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       50628 | OU      | $1854283.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AYVENS SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     1276762 | OU      | $18510268.11   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AYVENS SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      378397 | OU      | $5485932.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AYVENS SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |      139775 | OU      | $2026433.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AYVENS SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      168283 | OU      | $2439736.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AROUNDTOWN SA                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |      477261 | OU      | $-1516610.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AIB GROUP PLC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IE        |        4766 | OU      | $-53274.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AIB GROUP PLC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IE        |     3041238 | OU      | $-33995356.08  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AIB GROUP PLC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IE        |       29851 | OU      | $-333678.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AIB GROUP PLC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IE        |      570518 | OU      | $-6377324.81   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BIOMERIEUX SA                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |        4520 | OU      | $524891.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BIOMERIEUX SA                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       10290 | OU      | $1194941.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TERVEYSTALO                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FI        |        5362 | OU      | $64434.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNIBAIL RODAMCO WE STAPLED UNITS                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |        5980 | OU      | $661178.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UMICORE SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |      521054 | OU      | $12386639.18   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORDEA BANK                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FI        |      282271 | OU      | $-5453586.62   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DWS GROUP   GMBH CO KGAA                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |        4627 | OU      | $338761.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOMTOM NV                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |      734480 | OU      | $5518521.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOJAMO                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |       30704 | OU      | $346844.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FDJ UNITED                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |      136143 | OU      | $-3603147.73   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FDJ UNITED                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       30186 | OU      | $-798899.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FDJ UNITED                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       55233 | OU      | $-1461791.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FDJ UNITED                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      142095 | OU      | $-3760672.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BE SEMICONDUCTOR INDUSTRIES NV                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |       24126 | OU      | $4695964.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BE SEMICONDUCTOR INDUSTRIES NV                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |       74193 | OU      | $14441171.05   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BE SEMICONDUCTOR INDUSTRIES NV                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |        2748 | OU      | $534879.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BE SEMICONDUCTOR INDUSTRIES NV                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |        9200 | OU      | $1790718.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BE SEMICONDUCTOR INDUSTRIES NV                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |       13675 | OU      | $2661747.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JENOPTIK N AG                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       23530 | OU      | $742590.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MONCLER                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      223188 | OU      | $-13003752.85  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MONCLER                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |       70880 | OU      | $-4129729.21   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MONCLER                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |       28702 | OU      | $-1672283.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VALMET                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | FI        |          23 | OU      | $-788.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXI                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      160719 | OU      | $-686183.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXI                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |       93396 | OU      | $-398750.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEXI                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |       43276 | OU      | $-184765.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AKZO NOBEL NV                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |      290170 | OU      | $-20328506.05  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AKZO NOBEL NV                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |      230260 | OU      | $-16131377.48  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AKZO NOBEL NV                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |        5951 | OU      | $-416910.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AKZO NOBEL NV                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |      130525 | OU      | $-9144219.77   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOLARWORLD AG                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |           3 | OU      | $0.17          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOLARWORLD AG                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |           7 | OU      | $0.39          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PROSUS NV CLASS N                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      196461 | OU      | $-11296751.90  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XTRACKERS DAX UCITS ETF                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      438035 | OU      | $5657059.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | XTRACKERS DAX UCITS ETF                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       16225 | OU      | $209539.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | XTRACKERS DAX UCITS ETF                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       52976 | OU      | $684165.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DR ING HC F PORSCHE PRF AG                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |         983 | OU      | $-47835.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DR ING HC F PORSCHE PRF AG                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |      301622 | OU      | $-14677793.96  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DR ING HC F PORSCHE PRF AG                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      227434 | OU      | $-11067592.52  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DR ING HC F PORSCHE PRF AG                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |      133951 | OU      | $-6518440.89   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEWPRINCES                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |        4952 | OU      | $115275.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GAZTRANSPORT   TECHNIGAZ SA                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       27345 | OU      | $-5891435.95   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WAREHOUSES DE PAUW NV                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |        6443 | OU      | $182566.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANCA MONTE DEI PASCHI DI SIENA SP                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      601735 | OU      | $6242276.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANCA MONTE DEI PASCHI DI SIENA SP                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      223447 | OU      | $2317993.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRATON                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      216777 | OU      | $8447507.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SANLORENZO                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |        5936 | OU      | $-227444.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SANLORENZO                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |       21400 | OU      | $-819964.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CEMENTIR HOLDING NV                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |       10690 | OU      | $-240363.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AUTO1 GROUP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       48765 | OU      | $-1604018.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MFE A NV                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      501601 | OU      | $1871129.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CTP NV                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |       64669 | OU      | $-1409828.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CTP NV                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |      267176 | OU      | $-5824619.72   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VALLOUREC SA                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      157874 | OU      | $3350535.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DASSAULT SYSTEMES                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |          59 | OU      | $1622.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DASSAULT SYSTEMES                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      101843 | OU      | $2801170.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENK GROUP AG                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        2386 | OU      | $-153615.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENK GROUP AG                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        9828 | OU      | $-632745.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STELLANTIS NV                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |       13830 | OU      | $135706.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STELLANTIS NV                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      594800 | OU      | $-5836442.70   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STELLANTIS NV                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      309802 | OU      | $-3039915.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IBERDROLA SA RIGHTS                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      765265 | OU      | $232309.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AZELIS GROUP NV                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |      344699 | OU      | $-3413400.73   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AZELIS GROUP NV                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |      319475 | OU      | $-3163618.69   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AZELIS GROUP NV                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |      265354 | OU      | $-2627682.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TENARIS SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |      128835 | OU      | $2861804.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TENARIS SA                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |      741871 | OU      | $16479136.70   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TENARIS SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |       13336 | OU      | $-296231.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EXOR NV                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |      311552 | OU      | $-25580299.19  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EXOR NV                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |       22563 | OU      | $-1852558.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EXOR NV                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |       63261 | OU      | $-5194109.83   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EXOR NV                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |       53030 | OU      | $-4354083.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAVIDE CAMPARI MILANO NV                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |     2142753 | OU      | $-15271828.88  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DAVIDE CAMPARI MILANO NV                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |      127006 | OU      | $-905197.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAVIDE CAMPARI MILANO NV                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |      912156 | OU      | $-6501118.12   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DAVIDE CAMPARI MILANO NV                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |     1548637 | OU      | $-11037445.41  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAVIDE CAMPARI MILANO NV                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |      308756 | OU      | $-2200565.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAVIDE CAMPARI MILANO NV                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |      355417 | OU      | $-2533127.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAVIDE CAMPARI MILANO NV                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |       20115 | OU      | $-143363.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NAGARRO N                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |         821 | OU      | $68999.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DASSAULT AVIATION SA                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       12111 | OU      | $-4604297.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DASSAULT AVIATION SA                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       68563 | OU      | $-26065929.03  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DASSAULT AVIATION SA                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |        8649 | OU      | $-3288132.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIEMENS ENERGY N AG                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       15663 | OU      | $2668662.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SIEMENS ENERGY N AG                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      190274 | OU      | $32418887.83   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIEMENS ENERGY N AG                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       68535 | OU      | $11676994.64   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SIEMENS ENERGY N AG                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      268809 | OU      | $45799682.66   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIEMENS ENERGY N AG                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       22969 | OU      | $3913458.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIR FRANCE-KLM SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |      378471 | OU      | $-4855066.76   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOTTOMATICA GROUP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |       69149 | OU      | $-1700935.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAMPO CLASS A                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |      684994 | OU      | $7639259.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SAMPO CLASS A                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FI        |      337197 | OU      | $3760522.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAIPEM                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |     3043995 | OU      | $11242250.49   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SAIPEM                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |     4143401 | OU      | $15302637.47   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAIPEM                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |     2399425 | OU      | $8861688.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COMPUGROUP MEDICAL N                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |        2235 | OU      | $-70735.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMPUGROUP MEDICAL N                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       91947 | OU      | $-2910015.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DEME GROUP NV                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | BE        |         689 | OU      | $-137345.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EUROCOMMERCIAL PROPERTIES NV                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |        3684 | OU      | $108674.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HENSOLDT AG                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |         918 | OU      | $91196.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HENSOLDT AG                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |        5950 | OU      | $-591088.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HENSOLDT AG                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       14797 | OU      | $-1469972.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HENSOLDT AG                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |          46 | OU      | $-4569.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INPOST SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       72850 | OU      | $-1141836.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INPOST SA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      218882 | OU      | $-3430714.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INPOST SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |       66492 | OU      | $-1042182.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INPOST SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |       67480 | OU      | $-1057668.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TECHNOPROBE SPA                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |      233331 | OU      | $-4330202.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TECHNOPROBE SPA                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |       55560 | OU      | $-1031093.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TECHNOPROBE SPA                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |      185325 | OU      | $-3439297.33   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TECHNOPROBE SPA                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |       59628 | OU      | $-1106588.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TECHNOPROBE SPA                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |       16514 | OU      | $-306470.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TECHNOPROBE SPA                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |       25177 | OU      | $-467239.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TECHNOPROBE SPA                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |       15784 | OU      | $-292922.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EURONEXT NV                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       17599 | OU      | $2464805.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EURONEXT NV                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       16434 | OU      | $2301643.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TECHNIP ENERGIES NV                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      101378 | OU      | $3972943.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TECHNIP ENERGIES NV                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      710861 | OU      | $27858220.21   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TUI N AG                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      109629 | OU      | $1168866.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TUI N AG                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      190963 | OU      | $2036050.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IMCD NV                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |       95261 | OU      | $-8904275.96   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IMCD NV                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |       35451 | OU      | $-3313690.67   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IMCD NV                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |       20975 | OU      | $-1960583.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IMCD NV                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |       27705 | OU      | $-2589653.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IMCD NV                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       18789 | OU      | $-1756253.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IMCD NV                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | XX        |      141301 | OU      | $-13207746.07  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IMCD NV                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | XX        |      134632 | OU      | $-12584378.51  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IMCD NV                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       18005 | OU      | $-1682970.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IMCD NV                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |       30032 | OU      | $-2807163.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IMCD NV                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |       60817 | OU      | $-5684712.02   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IMCD NV                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |       11569 | OU      | $-1081382.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EUROFINS SCIENTIFIC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      111326 | OU      | $9005491.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EUROFINS SCIENTIFIC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      173178 | OU      | $14008883.18   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EUROFINS SCIENTIFIC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       20320 | OU      | $1643745.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COFACE SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | XX        |        6235 | OU      | $114032.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NN GROUP NV                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |      528532 | OU      | $41895250.04   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FINECOBANK BANCA FINECO                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |       11634 | OU      | $-308420.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FINECOBANK BANCA FINECO                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | XX        |      383094 | OU      | $-10155911.02  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FINECOBANK BANCA FINECO                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |      113421 | OU      | $-3006817.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MERLIN PROPERTIES REIT SA                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |      189111 | OU      | $-2814577.36   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MERLIN PROPERTIES REIT SA                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |      950722 | OU      | $-14149788.30  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARGENX                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |         412 | OU      | $-346479.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARGENX                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |          21 | OU      | $-17660.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARGENX                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |       10395 | OU      | $-8741888.97   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FUCHS PREF                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       17392 | OU      | $751801.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PUIG BRANDS SA CLASS B                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |      255303 | OU      | $-5076261.89   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PUIG BRANDS SA CLASS B                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |      697759 | OU      | $-13873739.92  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PUIG BRANDS SA CLASS B                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |       97953 | OU      | $-1947627.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HBX GROUP INTERNATIONAL PLC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |       36875 | OU      | $-342828.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HBX GROUP INTERNATIONAL PLC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |       22429 | OU      | $-208523.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIVERSAL MUSIC GROUP NV                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       51557 | OU      | $1264050.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNIVERSAL MUSIC GROUP NV                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       47388 | OU      | $1161837.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNIVERSAL MUSIC GROUP NV                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       14032 | OU      | $344030.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNIVERSAL MUSIC GROUP NV                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |     1028305 | OU      | $-25211507.97  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIVERSAL MUSIC GROUP NV                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      515334 | OU      | $-12634721.46  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIVERSAL MUSIC GROUP NV                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      116932 | OU      | $-2866884.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INDUSTRIE DE NORA                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |       13843 | OU      | $-124914.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOGISTA CIA DE DISTRIBUCION INTEGR                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      246848 | OU      | $-9004197.27   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAIMLER TRUCK HOLDING E AG                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       54958 | OU      | $-2661007.74   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAIMLER TRUCK HOLDING E AG                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      255254 | OU      | $-12359126.41  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAIMLER TRUCK HOLDING E AG                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       42782 | OU      | $-2071458.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CORPORACION ACCIONA ENERGIAS RENOV                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |      168993 | OU      | $-4277826.15   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INDUSTRIA DE DISENO TEXTIL INDITEX                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |       40718 | OU      | $-2649524.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INDUSTRIA DE DISENO TEXTIL SA                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |        4092 | OU      | $-266266.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MICHELIN                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      258567 | OU      | $-9602046.93   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MICHELIN                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       93452 | OU      | $-3470398.35   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DSM FIRMENICH AG                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |      358062 | OU      | $28234458.14   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DSM FIRMENICH AG                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |      513117 | OU      | $40461094.61   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DSM FIRMENICH AG                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       16034 | OU      | $1264337.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DSM FIRMENICH AG                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |       21278 | OU      | $1677845.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DSM FIRMENICH AG                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |        5188 | OU      | $409092.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DSM FIRMENICH AG                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |        8119 | OU      | $640211.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PLUXEE NV                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |        6456 | OU      | $85529.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | IONOS GROUP N                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       49528 | OU      | $-1596783.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SYENSQO SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |      180485 | OU      | $-15190292.94  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SYENSQO NV                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | BE        |      161378 | OU      | $-13582176.33  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SYENSQO NV                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | BE        |       58117 | OU      | $-4891344.18   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXOSENS                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        5643 | OU      | $-361493.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZALANDO                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      431212 | OU      | $-12399657.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZALANDO                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |        1877 | OU      | $-53973.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ZALANDO                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       94436 | OU      | $-2715541.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZALANDO                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       49475 | OU      | $-1422671.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZALANDO                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       51991 | OU      | $-1495020.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHURGARD SELF STORAGE LTD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |       12783 | OU      | $-463993.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHURGARD SELF STORAGE LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |       19227 | OU      | $-697896.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VIRIDIEN SA                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |        1818 | OU      | $275008.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FERROVIAL                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |      610381 | OU      | $-41228207.08  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FERROVIAL                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |     1361263 | OU      | $-91946559.38  | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FERROVIAL                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |      425751 | OU      | $-28757366.95  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DOUGLAS N AG                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |        9223 | OU      | $-116041.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |      589288 | OU      | $-10469741.93  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |       26369 | OU      | $-468491.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |        3232 | OU      | $-57422.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |      591571 | OU      | $-10510303.46  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      746593 | OU      | $-13264543.04  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      825240 | OU      | $-14661845.88  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       37959 | OU      | $-674408.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |       14124 | OU      | $-250937.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |       62536 | OU      | $-1111062.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |       46672 | OU      | $-829210.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MANDATUM                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |      223297 | OU      | $1821060.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAGNUM ICE CREAM NV                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      483307 | OU      | $-8589878.72   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HIAB CORPORATION CLASS B                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FI        |        1797 | OU      | $-106780.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HIAB CORPORATION CLASS B                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |      223960 | OU      | $-13308004.81  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AENA SME SA                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       25838 | OU      | $802464.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AENA SME SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | ES        |       19789 | OU      | $614597.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AENA SME SA                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |       16384 | OU      | $508846.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AENA SME SA                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | ES        |      244882 | OU      | $-7605434.65   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AENA SME SA                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |      216993 | OU      | $-6739270.67   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CSG NV                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |     3711275 | OU      | $134416277.70  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SCHAEFFLER AG                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       81459 | OU      | $960735.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | QIAGEN N.V.                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |      125927 | OU      | $6676547.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | QIAGEN N.V.                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       89551 | OU      | $4747921.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | QIAGEN N.V.                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | DE        |       66967 | OU      | $3550536.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | QIAGEN N.V.                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       25704 | OU      | $1362805.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASTA ENERGY SOLUTIONS AG                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       17544 | OU      | $835990.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERISURE PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |        6712 | OU      | $109539.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERISURE PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       66089 | OU      | $1078565.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERISURE PLC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      181598 | OU      | $2963659.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERISURE PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      212941 | OU      | $3475174.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACS ACTIVIDADES DE CONSTRUCCIO                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      479735 | OU      | $263855.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACS ACTIVIDADES DE CONSTRUCCIO                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      426982 | OU      | $234841.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BIOCARTIS GROUP NV                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | BE        |          24 | OU      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CELLNEX TELECOM SA                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      194708 | OU      | $-6022345.98   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCO BPM                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      193436 | OU      | $2899472.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCO BPM                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |       12190 | OU      | $182719.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNICREDIT                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |      281739 | OU      | $24552434.10   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNICREDIT                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      110878 | OU      | $9662577.02    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARCELORMITTAL SA                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       13002 | OU      | $706112.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARCELORMITTAL SA                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |        2139 | OU      | $116164.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARCELORMITTAL SA                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |        5711 | OU      | $-310153.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARCELORMITTAL SA                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |       47362 | OU      | $-2572136.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARCELORMITTAL SA                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |      170526 | OU      | $-9260928.85   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARCELORMITTAL SA                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       38837 | OU      | $-2109160.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ABN AMRO BANK NV                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       11653 | OU      | $429334.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ABN AMRO BANK NV                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |        4767 | OU      | $175631.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ABN AMRO BANK NV                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |       15321 | OU      | $564475.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ABN AMRO BANK NV                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |     1520691 | OU      | $-56027188.72  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ABN AMRO BANK NV                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |       14676 | OU      | $-540711.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ABN AMRO BANK NV                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |     2036168 | OU      | $-75019033.33  | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ABN AMRO BANK NV                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       81273 | OU      | $-2994360.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GRENKE N AG                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        6394 | OU      | $109137.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SCOUT24 N                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       13915 | OU      | $1385393.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RYANAIR HOLDINGS PLC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IE        |       55983 | OU      | $-1900025.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RYANAIR HOLDINGS PLC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IE        |       58459 | OU      | $-1984059.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RYANAIR HOLDINGS PLC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IE        |       24249 | OU      | $-822994.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RYANAIR HOLDINGS PLC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IE        |      339734 | OU      | $-11530346.44  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RYANAIR HOLDINGS PLC                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       50796 | OU      | $-1723982.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RYANAIR HOLDINGS PLC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |       12376 | OU      | $-420033.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RYANAIR HOLDINGS PLC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IE        |       79184 | OU      | $-2687452.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLATEXDEGIRO N AG                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      144870 | OU      | $7066717.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HELLOFRESH                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      384795 | OU      | $2527487.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCA MEDIOLANUM                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |       60089 | OU      | $1409579.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANCA MEDIOLANUM                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      189445 | OU      | $4444039.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BANCA MEDIOLANUM                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |       41314 | OU      | $969152.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BANCA MEDIOLANUM                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |        3863 | OU      | $-90619.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVIO                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |       90260 | OU      | $3714813.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CONSTRUCCIONES Y AUXILIAR DE FERRO                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |        1671 | OU      | $111394.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GRIFOLS SA CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       82870 | OU      | $-1060242.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GRIFOLS SA CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       74184 | OU      | $-949113.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GRIFOLS SA CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |       62797 | OU      | $-803427.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GRIFOLS SA CLASS A                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |       37874 | OU      | $-484561.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SILTRONIC N AG                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       22942 | OU      | $1424436.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SILTRONIC N AG                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       17876 | OU      | $1109895.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIGNIFY NV                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      399941 | OU      | $-8490566.06   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REDCARE PHARMACY NV                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      132767 | OU      | $9811045.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ANHEUSER-BUSCH INBEV SA                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |      568951 | OU      | $-40954804.39  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANHEUSER-BUSCH INBEV SA                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |      610459 | OU      | $-43942675.09  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ANHEUSER-BUSCH INBEV SA                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |         387 | OU      | $-27857.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | POSTE ITALIANE                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |      231299 | OU      | $6091988.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | POSTE ITALIANE                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |      581157 | OU      | $15306601.96   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       98112 | OU      | $-21924875.06  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       63012 | OU      | $-14081154.47  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |        7701 | OU      | $-1720925.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |        9381 | OU      | $-2096351.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       30254 | OU      | $-6760795.52   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |        7173 | OU      | $-1602934.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |        9809 | OU      | $-2191995.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPIE SA                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       65148 | OU      | $3569711.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QT GROUP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |        2984 | OU      | $93831.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMUNDI SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |        1827 | OU      | $162436.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMUNDI SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        4639 | OU      | $412449.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ABIVAX SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |        7146 | OU      | $800775.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ABIVAX SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       36317 | OU      | $4069653.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ABIVAX SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       37955 | OU      | $4253206.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INFRASTRUTTURE WIRELESS ITALIANE                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IT        |       25488 | OU      | $225330.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INFRASTRUTTURE WIRELESS ITALIANE                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      124875 | OU      | $-1103977.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INFRASTRUTTURE WIRELESS ITALIANE                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IT        |      192038 | OU      | $-1697742.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INFRASTRUTTURE WIRELESS ITALIANE                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |      267305 | OU      | $-2363152.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INFRASTRUTTURE WIRELESS ITALIANE                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |      164081 | OU      | $-1450584.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BAWAG GROUP AG                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AT        |      116334 | OU      | $18924729.11   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BAWAG GROUP AG                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AT        |      141889 | OU      | $23081909.75   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAWAG GROUP AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |       20972 | OU      | $3411637.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BAWAG GROUP AG                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AT        |        7620 | OU      | $1239589.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BAWAG GROUP AG                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AT        |       13819 | OU      | $2248017.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BAWAG GROUP AG                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AT        |       25210 | OU      | $4101057.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ADYEN NV                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |       19690 | OU      | $-29197193.50  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ADYEN NV                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |        5898 | OU      | $-8745812.46   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ADYEN NV                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       10315 | OU      | $-15295533.31  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ADYEN NV                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |         981 | OU      | $-1454669.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ADYEN NV                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |        2190 | OU      | $-3247427.82   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XIOR STUDENT HOUSING NV                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |       13398 | OU      | $-445897.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | XIOR STUDENT HOUSING NV                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | BE        |        1901 | OU      | $-63266.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ING GROEP NV                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |       18624 | OU      | $549238.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ING GROEP NV                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |       16673 | OU      | $491701.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ING GROEP NV                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |      160130 | OU      | $-4722377.16   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ING GROEP NV                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NL        |      618744 | OU      | $-18247314.91  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PIRELLI   C                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      677434 | OU      | $-5101219.76   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOITEC SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |       67529 | OU      | $2103022.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOITEC SA                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       29328 | OU      | $913347.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DELIVERY HERO                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | DE        |       14727 | OU      | $-410723.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DELIVERY HERO                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      111887 | OU      | $-3120436.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | PT        |      403175 | OU      | $436397.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | PT        |     5665084 | OU      | $-6131897.94   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |     3120702 | OU      | $-3377853.91   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | PT        |    22684147 | OU      | $-24553364.83  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | PT        |    14020609 | OU      | $-15175934.45  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |    15174978 | OU      | $-16425425.70  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | PT        |     3963032 | OU      | $-4289593.54   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | PT        |      252321 | OU      | $-273112.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ANTOFAGASTA PLC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      273256 | OU      | $13540251.39   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ANTOFAGASTA PLC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      564418 | OU      | $27967772.38   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANTOFAGASTA PLC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |        9034 | OU      | $-447648.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ANTOFAGASTA PLC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       28075 | OU      | $-1391159.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ANTOFAGASTA PLC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       21218 | OU      | $-1051384.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ASHTEAD GROUP PLC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |        3516 | OU      | $-226359.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AVON TECHNOLOGIES PLC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       58524 | OU      | $1404626.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BARRATT REDROW PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     1529929 | OU      | $-8146461.03   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BARRATT REDROW PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     1992301 | OU      | $-10608467.75  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BARRATT REDROW PLC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      344020 | OU      | $-1831814.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BARRATT REDROW PLC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      263582 | OU      | $-1403503.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BARRATT REDROW PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      681681 | OU      | $-3629768.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BELLWAY PLC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       67849 | OU      | $2524996.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BALFOUR BEATTY PLC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     3515074 | OU      | $34420714.99   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BALFOUR BEATTY PLC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      462566 | OU      | $4529592.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BALFOUR BEATTY PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      102382 | OU      | $1002556.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DIPLOMA PLC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       17256 | OU      | $1257127.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DIPLOMA PLC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       77790 | OU      | $5667128.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VISTRY GROUP PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      275945 | OU      | $-2514495.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CRANSWICK PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       27033 | OU      | $1945706.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIAGEO PLC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      693890 | OU      | $-15966616.77  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DIAGEO PLC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      348316 | OU      | $-8014855.51   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DIAGEO PLC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      564509 | OU      | $-12989521.20  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DIAGEO PLC                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       25389 | OU      | $-584208.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIAGEO PLC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       41442 | OU      | $-953592.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DCC PLC                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |        9950 | OU      | $-630724.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DCC PLC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |        2191 | OU      | $-138886.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DCC PLC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       40209 | OU      | $-2548824.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DCC PLC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       27840 | OU      | $-1764760.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DCC PLC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       24927 | OU      | $-1580107.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DCC PLC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       11337 | OU      | $-718645.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAE SYSTEMS PLC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      526069 | OU      | $14281163.02   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BAE SYSTEMS PLC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      148076 | OU      | $4019810.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BAE SYSTEMS PLC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     1149162 | OU      | $31196230.64   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BAE SYSTEMS PLC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      150985 | OU      | $4098780.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BAE SYSTEMS PLC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |        6805 | OU      | $184734.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DERWENT LONDON REIT PLC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       79752 | OU      | $-2112361.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BRITISH AMERICAN TOBACCO                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |        7658 | OU      | $-462647.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RS GROUP PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      828333 | OU      | $-7606217.33   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FIRSTGROUP PLC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      369651 | OU      | $942833.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRSTGROUP PLC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      402924 | OU      | $1027699.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRSTGROUP PLC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     1904988 | OU      | $4858871.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRSTGROUP PLC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     1052528 | OU      | $2684583.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GREENCORE GROUP PLC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     1086678 | OU      | $4304738.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GREENCORE GROUP PLC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      245382 | OU      | $972049.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HALMA PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      260995 | OU      | $12676156.45   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HALMA PLC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      471425 | OU      | $22896442.67   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STANDARD CHARTERED PLC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      580461 | OU      | $14851925.42   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | STANDARD CHARTERED PLC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     1193560 | OU      | $30538940.78   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STANDARD CHARTERED PLC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      427544 | OU      | $10939325.13   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STANDARD CHARTERED PLC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       11424 | OU      | $292299.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STANDARD CHARTERED PLC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |        4037 | OU      | $103292.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HAYS PLC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      139217 | OU      | $-90529.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HILL AND SMITH PLC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |        3660 | OU      | $-111838.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PAN AFRICAN RESOURCES PLC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      932774 | OU      | $1650880.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HUNTING PLC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      233821 | OU      | $1422577.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HUNTING PLC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      141624 | OU      | $861646.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ADVANCED MEDICAL SOLUTIONS GROUP P                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       40178 | OU      | $-118368.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IMPERIAL BRANDS PLC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      312804 | OU      | $13174611.58   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITIE GROUP PLC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     1394031 | OU      | $3197008.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITIE GROUP PLC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      756996 | OU      | $1736060.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITIE GROUP PLC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     2343458 | OU      | $5374381.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KELLER GROUP PLC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      159614 | OU      | $3870187.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KELLER GROUP PLC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       67308 | OU      | $1632028.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KELLER GROUP PLC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      134462 | OU      | $3260322.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KIER GROUP PLC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      517522 | OU      | $1585831.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KIER GROUP PLC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      440947 | OU      | $1351184.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KIER GROUP PLC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      465789 | OU      | $1427307.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RENEW HOLDINGS PLC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       14431 | OU      | $-185030.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RENEW HOLDINGS PLC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       61760 | OU      | $-791868.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RENEW HOLDINGS PLC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       43142 | OU      | $-553154.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HSBC HOLDINGS PLC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      629341 | OU      | $11102157.83   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HSBC HOLDINGS PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     1915161 | OU      | $33785212.94   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HSBC HOLDINGS PLC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      185622 | OU      | $3274543.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOWDEN JOINERY GROUP PLC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       12071 | OU      | $-138284.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOWDEN JOINERY GROUP PLC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      650783 | OU      | $-7455311.28   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LEGAL AND GENERAL GROUP PLC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      789737 | OU      | $2867388.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MORGAN ADVANCED MATERIALS PLC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      573470 | OU      | $-1796981.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MORGAN ADVANCED MATERIALS PLC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      587259 | OU      | $-1840189.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | 4IMPRINT GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      125086 | OU      | $7008144.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | 4IMPRINT GROUP PLC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      137792 | OU      | $7720018.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OXFORD INSTRUMENTS PLC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |        3582 | OU      | $-123270.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASSOCIATED BRITISH FOODS PLC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       57731 | OU      | $-1508759.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASSOCIATED BRITISH FOODS PLC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      198663 | OU      | $-5191918.34   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASSOCIATED BRITISH FOODS PLC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      756102 | OU      | $-19760196.11  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASSOCIATED BRITISH FOODS PLC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      146511 | OU      | $-3828962.35   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASSOCIATED BRITISH FOODS PLC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      253208 | OU      | $-6617413.70   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PEARSON PLC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     2061798 | OU      | $27118723.38   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PEARSON PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       17350 | OU      | $228203.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PEARSON PLC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       13668 | OU      | $179774.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PEARSON PLC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       99259 | OU      | $1305548.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PEARSON PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     1277269 | OU      | $-16799853.67  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PERSIMMON PLC                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      577845 | OU      | $-11127690.52  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PERSIMMON PLC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       16721 | OU      | $-322000.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GB GROUP PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       67877 | OU      | $-222603.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITE GROUP PLC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |         329 | OU      | $2558.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNITE GROUP PLC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       14525 | OU      | $-112966.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PRUDENTIAL PLC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       60893 | OU      | $-1000182.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRUDENTIAL PLC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       95189 | OU      | $-1563502.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PRUDENTIAL PLC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      108072 | OU      | $-1775109.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RIO TINTO PLC                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      406032 | OU      | $-37044045.81  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RENISHAW PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      110305 | OU      | $-5735563.56   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CLOSE BROS GROUP PLC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      304158 | OU      | $-2111423.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CLOSE BROS GROUP PLC                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      414854 | OU      | $-2879860.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ST JAMESS PLACE PLC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       38603 | OU      | $806236.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ST JAMESS PLACE PLC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       56219 | OU      | $1174151.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ST JAMESS PLACE PLC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      185685 | OU      | $3878091.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SSE PLC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      654363 | OU      | $-21749360.97  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SSE PLC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      572629 | OU      | $-19032730.79  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SSE PLC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |        5281 | OU      | $-175527.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SSE PLC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      346615 | OU      | $-11520600.57  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SSE PLC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     1206374 | OU      | $-40096801.91  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SSE PLC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       16227 | OU      | $-539344.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SENIOR PLC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      290721 | OU      | $-972823.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SENIOR PLC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      398496 | OU      | $-1333465.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SERCO GROUP PLC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     3268484 | OU      | $13420178.20   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BP PLC                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     1447406 | OU      | $9177359.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BP PLC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      674616 | OU      | $4277440.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BP PLC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       38858 | OU      | $246381.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BP PLC                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       18403 | OU      | $116685.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MORGAN SINDALL GROUP PLC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       28622 | OU      | $1930830.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MORGAN SINDALL GROUP PLC                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       19098 | OU      | $1288344.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MORGAN SINDALL GROUP PLC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       46449 | OU      | $3133434.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MORGAN SINDALL GROUP PLC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       43881 | OU      | $2960197.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MORGAN SINDALL GROUP PLC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       44452 | OU      | $2998717.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LLOYDS BANKING GROUP PLC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      659758 | OU      | $985153.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LLOYDS BANKING GROUP PLC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    10398337 | OU      | $15526839.32   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LLOYDS BANKING GROUP PLC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      491734 | OU      | $734259.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LLOYDS BANKING GROUP PLC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      156828 | OU      | $-234176.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAYLOR WIMPEY PLC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     5658339 | OU      | $8272268.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAYLOR WIMPEY PLC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     5682986 | OU      | $8308301.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TAYLOR WIMPEY PLC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      161732 | OU      | $236445.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TAYLOR WIMPEY PLC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      424325 | OU      | $620346.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAYLOR WIMPEY PLC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      329281 | OU      | $481395.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELECOM PLUS PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       82499 | OU      | $1507126.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SMITH AND NEPHEW PLC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      142301 | OU      | $2425273.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SMITH AND NEPHEW PLC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      282103 | OU      | $4807954.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SMITH AND NEPHEW PLC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       18205 | OU      | $310272.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VICTREX PLC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       45525 | OU      | $-408649.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VICTREX PLC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       60020 | OU      | $-538762.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEIR GROUP PLC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      142798 | OU      | $6307204.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEIR GROUP PLC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       35804 | OU      | $1581416.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WEIR GROUP PLC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      103174 | OU      | $4557063.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WEIR GROUP PLC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       43124 | OU      | $1904731.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WEIR GROUP PLC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      133235 | OU      | $5884818.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BABCOCK INTERNATIONAL GROUP PLC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      544668 | OU      | $10738909.20   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BABCOCK INTERNATIONAL GROUP PLC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      206616 | OU      | $4073730.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BABCOCK INTERNATIONAL GROUP PLC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       36067 | OU      | $711112.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BABCOCK INTERNATIONAL GROUP PLC                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      116446 | OU      | $2295899.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BABCOCK INTERNATIONAL GROUP PLC                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       44315 | OU      | $873733.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASTRAZENECA PLC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       85712 | OU      | $-15969355.96  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASTRAZENECA PLC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       22513 | OU      | $-4194489.81   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PAGEGROUP PLC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      338020 | OU      | $-955147.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BT GROUP PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      607478 | OU      | $-1596768.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BT GROUP PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     3245758 | OU      | $-8531540.64   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BT GROUP PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |    12034516 | OU      | $-31632969.03  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARNIVAL PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      155134 | OU      | $4607956.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARNIVAL PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      174218 | OU      | $5174810.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CARNIVAL PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       58020 | OU      | $1723372.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CARNIVAL PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      145731 | OU      | $4328658.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARNIVAL PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       50948 | OU      | $-1513312.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARKS AND SPENCER GROUP PLC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     4771852 | OU      | $-23931796.94  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARKS AND SPENCER GROUP PLC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     1485600 | OU      | $-7450582.61   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARKS AND SPENCER GROUP PLC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     1516197 | OU      | $-7604032.72   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARKS AND SPENCER GROUP PLC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     2853119 | OU      | $-14308965.27  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARKS AND SPENCER GROUP PLC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      363399 | OU      | $-1822519.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BARCLAYS PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |    11172358 | OU      | $74565082.93   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BARCLAYS PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     4050589 | OU      | $27033908.57   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BARCLAYS PLC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       46144 | OU      | $307968.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BARCLAYS PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       62951 | OU      | $420139.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERTEK GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      697235 | OU      | $42773727.74   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERTEK GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |        1913 | OU      | $117358.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTERTEK GROUP PLC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      118879 | OU      | $7292947.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERTEK GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      279881 | OU      | $17170041.23   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BURBERRY GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       97622 | OU      | $1474963.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BURBERRY GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      219488 | OU      | $3316227.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BURBERRY GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       33583 | OU      | $-507402.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NEXT PLC                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       47377 | OU      | $8601714.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KINGFISHER PLC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     1397352 | OU      | $6439545.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINGFISHER PLC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       80377 | OU      | $-370408.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KINGFISHER PLC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      304711 | OU      | $-1404227.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KINGFISHER PLC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      314065 | OU      | $-1447334.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ITV PLC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      104558 | OU      | $116576.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ITV PLC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      169426 | OU      | $188900.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHESNARA PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       99047 | OU      | $-414047.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | C C GROUP PLC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      157312 | OU      | $-234631.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARSHALLS PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      435182 | OU      | $-931332.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAINSBURY(J) PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     4293242 | OU      | $18811751.16   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SAINSBURY(J) PLC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      740548 | OU      | $3244868.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAINSBURY(J) PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     3497628 | OU      | $15325599.53   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SAINSBURY(J) PLC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     3786408 | OU      | $16590950.40   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADMIRAL GROUP PLC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      356738 | OU      | $13425463.91   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ADMIRAL GROUP PLC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      300753 | OU      | $11318526.62   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CENTRICA PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     2537798 | OU      | $-6645251.39   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTRICA PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     1526180 | OU      | $-3996318.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENTRICA PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     7147500 | OU      | $-18715805.73  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GRAINGER PLC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     2978262 | OU      | $7906093.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GRAINGER PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     3428269 | OU      | $9100681.66    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IG GROUP HOLDINGS PLC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      503497 | OU      | $9340898.76    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IG GROUP HOLDINGS PLC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      929604 | OU      | $17246054.79   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | IG GROUP HOLDINGS PLC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       93635 | OU      | $1737120.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | IG GROUP HOLDINGS PLC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      235485 | OU      | $4368728.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RENTOKIL INITIAL PLC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     5203880 | OU      | $-32299521.51  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RENTOKIL INITIAL PLC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     1371880 | OU      | $-8515005.64   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RENTOKIL INITIAL PLC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      519163 | OU      | $-3222348.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RENTOKIL INITIAL PLC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      956894 | OU      | $-5939264.23   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RENTOKIL INITIAL PLC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     6254758 | OU      | $-38822127.06  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RENTOKIL INITIAL PLC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       89786 | OU      | $-557285.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RENTOKIL INITIAL PLC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       98904 | OU      | $-613878.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SERICA ENERGY PLC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      105543 | OU      | $-311773.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SERICA ENERGY PLC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      639182 | OU      | $-1888137.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROCKHOPPER EXPLORATION PLC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      389610 | OU      | $379301.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROCKHOPPER EXPLORATION PLC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      116097 | OU      | $113025.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HIKMA PHARMACEUTICALS PLC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      363548 | OU      | $-7625916.85   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HIKMA PHARMACEUTICALS PLC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       35322 | OU      | $-740927.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HIKMA PHARMACEUTICALS PLC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       60503 | OU      | $-1269133.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LANCASHIRE HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      170132 | OU      | $1436822.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LONDON STOCK EXCHANGE GROUP PLC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       57425 | OU      | $6405303.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LONDON STOCK EXCHANGE GROUP PLC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      108099 | OU      | $12057585.70   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LONDON STOCK EXCHANGE GROUP PLC                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |        1116 | OU      | $124480.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LONDON STOCK EXCHANGE GROUP PLC                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |        6063 | OU      | $676279.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | QINETIQ GROUP PLC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      529734 | OU      | $3649554.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERNATIONAL PAPER CO                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      189350 | OU      | $-7586710.01   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERNATIONAL PAPER CO                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       12324 | OU      | $-493787.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNATIONAL PAPER CO                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      226036 | OU      | $-9056612.54   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JET2 PLC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      253791 | OU      | $4302364.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JET2 PLC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |         121 | OU      | $2051.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INVESTEC PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      938377 | OU      | $7806893.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPERIAN PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      265204 | OU      | $10044531.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPERIAN PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      497629 | OU      | $18847566.87   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DUNELM GROUP PLC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      443367 | OU      | $5605735.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEVERN TRENT PLC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       42864 | OU      | $-1721666.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEVERN TRENT PLC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       48477 | OU      | $-1947116.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOCHSCHILD MINING PLC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |        1823 | OU      | $-16451.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOCHSCHILD MINING PLC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      338586 | OU      | $-3055586.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WHITBREAD PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |        4800 | OU      | $-179176.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WHITBREAD PLC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      220044 | OU      | $-8213889.24   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHITBREAD PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       33667 | OU      | $-1256735.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WHITBREAD PLC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       90464 | OU      | $-3376875.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WHITBREAD PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       54226 | OU      | $-2024169.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WHITBREAD PLC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       38867 | OU      | $-1450842.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRASERS GROUP PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      319515 | OU      | $-3043685.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DRAX GROUP PLC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     1382686 | OU      | $-17046909.59  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DRAX GROUP PLC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      641127 | OU      | $-7904349.94   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DRAX GROUP PLC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       30220 | OU      | $-372577.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YOUGOV PLC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      101689 | OU      | $-333255.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | YOUGOV PLC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      203108 | OU      | $-665625.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIRIUS REAL ESTATE LIMITED LTD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     2864234 | OU      | $-3850688.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SIRIUS REAL ESTATE LIMITED LTD                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     6870097 | OU      | $-9236187.26   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      365452 | OU      | $12550285.08   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      102597 | OU      | $3523367.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     1167177 | OU      | $40082976.93   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       83239 | OU      | $2858578.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      282023 | OU      | $9685181.77    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       13037 | OU      | $447714.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       21106 | OU      | $724818.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       17244 | OU      | $592190.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       26939 | OU      | $925134.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | 3I GROUP PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |        1179 | OU      | $54162.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | 3I GROUP PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |        9474 | OU      | $435227.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | 3I GROUP PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      344394 | OU      | $-15821157.07  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | 3I GROUP PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      344394 | OU      | $-15821157.07  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | 3I GROUP PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      171510 | OU      | $-7879018.36   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | 3I GROUP PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      171510 | OU      | $-7879018.36   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONEYSUPERMARKET.COM GROUP PLC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |           1 | OU      | $2.55          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MONEYSUPERMARKET.COM GROUP PLC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |           1 | OU      | $2.55          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONY GROUP PLC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |           1 | OU      | $2.55          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MONY GROUP PLC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |           2 | OU      | $5.11          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CRANEWARE PLC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       19227 | OU      | $441995.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CRANEWARE PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       28843 | OU      | $663051.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RECKITT BENCKISER GROUP PLC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       55202 | OU      | $4601633.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CVS GROUP PLC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      178452 | OU      | $-3184426.64   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RELX PLC                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      416718 | OU      | $14773493.51   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RELX PLC                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       12226 | OU      | $-433436.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WH SMITH PLC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       24062 | OU      | $-222245.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WH SMITH PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      327987 | OU      | $-3029407.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FRESNILLO PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |        2738 | OU      | $-134837.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRESNILLO PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      300641 | OU      | $-14805535.96  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FRESNILLO PLC                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      270937 | OU      | $-13342716.05  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FRESNILLO PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |        3948 | OU      | $-194425.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITED UTILITIES GROUP PLC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       26833 | OU      | $459529.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BODYCOTE PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      266103 | OU      | $-2714530.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BODYCOTE PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       27977 | OU      | $-285394.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZIGUP PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      442144 | OU      | $2311130.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHEMRING GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      210550 | OU      | $1439394.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLENCORE PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      295876 | OU      | $-2017091.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLENCORE PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      301522 | OU      | $-2055582.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLENCORE PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      201453 | OU      | $-1373376.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LONDONMETRIC PROPERTY REIT PLC                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      331890 | OU      | $911067.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CURRYS PLC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     2147422 | OU      | $4303550.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CURRYS PLC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     1537439 | OU      | $3081111.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JUPITER FUND MANAGEMENT PLC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       52871 | OU      | $-135910.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INTERNATIONAL AIRLINES GROUP SA                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      970703 | OU      | $-5576764.16   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENTAIN PLC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      747872 | OU      | $6204515.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ENTAIN PLC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       17670 | OU      | $-146594.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENTAIN PLC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      202001 | OU      | $-1675845.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENTAIN PLC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      380608 | OU      | $-3157609.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENTAIN PLC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       94356 | OU      | $-782798.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENTAIN PLC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      277908 | OU      | $-2305587.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEGRO REIT PLC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       28780 | OU      | $-299846.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEGRO REIT PLC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      937830 | OU      | $-9770854.07   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INCHCAPE PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       21413 | OU      | $239238.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SHAFTESBURY CAPITAL PLC                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     5378833 | OU      | $10581626.46   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROLLS-ROYCE HOLDINGS PLC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      428730 | OU      | $7167068.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROLLS-ROYCE HOLDINGS PLC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     1049913 | OU      | $17551368.87   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROLLS-ROYCE HOLDINGS PLC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       24055 | OU      | $402126.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GREGGS PLC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       76786 | OU      | $-1689535.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GREGGS PLC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       37961 | OU      | $-835262.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GREGGS PLC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       38261 | OU      | $-841863.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WORKSPACE GROUP REIT PLC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       20775 | OU      | $-119253.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EASYJET PLC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      384963 | OU      | $-2518802.27   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EASYJET PLC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     2219903 | OU      | $-14524763.97  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EASYJET PLC                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       12032 | OU      | $-78725.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EASYJET PLC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      614662 | OU      | $-4021716.48   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PREMIER FOODS PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      188243 | OU      | $-486315.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PREMIER FOODS PLC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      880357 | OU      | $-2274354.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VESUVIUS                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      363209 | OU      | $-2284198.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THE SAGE GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     1349629 | OU      | $17697956.20   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THE SAGE GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     1751905 | OU      | $22973082.20   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE SAGE GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      488452 | OU      | $6405169.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SAGE GROUP PLC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      902332 | OU      | $11832460.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE SAGE GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      241120 | OU      | $3161855.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE SAGE GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      386005 | OU      | $-5061761.11   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WPP PLC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       91817 | OU      | $380877.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WPP PLC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      116304 | OU      | $482454.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WPP PLC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     4073580 | OU      | $-16898115.99  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WPP PLC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     2381346 | OU      | $-9878352.93   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COCA COLA HBC AG                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      162752 | OU      | $8839004.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCA COLA HBC AG                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       12995 | OU      | $-705753.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COCA COLA HBC AG                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |        8256 | OU      | $-448380.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PLUS500 LTD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      552790 | OU      | $31819403.33   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOLLYWOOD BOWL GROUP PLC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      392086 | OU      | $1389563.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTEGRAFIN HOLDINGS                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      471592 | OU      | $2270276.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COMPASS GROUP PLC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      764240 | OU      | $22916068.01   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMPASS GROUP PLC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     1072280 | OU      | $32152781.07   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COMPASS GROUP PLC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |        9060 | OU      | $271668.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NATIONAL GRID PLC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      250500 | OU      | $4255882.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NATIONAL GRID PLC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     1179968 | OU      | $-20047125.23  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL GRID PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     1194330 | OU      | $-20291129.14  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NATIONAL GRID PLC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      654701 | OU      | $-11123075.31  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GEORGIA CAPITAL PLC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      109712 | OU      | $5073079.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YELLOW CAKE PLC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      105707 | OU      | $-986837.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YELLOW CAKE PLC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      306558 | OU      | $-2861899.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | YELLOW CAKE PLC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      335724 | OU      | $-3134181.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GREAT PORTLAND ESTATES PLC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      280608 | OU      | $-1436047.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ABERDEEN GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     1950948 | OU      | $5825117.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AJ BELL PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      801913 | OU      | $5078294.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AJ BELL PLC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      346367 | OU      | $2193447.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SSP GROUP PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     1271163 | OU      | $3182789.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RIGHTMOVE PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      197514 | OU      | $1337052.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RIGHTMOVE PLC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       27284 | OU      | $184696.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RIGHTMOVE PLC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       35132 | OU      | $237822.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RIGHTMOVE PLC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       25298 | OU      | $-171252.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | IMI PLC                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      328419 | OU      | $12401849.53   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IMI PLC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       14834 | OU      | $560165.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PHOENIX GROUP HOLDINGS PLC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      284883 | OU      | $-2887481.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VODAFONE GROUP PLC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |    22626904 | OU      | $33323246.23   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VODAFONE GROUP PLC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    20838280 | OU      | $30689091.87   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VODAFONE GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      417944 | OU      | $-615517.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAN GROUP PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |          13 | OU      | $46.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAN GROUP PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |          24 | OU      | $86.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PETS AT HOME PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      921968 | OU      | $-2582116.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRODA INTERNATIONAL PLC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      204175 | OU      | $-7629995.56   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRODA INTERNATIONAL PLC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |         241 | OU      | $-9006.14      | -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      | $-7636796.88   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRODA INTERNATIONAL PLC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       11517 | OU      | $-430388.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRAVIS PERKINS PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       12625 | OU      | $-108070.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIRTEL AFRICA PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     2194096 | OU      | $9566323.05    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AIRTEL AFRICA PLC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       84515 | OU      | $368487.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIRTEL AFRICA PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      354503 | OU      | $1545643.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AIRTEL AFRICA PLC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      384352 | OU      | $1675786.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AIRTEL AFRICA PLC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      291602 | OU      | $1271393.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AIRTEL AFRICA PLC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      648561 | OU      | $2827745.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AIRTEL AFRICA PLC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       20038 | OU      | $-87366.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRAINLINE PLC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       40298 | OU      | $112936.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | M G PLC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      585973 | OU      | $2484083.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | M G PLC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      402117 | OU      | $1704673.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GENUIT GROUP PLC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      538806 | OU      | $-2453158.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WICKES GROUP PLC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      600494 | OU      | $1873444.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENDEAVOUR MINING                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       11565 | OU      | $658259.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENDEAVOUR MINING                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |        5242 | OU      | $298365.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DR. MARTENS PLC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     1556249 | OU      | $-1434214.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WISE PLC CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |        9674 | OU      | $-124772.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WISE PLC CLASS A                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      219956 | OU      | $-2836934.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSB GROUP PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      576102 | OU      | $-4815203.27   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TESCO PLC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       75269 | OU      | $437975.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TESCO PLC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      724679 | OU      | $4216762.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TESCO PLC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       94851 | OU      | $551919.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NATWEST GROUP PLC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     1848780 | OU      | $16851225.43   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NATWEST GROUP PLC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     4871869 | OU      | $44406020.61   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NATWEST GROUP PLC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       34863 | OU      | $317768.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NATWEST GROUP PLC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       10251 | OU      | $93435.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     1671520 | OU      | $-1870643.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     3397194 | OU      | $-3801892.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     1236937 | OU      | $-1384289.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     4934195 | OU      | $-5521991.89   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      685258 | OU      | $-766890.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      760680 | OU      | $-851297.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     1362607 | OU      | $-1524930.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      469577 | OU      | $-525516.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     3094595 | OU      | $-3463245.47   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       65844 | OU      | $-73687.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      676869 | OU      | $-757502.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      999059 | OU      | $-1118074.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     1494503 | OU      | $-1672538.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HARBOUR ENERGY PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     2131197 | OU      | $6826072.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HARBOUR ENERGY PLC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      879669 | OU      | $2817517.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TP ICAP GROUP PLC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      181485 | OU      | $633093.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TP ICAP GROUP PLC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      528159 | OU      | $1842434.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TP ICAP GROUP PLC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      347155 | OU      | $1211018.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INFORMA PLC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      235725 | OU      | $2844686.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | B M EUROPEAN VALUE RETAIL SA                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     1103301 | OU      | $-2663585.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | B M EUROPEAN VALUE RETAIL SA                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      491742 | OU      | $-1187162.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | B M EUROPEAN VALUE RETAIL SA                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      580454 | OU      | $-1401330.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | THG PLC                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     2777314 | OU      | $1416025.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AUCTION TECHNOLOGY GROUP PLC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       95670 | OU      | $-404512.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUCTION TECHNOLOGY GROUP PLC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      100141 | OU      | $-423416.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUCTION TECHNOLOGY GROUP PLC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       44954 | OU      | $-190074.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AUCTION TECHNOLOGY GROUP PLC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       26015 | OU      | $-109996.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONDI PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       11171 | OU      | $130546.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MONDI PLC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       12924 | OU      | $151032.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONDI PLC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       34135 | OU      | $398908.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONDI PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      411540 | OU      | $-4809344.51   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MONDI PLC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     1126632 | OU      | $-13166062.66  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MONDI PLC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       33745 | OU      | $-394351.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MONDI PLC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |        5993 | OU      | $-70035.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SAGA PLC                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       20799 | OU      | $-147993.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HALEON PLC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    18072792 | OU      | $-94518881.79  | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HALEON PLC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      398225 | OU      | $-2082676.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HALEON PLC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     7252736 | OU      | $-37931078.75  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CONDUIT HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       21946 | OU      | $-115477.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BALTIC CLASSIFIEDS GROUP PLC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      922778 | OU      | $2569561.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASTON MARTIN LAGONDA GLOBAL HOLDIN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      936255 | OU      | $-786686.24    | -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        |      461001 | OU      | $-387355.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASTON MARTIN LAGONDA GLOBAL HOLDIN                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       79601 | OU      | $-66884.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASTON MARTIN LAGONDA GLOBAL HOLDIN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       23639 | OU      | $-19862.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLAXOSMITHKLINE                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       19148 | OU      | $495199.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLAXOSMITHKLINE                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      237064 | OU      | $-6130868.51   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLAXOSMITHKLINE                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      979490 | OU      | $-25331237.14  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GLAXOSMITHKLINE                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      227159 | OU      | $-5874708.77   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLAXOSMITHKLINE                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      173232 | OU      | $-4480067.05   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MELROSE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      123655 | OU      | $-1063177.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QUILTER PLC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     2471110 | OU      | $6569951.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | QUILTER PLC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     6323165 | OU      | $16811428.46   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SPIRE HEALTHCARE GROUP PLCINARY                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      513755 | OU      | $-1439756.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PENNON GROUP PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     2741359 | OU      | $-20548025.68  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PENNON GROUP PLC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     2176226 | OU      | $-16312036.38  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BERKELEY GROUP HOLDINGS (THE) PLC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |         671 | OU      | $37910.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BERKELEY GROUP HOLDINGS (THE) PLC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |        1749 | OU      | $98816.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BERKELEY GROUP HOLDINGS (THE) PLC                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |        5608 | OU      | $316845.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BERKELEY GROUP HOLDINGS (THE) PLC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |        2531 | OU      | $142998.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BERKELEY GROUP HOLDINGS (THE) PLC                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      121168 | OU      | $-6845849.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BERKELEY GROUP HOLDINGS (THE) PLC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       14217 | OU      | $-803243.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHELL PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       45271 | OU      | $1740194.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHELL PLC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       46954 | OU      | $1804888.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHELL PLC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      229397 | OU      | $-8817905.14   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHELL PLC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       52543 | OU      | $-2019726.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OXFORD NANOPORE TECHNOLOGIES PLC                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      186421 | OU      | $-397551.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OXFORD NANOPORE TECHNOLOGIES PLC                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     1158933 | OU      | $-2471480.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OXFORD NANOPORE TECHNOLOGIES PLC                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      100244 | OU      | $-213775.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCHRODERS PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     1656252 | OU      | $10258379.42   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SCHRODERS PLC                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     2631317 | OU      | $16297669.78   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCHRODERS PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      676549 | OU      | $4190362.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AVIVA PLC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     1317143 | OU      | $11482653.65   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AVIVA PLC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      404953 | OU      | $3530319.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GREATLAND RESOURCES LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     1357397 | OU      | $-11701586.19  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GLOBALDATA PLC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       71227 | OU      | $-103311.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FEVERTREE DRINKS PLC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      600870 | OU      | $-7165707.35   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HAMMERSON PLC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |           1 | OU      | $4.86          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HAMMERSON PLC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |           1 | OU      | $4.86          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HAMMERSON PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      926132 | OU      | $4496989.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HAMMERSON PLC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |           2 | OU      | $9.71          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HAMMERSON PLC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |           3 | OU      | $14.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HAMMERSON REIT PLC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      137524 | OU      | $667770.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROSEBANK INDUSTRIES PLC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       52593 | OU      | $251160.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANGLO AMERICAN PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      330175 | OU      | $15309488.90   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANGLO AMERICAN PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      304599 | OU      | $14123586.01   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHAWBROOK GROUP PLC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       33052 | OU      | $211661.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMPUTACENTER PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      127356 | OU      | $5828804.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMPUTACENTER PLC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       55975 | OU      | $2561852.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ROTORK PLC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     1919435 | OU      | $9314539.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZEGONA COMMUNICATIONS PLC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       45165 | OU      | $973952.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ZEGONA COMMUNICATIONS PLC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       84705 | OU      | $1826605.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZEGONA COMMUNICATIONS PLC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       24350 | OU      | $525091.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZEGONA COMMUNICATIONS PLC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       64417 | OU      | $1389108.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AUTO TRADER GROUP PLC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      613845 | OU      | $-4524949.35   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AUTOTRADER GROUP PLC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      148694 | OU      | $-1096095.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUTOTRADER GROUP PLC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      170711 | OU      | $-1258393.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AUTOTRADER GROUP PLC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      296177 | OU      | $-2183264.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AUTO TRADER GROUP PLC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      590044 | OU      | $-4349500.63   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MAGNUM ICE CREAM CO NV/THE                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       97284 | OU      | $-1727213.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HISCOX LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |        7412 | OU      | $-150755.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HISCOX LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       35122 | OU      | $-714358.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNILEVER PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      396683 | OU      | $-26986100.12  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNILEVER PLC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      277731 | OU      | $-18893868.84  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNILEVER PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |        7070 | OU      | $-480967.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNILEVER PLC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       38184 | OU      | $-2597634.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNILEVER PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      128539 | OU      | $-8744428.98   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNILEVER PLC                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      111008 | OU      | $-7551805.85   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SPIRAX GROUP PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       24327 | OU      | $-2424048.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SPIRAX GROUP PLC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |       14126 | OU      | $-1407576.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SPIRAX GROUP PLC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       39961 | OU      | $-3981888.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SPIRAX GROUP PLC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       56078 | OU      | $-5587856.74   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPIRAX GROUP PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |         191 | OU      | $-19032.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SPIRAX GROUP PLC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |         190 | OU      | $-18932.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SPIRAX GROUP PLC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |         201 | OU      | $-20028.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SPIRAX GROUP PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |         262 | OU      | $-26106.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOMINOS PIZZA GROUP PLC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      414110 | OU      | $-1033295.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BEAZLEY PLC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       19452 | OU      | $302197.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BEAZLEY PLC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      282989 | OU      | $-4396384.46   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BEAZLEY PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       22934 | OU      | $-356291.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BEAZLEY PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |         108 | OU      | $-1677.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BEAZLEY PLC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      300094 | OU      | $-4662119.72   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRIMARY HEALTH PROPERTIES REIT PLC                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      347309 | OU      | $-492982.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GULF KEYSTONE PETROLEUM LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      673361 | OU      | $1676936.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTERNATIONAL WORKPLACE GROUP PLC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      325758 | OU      | $-1104364.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LAND SECURITIES GROUP REIT PLC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       13021 | OU      | $-116218.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LAND SECURITIES GROUP REIT PLC                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     1219596 | OU      | $-10885425.87  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LAND SECURITIES GROUP REIT PLC                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |     1737170 | OU      | $-15504999.40  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LAND SECURITIES GROUP REIT PLC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      271016 | OU      | $-2418935.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LAND SECURITIES GROUP REIT PLC                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      507770 | OU      | $-4532068.56   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIGMAROC PLC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |       13416 | OU      | $-26331.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIGMAROC PLC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      232044 | OU      | $-455431.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIGMAROC PLC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |      292180 | OU      | $-573459.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIGMAROC PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      152027 | OU      | $-298382.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SIGMAROC PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      771576 | OU      | $-1514367.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIGMAROC PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      618033 | OU      | $-1213009.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IBSTOCK PLC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     1418058 | OU      | $-2467224.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IBSTOCK PLC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | GB        |     1865644 | OU      | $-3245962.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IBSTOCK PLC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     1001262 | OU      | $-1742057.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFTCAT PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       76456 | OU      | $1497321.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FUTURE PLC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |      128595 | OU      | $952839.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JOHNSON MATTHEY PLC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |       68358 | OU      | $2210551.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASMPT LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      201600 | OU      | $2688532.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HANG LUNG PROPERTIES LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      173000 | OU      | $208754.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CLP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     1301000 | OU      | $-12297740.43  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CLP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |       63000 | OU      | $-595509.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CLP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |      596500 | OU      | $-5638433.64   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |       29500 | OU      | $-278849.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CLP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      360000 | OU      | $-3402910.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      161000 | OU      | $-1521857.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CLP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |      113500 | OU      | $-1072862.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CLP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | HK        |        1000 | OU      | $-9452.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CLP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     1252000 | OU      | $-11834566.50  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      622000 | OU      | $-5879473.13   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAFE DE CORAL HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      124000 | OU      | $74602.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HONG KONG EXCHANGES AND CLEARING L                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |       28900 | OU      | $1593288.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HONG KONG EXCHANGES AND CLEARING L                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |        5000 | OU      | $275655.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HONG KONG EXCHANGES AND CLEARING L                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |        2300 | OU      | $126801.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     2216000 | OU      | $-9798750.56   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      643000 | OU      | $-2843229.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     2961500 | OU      | $-13095216.51  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      301000 | OU      | $-1330967.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |      191000 | OU      | $-844567.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |       84000 | OU      | $-371432.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |     2951000 | OU      | $-13048787.41  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | HK        |       23500 | OU      | $-103912.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |      833000 | OU      | $-3683375.10   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      221000 | OU      | $-977221.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENDERSON LAND DEVELOPMENT LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |       32000 | OU      | $127283.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HENDERSON LAND DEVELOPMENT LTD                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      203000 | OU      | $807456.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | POWER ASSETS HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      545500 | OU      | $-4231307.08   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | POWER ASSETS HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      158500 | OU      | $-1229444.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | POWER ASSETS HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |        2000 | OU      | $-15513.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | POWER ASSETS HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |      312500 | OU      | $-2423984.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | POWER ASSETS HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      255000 | OU      | $-1977971.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     1139000 | OU      | $-3679978.49   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |       28000 | OU      | $-90464.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |      340000 | OU      | $-1098501.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |       14000 | OU      | $-45232.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      131000 | OU      | $-423245.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |      101000 | OU      | $-326319.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |       54000 | OU      | $-174467.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |      638000 | OU      | $-2061304.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      402000 | OU      | $-1298815.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     1449000 | OU      | $-4681552.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HONG KONG AND CHINA GAS LTD                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     6388000 | OU      | $-6016530.13   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HONG KONG AND CHINA GAS LTD                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     1279000 | OU      | $-1204624.61   | -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        |     4698000 | OU      | $-4424805.66   | -0.05%            |  |  |  | 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        |      397000 | OU      | $-373913.97    | -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        |     5332000 | OU      | $-5021937.79   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HONG KONG AND CHINA GAS LTD                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     1172000 | OU      | $-1103846.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GALAXY ENTERTAINMENT GROUP LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |      332000 | OU      | $1686813.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GALAXY ENTERTAINMENT GROUP LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |        1000 | OU      | $5080.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GALAXY ENTERTAINMENT GROUP LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |       25000 | OU      | $127019.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GALAXY ENTERTAINMENT GROUP LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |       19000 | OU      | $96534.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GALAXY ENTERTAINMENT GROUP LTD                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |       35000 | OU      | $177826.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KERRY PROPERTIES LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |       44500 | OU      | $135091.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KERRY PROPERTIES LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |      244500 | OU      | $742243.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOC HONG KONG HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |     1456500 | OU      | $-7669911.55   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOC HONG KONG HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      650500 | OU      | $-3425525.21   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SINO LAND LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |      736000 | OU      | $1107612.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SINO LAND LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      244000 | OU      | $367197.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SINO LAND LTD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |      522000 | OU      | $785562.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINO LAND LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      660000 | OU      | $-993239.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SINO LAND LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      652000 | OU      | $-981200.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINO LAND LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      284000 | OU      | $-427394.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUN HUNG KAI PROPERTIES LTD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |      190000 | OU      | $-3051188.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SWIRE PACIFIC LTD A                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |       18500 | OU      | $-178522.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SWIRE PACIFIC LTD A                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |      115500 | OU      | $-1114562.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWIRE PACIFIC LTD A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |       75000 | OU      | $-723741.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SWIRE PACIFIC LTD A                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |      442500 | OU      | $-4270076.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SWIRE PACIFIC LTD A                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      244500 | OU      | $-2359397.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TECHTRONIC INDUSTRIES LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |       50000 | OU      | $682574.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TECHTRONIC INDUSTRIES LTD                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | HK        |      913500 | OU      | $12470642.89   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TECHTRONIC INDUSTRIES LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |      325500 | OU      | $4443562.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TECHTRONIC INDUSTRIES LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |      950500 | OU      | $12975748.30   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TECHTRONIC INDUSTRIES LTD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |        6500 | OU      | $88734.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XINYI GLASS HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      300000 | OU      | $392013.99     | 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      | $1224383.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LINK REAL ESTATE INVESTMENT TRUST                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     1550803 | OU      | $7130221.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LINK REAL ESTATE INVESTMENT TRUST                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |     1074800 | OU      | $4941673.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINK REAL ESTATE INVESTMENT TRUST                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |       58100 | OU      | $267129.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINK REAL ESTATE INVESTMENT TRUST                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |      505800 | OU      | $2325547.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LINK REAL ESTATE INVESTMENT TRUST                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |       66700 | OU      | $306670.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LINK REAL ESTATE INVESTMENT TRUST                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      125800 | OU      | $578398.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LINK REAL ESTATE INVESTMENT TRUST                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |       84700 | OU      | $389430.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE UNITED LABORATORIES INTERNATIO                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      106000 | OU      | $161396.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | THE UNITED LABORATORIES INTERNATIO                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |      296000 | OU      | $450691.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | THE UNITED LABORATORIES INTERNATIO                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      246000 | OU      | $374561.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PRUDENTIAL PLC                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |          29 | OU      | $-479.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GUOTAI JUNAN INTERNATIONAL HOLDING                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |    11908000 | OU      | $4072628.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GUOTAI JUNAN INTERNATIONAL HOLDING                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |    20266000 | OU      | $6931129.73    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MGM CHINA HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      114400 | OU      | $182681.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PRADA                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      171900 | OU      | $881053.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PRADA                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |      399200 | OU      | $2046052.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PRADA                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |      143200 | OU      | $733954.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRADA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |       36400 | OU      | $186563.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIA GROUP LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |     4514600 | OU      | $52087076.86   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIA GROUP LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |     2468800 | OU      | $28483714.03   | 0.32%             |  |  |  | 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      | $-137873.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HKT TRUST AND HKT UNITS LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      393000 | OU      | $-588957.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAN WAH HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      398400 | OU      | $247106.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SANDS CHINA LTD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |      887200 | OU      | $1925471.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SANDS CHINA LTD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |     4752000 | OU      | $10313166.07   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTUNE REAL ESTATE INVESTMENT TRU                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |     1659000 | OU      | $1078226.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SITC INTERNATIONAL HOLDINGS LTD                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | HK        |      173000 | OU      | $646011.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SITC INTERNATIONAL HOLDINGS LTD                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |       89000 | OU      | $332341.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SITC INTERNATIONAL HOLDINGS LTD                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      410000 | OU      | $1531010.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SITC INTERNATIONAL HOLDINGS LTD                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |      154000 | OU      | $575062.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHARF REAL ESTATE INVESTMENT COMPA                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |       96000 | OU      | $333289.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IGG INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      843000 | OU      | $397617.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IGG INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |     7410000 | OU      | $3495075.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOBVISTA INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      921000 | OU      | $1756636.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MOBVISTA INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | HK        |      139000 | OU      | $265116.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HK ELECTRIC INVESTMENTS UNITS LTD                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |     1239000 | OU      | $1059448.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GOFINTECH QUANTUM INNOVATION LTD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |      486000 | OU      | $186011.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GOFINTECH QUANTUM INNOVATION LTD                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     1378000 | OU      | $527415.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WH GROUP LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |     7459500 | OU      | $8802922.33    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WH GROUP LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |    11916000 | OU      | $14062017.89   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WH GROUP LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      333500 | OU      | $393561.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WH GROUP LTD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |      445000 | OU      | $525142.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WH GROUP LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |      421500 | OU      | $497410.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WH GROUP LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |      834500 | OU      | $984789.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WH GROUP LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     2006500 | OU      | $-2367861.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CK HUTCHISON HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      991500 | OU      | $7994762.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CK HUTCHISON HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |      509000 | OU      | $4104219.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COWELL E HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |       54000 | OU      | $-209973.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MINIMAX GROUP INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |      172660 | OU      | $10454062.29   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHEUNG KONG INFRASTRUCTURE HOLDING                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      959500 | OU      | $-7880615.55   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHEUNG KONG INFRASTRUCTURE HOLDING                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |       56500 | OU      | $-464048.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHEUNG KONG INFRASTRUCTURE HOLDING                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      133500 | OU      | $-1096469.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHEUNG KONG INFRASTRUCTURE HOLDING                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      618000 | OU      | $-5075789.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CK ASSET HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |       64500 | OU      | $377849.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CK ASSET HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |       92500 | OU      | $541877.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUSTASIA GROUP RTS                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |         400 | OU      | $-20.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARYT INDUSTRIES LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |        7411 | OU      | $-147655.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AURA INVESTMENTS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |       66186 | OU      | $-466710.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANK HAPOALIM BM                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IL        |       25840 | OU      | $638801.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANK HAPOALIM BM                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IL        |       52514 | OU      | $1298221.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BEZEQ ISRAELI TELECOMMUNICATION CO                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |     7890037 | OU      | $20263065.42   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BET SHEMESH ENGINES HOLDINGS LTD                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |         581 | OU      | $-146739.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST INTERNATIONAL BANK LTD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IL        |       15491 | OU      | $1315214.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRST INTERNATIONAL BANK LTD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |        1341 | OU      | $-113853.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHIKUN AND BINUI LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |       18823 | OU      | $-109742.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STRAUSS GROUP LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |        6379 | OU      | $-240758.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STRAUSS GROUP LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |        5008 | OU      | $-189013.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | STRAUSS GROUP LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IL        |       40151 | OU      | $-1515394.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | STRAUSS GROUP LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IL        |       13003 | OU      | $-490764.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STRAUSS GROUP LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |        4349 | OU      | $-164141.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ELBIT SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |        2659 | OU      | $1880706.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ELBIT SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |        2767 | OU      | $1957094.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ELBIT SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |        1121 | OU      | $-792881.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOWER SEMICONDUCTOR LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |       22609 | OU      | $2985380.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOWER SEMICONDUCTOR LTD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IL        |       10444 | OU      | $1379066.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HAREL INSURANCE INVESTMENTS   FINA                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |       47857 | OU      | $2195124.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HAREL INSURANCE INVESTMENTS   FINA                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |        9828 | OU      | $450794.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HAREL INSURANCE INVESTMENTS   FINA                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |       16182 | OU      | $742242.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HAREL INSURANCE INVESTMENTS   FINA                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |       31809 | OU      | $1459028.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ISRAEL DISCOUNT BANK LTD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IL        |     2068246 | OU      | $24366753.01   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ICL GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |      469361 | OU      | $-2548558.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PHOENIX FINANCIAL LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |        3110 | OU      | $-150952.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PHOENIX FINANCIAL LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |        4797 | OU      | $-232835.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MIGDAL INSURANCE AND FINANCIAL HOL                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |       25831 | OU      | $-138599.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOVA LTD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |        1444 | OU      | $-704881.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MELISRON LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |         488 | OU      | $-63936.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MENORAH MIVTACHIM HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |         879 | OU      | $-112947.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MENORAH MIVTACHIM HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |        5628 | OU      | $-723170.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EL AL ISRAEL AIRLINES LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |       24098 | OU      | $-136279.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NICE LTD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |      129264 | OU      | $13672761.74   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NICE LTD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |       19959 | OU      | $-2111141.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENLIGHT RENEWABLE ENERGY LTD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |        3069 | OU      | $-173192.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENLIGHT RENEWABLE ENERGY LTD                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |       84582 | OU      | $-4773212.47   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENLIGHT RENEWABLE ENERGY LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |       28788 | OU      | $-1624592.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENLIGHT RENEWABLE ENERGY LTD                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |        6516 | OU      | $-367717.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENLIGHT RENEWABLE ENERGY LTD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |       16274 | OU      | $-918389.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ISRAEL CORPORATION LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |        5238 | OU      | $-1565583.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ISRAEL CORPORATION LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IL        |         109 | OU      | $-32578.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ISRAEL CORPORATION LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |        1975 | OU      | $-590306.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MIZRAHI TEFAHOT BANK LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |        1862 | OU      | $-145662.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MIZRAHI TEFAHOT BANK LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IL        |        8046 | OU      | $-629430.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MIZRAHI TEFAHOT BANK LTD                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IL        |       32392 | OU      | $-2533994.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MIZRAHI TEFAHOT BANK LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |       87891 | OU      | $-6875628.02   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BIG SHOPPING CENTERS  LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |         677 | OU      | $-162841.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BIG SHOPPING CENTERS  LTD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IL        |         730 | OU      | $-175589.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIG SHOPPING CENTERS  LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |        2394 | OU      | $-575838.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BIG SHOPPING CENTERS  LTD                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IL        |       13457 | OU      | $-3236867.53   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BIG SHOPPING CENTERS  LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |        7808 | OU      | $-1878090.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MEGA OR HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | IL        |        1014 | OU      | $-110338.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAMI LEVI CHAIN STORES HASHIKMA MA                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |        9011 | OU      | $1027079.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AZRIELI GROUP LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |       22917 | OU      | $-3073286.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AZRIELI GROUP LTD                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |       32789 | OU      | $-4397172.04   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OPC ENERGY LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |       61167 | OU      | $-1663945.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OPC ENERGY LTD                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |        9276 | OU      | $-252338.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OPC ENERGY LTD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IL        |        4745 | OU      | $-129079.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OPC ENERGY LTD                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |        9563 | OU      | $-260145.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OPC ENERGY LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |       73986 | OU      | $-2012665.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OPC ENERGY LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |       92623 | OU      | $-2519653.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ISRACARD LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |       25669 | OU      | $-121757.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEL AVIV STOCK EXCHANGE LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |       54012 | OU      | $2075160.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MESHEK ENERGY RENEWABLE ENERGIES L                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |       45259 | OU      | $-156665.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NAYAX LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |        9559 | OU      | $-536640.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEXT VISION STABILIZED SYSTEMS LTD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |       20789 | OU      | $1870550.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEXT VISION STABILIZED SYSTEMS LTD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IL        |        2609 | OU      | $-234752.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEXT VISION STABILIZED SYSTEMS LTD                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |        7328 | OU      | $-659358.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RP OPTICAL LAB LTD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | IL        |        3783 | OU      | $46707.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RP OPTICAL LAB LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |        1667 | OU      | $20581.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AICA KOGYO LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      443900 | OU      | $-10075890.54  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AICHI STEEL CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       91300 | OU      | $1818030.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AICHI STEEL CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       11200 | OU      | $223022.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AISIN CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       36100 | OU      | $646731.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AISIN CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       10200 | OU      | $-182733.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AJINOMOTO INC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      142900 | OU      | $3269100.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AJINOMOTO INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       12600 | OU      | $-288248.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NISHIMATSUYA CHAIN LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       35200 | OU      | $-486925.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISHIMATSUYA CHAIN LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       99000 | OU      | $-1369477.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALPS ALPINE LTD                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1123600 | OU      | $14716794.53   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMADA LTD                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      379200 | OU      | $4857798.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMADA LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      601800 | OU      | $7709448.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMADA LTD                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      222700 | OU      | $2852931.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMADA LTD                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      436100 | OU      | $5586724.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMADA LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      129500 | OU      | $1658979.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMADA LTD                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      707000 | OU      | $9057129.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMADA LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      416000 | OU      | $5329230.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMADA LTD                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      415800 | OU      | $5326668.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMADA LTD                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      683200 | OU      | $8752235.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMADA LTD                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      208100 | OU      | $2665896.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMANO CORP                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       51000 | OU      | $1294358.00    | 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      | $-460816.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FUJI MEDIA HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       85700 | OU      | $-2158031.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEON FINANCIAL SERVICES LTD                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     1088500 | OU      | $-11881734.88  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEON FINANCIAL SERVICES LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      414800 | OU      | $-4527830.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AEON FINANCIAL SERVICES LTD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      290100 | OU      | $-3166643.35   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       18500 | OU      | $-1002642.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       27100 | OU      | $-1468736.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        1300 | OU      | $-70455.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |        2700 | OU      | $-146331.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      716100 | OU      | $-38810404.21  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       15200 | OU      | $-823792.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      381200 | OU      | $-20659860.47  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       16300 | OU      | $-883409.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       15800 | OU      | $-856311.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       38900 | OU      | $-2108259.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       15000 | OU      | $-812953.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       96400 | OU      | $-5224581.72   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RESORT TRUST INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       20100 | OU      | $234216.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RESORT TRUST INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       39900 | OU      | $464937.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RESORT TRUST INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       63500 | OU      | $739938.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RESORT TRUST INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       61400 | OU      | $715467.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RESORT TRUST INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       89500 | OU      | $1042904.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AOYAMA TRADING LTD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        6800 | OU      | $-115419.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AOYAMA TRADING LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       14800 | OU      | $-251207.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOMY LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      683600 | OU      | $-12071360.27  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARCLANDS CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      173400 | OU      | $-2147080.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARIAKE JAPAN LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       17200 | OU      | $-623532.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACOM LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1055800 | OU      | $3492619.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WORKMAN LTD                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        3100 | OU      | $-127535.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASAHI GROUP HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     2033900 | OU      | $21292595.97   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ASAHI GROUP HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     2439000 | OU      | $25533527.50   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASAHI GROUP HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      111200 | OU      | $1164136.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASAHI KASEI CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1681000 | OU      | $16307393.27   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASAHI KASEI CORP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      428500 | OU      | $4156881.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASAHI KASEI CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       66200 | OU      | $642206.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADEKA CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       91900 | OU      | $-2731664.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADEKA CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       64600 | OU      | $-1920190.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AGC INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      461900 | OU      | $17043869.05   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AGC INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       51700 | OU      | $-1907703.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AGC INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       38100 | OU      | $-1405870.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AGC INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       24700 | OU      | $-911417.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASICS CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      373900 | OU      | $-9000773.82   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASICS CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       70000 | OU      | $-1685087.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASICS CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      433000 | OU      | $-10423469.01  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASICS CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       42100 | OU      | $-1013459.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASICS CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      147000 | OU      | $-3538683.47   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASICS CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       57400 | OU      | $-1381771.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUTOBACS SEVEN LTD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      207100 | OU      | $2206146.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AUTOBACS SEVEN LTD                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      310200 | OU      | $3304425.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JUSTSYSTEMS CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      269600 | OU      | $-8327076.18   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LY CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       53600 | OU      | $137238.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LY CORP                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     2777200 | OU      | $7110798.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LY CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      167200 | OU      | $428102.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LY CORP                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     3470400 | OU      | $8885681.47    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LY CORP                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     3639400 | OU      | $9318392.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RORZE CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       20400 | OU      | $-432154.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RORZE CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       37800 | OU      | $-800757.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RORZE CORP                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       19200 | OU      | $-406733.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RORZE CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        4700 | OU      | $-99565.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HARMONIC DRIVE SYSTEMS INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      150000 | OU      | $-3303920.78   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HARMONIC DRIVE SYSTEMS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       71600 | OU      | $-1577071.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TREND MICRO INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      259300 | OU      | $10171802.92   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TREND MICRO INC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      152900 | OU      | $5997950.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TREND MICRO INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       58700 | OU      | $-2302679.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TREND MICRO INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      200000 | OU      | $-7845586.52   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNIVERSAL ENTERTAINMENT CORP                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      723200 | OU      | $3647420.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRIDGESTONE CORP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       48100 | OU      | $1082935.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRIDGESTONE CORP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      107500 | OU      | $2420282.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRIDGESTONE CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      226400 | OU      | $-5097227.89   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BRIDGESTONE CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      293500 | OU      | $-6607934.57   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MUSASHI SEIMITSU INDUSTRY LTD                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       58000 | OU      | $1026466.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IDOM INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      290900 | OU      | $-2863852.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OBIC LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |         400 | OU      | $11117.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OBIC LTD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       13600 | OU      | $377997.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OBIC LTD                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       34100 | OU      | $947773.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OBIC LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       17500 | OU      | $-486394.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OBIC LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       50600 | OU      | $-1406373.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORACLE JAPAN CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       35200 | OU      | $-2381809.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ORACLE JAPAN CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       83400 | OU      | $-5643263.87   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BROTHER INDUSTRIES LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      738100 | OU      | $15048082.10   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BROTHER INDUSTRIES LTD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       15800 | OU      | $322123.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOBAYASHI PHARMACEUTICAL LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      247200 | OU      | $-8645380.20   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUNKA SHUTTER LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        8100 | OU      | $105908.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COCA-COLA BOTTLERS JAPAN HOLDINGS                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      553500 | OU      | $12346747.43   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COCA-COLA BOTTLERS JAPAN HOLDINGS                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      868100 | OU      | $19364428.98   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNITED ARROWS LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      408700 | OU      | $6363064.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | USS LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      160100 | OU      | $1768997.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CANON INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      435200 | OU      | $13246999.40   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CANON INC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       47600 | OU      | $1448890.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CANON INC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      306500 | OU      | $9329515.89    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CANON MARKETING JAPAN INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       58900 | OU      | $2569725.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CAPCOM LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     1144200 | OU      | $-29164406.57  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPCOM LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      912500 | OU      | $-23258626.98  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPCOM LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       17700 | OU      | $-451153.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPCOM LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      229100 | OU      | $-5839508.43   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HIDAY HIDAKA CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       13400 | OU      | $269290.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RELO GROUP INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        6800 | OU      | $77245.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RELO GROUP INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       15900 | OU      | $180618.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RELO GROUP INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1115900 | OU      | $-12676223.96  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COLOWIDE LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       32400 | OU      | $-369608.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COLOWIDE LTD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       37300 | OU      | $-425505.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COLOWIDE LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        5300 | OU      | $-60460.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COLOWIDE LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       24300 | OU      | $-277206.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COLOWIDE LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       21400 | OU      | $-244123.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COLOWIDE LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      423800 | OU      | $-4834566.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COLOWIDE LTD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       71400 | OU      | $-814507.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OBIC BUSINESS CONSULTANTS LTD                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        5200 | OU      | $-230349.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OBIC BUSINESS CONSULTANTS LTD                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       19200 | OU      | $-850522.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OBIC BUSINESS CONSULTANTS LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       62700 | OU      | $-2777488.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CASIO COMPUTER LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       94700 | OU      | $925881.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CASIO COMPUTER LTD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      112600 | OU      | $1100889.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTRAL JAPAN RAILWAY                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        5100 | OU      | $142280.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CENTRAL JAPAN RAILWAY                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       13500 | OU      | $376623.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTRAL JAPAN RAILWAY                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       54600 | OU      | $-1523234.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTRAL JAPAN RAILWAY                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        2700 | OU      | $-75324.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CENTRAL JAPAN RAILWAY                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       47700 | OU      | $-1330737.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CENTRAL JAPAN RAILWAY                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1122200 | OU      | $-31307210.24  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTRAL JAPAN RAILWAY                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       38300 | OU      | $-1068495.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHIBA BANK LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1010500 | OU      | $-13680871.39  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CHIBA BANK LTD                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1428900 | OU      | $-19345469.70  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       13600 | OU      | $-174954.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       17000 | OU      | $-218693.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        5800 | OU      | $-74613.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        5000 | OU      | $-64321.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       12800 | OU      | $-164663.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       16500 | OU      | $-212261.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        5400 | OU      | $-69467.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHIYODA CORPORATION CORP                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      291200 | OU      | $-2420512.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHIYODA CORPORATION CORP                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      287000 | OU      | $-2385601.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHIYODA CORPORATION CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      577000 | OU      | $-4796139.05   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHIYODA CORPORATION CORP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1457200 | OU      | $-12112536.95  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHIYODA CORPORATION CORP                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      125300 | OU      | $-1041518.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KOSE HOLDINGS CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        6900 | OU      | $246164.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHUBU ELECTRIC POWER INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      101600 | OU      | $-1476106.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHUBU ELECTRIC POWER INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       15800 | OU      | $-229551.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHUGOKU ELECTRIC POWER INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      248000 | OU      | $-1583001.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHUGOKU MARINE PAINTS LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       70400 | OU      | $-1985555.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHUGOKU MARINE PAINTS LTD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       42800 | OU      | $-1207127.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHUGOKU MARINE PAINTS LTD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       17400 | OU      | $-490748.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHUGOKU MARINE PAINTS LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        9800 | OU      | $-276398.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHUGOKU MARINE PAINTS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      187600 | OU      | $-5291054.53   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CHUGOKU MARINE PAINTS LTD                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       74200 | OU      | $-2092730.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHUGOKU MARINE PAINTS LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       84300 | OU      | $-2377590.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHUGOKU MARINE PAINTS LTD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |        4600 | OU      | $-129738.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHUGAI PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       84300 | OU      | $-4815273.76   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHUGAI PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      330500 | OU      | $-18878386.44  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CITIZEN WATCH LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      394700 | OU      | $3488439.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CITIZEN WATCH LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      699300 | OU      | $6180556.22    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BML INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      114200 | OU      | $2890044.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ICHIBANYA LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       78600 | OU      | $-455782.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ICHIBANYA LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      347400 | OU      | $-2014489.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YOSHINOYA HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      205500 | OU      | $4058556.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YOSHINOYA HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       22500 | OU      | $444367.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CYBER AGENT INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     1479200 | OU      | $13419425.97   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CYBER AGENT INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     1083000 | OU      | $9825066.47    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CYBER AGENT INC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     4598300 | OU      | $41716161.72   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RAKUTEN GROUP INC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     2709200 | OU      | $16243579.20   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAKUTEN GROUP INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      139300 | OU      | $-835202.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DOSHISHA LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        5400 | OU      | $112887.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOSHISHA LTD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        6400 | OU      | $133792.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOSHISHA LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       37500 | OU      | $783940.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DOSHISHA LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       20600 | OU      | $430644.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROUND ONE CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      166900 | OU      | $1179115.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KDDI CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      150600 | OU      | $-2542726.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KDDI CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       20300 | OU      | $-342744.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AIN HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        3100 | OU      | $-129455.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AIN HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       12000 | OU      | $-501117.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIN HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       56000 | OU      | $-2338548.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAIFUKU LTD                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      858400 | OU      | $30793542.72   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAIFUKU LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       53900 | OU      | $1933564.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAIFUKU LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      113100 | OU      | $-4057257.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIFUKU LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       44500 | OU      | $-1596356.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIHATSU INFINEARTH MFG LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        6500 | OU      | $103356.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAITO TRUST CONSTRUCTION LTD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      218300 | OU      | $4430927.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAITO TRUST CONSTRUCTION LTD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      135500 | OU      | $2750300.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAITO TRUST CONSTRUCTION LTD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      125800 | OU      | $-2553415.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAITO TRUST CONSTRUCTION LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      439000 | OU      | $-8910568.87   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAICEL CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1807100 | OU      | $-17059369.01  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAIDO STEEL LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        8300 | OU      | $-106620.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAIKIN INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      144700 | OU      | $17339455.72   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAIKIN INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       27000 | OU      | $-3235420.21   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIKIN INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |         200 | OU      | $-23966.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIKIN INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        8000 | OU      | $-958643.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DIC CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      642100 | OU      | $15715310.79   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DIC CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      136900 | OU      | $3350609.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIC CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      177700 | OU      | $4349183.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUMITOMO PHARMA LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       34000 | OU      | $-505954.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUMITOMO PHARMA LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      262100 | OU      | $-3900314.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUMITOMO PHARMA LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      237300 | OU      | $-3531265.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO PHARMA LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      480000 | OU      | $-7142887.51   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO PHARMA LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        6800 | OU      | $-101190.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAI NIPPON PRINTING LTD                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      639800 | OU      | $11479420.70   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAI NIPPON PRINTING LTD                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       19000 | OU      | $340901.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SCREEN HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       26100 | OU      | $-3323913.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SCREEN HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      146000 | OU      | $-18593537.74  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SCREEN HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      148400 | OU      | $-18899184.93  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIWA HOUSE INDUSTRY LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      196400 | OU      | $6692146.67    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAIWA HOUSE INDUSTRY LTD                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     2505200 | OU      | $85362351.53   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIWA HOUSE INDUSTRY LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      316200 | OU      | $10774219.84   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAIWABO HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      660500 | OU      | $12989280.24   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DAIWA SECURITIES GROUP INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      178600 | OU      | $1740346.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAIWA SECURITIES GROUP INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      496400 | OU      | $4837111.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DAIWA SECURITIES GROUP INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      987600 | OU      | $9623551.74    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAIICHIKOSHO LTD                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      778200 | OU      | $8414377.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DTS CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      251700 | OU      | $2050472.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DTS CORP                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      675600 | OU      | $5503770.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OTSUKA CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       83000 | OU      | $1645598.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OTSUKA CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1477400 | OU      | $29291655.69   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OTSUKA CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      284000 | OU      | $5630723.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OTSUKA CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       50300 | OU      | $997272.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI HC CAPITAL INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      409400 | OU      | $3572808.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PAN PACIFIC INTERNATIONAL HOLDINGS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     7698400 | OU      | $45578681.44   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PAN PACIFIC INTERNATIONAL HOLDINGS                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     2807800 | OU      | $16623690.86   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DISCO CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        5400 | OU      | $-2301753.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DISCO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       12400 | OU      | $-5285507.42   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NAKANISHI INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      140400 | OU      | $1968549.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CYBOZU INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       24500 | OU      | $-377853.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CYBOZU INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       31400 | OU      | $-484269.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CYBOZU INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       43300 | OU      | $-667797.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CYBOZU INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      295500 | OU      | $-4557373.03   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CYBOZU INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       75800 | OU      | $-1169031.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CYBOZU INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      117900 | OU      | $-1818322.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CYBOZU INC                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       38600 | OU      | $-595311.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOWA HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       76300 | OU      | $4519095.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOWA HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      154700 | OU      | $9162570.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAN-A LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      123400 | OU      | $2352451.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GMO INTERNET INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       19600 | OU      | $92063.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TV ASAHI HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       31700 | OU      | $-733128.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TV ASAHI HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       10900 | OU      | $-252085.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ABC MART INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       47900 | OU      | $-766505.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ABC MART INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      239500 | OU      | $-3832526.17   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DENTSU SOKEN INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       55600 | OU      | $-876426.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EAST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       11900 | OU      | $298740.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EAST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       59400 | OU      | $-1491191.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EAST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       39700 | OU      | $-996638.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EAST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      614100 | OU      | $-15416514.04  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EAST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       16300 | OU      | $-409199.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EAST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      213200 | OU      | $-5352224.06   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AND ST HD LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       92600 | OU      | $-1666484.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AND ST HD LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      227200 | OU      | $-4088824.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOEI ANIMATION LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        6700 | OU      | $111372.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOEI ANIMATION LTD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       10600 | OU      | $176201.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEIKO ELECTRONICS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       74700 | OU      | $-6126181.51   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EBARA CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1145900 | OU      | $-34691928.51  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EBARA CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       25400 | OU      | $-768980.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EBARA CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      301400 | OU      | $-9124833.97   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EBARA CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      154800 | OU      | $-4686543.79   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EIKEN CHEMICAL LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        7200 | OU      | $-111497.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EISAI LTD                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       74600 | OU      | $2079805.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SQUARE ENIX HLDG LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       32100 | OU      | $554635.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SQUARE ENIX HLDG LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       21700 | OU      | $374940.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SQUARE ENIX HLDG LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       28100 | OU      | $-485522.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SQUARE ENIX HLDG LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       45400 | OU      | $-784437.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SBI HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      407500 | OU      | $-9215209.10   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SBI HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       16900 | OU      | $-382176.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SBI HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       16000 | OU      | $-361824.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DENKA CO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      564700 | OU      | $-10869250.93  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MEC LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       36500 | OU      | $1310431.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EZAKI GLICO LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      295200 | OU      | $-10603865.59  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EZAKI GLICO LTD                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       38100 | OU      | $-1368588.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EZAKI GLICO LTD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       40200 | OU      | $-1444022.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LINTEC CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       46000 | OU      | $1419222.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FAST RETAILING LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        1900 | OU      | $-724912.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FAST RETAILING LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       21700 | OU      | $-8279262.19   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FAST RETAILING LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       43500 | OU      | $-16596677.66  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FAST RETAILING LTD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       24900 | OU      | $-9500167.21   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FAST RETAILING LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       19700 | OU      | $-7516196.55   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FAST RETAILING LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       16100 | OU      | $-6142678.40   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITSUBISHI UFJ FINANCIAL GROUP INC                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      138700 | OU      | $2511906.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITSUBISHI UFJ FINANCIAL GROUP INC                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      422000 | OU      | $7642569.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI UFJ FINANCIAL GROUP INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      150300 | OU      | $-2721986.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KURA SUSHI INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       10300 | OU      | $-226584.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KURA SUSHI INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       81800 | OU      | $-1799476.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUSO CHEMICAL LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       61600 | OU      | $-2968981.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FUSO CHEMICAL LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        2400 | OU      | $-115674.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FERROTEC HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      129500 | OU      | $-4951235.61   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FUJIMI INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       16800 | OU      | $296968.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUJI ELECTRIC LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        8600 | OU      | $612600.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJI ELECTRIC LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       52800 | OU      | $-3761081.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FUJI ELECTRIC LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       49200 | OU      | $-3504644.53   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJI ELECTRIC LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       41200 | OU      | $-2934783.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FUJI ELECTRIC LTD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       50500 | OU      | $-3597246.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUBARU CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      126100 | OU      | $-2707134.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUBARU CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      341700 | OU      | $-7335669.44   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUBARU CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1048000 | OU      | $-22498629.14  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUBARU CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      416700 | OU      | $-8945781.26   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUBARU CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      378300 | OU      | $-8121404.01   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUBARU CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       59000 | OU      | $-1266621.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUJIFILM HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        3700 | OU      | $-73908.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJIFILM HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      155200 | OU      | $-3100160.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJIFILM HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      206800 | OU      | $-4130883.71   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUJIFILM HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       22800 | OU      | $-455435.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FUJI CORP                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       74900 | OU      | $-1845299.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FUJI CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       25500 | OU      | $-628239.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJIKURA LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       40200 | OU      | $-5052614.24   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FUJIKURA LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       20500 | OU      | $-2576581.89   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJIKURA LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      129300 | OU      | $-16251318.93  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       59800 | OU      | $-963851.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       22000 | OU      | $-354594.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |         400 | OU      | $-6447.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       32300 | OU      | $-520608.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       76900 | OU      | $-1239467.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       31900 | OU      | $-514161.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       58500 | OU      | $-942898.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       18900 | OU      | $-304628.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FANUC CORP                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       50400 | OU      | $2023790.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FANUC CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       51000 | OU      | $-2047883.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FUJITSU LTD                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      259200 | OU      | $7202074.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUJITSU LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      676400 | OU      | $18794303.36   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJITSU LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       50800 | OU      | $1411517.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJITSU LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      473800 | OU      | $13164903.80   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FURUKAWA ELECTRIC LTD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        6000 | OU      | $522653.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FURUKAWA LTD                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      481700 | OU      | $14426233.29   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FURUNO ELECTRIC LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       13200 | OU      | $-609202.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SANTEC HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        2600 | OU      | $-175141.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCDONALDS HOLDINGS (JAPAN) LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      219200 | OU      | $9505275.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GLORY LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      119600 | OU      | $3115319.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GLORY LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       26700 | OU      | $695476.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLORY LTD                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       72600 | OU      | $1891071.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GODO STEEL LTD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        9200 | OU      | $-238162.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GODO STEEL LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        5000 | OU      | $-129436.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GODO STEEL LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        6200 | OU      | $-160500.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GODO STEEL LTD                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        2500 | OU      | $-64718.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GODO STEEL LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        4400 | OU      | $-113903.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GOLDWIN INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      327900 | OU      | $5472374.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA NF TOPIX ETF                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       31040 | OU      | $753506.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOMURA NF TOPIX ETF                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       45960 | OU      | $1115693.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOMURA NF TOPIX ETF                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       14780 | OU      | $358789.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOMURA NF TOPIX ETF                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       14110 | OU      | $342524.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ELECOM LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       10500 | OU      | $-112214.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOMURA RESEARCH INSTITUTE LTD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      270800 | OU      | $8237840.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NOMURA RESEARCH INSTITUTE LTD                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       95800 | OU      | $2914272.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOMURA RESEARCH INSTITUTE LTD                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       14000 | OU      | $425885.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |         191 | OU      | $177168.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |          87 | OU      | $80699.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        1708 | OU      | $-1584315.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        5267 | OU      | $-4885591.57   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        2338 | OU      | $-2168694.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |         471 | OU      | $-436892.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        7123 | OU      | $-6607189.81   | -0.07%            |  |  |  | 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      | $-394223.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       53517 | OU      | $-49641580.42  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       10872 | OU      | $-10084706.96  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN REAL ESTATE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |         321 | OU      | $258980.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GUNMA BANK LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      303700 | OU      | $3823493.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GUNZE LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      160200 | OU      | $-4656831.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GUNZE LTD                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       16500 | OU      | $-479636.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HIS LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       13300 | OU      | $110468.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HACHIJUNI NAGANO BANK LTD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       18500 | OU      | $231127.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HAMAMATSU PHOTONICS                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      685500 | OU      | $7659956.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HAMAMATSU PHOTONICS                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1426100 | OU      | $15935615.75   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HAMAMATSU PHOTONICS                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      472300 | OU      | $5277604.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HANKYU HANSHIN HOLDINGS INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        7400 | OU      | $-206630.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HANKYU HANSHIN HOLDINGS INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      345000 | OU      | $-9633447.54   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HANKYU HANSHIN HOLDINGS INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1197600 | OU      | $-33440628.32  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HANKYU HANSHIN HOLDINGS INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       37000 | OU      | $-1033152.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HANKYU HANSHIN HOLDINGS INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      289100 | OU      | $-8072549.81   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HANKYU HANSHIN HOLDINGS INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       61500 | OU      | $-1717266.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HANWA LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       27400 | OU      | $-1393403.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HANWA LTD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       19200 | OU      | $-976399.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HASEKO CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       81900 | OU      | $1678651.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HASEKO CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        5400 | OU      | $110680.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HASEKO CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       11100 | OU      | $227509.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HASEKO CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       18400 | OU      | $377133.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEIKO GROUP CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       22300 | OU      | $-1113994.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DENTSU GROUP INC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      710300 | OU      | $13788011.93   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DENTSU GROUP INC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      196400 | OU      | $3812425.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DENTSU GROUP INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      205100 | OU      | $3981305.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DENTSU GROUP INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      572800 | OU      | $11118926.13   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DENTSU GROUP INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       43700 | OU      | $848283.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DENTSU GROUP INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       16200 | OU      | $314466.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HIKARI TSUSHIN INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       83700 | OU      | $-23116368.88  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HIKARI TSUSHIN INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        6800 | OU      | $-1878032.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HIKARI TSUSHIN INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       28600 | OU      | $-7898783.15   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEIWA CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      235000 | OU      | $-3078304.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEIWA CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      265500 | OU      | $-3477829.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEIWA REAL ESTATE LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      525200 | OU      | $7685387.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEIWA REAL ESTATE LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       21900 | OU      | $320468.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEIWADO LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      227900 | OU      | $4342799.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HEIWADO LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       12300 | OU      | $234385.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEIWADO LTD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      104700 | OU      | $1995134.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RESONA HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       29400 | OU      | $-342807.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RESONA HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       29100 | OU      | $-339309.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PAL GROUP HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       36000 | OU      | $386413.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PILOT CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       82700 | OU      | $-2600142.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PILOT CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       67500 | OU      | $-2122244.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HINO MOTORS LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1689400 | OU      | $-4547375.40   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HIROSE ELECTRIC LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        5800 | OU      | $626178.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HITACHI LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      525400 | OU      | $18231436.88   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HITACHI LTD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      108800 | OU      | $3775371.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HITACHI LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1792600 | OU      | $62203414.06   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HITACHI LTD                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       94000 | OU      | $3261810.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KANADEVIA CORP                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      216500 | OU      | $1429486.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAXELL LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |        2100 | OU      | $30210.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAXELL LTD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       54800 | OU      | $788352.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HITACHI CONSTRUCTION MACHINERY LTD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       64500 | OU      | $2109084.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HITACHI CONSTRUCTION MACHINERY LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       22900 | OU      | $748806.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HITACHI CONSTRUCTION MACHINERY LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      127100 | OU      | $4156041.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MIYAZAKI BANK LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        5400 | OU      | $272187.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOKKAIDO ELECTRIC POWER INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      140600 | OU      | $954200.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUMITOMO MITSUI TRUST HOLDINGS INC                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      288200 | OU      | $9625530.18    | 0.11%             |  |  |  | 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      | $10303525.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO MITSUI TRUST GROUP INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      834200 | OU      | $27861267.44   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUMITOMO MITSUI TRUST GROUP INC                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      406500 | OU      | $13576606.58   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HONDA MOTOR LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       38200 | OU      | $-384197.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HONDA MOTOR LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        1300 | OU      | $-13074.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HONDA MOTOR LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      194100 | OU      | $-1952167.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HORIBA LTD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        2500 | OU      | $296514.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HORIBA LTD                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       54000 | OU      | $6404702.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOSIDEN CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      138700 | OU      | $2310604.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOUSE FOODS GROUP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      480100 | OU      | $-9289606.16   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AIR WATER INC                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      542800 | OU      | $8239277.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOYA CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       35600 | OU      | $-5972107.09   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOYA CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       52900 | OU      | $-8874282.72   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOYA CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      100300 | OU      | $-16825908.45  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HOYA CORP                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |        5200 | OU      | $-872330.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ITO EN LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       23200 | OU      | $428739.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IBIDEN LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       25100 | OU      | $1323139.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IBIDEN LTD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       30000 | OU      | $1581441.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IBIDEN LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       41300 | OU      | $2177118.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IBIDEN LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       33200 | OU      | $1750129.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IBIDEN LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       52800 | OU      | $-2783337.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IBIDEN LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        5800 | OU      | $-305745.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IINO KAIUN LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      798900 | OU      | $-8106425.79   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INABA DENKISANGYO LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       58800 | OU      | $979387.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INABA DENKISANGYO LTD                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       32600 | OU      | $542993.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INABA DENKISANGYO LTD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       99000 | OU      | $1648968.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IRISO ELECTRONICS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      113100 | OU      | $2442586.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INABATA LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       15700 | OU      | $397374.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ISHIHARA SANGYO LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       58100 | OU      | $1103076.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IHI CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       20500 | OU      | $-474291.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IHI CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      179500 | OU      | $-4152944.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ISUZU MOTORS LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      259000 | OU      | $4172439.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ISUZU MOTORS LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       89400 | OU      | $-1440216.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JCR PHARMACEUTICALS LTD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      252000 | OU      | $1051263.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ITOCHU CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      186200 | OU      | $-2383838.94   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ITOCHU CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       90500 | OU      | $-1158632.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ITOCHU CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      526900 | OU      | $-6745675.28   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ITOCHU CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     2022800 | OU      | $-25897042.99  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ITOCHU CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     2010000 | OU      | $-25733170.06  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ITOCHU CORP                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      682000 | OU      | $-8731354.22   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ITOCHU CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      472000 | OU      | $-6042814.06   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ITOCHU CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      274600 | OU      | $-3515586.32   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ITOKI CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        7600 | OU      | $-128184.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IZUMI LTD                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       78200 | OU      | $-1546980.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IZUMI LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      232800 | OU      | $-4605333.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IWATANI CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      448500 | OU      | $-5319654.18   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JACCS LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       46400 | OU      | $-1271903.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN AVIATION ELECTRONICS INDUSTR                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       68300 | OU      | $1067069.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       42300 | OU      | $-4466515.26   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        9400 | OU      | $-992558.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       45200 | OU      | $-4772730.26   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        3800 | OU      | $-401247.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       20700 | OU      | $-2185741.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       90800 | OU      | $-9587697.07   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        7500 | OU      | $-791935.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       95200 | OU      | $-10052299.13  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       11700 | OU      | $-1235419.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       22900 | OU      | $-2418042.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |         300 | OU      | $-31677.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JEOL LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      353900 | OU      | $-14277392.84  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JEOL LTD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       19300 | OU      | $-778620.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIPPON SHOKUBAI LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        9200 | OU      | $132505.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      121800 | OU      | $-6741951.63   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       52100 | OU      | $-2883872.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      224300 | OU      | $-12415597.29  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       15200 | OU      | $-841360.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       68300 | OU      | $-3780585.35   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       32100 | OU      | $-1776819.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JAFCO GROUP LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       19500 | OU      | $307830.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAFCO GROUP LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        6900 | OU      | $108924.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN AIRPORT TERMINAL LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      562200 | OU      | $-17604426.17  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JGC HOLDINGS CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      152200 | OU      | $2132940.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN TOBACCO INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1150600 | OU      | $41584597.56   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JAPAN TOBACCO INC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       20000 | OU      | $722833.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JAPAN TOBACCO INC                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       19100 | OU      | $690305.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN TOBACCO INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      505000 | OU      | $18251539.86   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEON LTD                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       12700 | OU      | $173705.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEON LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      503700 | OU      | $-6889405.49   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AEON LTD                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       98000 | OU      | $-1340404.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEON LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      144800 | OU      | $-1980516.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAGA ELECTRONICS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      289400 | OU      | $7267986.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAGOME LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      731900 | OU      | $-12960903.27  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KAJIMA CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      444700 | OU      | $18141872.98   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KAJIMA CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       11300 | OU      | $460992.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KAKEN PHARMACEUTICAL LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      397900 | OU      | $10458224.68   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KAMIGUMI LTD                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      583900 | OU      | $20434042.25   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KAMIGUMI LTD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        9900 | OU      | $346458.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KAMIGUMI LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        4000 | OU      | $139983.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KAMIGUMI LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       23300 | OU      | $815401.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KANAMOTO LTD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      222900 | OU      | $5376123.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KANEKA CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      136600 | OU      | $4142236.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KANEMATSU CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        8800 | OU      | $-115585.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KANSAI ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      185200 | OU      | $2954852.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KANSAI ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       71000 | OU      | $1132799.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KANSAI PAINT LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      479600 | OU      | $-7654112.62   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KAO CORP                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      457900 | OU      | $18317129.60   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KAO CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      503500 | OU      | $20141242.09   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KAO CORP                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       20300 | OU      | $812050.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ONWARD HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       48600 | OU      | $230482.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KS HOLDINGS CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      887900 | OU      | $9234066.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KAWASAKI HEAVY INDUSTRIES LTD                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        2100 | OU      | $-175300.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAWASAKI HEAVY INDUSTRIES LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        6700 | OU      | $-559290.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KAWASAKI HEAVY INDUSTRIES LTD                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      383800 | OU      | $-32038161.31  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KAWASAKI HEAVY INDUSTRIES LTD                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      226900 | OU      | $-18940747.27  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KAWASAKI HEAVY INDUSTRIES LTD                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       81400 | OU      | $-6794961.78   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KAWASAKI KISEN LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      400100 | OU      | $5781468.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KAWASAKI KISEN LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       15900 | OU      | $229755.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KYB CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       52400 | OU      | $-1488719.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYB CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      174100 | OU      | $-4946297.58   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KEIHAN HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       44300 | OU      | $-984068.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEIKYU CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       11600 | OU      | $-114008.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEISEI ELECTRIC RAILWAY LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      716800 | OU      | $-5664231.79   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KOTOBUKI SPIRITS LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       92100 | OU      | $-1069634.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOTOBUKI SPIRITS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      860700 | OU      | $-9996034.94   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KYORITSU MAINTENANCE LTD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      120800 | OU      | $2196612.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KYORITSU MAINTENANCE LTD                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      424900 | OU      | $7726329.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       14900 | OU      | $-134778.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     1710900 | OU      | $-15476054.92  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      105200 | OU      | $-951593.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |        8500 | OU      | $-76887.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     6137200 | OU      | $-55514433.49  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      149800 | OU      | $-1355025.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      891800 | OU      | $-8066833.70   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEYENCE CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        1000 | OU      | $-366860.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEYENCE CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       22300 | OU      | $-8180986.13   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KINDEN CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       28200 | OU      | $1247848.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KINDEN CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       68800 | OU      | $3044395.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINDEN CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       15600 | OU      | $-690299.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KINDEN CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        7400 | OU      | $-327449.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KINTETSU GROUP HOLDINGS LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        5500 | OU      | $114146.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KIRIN HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      236200 | OU      | $3672258.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIRIN HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      197600 | OU      | $-3072135.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KISSEI PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      131100 | OU      | $3904821.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KISSEI PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       28200 | OU      | $839938.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KISSEI PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       30900 | OU      | $920358.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | THE KIYO BANK LTD                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |        4300 | OU      | $-105013.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE KIYO BANK LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       53000 | OU      | $-1294353.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOMERI LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        4400 | OU      | $-93890.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KOMERI LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       28000 | OU      | $-597485.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KOMERI LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       15600 | OU      | $-332884.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOMATSU LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      741300 | OU      | $-28373397.57  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOMATSU LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      543200 | OU      | $-20791082.64  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KOMATSU LTD                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      167800 | OU      | $-6422576.71   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KONAMI GROUP CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       29200 | OU      | $-4263877.52   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KONAMI GROUP CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        1000 | OU      | $-146023.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONAMI GROUP CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       69600 | OU      | $-10163214.92  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONAMI GROUP CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        5700 | OU      | $-832332.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KONAMI GROUP CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       16100 | OU      | $-2350973.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONAMI GROUP CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       31400 | OU      | $-4585128.57   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KONAMI GROUP CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       24100 | OU      | $-3519159.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONICA MINOLTA INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       79300 | OU      | $-347115.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JTEKT CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     2603700 | OU      | $30744085.72   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KUBOTA CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1152400 | OU      | $17656680.04   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KUBOTA CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1487300 | OU      | $22787903.70   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KUMAGAI LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       58800 | OU      | $659919.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KUMAGAI LTD                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1185600 | OU      | $13306135.11   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KUMIAI CHEMICAL INDUSTRY LTD                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       96700 | OU      | $-439920.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KUMIAI CHEMICAL INDUSTRY LTD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      231200 | OU      | $-1051805.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KUMIAI CHEMICAL INDUSTRY LTD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      164200 | OU      | $-747000.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KUMIAI CHEMICAL INDUSTRY LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      433000 | OU      | $-1969860.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KUMIAI CHEMICAL INDUSTRY LTD                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      215600 | OU      | $-980835.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KUMIAI CHEMICAL INDUSTRY LTD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       18800 | OU      | $-85527.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        4600 | OU      | $-270238.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        3500 | OU      | $-205616.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        2200 | OU      | $-129244.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        3300 | OU      | $-193866.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        6700 | OU      | $-393608.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        3600 | OU      | $-211491.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        1100 | OU      | $-64622.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KURARAY LTD                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      169600 | OU      | $1830918.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KUREHA CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      684500 | OU      | $19439297.77   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KURIMOTO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       19700 | OU      | $218777.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KURITA WATER INDUSTRIES LTD                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       31500 | OU      | $-1575622.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KURITA WATER INDUSTRIES LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        5800 | OU      | $-290114.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KROSAKI HARIMA CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      192600 | OU      | $-5225816.26   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KROSAKI HARIMA CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       60400 | OU      | $-1638833.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KYOCERA CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      730300 | OU      | $10956548.73   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KYOCERA CORP                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1302800 | OU      | $19545654.78   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXEO GROUP INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      845900 | OU      | $14113187.12   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EXEO GROUP INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      140200 | OU      | $2339128.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KYOWA KIRIN LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        6700 | OU      | $-108768.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KYUSHU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       21100 | OU      | $-234883.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KYUSHU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       15700 | OU      | $-174770.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYUSHU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      590900 | OU      | $-6577843.65   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYUSHU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      264900 | OU      | $-2948842.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KYUSHU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       21000 | OU      | $-233770.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LASERTEC CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       59800 | OU      | $-13738295.77  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LASERTEC CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       56600 | OU      | $-13003136.13  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUN CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       19800 | OU      | $-1065100.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUN CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       79200 | OU      | $-4260403.40   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUN CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       26100 | OU      | $-1403996.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EDION CORP                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      458500 | OU      | $6276136.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOKIO MARINE HOLDINGS INC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      291700 | OU      | $10872398.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN METROPOLITAN FUND INVESTMENT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       35260 | OU      | $27752508.92   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIFE CORP                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      453200 | OU      | $7479147.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIFE CORP                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       22700 | OU      | $374617.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LION CORP                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |         100 | OU      | $1070.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LION CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      203300 | OU      | $-2176712.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORIX JREIT REIT INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |         178 | OU      | $119210.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN PRIME REALTY INVESTMENT REIT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        6370 | OU      | $-4319965.09   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DIGITAL ARTS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       17300 | OU      | $-628332.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIGITAL ARTS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       65900 | OU      | $-2393473.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JX ADVANCED METALS CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      677800 | OU      | $-10967729.47  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JX ADVANCED METALS CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      220100 | OU      | $-3561518.53   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JX ADVANCED METALS CORP                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       24900 | OU      | $-402916.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JFE HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1904300 | OU      | $-25637930.34  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JFE HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      867800 | OU      | $-11683346.09  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JFE HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      192800 | OU      | $-2595700.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NS SOLUTIONS CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      158500 | OU      | $-4187471.60   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NS SOLUTIONS CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       35100 | OU      | $-927320.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SOHGO SECURITY SERVICES LTD                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     2670400 | OU      | $20687349.51   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ICHIGO INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1973600 | OU      | $-5208208.93   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ICHIGO INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      334100 | OU      | $-881669.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MABUCHI MOTOR LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       12100 | OU      | $113666.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MAKITA CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        7600 | OU      | $264066.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAKITA CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       60200 | OU      | $-2091681.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAKITA CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       74200 | OU      | $-2578119.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAKITA CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      147200 | OU      | $-5114543.61   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAKITA CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       36100 | OU      | $-1254314.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUMITOMO MITSUI FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      659800 | OU      | $23218657.30   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKEUCHI MFG LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      272300 | OU      | $-11274305.84  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TAKEUCHI MFG LTD                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      125500 | OU      | $-5196200.45   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAKEUCHI MFG LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      107500 | OU      | $-4450928.67   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MICRONICS JAPAN LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      219400 | OU      | $-12685404.05  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      673400 | OU      | $-22321962.97  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      117400 | OU      | $-3891592.59   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      130600 | OU      | $-4329148.15   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      579200 | OU      | $-19199407.42  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      953300 | OU      | $-31600129.65  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      102100 | OU      | $-3384425.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      294300 | OU      | $-9755500.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      149500 | OU      | $-4955648.15   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARUICHI STEEL TUBE LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      102700 | OU      | $1017640.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARUICHI STEEL TUBE LTD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       38700 | OU      | $383473.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARUICHI STEEL TUBE LTD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       77000 | OU      | $762982.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARUICHI STEEL TUBE LTD                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       61600 | OU      | $610386.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MARUI GROUP LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     1403600 | OU      | $27468320.24   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARUZEN SHOWA UNYU LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        4900 | OU      | $-266566.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARUZEN SHOWA UNYU LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        3100 | OU      | $-168644.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARUZEN SHOWA UNYU LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        2300 | OU      | $-125123.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARUZEN SHOWA UNYU LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        9000 | OU      | $-489612.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MARUZEN SHOWA UNYU LTD                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        3600 | OU      | $-195845.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        1700 | OU      | $-522677.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       79100 | OU      | $-24319861.19  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |        2000 | OU      | $-614914.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        8700 | OU      | $-2674877.27   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       52300 | OU      | $-16080009.36  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        5500 | OU      | $-1691014.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        4200 | OU      | $-1291320.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       10400 | OU      | $-3197554.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PANASONIC HOLDINGS CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       34900 | OU      | $-478503.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PANASONIC HOLDINGS CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       48600 | OU      | $-666339.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MATSUYA LTD                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      226600 | OU      | $-2764554.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MATSUYA LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      121700 | OU      | $-1484758.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAX LTD                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       26300 | OU      | $-1112129.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAX LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       20700 | OU      | $-875326.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MEIDENSHA CORP                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        6200 | OU      | $242980.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MEITEC CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       46500 | OU      | $1040152.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MEITEC GROUP HOLDINGS INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      163000 | OU      | $3646126.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MILBON LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       96800 | OU      | $1590416.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO ELECTRON DEVICE LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       99200 | OU      | $-2269416.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIZUHO FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      910800 | OU      | $-39545028.66  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIZUHO FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      222000 | OU      | $-9638775.10   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MIZUHO FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       41000 | OU      | $-1780134.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TSUBURAYA FIELDS HOLDINGS INC                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       77800 | OU      | $-921761.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TSUBURAYA FIELDS HOLDINGS INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       27500 | OU      | $-325815.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TSUBURAYA FIELDS HOLDINGS INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       85500 | OU      | $-1012989.41   | -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        |       24100 | OU      | $-285532.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CREDIT SAISON LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      200800 | OU      | $5421213.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOJITZ CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1360900 | OU      | $-49625628.88  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOJITZ CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      440700 | OU      | $-16070258.39  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MISUMI GROUP INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      340300 | OU      | $-5625255.93   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MISUMI GROUP INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       95400 | OU      | $-1576989.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MISUMI GROUP INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       61400 | OU      | $-1014959.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI ESTATE CO LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       32400 | OU      | $-825743.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI ESTATE CO LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      386800 | OU      | $-9857951.51   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MITSUBISHI CORP                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      359600 | OU      | $9553251.85    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI CORP                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       74800 | OU      | $1987161.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MITSUBISHI LOGISTICS CORP                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      608700 | OU      | $5199487.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI LOGISTICS CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       11000 | OU      | $93961.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITSUBISHI LOGISTICS CORP                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       26600 | OU      | $227216.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MITSUBISHI ELECTRIC CORP                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       71300 | OU      | $2228972.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MITSUBISHI ELECTRIC CORP                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      515000 | OU      | $16099873.86   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MITSUBISHI ELECTRIC CORP                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       34400 | OU      | $1075409.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MITSUBISHI HEAVY INDUSTRIES LTD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      835600 | OU      | $24603348.35   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MITSUBISHI HEAVY INDUSTRIES LTD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      556000 | OU      | $16370825.37   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITSUBISHI HEAVY INDUSTRIES LTD                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       49700 | OU      | $1463363.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MITSUBISHI MATERIALS CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       50600 | OU      | $-1455463.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MITSUI LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      143100 | OU      | $4674366.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MITSUI LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      603300 | OU      | $19706815.16   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI KINZOKU LIMITED LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        6400 | OU      | $-835256.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI CHEMICALS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      991100 | OU      | $14481030.91   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI CHEMICALS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      517600 | OU      | $7562689.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MITSUI CHEMICALS INC                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       59400 | OU      | $867897.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI CHEMICALS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       98100 | OU      | $1433345.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MITSUI E S LTD                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       55500 | OU      | $-2466366.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITSUI E S LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        2900 | OU      | $-128873.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITSUI E S LTD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        8600 | OU      | $-382175.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MITSUI E S LTD                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       15100 | OU      | $-671029.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITSUI E S LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       17400 | OU      | $-773239.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI E S LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      200100 | OU      | $-8892251.15   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI E S LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       32200 | OU      | $-1430936.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MITSUI E S LTD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       37700 | OU      | $-1675351.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MITSUI E S LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       21900 | OU      | $-973214.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MITSUI E S LTD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |        8200 | OU      | $-364400.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI HIGH TEC INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      839500 | OU      | $-4059406.31   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITSUI OSK LINES LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       43400 | OU      | $1360370.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI OSK LINES LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      219500 | OU      | $-6880213.96   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI FUDOSAN LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     2440100 | OU      | $27980387.07   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MITSUI FUDOSAN LTD                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1534200 | OU      | $17592520.74   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITSUI FUDOSAN LTD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       26700 | OU      | $306166.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITSUI FUDOSAN LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        7900 | OU      | $90588.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MITSUI-SOKO HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        9600 | OU      | $224554.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITSUI-SOKO HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      133800 | OU      | $-3129728.29   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI-SOKO HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      154800 | OU      | $-3620941.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       72000 | OU      | $-1491711.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      131800 | OU      | $-2730661.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        2000 | OU      | $-41436.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      116800 | OU      | $-2419888.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      105100 | OU      | $-2177485.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       12400 | OU      | $-256905.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       40100 | OU      | $-830800.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |         600 | OU      | $-12430.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LEOPALACE21 CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      718900 | OU      | $3213670.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI MOTORS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       24400 | OU      | $-59983.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MITSUBISHI MOTORS CORP                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      207500 | OU      | $-510102.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI MOTORS CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      770700 | OU      | $-1894630.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITSUBISHI MOTORS CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      503200 | OU      | $-1237028.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ULVAC INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      339100 | OU      | $18207004.70   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DMG MORI LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1307600 | OU      | $23076839.79   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DMG MORI LTD                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      483400 | OU      | $8531159.65    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DMG MORI LTD                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      944200 | OU      | $16663469.05   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DMG MORI LTD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       19000 | OU      | $335316.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MORINAGA LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      186600 | OU      | $-3263412.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WACOM LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      148200 | OU      | $718182.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WACOM LTD                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      959700 | OU      | $4650740.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MOS FOOD SERVICES INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       34400 | OU      | $-937125.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOS FOOD SERVICES INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      144700 | OU      | $-3941919.03   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MOS FOOD SERVICES INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       10700 | OU      | $-291489.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MOS FOOD SERVICES INC                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       16500 | OU      | $-449493.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MURATA MANUFACTURING LTD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      154600 | OU      | $3140783.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MURATA MANUFACTURING LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1636600 | OU      | $33248428.22   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MURATA MANUFACTURING LTD                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1577200 | OU      | $32041684.58   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MURATA MANUFACTURING LTD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      152400 | OU      | $3096089.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEIKO EPSON CORP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      730100 | OU      | $9394710.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEIKO EPSON CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       27300 | OU      | $-351288.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SEIKO EPSON CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       14100 | OU      | $-181434.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOJIMA CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      299400 | OU      | $-2089112.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOJIMA CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       74800 | OU      | $-521929.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOJIMA CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      757700 | OU      | $-5286975.62   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NOJIMA CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       30000 | OU      | $-209329.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NGK INSULATORS LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      824800 | OU      | $19760538.95   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NGK INSULATORS LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       10000 | OU      | $239579.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NITERRA LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      149600 | OU      | $-6540787.57   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NITERRA LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       90500 | OU      | $-3956826.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITERRA LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      933900 | OU      | $-40831828.32  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITERRA LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       84700 | OU      | $-3703240.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NITERRA LTD                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       27100 | OU      | $-1184861.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITERRA LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      272500 | OU      | $-11914201.97  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NHK SPRING LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      280600 | OU      | $-5099537.71   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NAGASE LTD                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      311900 | OU      | $8106479.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRUSCO NAKAYAMA CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      116300 | OU      | $1838064.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NANKAI ELECTRIC RAILWAY LTD                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        5900 | OU      | $-109254.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NANTO BANK LTD                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       31400 | OU      | $1355185.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NANTO BANK LTD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |        3300 | OU      | $142424.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENESAS ELECTRONICS CORP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      502500 | OU      | $-8354290.33   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RENESAS ELECTRONICS CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      141000 | OU      | $-2344188.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENESAS ELECTRONICS CORP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      703200 | OU      | $-11691018.83  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIFCO INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       72200 | OU      | $-2247872.03   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NINTENDO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       79200 | OU      | $-4904500.14   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NINTENDO LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       38300 | OU      | $-2371746.91   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NIKKISO LTD                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       11800 | OU      | $136118.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIHON KOHDEN CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      632700 | OU      | $7014341.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPPON GAS LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       31900 | OU      | $604984.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON GAS LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      585100 | OU      | $11096435.84   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DENSO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      945800 | OU      | $13122749.74   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DENSO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      105200 | OU      | $1459624.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DENSO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      331300 | OU      | $4596708.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEC CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      407800 | OU      | $13824273.73   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEC CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       86400 | OU      | $2928929.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NEC CORP                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      461600 | OU      | $15648074.43   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NEC CORP                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      522200 | OU      | $17702392.69   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEC CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      194400 | OU      | $6590090.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NIPPON KAYAKU LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      847800 | OU      | $9852831.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOF CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        5800 | OU      | $112023.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      297000 | OU      | $-1972085.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     3533500 | OU      | $-23462507.51  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       68200 | OU      | $-452849.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     4093400 | OU      | $-27180254.21  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      160500 | OU      | $-1065723.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      159600 | OU      | $-1059747.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      302300 | OU      | $-2007277.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      174200 | OU      | $-1156691.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      214800 | OU      | $-1426276.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIHON PARKERIZING LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       12000 | OU      | $114393.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      953400 | OU      | $-28929147.34  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        7000 | OU      | $-212401.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       10100 | OU      | $-306465.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      173100 | OU      | $-5252397.11   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      210700 | OU      | $-6393299.08   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       20100 | OU      | $-609897.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIDEC CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1559700 | OU      | $22311135.89   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIDEC CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      654100 | OU      | $9356744.24    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIDEC CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       50400 | OU      | $720959.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPN CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      289300 | OU      | $4938489.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NH FOODS LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      147800 | OU      | $6710348.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NH FOODS LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      211200 | OU      | $9588806.25    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NICHIREI CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       35300 | OU      | $436117.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISSUI CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      121700 | OU      | $-1025937.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NISSHIN SEIFUN GROUP INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        8900 | OU      | $112946.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NISHIMATSU CONSTRUCTION LTD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       69100 | OU      | $2571406.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NISHIMATSU CONSTRUCTION LTD                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      244500 | OU      | $9098537.15    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NITTETSU MINING LTD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        5700 | OU      | $-132269.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISSHIN OILLIO GROUP LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       35800 | OU      | $-1307083.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NITTO BOSEKI LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        2800 | OU      | $-267214.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NITTO BOSEKI LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        5900 | OU      | $-563059.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPPON PILLAR PACKING LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       52600 | OU      | $-2196404.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIPPON PILLAR PACKING LTD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       18300 | OU      | $-764148.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON PILLAR PACKING LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      105200 | OU      | $-4392809.91   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NICHIAS CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      129600 | OU      | $-6501883.05   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NICHIAS CORP                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       71700 | OU      | $-3597106.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NTT INC                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      336800 | OU      | $338443.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NTT INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    11740800 | OU      | $11798085.86   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NTT INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    16419200 | OU      | $-16499312.77  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NSK LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     2764800 | OU      | $19227946.77   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON YAKIN KOGYO LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       27500 | OU      | $-851193.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON YAKIN KOGYO LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      179000 | OU      | $-5540496.89   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NISSAN CHEMICAL CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       65500 | OU      | $2257751.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPRO CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       35600 | OU      | $-327152.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NITTO DENKO CORP                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       53400 | OU      | $1186725.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NITTO DENKO CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      107300 | OU      | $-2384563.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NITTO DENKO CORP                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      308100 | OU      | $-6847008.07   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NITTO DENKO CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |        1800 | OU      | $-40001.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIKKON HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       14300 | OU      | $338989.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIKKON HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       29900 | OU      | $-708795.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIKKON HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       82800 | OU      | $-1962818.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIKKON HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      652600 | OU      | $-15470232.43  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIKKON HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      137300 | OU      | $-3254770.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIKON CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     1053700 | OU      | $-13262571.87  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIKON CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      612100 | OU      | $-7704299.37   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIKON CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       90000 | OU      | $-1132800.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIKON CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      651100 | OU      | $-8195179.41   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YAMAHA CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      295400 | OU      | $2147104.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMAHA CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      568400 | OU      | $4131395.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MINEBEA MITSUMI INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      174700 | OU      | $-3570332.46   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MINEBEA MITSUMI INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      881300 | OU      | $-18011070.41  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MINEBEA MITSUMI INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1004200 | OU      | $-20522769.67  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MINEBEA MITSUMI INC                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       19600 | OU      | $-400563.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOK CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        5900 | OU      | $114905.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON SEIKI LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       16200 | OU      | $262361.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NIPPON STEEL CORP                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      603100 | OU      | $2513149.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON STEEL CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       20500 | OU      | $85424.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON STEEL CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     3227400 | OU      | $-13448745.16  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIPPON STEEL CORP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      768500 | OU      | $-3202379.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NIPPON ELECTRIC GLASS LTD                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       25200 | OU      | $1095947.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NIPPON ELECTRIC GLASS LTD                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        7000 | OU      | $304429.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIPROGY INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      387700 | OU      | $12875265.28   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISSAN MOTOR LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     4139800 | OU      | $-10090198.85  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISSAN MOTOR LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1949000 | OU      | $-4750422.14   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NISSAN MOTOR LTD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      632700 | OU      | $-1542120.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISSAN MOTOR LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1595800 | OU      | $-3889545.23   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NISSHINBO HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     1525600 | OU      | $14144797.46   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     3555900 | OU      | $32224764.27   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1450200 | OU      | $13142201.17   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NOMURA HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      531700 | OU      | $4818444.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NITTO KOGYO CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       15600 | OU      | $-417340.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITTO KOGYO CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      176500 | OU      | $-4721835.91   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NITTO KOGYO CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       23400 | OU      | $-626011.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NITTO KOGYO CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |        6800 | OU      | $-181917.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HI-LEX CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        8900 | OU      | $199193.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOHMI BOSAI LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       31700 | OU      | $-778062.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOHMI BOSAI LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      108900 | OU      | $-2672903.89   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON YUSEN                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       52500 | OU      | $1725405.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON YUSEN                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      190000 | OU      | $6244323.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPPON YUSEN                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       38700 | OU      | $1271870.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ZEON JAPAN CORP                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     1604400 | OU      | $19605513.76   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON TELEVISION HOLDINGS INC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1008200 | OU      | $-24230900.27  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NITORI HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       81400 | OU      | $-1391449.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NITORI HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |         500 | OU      | $-8546.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NITORI HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1180100 | OU      | $-20172597.37  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NITORI HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      789800 | OU      | $-13500819.77  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NITORI HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       16800 | OU      | $-287178.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NITORI HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       49000 | OU      | $-837604.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOMURA LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      305900 | OU      | $2703808.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOMURA LTD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      544700 | OU      | $4814530.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIPPON CERAMIC LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       57400 | OU      | $1398903.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORIENTAL LAND LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1255600 | OU      | $-21981043.17  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ORIENTAL LAND LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1876300 | OU      | $-32847269.28  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NTN CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      611500 | OU      | $1465603.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NTN CORP                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     3470300 | OU      | $8317387.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NTN CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     2540900 | OU      | $6089862.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NTN CORP                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     2906200 | OU      | $6965389.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OSG CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       31700 | OU      | $-535306.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OSG CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       55500 | OU      | $-937208.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSG CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      571500 | OU      | $-9650717.56   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OSG CORP                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      142700 | OU      | $-2409724.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OSG CORP                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |        8100 | OU      | $-136781.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ODAKYU ELECTRIC RAILWAY LTD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      207000 | OU      | $-2217210.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      313500 | OU      | $7076736.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      354000 | OU      | $7990956.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      532100 | OU      | $12011265.15   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      434100 | OU      | $9799079.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      103100 | OU      | $2327309.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      114900 | OU      | $2593674.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      704400 | OU      | $15900648.70   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      253500 | OU      | $5722337.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      143100 | OU      | $3230242.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      443600 | OU      | $10013526.07   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      543600 | OU      | $12270858.37   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OKI ELECTRIC INDUSTRY LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      451400 | OU      | $5956229.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OKI ELECTRIC INDUSTRY LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      120600 | OU      | $1591318.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OJI HOLDINGS CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      896100 | OU      | $-5308017.73   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OKUMA CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      301700 | OU      | $-7487832.24   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OKUMURA CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       42400 | OU      | $1765805.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OKAMURA CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      109700 | OU      | $1683684.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OKAMURA CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       46100 | OU      | $707546.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OKASAN SECURITIES GROUP INC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       21100 | OU      | $-120829.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLYMPUS CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1250400 | OU      | $-14935408.54  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLYMPUS CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      215000 | OU      | $-2568068.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OMRON CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |         900 | OU      | $22963.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OMRON CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      162000 | OU      | $4133387.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OMRON CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      112900 | OU      | $2880614.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ONO PHARMACEUTICAL LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       98600 | OU      | $1468977.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ONO PHARMACEUTICAL LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1941300 | OU      | $28922161.76   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ONO PHARMACEUTICAL LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1775600 | OU      | $26453505.60   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ONO PHARMACEUTICAL LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      176200 | OU      | $2625088.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ONO PHARMACEUTICAL LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      171700 | OU      | $2558046.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ONO PHARMACEUTICAL LTD                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     2029300 | OU      | $30233216.33   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OHSHO FOOD SERVICE CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       10500 | OU      | $213792.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORIENT CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       16000 | OU      | $-113746.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORIX CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      607700 | OU      | $18519895.48   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORIX CORP                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       29900 | OU      | $911214.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OSAKA GAS LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       48200 | OU      | $-1809556.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSAKA GAS LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      158200 | OU      | $-5939248.26   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSAKA GAS LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      257700 | OU      | $-9674742.59   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OSAKA GAS LTD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       37700 | OU      | $-1415358.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSAKA GAS LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        9700 | OU      | $-364163.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OSAKA GAS LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       10600 | OU      | $-397952.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OSAKA SODA LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       92500 | OU      | $-1344349.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSAKA SODA LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      572500 | OU      | $-8320434.74   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIHEN CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       56300 | OU      | $4245063.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PARK24 LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      387300 | OU      | $-5397285.93   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PARK24 LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      263800 | OU      | $-3676230.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PARK24 LTD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      175200 | OU      | $-2441529.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKYO CENTURY CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      282600 | OU      | $3936803.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SERIA LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      131100 | OU      | $3115028.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PENTA-OCEAN CONSTRUCTION LTD                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     1664700 | OU      | $17471341.84   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOKUHOKU FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        3900 | OU      | $134038.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYU REIT INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |         669 | OU      | $-896800.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALFRESA HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      104500 | OU      | $1682959.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALFRESA HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       84100 | OU      | $1354419.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALFRESA HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      508200 | OU      | $8184496.04    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALFRESA HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      335800 | OU      | $5408016.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMSYS HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      362400 | OU      | $11322806.16   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NABTESCO CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      685700 | OU      | $18580851.90   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HAZAMA ANDO CORP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      492500 | OU      | $6368619.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HAZAMA ANDO CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1363100 | OU      | $17626528.66   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PIGEON CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       77300 | OU      | $805591.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PIGEON CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       14100 | OU      | $146944.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYU CONSTRUCTION LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      311600 | OU      | $2574821.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KAKAKU.COM INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        8300 | OU      | $-113279.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAKAKU.COM INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      223800 | OU      | $-3054459.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLOBAL ONE REAL ESTATE INVESTMENT                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        1724 | OU      | $1521103.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PRIMA MEAT PACKERS LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       14200 | OU      | $253427.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN PETROLEUM EXPLORATION LTD                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1563200 | OU      | $19245645.66   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DIP CORP                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       74400 | OU      | $-987470.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEWPIE CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      140900 | OU      | $-3946765.96   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOCALO LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       12100 | OU      | $202430.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOCALO LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        6300 | OU      | $105397.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RAITO KOGYO LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      303600 | OU      | $6865082.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RAITO KOGYO LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       33400 | OU      | $755249.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RAITO KOGYO LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       47400 | OU      | $1071821.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RENGO LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      542300 | OU      | $-4645748.44   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENGO LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1846200 | OU      | $-15815933.58  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOSEI CORPORATION CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      257700 | OU      | $2625324.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOSEI CORPORATION CORP                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      108600 | OU      | $1106364.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOSEI CORPORATION CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       27800 | OU      | $283213.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RICOH LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1199000 | OU      | $10609534.28   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RICOH LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       15600 | OU      | $-138038.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RICOH LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        8700 | OU      | $-76983.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIN NIPPON BIOMEDICAL LABORATORIE                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      477500 | OU      | $-5002040.19   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SHIN NIPPON BIOMEDICAL LABORATORIE                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        9500 | OU      | $-99517.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SHIN NIPPON BIOMEDICAL LABORATORIE                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       49200 | OU      | $-515393.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RIKEN KEIKI LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       13500 | OU      | $-288317.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RIKEN KEIKI LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       16100 | OU      | $-343845.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RIKEN KEIKI LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        2300 | OU      | $-49120.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RIKEN KEIKI LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      108800 | OU      | $-2323627.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RINNAI CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      218500 | OU      | $5738989.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RINNAI CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        4900 | OU      | $128700.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RINNAI CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        9500 | OU      | $249521.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RINNAI CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       42500 | OU      | $1116279.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN EXCHANGE GROUP INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      643100 | OU      | $-7017646.84   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN EXCHANGE GROUP INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       77100 | OU      | $-841331.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN EXCHANGE GROUP INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      211700 | OU      | $-2310116.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN EXCHANGE GROUP INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       21100 | OU      | $-230247.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN EXCHANGE GROUP INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       80000 | OU      | $-872977.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GS YUASA CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      152900 | OU      | $-3559283.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GS YUASA CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      169800 | OU      | $-3952690.69   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | T D HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      161800 | OU      | $3996295.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROHM LTD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       29400 | OU      | $514845.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROHM LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      390800 | OU      | $6843591.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROHM LTD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      143400 | OU      | $2511184.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YELLOW HAT LTD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      173300 | OU      | $1892043.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROYAL HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      181400 | OU      | $1554254.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RYOHIN KEIKAKU LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       49500 | OU      | $-987267.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RYOHIN KEIKAKU LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       23900 | OU      | $-476680.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RYOHIN KEIKAKU LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      166700 | OU      | $-3324797.59   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMC (JAPAN) CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        3300 | OU      | $-1282945.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOTETSU HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       85200 | OU      | $-1539895.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOTETSU HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      252600 | OU      | $-4565465.56   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SAKAI MOVING SERVICE LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        7000 | OU      | $132132.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SAKATA SEED CORP                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      252600 | OU      | $6644170.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAKATA INX CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      337000 | OU      | $5167940.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFTBANK GROUP CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |         900 | OU      | $24576.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFTBANK GROUP CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      746900 | OU      | $-20395887.62  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFTBANK GROUP CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      415700 | OU      | $-11351680.93  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAN IN GODO BANK LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      381700 | OU      | $3904541.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SAN IN GODO BANK LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      458900 | OU      | $4694247.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SANGETSU CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        5900 | OU      | $120445.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SANGETSU CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       64800 | OU      | $-1322862.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SANGETSU CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        2400 | OU      | $-48994.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANGETSU CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       78000 | OU      | $-1592333.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SANGETSU CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       17300 | OU      | $-353171.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SANKEN ELECTRIC LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       20500 | OU      | $-966284.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANKEN ELECTRIC LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       98700 | OU      | $-4652305.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANKYU INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        1400 | OU      | $83405.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANKYO LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       26400 | OU      | $-412962.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANRIO LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      176300 | OU      | $-5454446.98   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SANRIO LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       97400 | OU      | $-3013404.06   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SANRIO LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        8200 | OU      | $-253695.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SANTEN PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      375500 | OU      | $4224236.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANWA HOLDINGS CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        6400 | OU      | $144968.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SANWA HOLDINGS CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        5200 | OU      | $117786.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAPPORO HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      687800 | OU      | $-7342956.24   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANYO DENKI LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       81700 | OU      | $-2196716.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MEDIPAL HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       73500 | OU      | $1332140.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SECOM LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      275900 | OU      | $10107204.22   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEINO HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      408900 | OU      | $6365517.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SEINO HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       19900 | OU      | $309791.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEIREN LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       21500 | OU      | $-439992.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEIREN LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       27700 | OU      | $-566874.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEKISUI CHEMICAL LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        1500 | OU      | $26531.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEKISUI CHEMICAL LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      160400 | OU      | $2837055.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEKISUI CHEMICAL LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      136200 | OU      | $-2409021.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEKISUI CHEMICAL LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      320700 | OU      | $-5672342.93   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEKISUI CHEMICAL LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      458400 | OU      | $-8107895.23   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SEKISUI HOUSE LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      903700 | OU      | $20140578.66   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEKISUI HOUSE LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       91400 | OU      | $2037013.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEKISUI HOUSE LTD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       15900 | OU      | $354360.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SEKISUI HOUSE LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       38900 | OU      | $866956.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SENKO GROUP HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       31600 | OU      | $-393621.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SENKO GROUP HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      725500 | OU      | $-9037102.01   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SENKO GROUP HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      448400 | OU      | $-5585439.76   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHARP CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     5701500 | OU      | $26019742.72   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHIMAMURA LTD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        1700 | OU      | $113942.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | 77 BANK LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       35900 | OU      | $1971610.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | 77 BANK LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       21800 | OU      | $1197245.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | 77 BANK LTD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      244100 | OU      | $13405855.68   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHIBAURA MECHATRONICS CORP                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       13000 | OU      | $-1959857.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIBAURA MECHATRONICS CORP                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        3400 | OU      | $-512578.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIGA BANK LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       93100 | OU      | $-4761414.67   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIKOKU KASEI HOLDINGS CORP                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       45100 | OU      | $-1255839.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIMADZU CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       24400 | OU      | $-661291.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIMADZU CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       18600 | OU      | $-504099.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      187500 | OU      | $3329796.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      969400 | OU      | $17215491.38   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      795200 | OU      | $14121888.53   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |        3500 | OU      | $62156.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      675000 | OU      | $11987267.05   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      736900 | OU      | $13086543.84   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      100700 | OU      | $1788322.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      905500 | OU      | $16080696.76   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      760500 | OU      | $13505654.21   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      118200 | OU      | $2099103.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      103500 | OU      | $1838047.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       65700 | OU      | $1166760.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      200300 | OU      | $3557110.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      260100 | OU      | $4619093.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHINMAYWA INDUSTRIES LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      275000 | OU      | $3885741.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHIN ETSU CHEMICAL LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       28200 | OU      | $927344.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIN ETSU CHEMICAL LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      569100 | OU      | $-18714602.51  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIN ETSU CHEMICAL LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      517300 | OU      | $-17011182.36  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINFONIA TECHNOLOGY LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       33000 | OU      | $-2233311.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SINFONIA TECHNOLOGY LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |         600 | OU      | $-40605.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIMANO INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       63000 | OU      | $-7181210.84   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHIMANO INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       25400 | OU      | $-2895281.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIMANO INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       31000 | OU      | $-3533611.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHIMANO INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |         300 | OU      | $-34196.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NS UNITED KAIUN KAISHA LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       17600 | OU      | $-785178.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NS UNITED KAIUN KAISHA LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       20500 | OU      | $-914554.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SHISEIDO LTD                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      222200 | OU      | $3795113.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHISEIDO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      411600 | OU      | $-7030011.69   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHISEIDO LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      212000 | OU      | $-3620900.09   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HULIC LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1424400 | OU      | $16974450.17   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HULIC LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1245800 | OU      | $14846089.60   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HULIC LTD                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      269400 | OU      | $3210416.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HULIC LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       50700 | OU      | $604187.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHOCHIKU LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       31500 | OU      | $-2411850.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RESONAC HOLDINGS                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       18400 | OU      | $1068579.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RESONAC HOLDINGS                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       22600 | OU      | $1312493.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RESONAC HOLDINGS                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       73100 | OU      | $4245278.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RESONAC HOLDINGS                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       45400 | OU      | $2636602.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RESONAC HOLDINGS                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      147000 | OU      | $-8537017.88   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RESONAC HOLDINGS                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       61200 | OU      | $-3554187.03   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RESONAC HOLDINGS                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       55800 | OU      | $-3240582.30   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RESONAC HOLDINGS                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       26000 | OU      | $-1509948.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SWCC CORP                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        1000 | OU      | $-74531.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SWCC CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       25100 | OU      | $-1870731.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIN ETSU POLYMER LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        9000 | OU      | $-117563.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUNDRUG LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      163100 | OU      | $4342026.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SONY GROUP CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      566600 | OU      | $12492344.03   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SONY GROUP CORP                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     2374200 | OU      | $52346140.47   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SONY GROUP CORP                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       65700 | OU      | $1448547.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SONY GROUP CORP                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       80600 | OU      | $1777061.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SONY GROUP CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       36400 | OU      | $802543.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SONY GROUP CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       10600 | OU      | $233707.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SONY GROUP CORP                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       11700 | OU      | $257960.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SONY GROUP CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       20200 | OU      | $445367.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SONY GROUP CORP                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       84500 | OU      | $1863048.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STANLEY ELECTRIC LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       59900 | OU      | $1180042.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STARTS CORP INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       13500 | OU      | $-428288.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STARTS CORP INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       12200 | OU      | $-387045.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STARTS CORP INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       25200 | OU      | $-799471.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | STARTS CORP INC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       18600 | OU      | $-590085.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUMITOMO BAKELITE LTD                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       48400 | OU      | $1704644.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO CHEMICAL LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    18482100 | OU      | $56224826.82   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO CHEMICAL LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    11047800 | OU      | $33608769.66   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUMITOMO ELECTRIC INDUSTRIES LTD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        7200 | OU      | $315212.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUMITOMO ELECTRIC INDUSTRIES LTD                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      124000 | OU      | $5428659.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO ELECTRIC INDUSTRIES LTD                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        3300 | OU      | $144472.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUMITOMO HEAVY INDUSTRIES LTD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      419900 | OU      | $13073426.29   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO FORESTRY LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      283600 | OU      | $-3074879.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUMITOMO REALTY   DEVELOPMENT LTD                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      533700 | OU      | $14861933.50   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUMITOMO REALTY   DEVELOPMENT LTD                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       72200 | OU      | $2010551.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      365300 | OU      | $-14834501.23  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUMITOMO CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      406900 | OU      | $-16523839.44  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO WAREHOUSE LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       43300 | OU      | $-1038680.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SURUGA BANK LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      139300 | OU      | $1749602.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SURUGA BANK LTD                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       37500 | OU      | $470998.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUZUKI MOTOR CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     3321400 | OU      | $45287516.56   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUZUKI MOTOR CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      161000 | OU      | $-2195246.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUZUKI MOTOR CORP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      211300 | OU      | $-2881089.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUZUKEN LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       90500 | OU      | $3648022.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUZUKEN LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       62800 | OU      | $2531445.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUZUKEN LTD                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      183400 | OU      | $7392787.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THK LTD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      258900 | OU      | $7735232.05    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THK LTD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      299400 | OU      | $8945262.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THK LTD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      114600 | OU      | $3423938.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TDK CORP                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       28500 | OU      | $367741.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TDK CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      557400 | OU      | $7192258.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TADANO LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      203600 | OU      | $1504692.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TAIHEI DENGYO LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        5500 | OU      | $-79453.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TAIHEI DENGYO LTD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       29400 | OU      | $-424712.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAIHEI DENGYO LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       43000 | OU      | $-621178.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAIHEI DENGYO LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       33500 | OU      | $-483941.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TAIHEI DENGYO LTD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       22300 | OU      | $-322146.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TAIKISHA LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       34400 | OU      | $768463.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TAIKISHA LTD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       69100 | OU      | $1543629.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAIKISHA LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       51200 | OU      | $1143759.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAISEI CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      299700 | OU      | $29894506.53   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TAISEI CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        4400 | OU      | $438891.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TAKASAGO INTERNATIONAL CORP                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |         400 | OU      | $-3905.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TAKASAGO INTERNATIONAL CORP                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       34600 | OU      | $-337863.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKASAGO INTERNATIONAL CORP                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      130100 | OU      | $-1270406.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAKASAGO INTERNATIONAL CORP                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       20000 | OU      | $-195296.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKARA HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1163500 | OU      | $-12016932.19  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAKASHIMAYA LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       68700 | OU      | $-858713.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TAKASHIMAYA LTD                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        5900 | OU      | $-73746.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TAKEDA PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       88300 | OU      | $3005705.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKEDA PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      415800 | OU      | $14153708.93   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKEDA PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      283600 | OU      | $-9653660.06   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TAKEDA PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      125900 | OU      | $-4285598.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKEDA PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        2900 | OU      | $-98715.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ADVANTEST CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       11000 | OU      | $1819251.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANTEST CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        4600 | OU      | $-760777.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAIYO YUDEN LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      135700 | OU      | $-2869443.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKUMA LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      379500 | OU      | $6134734.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIO PAPER CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      245600 | OU      | $-1541234.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAIO PAPER CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       12000 | OU      | $-75304.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TAKARA STANDARD LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        7600 | OU      | $145119.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAMRON LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      494100 | OU      | $-3298221.91   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAMRON LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       37700 | OU      | $-251655.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TAIYO HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       42200 | OU      | $-1365882.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAIYO HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       87600 | OU      | $-2835339.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOWA CORP                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      138900 | OU      | $2680824.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TECHNO RYOWA LTD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        3100 | OU      | $-156129.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SYSMEX CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     1673200 | OU      | $15832259.71   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SYSMEX CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     5108500 | OU      | $48337974.37   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SYSMEX CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      424400 | OU      | $-4015784.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SYSMEX CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      584100 | OU      | $-5526908.26   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TERUMO CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      453100 | OU      | $5927114.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TERUMO CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     2672500 | OU      | $34959641.87   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOHO BANK LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      198600 | OU      | $773424.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TODA CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     1200400 | OU      | $10477962.39   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKAI RIKA LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      204800 | OU      | $4151003.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TBS HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       39300 | OU      | $-1523776.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TBS HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      130700 | OU      | $-5067623.49   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOAGOSEI LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      608100 | OU      | $6911977.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOA (TOKYO) CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      411000 | OU      | $8358172.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKAI TOKYO FINANCIAL HOLDINGS INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      258600 | OU      | $1238966.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOSHIBA TEC CORP                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |         600 | OU      | $10090.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOSHIBA TEC CORP                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       85400 | OU      | $1436171.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOKYO OHKA KOGYO LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       90100 | OU      | $-4252861.22   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOKYO OHKA KOGYO LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       39000 | OU      | $-1840861.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO OHKA KOGYO LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      315800 | OU      | $-14906254.99  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO OHKA KOGYO LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      262900 | OU      | $-12409292.07  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOEI LTD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       23700 | OU      | $-862731.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOEI LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       99300 | OU      | $-3614735.85   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOEI LTD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       53900 | OU      | $-1962077.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOHO (TOKYO) LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        3300 | OU      | $167963.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOHO (TOKYO) LTD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        9200 | OU      | $468263.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOHO (TOKYO) LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        4100 | OU      | $208682.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOHO (TOKYO) LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        5300 | OU      | $269760.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOHO (TOKYO) LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       22200 | OU      | $-1129939.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOHO (TOKYO) LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       95200 | OU      | $-4845505.30   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOHOKU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       47500 | OU      | $-342611.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOHOKU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      803600 | OU      | $-5796266.13   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOKYO ELECTRIC POWER HOLDINGS INC                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     5543400 | OU      | $20822723.28   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKYO ELECTRIC POWER HOLDINGS INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     1735200 | OU      | $6517947.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOKYO TATEMONO LTD                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      591700 | OU      | $13924015.69   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO TATEMONO LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       10000 | OU      | $235322.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO GAS LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       28500 | OU      | $-1264420.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO GAS LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       90300 | OU      | $-4006216.19   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOHO HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       12000 | OU      | $358464.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOENEC CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        8100 | OU      | $107305.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKYO ELECTRON LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       44900 | OU      | $11964002.03   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO ELECTRON LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      100300 | OU      | $26725821.91   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO ELECTRON LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        2500 | OU      | $666147.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOKYO STEEL MANUFACTURING LTD                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      125400 | OU      | $-1224372.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO STEEL MANUFACTURING LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      189900 | OU      | $-1854133.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOKYU CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      309500 | OU      | $-3490774.42   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYU CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        4200 | OU      | $-47370.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYU CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      827200 | OU      | $-9329785.47   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYU CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      625800 | OU      | $-7058244.38   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      199000 | OU      | $-6147060.28   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       89200 | OU      | $-2755365.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       29400 | OU      | $-908158.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      567400 | OU      | $-17526844.23  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      132000 | OU      | $-4077447.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      111800 | OU      | $-3453474.07   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      265400 | OU      | $-8198139.69   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      347800 | OU      | $-10743455.10  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      119000 | OU      | $-3675880.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      149400 | OU      | $-4614928.67   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       16400 | OU      | $-506591.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TORAY INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       65400 | OU      | $482404.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TORAY INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     1073500 | OU      | $7918360.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOTETSU KOGYO LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      156200 | OU      | $4703119.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOTO LTD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        8500 | OU      | $-267145.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOTO LTD                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       28800 | OU      | $-905152.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOKEN CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |         800 | OU      | $76878.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOKEN CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        2600 | OU      | $249853.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOWA PHARMACEUTICAL LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        8400 | OU      | $-195640.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOWA PHARMACEUTICAL LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       19100 | OU      | $-444849.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       24100 | OU      | $-1720656.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       35600 | OU      | $-2541715.91   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       67300 | OU      | $-4804985.42   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      117800 | OU      | $-8410509.39   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      414800 | OU      | $-29615274.15  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |        2300 | OU      | $-164211.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       21500 | OU      | $-1535025.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       10100 | OU      | $-721104.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      129100 | OU      | $-9217290.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOYO TIRE CORP                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        9800 | OU      | $264107.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOYO TIRE CORP                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      152700 | OU      | $4115222.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIXIL CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      488700 | OU      | $-5606232.64   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOSOH CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     1467100 | OU      | $23943964.01   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOSOH CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      161700 | OU      | $2639042.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOSOH CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     2099700 | OU      | $34268380.63   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOSOH CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       17900 | OU      | $292138.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOSOH CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      428300 | OU      | $6990116.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOYOBO LTD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      500500 | OU      | $4295228.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOYODA GOSEI LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       15800 | OU      | $429252.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOYODA GOSEI LTD                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      142300 | OU      | $3865991.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOYODA GOSEI LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      218100 | OU      | $5925317.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOYOTA TSUSHO CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       62300 | OU      | $-2268917.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOYOTA TSUSHO CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       49200 | OU      | $-1791825.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYOTA TSUSHO CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      179200 | OU      | $-6526324.54   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYOTA TSUSHO CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      535300 | OU      | $-19495209.42  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOYOTA TSUSHO CORP                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1258000 | OU      | $-45815381.01  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOYOTA TSUSHO CORP                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       80200 | OU      | $-2920821.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOYOTA TSUSHO CORP                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      493100 | OU      | $-17958318.26  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOYOTA TSUSHO CORP                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      140600 | OU      | $-5120542.58   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYOTA TSUSHO CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      340600 | OU      | $-12404386.94  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYOTA BOSHOKU CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      402600 | OU      | $-6760429.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOYOTA MOTOR CORP                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      435500 | OU      | $9870819.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYOTA MOTOR CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      311900 | OU      | $7069365.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TRANSCOSMOS INC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      158800 | OU      | $3872701.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TSUGAMI CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      170500 | OU      | $3546275.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TSUKISHIMA HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      458200 | OU      | $8803483.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TSUMURA                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       87800 | OU      | $-2320976.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UBE CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      640600 | OU      | $-11078083.18  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UCHIDA YOKO LTD                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        9000 | OU      | $120983.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNICHARM CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     3324400 | OU      | $20179254.07   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNICHARM CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     5270900 | OU      | $31994594.60   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNICHARM CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      698400 | OU      | $4239318.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNION TOOL                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        2800 | OU      | $-186483.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNION TOOL                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       63900 | OU      | $-4255826.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | USHIO INC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      616500 | OU      | $11082592.76   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WACOAL HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       55300 | OU      | $-1559225.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WACOAL HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      275100 | OU      | $-7756651.61   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WEST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      211700 | OU      | $4325970.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMADA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      459500 | OU      | $-1610892.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YAHAGI CONSTRUCTION LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        7400 | OU      | $111072.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YAKULT HONSHA LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      645900 | OU      | $10437534.99   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMAHA MOTOR LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     4351900 | OU      | $-32864236.28  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YAMAHA MOTOR LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      797900 | OU      | $-6025500.16   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMAHA MOTOR LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1695700 | OU      | $-12805414.98  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | YAMAHA MOTOR LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       32500 | OU      | $-245430.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMANASHI CHUO BANK LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       10200 | OU      | $313029.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASTELLAS PHARMA INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     1226500 | OU      | $17060474.88   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ASTELLAS PHARMA INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      162500 | OU      | $2260356.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ASTELLAS PHARMA INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      991500 | OU      | $13791651.73   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMATO KOGYO LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       10200 | OU      | $735338.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YAMATO KOGYO LTD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        3300 | OU      | $237903.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YAMATO KOGYO LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       10000 | OU      | $720920.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMATO KOGYO LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      150300 | OU      | $-10835433.97  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YAMAZAKI BAKING LTD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       68900 | OU      | $-1459816.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMAZAKI BAKING LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        6400 | OU      | $-135599.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AZBIL CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1759400 | OU      | $15397750.03   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMATO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       33400 | OU      | $436695.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YAMAZEN CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      114400 | OU      | $1055150.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | YAMAZEN CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       35600 | OU      | $328350.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YAMAZEN CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      124900 | OU      | $1151995.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YAMAZEN CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      112500 | OU      | $1037625.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YASKAWA ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      277600 | OU      | $8860788.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YASKAWA ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      311000 | OU      | $9926891.84    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YASKAWA ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       21400 | OU      | $683072.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YASKAWA ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      145800 | OU      | $4653829.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YODOKO LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       32100 | OU      | $290819.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YODOKO LTD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       54300 | OU      | $491946.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YODOKO LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       16100 | OU      | $145862.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YODOGAWA STEEL WORKS LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       76100 | OU      | $-689449.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YODOGAWA STEEL WORKS LTD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       92700 | OU      | $-839842.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YODOGAWA STEEL WORKS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      447600 | OU      | $-4055161.08   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YODOGAWA STEEL WORKS LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      175600 | OU      | $-1590898.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | YODOGAWA STEEL WORKS LTD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       27000 | OU      | $-244614.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YOKOGAWA ELECTRIC CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       40900 | OU      | $1363559.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YOKOGAWA ELECTRIC CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      105200 | OU      | $-3507247.96   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YOKOGAWA ELECTRIC CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        4300 | OU      | $-143357.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YOKOGAWA ELECTRIC CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       21300 | OU      | $-710117.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YOKOGAWA ELECTRIC CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      132200 | OU      | $-4407397.16   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YOKOGAWA ELECTRIC CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       12400 | OU      | $-413401.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YOKOHAMA RUBBER LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       40200 | OU      | $-1586705.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YOKOHAMA RUBBER LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       18400 | OU      | $-726253.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YOKOHAMA RUBBER LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      206700 | OU      | $-8158509.17   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YOKOHAMA RUBBER LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       16200 | OU      | $-639418.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | YOKOHAMA RUBBER LTD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       20300 | OU      | $-801246.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | YOKOHAMA RUBBER LTD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       37100 | OU      | $-1464347.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YOKOHAMA RUBBER LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      160800 | OU      | $-6346822.81   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZOJIRUSHI CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       18000 | OU      | $179937.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZUKEN INC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        9300 | OU      | $289951.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YONEX LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       46600 | OU      | $-982451.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YONEX LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      151200 | OU      | $-3187695.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YONEX LTD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       65700 | OU      | $-1385129.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INVINCIBLE INVESTMENT REIT CORP                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        1138 | OU      | $-481963.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INVINCIBLE INVESTMENT REIT CORP                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        2958 | OU      | $-1252766.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INVINCIBLE INVESTMENT REIT CORP                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |         942 | OU      | $-398954.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MCJ LTD                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      167800 | OU      | $1709945.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ASAHI INTECC LTD                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1126100 | OU      | $18772267.02   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHOEI LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      536100 | OU      | $-6169365.43   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MONEX GROUP INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      290300 | OU      | $-1333668.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONEX GROUP INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1107400 | OU      | $-5087509.45   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | M3 INC                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       51600 | OU      | $-636694.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | M3 INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      612200 | OU      | $-7553955.78   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | M3 INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       95300 | OU      | $-1175909.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELECTRIC POWER DEVELOPMENT LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      569300 | OU      | $-12090920.84  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEGA SAMMY HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      152900 | OU      | $-2398224.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEGA SAMMY HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |         800 | OU      | $-12547.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEGA SAMMY HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       31500 | OU      | $-494075.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COSMOS PHARMACEUTICAL CORP                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        8700 | OU      | $389727.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COSMOS PHARMACEUTICAL CORP                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       12800 | OU      | $-573392.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COSMOS PHARMACEUTICAL CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       36800 | OU      | $-1648503.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COSMOS PHARMACEUTICAL CORP                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       18600 | OU      | $-833210.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COSMOS PHARMACEUTICAL CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       20000 | OU      | $-895925.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COSMOS PHARMACEUTICAL CORP                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       17700 | OU      | $-792894.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FUYO GENERAL LEASE LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        4100 | OU      | $115299.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERNET INITIATIVE JAPAN INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      192700 | OU      | $-3113667.15   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNET INITIATIVE JAPAN INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      170500 | OU      | $-2754957.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DENA LTD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      452100 | OU      | $-7413944.68   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DENA LTD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       73400 | OU      | $-1203679.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DENA LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      805000 | OU      | $-13201118.04  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GMO PAYMENT GATEWAY INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       62400 | OU      | $-3603969.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN LOGISTICS FUND REIT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        2847 | OU      | $1859936.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEVEN   I HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      849000 | OU      | $-12158186.61  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CREATE RESTAURANTS HOLDINGS INC                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       23800 | OU      | $-113903.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAIICHI SANKYO LTD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     1239600 | OU      | $22708994.04   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAIICHI SANKYO LTD                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      287200 | OU      | $5261393.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANDAI NAMCO HOLDINGS INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       23200 | OU      | $-602010.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANDAI NAMCO HOLDINGS INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      385500 | OU      | $-10003228.10  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANDAI NAMCO HOLDINGS INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      350000 | OU      | $-9082048.86   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI CHEMICAL GROUP CORP                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      231200 | OU      | $-1526428.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI CHEMICAL GROUP CORP                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      111000 | OU      | $-732844.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI CHEMICAL GROUP CORP                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      509400 | OU      | $-3363160.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIWA OFFICE INVESTMENT REIT CORP                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |         504 | OU      | $-1200757.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUMCO CORP                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      192900 | OU      | $2013878.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUMCO CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       59100 | OU      | $617004.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMCO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      290700 | OU      | $-3034911.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UACJ CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      121200 | OU      | $-1918295.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EARTH CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       60300 | OU      | $1905317.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TORIDOLL HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      233200 | OU      | $6290561.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WEST HOLDINGS CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       45400 | OU      | $-467182.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WEST HOLDINGS CORP                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       93800 | OU      | $-965235.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WEST HOLDINGS CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      113000 | OU      | $-1162810.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEST HOLDINGS CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      595800 | OU      | $-6130993.41   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WEST HOLDINGS CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       34900 | OU      | $-359133.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAIWA HOUSE REIT CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        4980 | OU      | $-4339223.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DAIWA HOUSE REIT CORP                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |          74 | OU      | $-64478.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIWA HOUSE REIT CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        4534 | OU      | $-3950610.64   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALPEN LTD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        8000 | OU      | $112268.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOYO TANSO LTD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        9700 | OU      | $-338908.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYO TANSO LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      288300 | OU      | $-10072925.18  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOYO TANSO LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       68800 | OU      | $-2403805.94   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INPEX CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      355900 | OU      | $7973660.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INPEX CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       86000 | OU      | $1926762.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INPEX CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       12000 | OU      | $-268850.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KOBE BUSSAN LTD                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      122800 | OU      | $3001167.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOBE BUSSAN LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       14400 | OU      | $-351928.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOBE BUSSAN LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       60100 | OU      | $-1468812.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KOBE BUSSAN LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       37000 | OU      | $-904260.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KOBE BUSSAN LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      142400 | OU      | $-3480181.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAPAN HOTEL INVESTMENT REIT CORP                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        5548 | OU      | $2982869.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAPAN EXCELLENT REIT INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |          93 | OU      | $-89899.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN EXCELLENT REIT INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        1174 | OU      | $-1134856.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JINS HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      157300 | OU      | $5265443.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JINS HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      216200 | OU      | $7237055.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INFOMART CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      289800 | OU      | $-846889.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIC CAMERA INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      128600 | OU      | $-1429010.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIXI INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      235400 | OU      | $-4143850.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MIXI INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       41100 | OU      | $-723501.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAC RECRUITMENT LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      506300 | OU      | $3240002.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FURUYA METAL LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      195100 | OU      | $-5326447.10   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     3490900 | OU      | $23197866.37   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1104100 | OU      | $7337008.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1115100 | OU      | $7410106.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      894400 | OU      | $5943502.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1972300 | OU      | $13106405.75   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       46200 | OU      | $307010.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       94600 | OU      | $628639.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       87200 | OU      | $579464.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       56000 | OU      | $372133.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YAMAGUCHI FINANCIAL GROUP INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      358100 | OU      | $5704149.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | YAMAGUCHI FINANCIAL GROUP INC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      459800 | OU      | $7324121.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIHON M A CENTER HOLDINGS INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     4412600 | OU      | $-20265549.63  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IDEMITSU KOSAN LTD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     4098800 | OU      | $34779383.43   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IDEMITSU KOSAN LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1024100 | OU      | $8689754.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IDEMITSU KOSAN LTD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      133400 | OU      | $-1131933.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AOZORA BANK LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      702800 | OU      | $-11386119.38  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AOZORA BANK LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       24000 | OU      | $-388825.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AOZORA BANK LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      129200 | OU      | $-2093179.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MORI HILLS INVESTMENT REIT CORP                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        9499 | OU      | $-8912217.63   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONOTARO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      509900 | OU      | $-6878013.15   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONOTARO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      497600 | OU      | $-6712099.12   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MONOTARO LTD                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       69000 | OU      | $-930737.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MONOTARO LTD                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       46800 | OU      | $-631282.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MONOTARO LTD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       19900 | OU      | $-268430.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONOTARO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      154100 | OU      | $-2078646.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONOTARO LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      203600 | OU      | $-2746349.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DUSKIN LTD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       25700 | OU      | $705888.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DUSKIN LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       57800 | OU      | $1587562.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DUSKIN LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       24400 | OU      | $670182.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EGUARANTEE INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      109600 | OU      | $-1242273.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EGUARANTEE INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       70200 | OU      | $-795689.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EGUARANTEE INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      180500 | OU      | $-2045897.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EGUARANTEE INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       54500 | OU      | $-617736.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUKUOKA FINANCIAL GROUP INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      726600 | OU      | $26421959.02   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKY PERFECT JSAT HOLDINGS INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       29200 | OU      | $-422082.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SKY PERFECT JSAT HOLDINGS INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      114200 | OU      | $-1650745.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OPEN UP GROUP INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      193400 | OU      | $2324939.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRI CHEMICAL LABORATORIES INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      772500 | OU      | $-16558759.13  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | J.FRONT RETAILING LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        2000 | OU      | $-29198.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | J.FRONT RETAILING LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       58300 | OU      | $-851127.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | J.FRONT RETAILING LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      749400 | OU      | $-10940566.17  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | J.FRONT RETAILING LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      117400 | OU      | $-1713934.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | J.FRONT RETAILING LTD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      208300 | OU      | $-3040992.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | J.FRONT RETAILING LTD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      278300 | OU      | $-4062929.76   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | J.FRONT RETAILING LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       95000 | OU      | $-1386914.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | J.FRONT RETAILING LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      210800 | OU      | $-3077490.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | J.FRONT RETAILING LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       88900 | OU      | $-1297860.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOMURA MICRO SCIENCE LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |         900 | OU      | $-20337.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOMURA MICRO SCIENCE LTD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       22000 | OU      | $-497149.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOMURA MICRO SCIENCE LTD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       12400 | OU      | $-280211.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA MICRO SCIENCE LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      124700 | OU      | $-2817933.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NOMURA MICRO SCIENCE LTD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       17200 | OU      | $-388680.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATSUKIYOKARA                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      708500 | OU      | $-11344423.62  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATSUKIYOKARA                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      143200 | OU      | $-2292902.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATSUKIYOKARA                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      462300 | OU      | $-7402296.46   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MATSUKIYOKARA                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       58500 | OU      | $-936695.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOUTOR NICHIRES HOLDINGS LTD                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       84800 | OU      | $1545205.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOUTOR NICHIRES HOLDINGS LTD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      117700 | OU      | $2144701.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DOUTOR NICHIRES HOLDINGS LTD                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      178700 | OU      | $3256229.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SONY FINANCIAL GROUP INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     7291800 | OU      | $-7326666.45   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SONY FINANCIAL GROUP INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     6585700 | OU      | $-6617190.17   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PASONA GROUP INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       17100 | OU      | $-220227.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZOZO INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      496300 | OU      | $-4099166.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZOZO INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       68000 | OU      | $-561642.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZOZO INC                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      567900 | OU      | $-4690543.56   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHO-BOND HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       92900 | OU      | $833939.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEVEN BANK LTD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      343700 | OU      | $-661598.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEVEN BANK LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1173800 | OU      | $-2259481.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMS LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      166000 | OU      | $-1756716.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ISETAN MITSUKOSHI HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      961000 | OU      | $-15422675.04  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ISETAN MITSUKOSHI HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       21200 | OU      | $-340229.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ISETAN MITSUKOSHI HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       34700 | OU      | $-556885.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TIS INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        2100 | OU      | $61106.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TIS INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       36300 | OU      | $-1056275.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TIS INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      298300 | OU      | $-8680085.04   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TIS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       64400 | OU      | $-1873943.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TIS INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      344900 | OU      | $-10036075.52  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TIS INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       81300 | OU      | $-2365708.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TIS INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      188000 | OU      | $-5470519.57   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MS AD INSURANCE GROUP HOLDINGS INC                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      153900 | OU      | $3920996.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MS AD INSURANCE GROUP HOLDINGS INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      592900 | OU      | $-15105646.02  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JVCKENWOOD CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       32200 | OU      | $-261718.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JVCKENWOOD CORP                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       52900 | OU      | $-429965.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JVCKENWOOD CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      124700 | OU      | $-1013548.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JVCKENWOOD CORP                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       39700 | OU      | $-322677.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PERSOL HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    16618300 | OU      | $29105595.15   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YAMABIKO CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        6300 | OU      | $-131153.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOSHIZAKI CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       48500 | OU      | $1598806.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOKAI HOLDINGS CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      787100 | OU      | $5847895.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CALBEE INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      813900 | OU      | $-15924797.44  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CREATE SD HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       97300 | OU      | $2043794.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CREATE SD HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      152400 | OU      | $3201174.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOEVIR HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        7800 | OU      | $235508.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JAPAN MATERIAL LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       88500 | OU      | $1026302.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LIFENET INSURANCE                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       22300 | OU      | $-289188.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LIFENET INSURANCE                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      106300 | OU      | $-1378506.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIFENET INSURANCE                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        8700 | OU      | $-112822.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIFENET INSURANCE                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      102200 | OU      | $-1325337.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LIFENET INSURANCE                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       27000 | OU      | $-350137.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON LIGHT METAL HOLDINGS LTD                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       72200 | OU      | $1273761.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FINANCIAL PRODUCTS GROUP LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      732300 | OU      | $9620551.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OTSUKA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      158700 | OU      | $9501111.30    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OTSUKA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      449200 | OU      | $26892874.59   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TSI HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      865200 | OU      | $5901563.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | POLA ORBIS HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       84300 | OU      | $-737463.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | POLA ORBIS HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       34000 | OU      | $-297435.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | POLA ORBIS HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       60300 | OU      | $-527509.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POLA ORBIS HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       64200 | OU      | $-561627.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PARAMOUNT BED HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        4200 | OU      | $-95340.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PARAMOUNT BED HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      115800 | OU      | $-2628671.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PARAMOUNT BED HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       40555 | OU      | $-920602.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAI-ICHI LIFE HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1933400 | OU      | $17002595.53   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAI-ICHI LIFE HOLDINGS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       16400 | OU      | $-144223.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MEIJI HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       22000 | OU      | $515029.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARE HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       44700 | OU      | $1047907.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KOEI TECMO HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      133500 | OU      | $1480796.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PALTAC CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       73800 | OU      | $2309506.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENEOS HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     7700500 | OU      | $65083953.52   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENEOS HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    12038000 | OU      | $101744124.70  | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOMPO HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |         400 | OU      | $13793.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOMPO HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       16500 | OU      | $568994.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOMPO HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       45200 | OU      | $-1558699.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANCE RESIDENCE INVESTMENT REIT                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        2139 | OU      | $-2321438.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXON LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       73900 | OU      | $-1767998.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXON LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       93100 | OU      | $-2227342.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIRAIT ONE CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      582900 | OU      | $13987185.99   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAMA HOME LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       15300 | OU      | $367543.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TAMA HOME LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        4600 | OU      | $110503.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIPPON PAPER INDUSTRIES LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      116900 | OU      | $887675.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAPAN AIRLINES LTD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      138300 | OU      | $2613207.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAPAN AIRLINES LTD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      123900 | OU      | $2341116.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN AIRLINES LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      249000 | OU      | $-4704906.44   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN AIRLINES LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       65000 | OU      | $-1228188.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ACTIVIA PROPERTIES REIT INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        6276 | OU      | $5861366.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COMFORIA RESIDENTIAL REIT INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |         570 | OU      | $-411679.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMFORIA RESIDENTIAL REIT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        2112 | OU      | $-1525381.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLP J-REIT REIT                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |         570 | OU      | $-523739.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZENKOKU HOSHO LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        4200 | OU      | $83502.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KONOIKE TRANSPORT LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        5500 | OU      | $118376.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUNTORY BEVERAGE   FOOD LTD                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      146400 | OU      | $-4637810.61   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUNTORY BEVERAGE   FOOD LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      500600 | OU      | $-15858524.52  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUNTORY BEVERAGE   FOOD LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      252300 | OU      | $-7992620.33   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUNTORY BEVERAGE   FOOD LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       80400 | OU      | $-2546994.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUNTORY BEVERAGE   FOOD LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      182500 | OU      | $-5781423.74   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXTAGE LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      230400 | OU      | $-4881070.97   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INSOURCE LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |        8200 | OU      | $-38464.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INSOURCE LTD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      257500 | OU      | $-1207887.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INSOURCE LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        7300 | OU      | $-34243.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INSOURCE LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      253400 | OU      | $-1188654.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KYUSHU RAILWAY                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       29500 | OU      | $-752177.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYUSHU RAILWAY                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       90900 | OU      | $-2317726.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OPEN HOUSE GROUP LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       16800 | OU      | $-988541.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OPEN HOUSE GROUP LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       31900 | OU      | $-1877051.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHANGE HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      161300 | OU      | $-1097198.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHANGE HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      667200 | OU      | $-4538443.39   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHANGE HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      318400 | OU      | $-2165827.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISHI-NIPPON FINANCIAL HOLDINGS IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      415500 | OU      | $10063843.27   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONEY FORWARD INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      592900 | OU      | $-14964928.72  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STRIKE LTD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       26700 | OU      | $-727720.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STRIKE LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       61900 | OU      | $-1687111.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STRIKE LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       32900 | OU      | $-896703.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RENOVA INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       20600 | OU      | $-92121.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RENOVA INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       83500 | OU      | $-373406.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENOVA INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      474100 | OU      | $-2120141.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RAKUS LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       65900 | OU      | $-375058.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAKUS LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      752800 | OU      | $-4284428.84   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOKYU FUDOSAN HOLDINGS CORP                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1850800 | OU      | $17137503.73   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN ELEVATOR SERVICE HOLDINGS LT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      117800 | OU      | $-1240324.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PKSHA TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       13000 | OU      | $-265418.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PKSHA TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       52000 | OU      | $-1061674.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PKSHA TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      232400 | OU      | $-4744866.09   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PKSHA TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      110700 | OU      | $-2260140.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FOOD   LIFE COMPANIES LTD                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      109700 | OU      | $5992906.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FOOD   LIFE COMPANIES LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      164800 | OU      | $-9003017.16   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FOOD   LIFE COMPANIES LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       11000 | OU      | $-600929.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FOOD   LIFE COMPANIES LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        1800 | OU      | $-98333.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENKY DRUGSTORES LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       17300 | OU      | $-471177.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENKY DRUGSTORES LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       42400 | OU      | $-1154794.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GENKY DRUGSTORES LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        6800 | OU      | $-185202.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GENKY DRUGSTORES LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       11000 | OU      | $-299592.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOFTBANK CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |    10653400 | OU      | $14480729.50   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFTBANK CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     3299500 | OU      | $4484874.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFTBANK CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    13712200 | OU      | $18638430.83   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IIDA GROUP HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       19700 | OU      | $-325359.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      281800 | OU      | $-2713117.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     2513600 | OU      | $-24200465.24  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       34400 | OU      | $-331196.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       41600 | OU      | $-400516.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |     3944400 | OU      | $-37975936.93  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       56300 | OU      | $-542045.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      125400 | OU      | $-1207327.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      291300 | OU      | $-2804581.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      130300 | OU      | $-1254503.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      132200 | OU      | $-1272796.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEON REIT INVESTMENT REIT CORP                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        5574 | OU      | $-4824287.06   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEON REIT INVESTMENT REIT CORP                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        2642 | OU      | $-2286646.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | M A CAPITAL PARTNERS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       22600 | OU      | $-460335.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | M&A CAPITAL PARTNERS LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        6200 | OU      | $-126286.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DAISHI HOKUETSU FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       20100 | OU      | $239634.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MERCARI INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       15400 | OU      | $-341760.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MERCARI INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        1800 | OU      | $-39946.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MERCARI INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       70700 | OU      | $-1568993.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERCARI INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       65700 | OU      | $-1458032.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MERCARI INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |     1039100 | OU      | $-23059986.33  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MERCARI INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      802400 | OU      | $-17807076.34  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GIFT HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        4700 | OU      | $-111543.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIGMAXYZ HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      441300 | OU      | $2229608.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEBUKI FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1556000 | OU      | $-11738767.96  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEBUKI FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      766000 | OU      | $-5778853.64   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MEBUKI FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      152100 | OU      | $-1147472.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | K O ENERGY GROUP INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        4700 | OU      | $-128990.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SANSAN INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       90400 | OU      | $-873593.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANSAN INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      114700 | OU      | $-1108420.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JMDC INC                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       36200 | OU      | $-795354.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JMDC INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       48900 | OU      | $-1074388.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JMDC INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      627600 | OU      | $-13789078.27  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEDLEY INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      706400 | OU      | $-10908537.55  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FREEE KK                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        6500 | OU      | $-114240.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FREEE KK                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      189600 | OU      | $-3332311.32   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AZ-COM MARUWA HOLDINGS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      480700 | OU      | $-3085392.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AZ-COM MARUWA HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       19600 | OU      | $-125803.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JOYFUL HONDA LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      133800 | OU      | $1840447.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JOYFUL HONDA LTD                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       22500 | OU      | $309492.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       11200 | OU      | $296757.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       36400 | OU      | $-964460.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      128400 | OU      | $-3402109.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       23700 | OU      | $-627959.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      619900 | OU      | $-16424981.61  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      547400 | OU      | $-14504008.61  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       13000 | OU      | $-344450.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON REIT INVESTMENT REIT CORP                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |         309 | OU      | $191949.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NIPPON REIT INVESTMENT REIT CORP                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        6440 | OU      | $4000495.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DAIEI KANKYO LTD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        2000 | OU      | $-52750.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIEI KANKYO LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      313900 | OU      | $-8279224.21   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JUROKU FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       56000 | OU      | $2977797.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JUROKU FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |        3600 | OU      | $191429.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INFRONEER HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1069400 | OU      | $16017032.78   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAWAI GROUP HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      197000 | OU      | $3021734.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIOXIA HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       46500 | OU      | $-6360561.09   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KIOXIA HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       20600 | OU      | $-2817796.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIOXIA HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       20600 | OU      | $-2817796.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIOXIA HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       18100 | OU      | $-2475831.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPIER GROUP INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       16400 | OU      | $110151.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRE HOLDINGS CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      492800 | OU      | $-5468758.98   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRE HOLDINGS CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       51400 | OU      | $-570402.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOCIONEXT INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      323600 | OU      | $-4330176.05   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOCIONEXT INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      530800 | OU      | $-7102773.32   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOCIONEXT INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      258800 | OU      | $-3463070.34   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NPR-RIKEN CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      116400 | OU      | $-2737688.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KYOTO FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      189200 | OU      | $-4570752.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYOTO FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       87200 | OU      | $-2106604.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PLUS ALPHA CONSULTING LTD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       40400 | OU      | $-580371.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PLUS ALPHA CONSULTING LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      371500 | OU      | $-5336834.84   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LIFEDRINK COMPANY INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       33300 | OU      | $-349189.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIFEDRINK COMPANY INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       58100 | OU      | $-609246.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIFEDRINK COMPANY INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       31900 | OU      | $-334508.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VISIONAL INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       59900 | OU      | $-3301085.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VISIONAL INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       24900 | OU      | $-1372237.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISIONAL INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      282400 | OU      | $-15563046.28  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COVER CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      539800 | OU      | $-5679835.99   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        3700 | OU      | $153610.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       17000 | OU      | $705777.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |        9300 | OU      | $386101.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       88200 | OU      | $-3661737.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       33900 | OU      | $-1407402.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      181800 | OU      | $-7547663.12   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      212500 | OU      | $-8822213.49   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       75200 | OU      | $-3122025.67   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       22400 | OU      | $-929965.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AICHI FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       14500 | OU      | $-514470.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHUGIN FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        7300 | OU      | $132131.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ANYCOLOR INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      289400 | OU      | $-8261385.28   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANYCOLOR INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      160900 | OU      | $-4593147.52   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANYCOLOR INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       34000 | OU      | $-970584.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IYOGIN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      161700 | OU      | $-3010038.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHIZUOKA FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      601000 | OU      | $9817929.21    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHIZUOKA FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      319300 | OU      | $5216081.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHIZUOKA FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |      146600 | OU      | $2394855.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       88500 | OU      | $-1274921.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |        5400 | OU      | $-77791.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        2800 | OU      | $-40336.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       28100 | OU      | $-404805.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        7700 | OU      | $-110925.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      114800 | OU      | $-1653796.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       82600 | OU      | $-1189926.41   | -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        |       59000 | OU      | $-849947.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |        1600 | OU      | $-23049.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | M A RESEARCH INSTITUTE HOLDINGS IN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      173600 | OU      | $-1291140.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | M&A RESEARCH INSTITUTE HOLDINGS IN                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       15300 | OU      | $-113792.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | M A RESEARCH INSTITUTE HOLDINGS IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       84900 | OU      | $-631438.97    | -0.01%            |  |  |  | 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        |       57000 | OU      | $-423934.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FFRI SECURITY INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        2000 | OU      | $120142.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KADOKAWA CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       27600 | OU      | $-583366.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KADOKAWA CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      642400 | OU      | $-13578061.52  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KADOKAWA CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      140100 | OU      | $-2961217.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KADOKAWA CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      104480 | OU      | $-2208337.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KADOKAWA CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      506600 | OU      | $-10707730.33  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOKYO KIRABOSHI FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        7600 | OU      | $-496199.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOKYO KIRABOSHI FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        2200 | OU      | $-143636.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO KIRABOSHI FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       21800 | OU      | $-1423310.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYLARK HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      133900 | OU      | $2724548.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SKYLARK HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      279400 | OU      | $5685129.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYLARK HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        3600 | OU      | $73251.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SKYLARK HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        8900 | OU      | $181093.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYLARK HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        7000 | OU      | $-142433.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RECRUIT HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       43500 | OU      | $-2291308.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RECRUIT HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       21300 | OU      | $-1121951.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RECRUIT HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       24700 | OU      | $-1301041.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      289900 | OU      | $-3095501.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      193400 | OU      | $-2065091.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     1196700 | OU      | $-12778151.65  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      119200 | OU      | $-1272796.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      490800 | OU      | $-5240675.89   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       17300 | OU      | $-184726.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      195200 | OU      | $-2084311.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       50100 | OU      | $-534958.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      149700 | OU      | $-1598470.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       91100 | OU      | $-972749.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIFT INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      657200 | OU      | $3115736.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RAKUTEN BANK LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       28300 | OU      | $-1354386.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RAKUTEN BANK LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        3300 | OU      | $-157932.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAKUTEN BANK LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      213200 | OU      | $-10203367.46  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RAKUTEN BANK LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        4400 | OU      | $-210576.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAKUTEN BANK LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      279300 | OU      | $-13366794.23  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENDA INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      380600 | OU      | $-1650164.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GENDA INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       48700 | OU      | $-211148.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RIGAKU HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      190300 | OU      | $-1486206.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RIGAKU HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     2164900 | OU      | $-16907454.43  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RIGAKU HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      126200 | OU      | $-985597.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SEKISUI HOUSE REIT INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |        4918 | OU      | $2887968.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RYOYO RYOSAN HOLDINGS INC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       25400 | OU      | $-511904.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | U-NEXT HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       56600 | OU      | $-681368.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | METAWATER LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      315600 | OU      | $6759778.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | METAWATER LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        5200 | OU      | $111377.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEEPER TECHNICAL LABORATORY LTD                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       22400 | OU      | $-463782.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEEPER TECHNICAL LABORATORY LTD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       64300 | OU      | $-1331302.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MENICON LTD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       35800 | OU      | $-375425.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MENICON LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      146300 | OU      | $-1534209.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAYCURRENT INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |         100 | OU      | $-3523.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEXERIALS CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       25700 | OU      | $450886.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ITOHAM YONEKYU HOLDINGS INC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |       25600 | OU      | $996643.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COSMO ENERGY HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      102700 | OU      | $3079677.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOMURA REAL ESTATE MASTER FUND REI                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |         142 | OU      | $153434.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAPAN POST HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     2411000 | OU      | $29011110.42   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN POST HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     2691800 | OU      | $32389924.10   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN POST INSURANCE LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       65200 | OU      | $-2019378.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN POST INSURANCE LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       47300 | OU      | $-1464978.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN POST BANK LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      405200 | OU      | $-7199351.36   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN POST BANK LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     1663800 | OU      | $-29561403.73  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN POST BANK LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       27300 | OU      | $-485050.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | THE FIRST BANK OF TOYAMA LTD                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        3200 | OU      | $-46093.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | THE FIRST BANK OF TOYAMA LTD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |        3200 | OU      | $-46093.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | THE FIRST BANK OF TOYAMA LTD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |        4100 | OU      | $-59056.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE FIRST BANK OF TOYAMA LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        2300 | OU      | $-33129.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THE FIRST BANK OF TOYAMA LTD                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |        1500 | OU      | $-21606.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STAR ASIA INVESTMENT REIT CORP                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |         289 | OU      | $-112177.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STAR ASIA INVESTMENT REIT CORP                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |         311 | OU      | $-120716.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KI-STAR REAL ESTATE LTD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | JP        |       41400 | OU      | $1693453.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VISION INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       20000 | OU      | $-167700.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VISION INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       13500 | OU      | $-113198.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KYUSHU FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | JP        |      681100 | OU      | $5105431.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITSUI FUDOSAN LOGISTICS PARK REIT                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        5024 | OU      | $-3749726.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI FUDOSAN LOGISTICS PARK REIT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       15823 | OU      | $-11809696.98  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TAKARA LEBEN REAL ESTATE REIT CORP                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        1202 | OU      | $-726312.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKARA LEBEN REAL ESTATE REIT CORP                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        7315 | OU      | $-4420115.95   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KH NEOCHEM LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       48600 | OU      | $799402.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TELENOR                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NO        |      106471 | OU      | $1791007.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPAREBANKEN NORGE                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |       90524 | OU      | $1803444.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STOREBRAND                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |      220136 | OU      | $3852348.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STOREBRAND                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |     1385848 | OU      | $24252138.83   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQUINOR                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |      183299 | OU      | $-4926803.88   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EQUINOR                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NO        |      152786 | OU      | $-4106659.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORWEGIAN AIR SHUTTLE                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |     2465421 | OU      | $4161542.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YARA INTERNATIONAL                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |      273989 | OU      | $12593286.86   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YARA INTERNATIONAL                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |       18664 | OU      | $-857848.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORDIC SEMICONDUCTOR                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NO        |      113259 | OU      | $-1521003.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MOWI                                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NO        |      178575 | OU      | $4116525.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MOWI                                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NO        |       10644 | OU      | $245366.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPAREBANK  SMNS                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |      288332 | OU      | $5793286.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NORSK HYDRO                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |      846839 | OU      | $-7518133.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORSK HYDRO                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NO        |      117883 | OU      | $-1046550.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NORSK HYDRO                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NO        |     2251029 | OU      | $-19984361.29  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NORSK HYDRO                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NO        |     2048330 | OU      | $-18184824.25  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NORSK HYDRO                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |         870 | OU      | $-7723.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DNO                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |     1187528 | OU      | $2017095.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TGS NOPEC GEOPHYSICAL                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |      193346 | OU      | $-2037930.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PROTECTOR FORSIKRING                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |       77121 | OU      | $-4177723.72   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AKER BP                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |      119180 | OU      | $3508406.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AKER BP                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NO        |      977982 | OU      | $28789715.91   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AKER BP                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NO        |      599629 | OU      | $17651806.03   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AKER BP                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NO        |      306520 | OU      | $9023298.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORKLA                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |       67498 | OU      | $803115.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORKLA                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |       37349 | OU      | $444391.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORKLA                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |        9334 | OU      | $-111059.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORKLA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |        9692 | OU      | $-115318.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SALMAR                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NO        |       11906 | OU      | $709245.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SALMAR                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |       24110 | OU      | $-1436243.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BLUENORD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |        2492 | OU      | $116478.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WALLENIUS WILHELMSEN                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |        7350 | OU      | $85397.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WALLENIUS WILHELMSEN                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |       13203 | OU      | $153401.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BAKKAFROST                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |       34464 | OU      | $-1664851.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAKKAFROST                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |       50081 | OU      | $-2419261.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ODFJELL DRILLING LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NO        |       76596 | OU      | $762396.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ODFJELL DRILLING LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |      678660 | OU      | $6755025.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MPC CONTAINER SHIPS                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |      276614 | OU      | $536084.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ELKEM                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NO        |      283988 | OU      | $-843628.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ELKEM                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |       75029 | OU      | $-222884.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORBIT                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |        6297 | OU      | $-121027.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SATS                                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NO        |      262962 | OU      | $1096007.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LINK MOBILITY GROUP HOLDING                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |      138616 | OU      | $-483370.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LINK MOBILITY GROUP HOLDING                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |      243498 | OU      | $-849106.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LINK MOBILITY GROUP HOLDING                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NO        |      187492 | OU      | $-653807.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINK MOBILITY GROUP HOLDING                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |      292900 | OU      | $-1021377.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HOEGH AUTOLINERS                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |       17648 | OU      | $196649.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUTOSTORE HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NO        |     2181053 | OU      | $-2528254.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AUTOSTORE HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |      783205 | OU      | $-907883.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DNB BANK                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NO        |       14947 | OU      | $-428580.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VAR ENERGI                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |      574844 | OU      | $2101877.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VAR ENERGI                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |      840803 | OU      | $3074338.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VAR ENERGI                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NO        |     3575391 | OU      | $13073170.96   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VAR ENERGI                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |      562233 | OU      | $2055766.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOMRA SYSTEMS                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |       80238 | OU      | $-1064452.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AKER SOLUTIONS                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |       35488 | OU      | $129674.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SCATEC SOLAR                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NO        |      326837 | OU      | $-3904548.78   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SCATEC SOLAR                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NO        |      108815 | OU      | $-1299955.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOF GROUP                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NO        |     1117508 | OU      | $-13079395.32  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DOF GROUP                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NO        |      131155 | OU      | $-1535047.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KONGSBERG GRUPPEN                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |       10460 | OU      | $-359312.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONGSBERG GRUPPEN                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |       38530 | OU      | $-1323547.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EBOS GROUP LTD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NZ        |       32320 | OU      | $500313.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FLETCHER BUILDING LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NZ        |      196423 | OU      | $-441594.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FLETCHER BUILDING LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NZ        |       15905 | OU      | $-35757.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NZ        |      167389 | OU      | $-1113514.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NZ        |       66542 | OU      | $-442654.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NZ        |      294043 | OU      | $-1956048.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |      477254 | OU      | $-3174814.64   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |      285089 | OU      | $-1896484.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NZ        |     1135085 | OU      | $-7550873.28   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NZ        |      385864 | OU      | $-2566865.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NZ        |     1169496 | OU      | $-7779783.98   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NZ        |       14516 | OU      | $-96564.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NZ        |      183237 | OU      | $-1218938.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NZ        |      473656 | OU      | $-3150879.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAINFREIGHT LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NZ        |       21950 | OU      | $-887460.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAINFREIGHT LTD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NZ        |        5178 | OU      | $-209351.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUCKLAND INTERNATIONAL AIRPORT LTD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NZ        |      334910 | OU      | $-1665622.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AUCKLAND INTERNATIONAL AIRPORT LTD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NZ        |      652482 | OU      | $-3245018.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUCKLAND INTERNATIONAL AIRPORT LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |     4110898 | OU      | $-20444914.17  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUCKLAND INTERNATIONAL AIRPORT LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |     1283436 | OU      | $-6382970.06   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUCKLAND INTERNATIONAL AIRPORT LTD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NZ        |      176694 | OU      | $-878760.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUCKLAND INTERNATIONAL AIRPORT LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |     1146955 | OU      | $-5704202.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MERIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NZ        |      181649 | OU      | $-616223.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |     1166955 | OU      | $-3958762.61   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MERIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NZ        |      877207 | OU      | $-2975825.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MERIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NZ        |      387504 | OU      | $-1314563.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MERIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | NZ        |      624433 | OU      | $-2118318.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MERIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NZ        |       14642 | OU      | $-49671.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HUFVUDSTADEN CLASS A                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |        8646 | OU      | $119472.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LUNDBERGFORETAGEN CLASS B                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |       21961 | OU      | $-1308186.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LUNDBERGFORETAGEN CLASS B                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |          42 | OU      | $-2501.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LUNDBERGFORETAGEN CLASS B                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      224821 | OU      | $-13392274.13  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LUNDBERGFORETAGEN CLASS B                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       53184 | OU      | $-3168096.87   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LUNDBERGFORETAGEN CLASS B                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |        6388 | OU      | $-380524.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NCC B                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       20594 | OU      | $527345.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SKANDINAVISKA ENSKILDA BANKEN                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      573784 | OU      | $-12333154.98  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SKANDINAVISKA ENSKILDA BANKEN                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |      957871 | OU      | $-20588882.75  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SKANDINAVISKA ENSKILDA BANKEN                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     1268058 | OU      | $-27256172.78  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SKANDINAVISKA ENSKILDA BANKEN                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      147714 | OU      | $-3175026.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SWEDBANK                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      281033 | OU      | $-10926635.92  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWEDBANK                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      309323 | OU      | $-12026558.46  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TRELLEBORG B                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       72513 | OU      | $-2934327.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SECURITAS B                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      219106 | OU      | $3623333.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SECURITAS B                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      489097 | OU      | $8088146.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SECURITAS B                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       44585 | OU      | $737297.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SECURITAS B                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     1151401 | OU      | $19040599.61   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENNES   MAURITZ                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       14894 | OU      | $298254.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HENNES   MAURITZ                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       19211 | OU      | $384702.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENNES   MAURITZ                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      458366 | OU      | $-9178841.44   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENNES   MAURITZ                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       49097 | OU      | $-983174.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HENNES   MAURITZ                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |       83659 | OU      | $-1675282.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ERICSSON B                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       35640 | OU      | $-385987.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SKANSKA B                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |     1563957 | OU      | $47500792.41   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SKANSKA B                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |     1116619 | OU      | $33914159.61   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SKANSKA B                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |        6650 | OU      | $201975.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALFA LAVAL                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |        3738 | OU      | $-216513.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALFA LAVAL                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |       17474 | OU      | $-1012133.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GETINGE B                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       27124 | OU      | $594349.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CLAS OHLSON                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |        3376 | OU      | $115596.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CASTELLUM                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     1013169 | OU      | $-12525047.69  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUSQVARNA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     1821581 | OU      | $9305697.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HUSQVARNA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       43388 | OU      | $221651.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CATENA                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |          13 | OU      | $-674.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CATENA                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      221683 | OU      | $-11507486.83  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DIOS FASTIGHETER                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |        7943 | OU      | $-57526.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SSAB A                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |        8890 | OU      | $73500.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SSAB CLASS B                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |     1079307 | OU      | $8878763.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SSAB CLASS B                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      549098 | OU      | $-4517075.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SWEDISH ORPHAN BIOVITRUM                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       63436 | OU      | $2409004.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SWEDISH ORPHAN BIOVITRUM                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       93344 | OU      | $3544771.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LINDAB INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       78255 | OU      | $-1645095.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINDAB INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      100891 | OU      | $-2120954.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SKF B                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      163679 | OU      | $4279664.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SKF B                                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       87980 | OU      | $2300386.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VOLVO CLASS B                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      319707 | OU      | $-11617319.76  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VOLVO CLASS B                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      613762 | OU      | $-22302512.65  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VOLVO CLASS B                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      790017 | OU      | $-28707160.32  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SANDVIK                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      672172 | OU      | $26541615.56   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SANDVIK                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      139689 | OU      | $5515808.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SANDVIK                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      236456 | OU      | $9336783.22    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INDUSTRIVARDEN SERIES                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      250259 | OU      | $12528986.13   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INDUSTRIVARDEN SERIES                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       12983 | OU      | $649981.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SVENSKA CELLULOSA B                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |      793218 | OU      | $-9931813.52   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SVENSKA CELLULOSA B                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       25198 | OU      | $-315501.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SVENSKA CELLULOSA B                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      970701 | OU      | $-12154062.71  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SVENSKA CELLULOSA B                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |       80317 | OU      | $-1005642.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SVENSKA CELLULOSA B                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |     2166812 | OU      | $-27130464.41  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SVENSKA CELLULOSA B                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     2015392 | OU      | $-25234547.77  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SVENSKA CELLULOSA B                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       35510 | OU      | $-444617.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ZINZINO HOLDING CLASS B                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |          42 | OU      | $646.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ZINZINO HOLDING CLASS B                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |        6693 | OU      | $103035.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | XVIVO PERFUSION                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |        2322 | OU      | $-58689.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XVIVO PERFUSION                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       41172 | OU      | $-1040634.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | XVIVO PERFUSION                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       98169 | OU      | $-2481249.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TELE2 B                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      477506 | OU      | $8785405.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TELE2 B                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      790899 | OU      | $14551373.48   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SAGAX CLASS B                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |        9806 | OU      | $-216233.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAGAX CLASS B                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      227819 | OU      | $-5023670.82   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SAGAX CLASS B                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |      451658 | OU      | $-9959578.07   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PARADOX INTERACTIVE                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |        6257 | OU      | $-91206.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAMHALLSBYGGNADSBOLAGET I NORDEN C                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     6353782 | OU      | $3499118.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VITEC SOFTWARE GROUP CLASS B                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |        7526 | OU      | $-211330.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VITEC SOFTWARE GROUP CLASS B                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       48368 | OU      | $-1358176.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VITEC SOFTWARE GROUP CLASS B                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       19058 | OU      | $-535150.03    | -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        |        6558 | OU      | $-184149.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ACADEMEDIA                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |      269986 | OU      | $2860777.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HOLMEN CLASS B                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      421663 | OU      | $-15805160.50  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOLMEN CLASS B                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       21568 | OU      | $-808431.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HOLMEN CLASS B                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |      325821 | OU      | $-12212722.48  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOLMEN CLASS B                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       58332 | OU      | $-2186453.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HOLMEN CLASS B                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       66902 | OU      | $-2507682.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARJO CLASS B                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       31922 | OU      | $95694.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESSITY CLASS B                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     1026488 | OU      | $-30392921.98  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ESSITY CLASS B                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      129757 | OU      | $-3841929.35   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AAK                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |       21622 | OU      | $605025.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EQT                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      181610 | OU      | $-6893138.47   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EQT                                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |     1019997 | OU      | $-38714721.46  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EQT                                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |      408473 | OU      | $-15503887.19  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EQT                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      120487 | OU      | $-4573170.95   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EQT                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      136845 | OU      | $-5194050.63   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EVOLUTION                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |      152681 | OU      | $9918327.11    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EVOLUTION                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      197854 | OU      | $12852815.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVOLUTION                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       21866 | OU      | $1420439.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EVOLUTION                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       14835 | OU      | $963698.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SINCH                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      141121 | OU      | $-422856.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LIFCO CLASS B                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       16575 | OU      | $569549.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WALLENSTAM B                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |     1063111 | OU      | $-4841483.76   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WALLENSTAM CLASS B                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      629374 | OU      | $-2866214.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ATLAS COPCO CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     1212806 | OU      | $-25010710.40  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ATLAS COPCO CLASS A                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |      767678 | OU      | $-15831198.18  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ATLAS COPCO CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      143109 | OU      | $-2951220.36   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ATLAS COPCO CLASS B                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      854336 | OU      | $-15367508.23  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ATLAS COPCO CLASS B                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |      143232 | OU      | $-2576408.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ATLAS COPCO CLASS B                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |        5953 | OU      | $-107080.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADDTECH CLASS B                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      200287 | OU      | $6503115.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ADDTECH CLASS B                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      141564 | OU      | $4596439.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADDTECH CLASS B                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |       36707 | OU      | $1191838.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SWECO CLASS B                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       13635 | OU      | $225892.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEXATRONIC GROUP                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |       30854 | OU      | $-81168.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEXATRONIC GROUP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      526757 | OU      | $-1385753.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEXATRONIC GROUP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      215153 | OU      | $-566008.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HEXATRONIC GROUP                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |      181725 | OU      | $-478068.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEXATRONIC GROUP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |       96548 | OU      | $-253991.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EPIROC CLASS A                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       10058 | OU      | $-281957.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EPIROC CLASS B                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      178315 | OU      | $-4446656.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EPIROC CLASS B                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |        2419 | OU      | $-60322.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALLEIMA                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |      348218 | OU      | $-3043334.27   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLEIMA                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      683014 | OU      | $-5969363.78   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INVESTOR CLASS B                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |      453012 | OU      | $-17467984.96  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INVESTOR CLASS B                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      666678 | OU      | $-25706871.51  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INVESTOR CLASS B                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     1442307 | OU      | $-55614855.64  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INVESTOR CLASS B                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       34209 | OU      | $-1319087.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LOOMIS CLASS B                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       25030 | OU      | $1038650.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BETSSON CLASS B                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |       10251 | OU      | $120363.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BETSSON CLASS B                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |        6910 | OU      | $81134.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BETSSON CLASS B                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       19323 | OU      | $226882.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BETSSON CLASS B                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |       96445 | OU      | $1132417.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BETSSON CLASS B                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       52808 | OU      | $620049.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEMNET GROUP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       22540 | OU      | $359429.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DYNAVOX GROUP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       10703 | OU      | $-104708.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AFRY CLASS B                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       79060 | OU      | $-1254522.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIBE INDUSTRIER CLASS B                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      329113 | OU      | $-1260758.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIBE INDUSTRIER CLASS B                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      989445 | OU      | $-3790342.69   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NORDNET                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      165195 | OU      | $5344568.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VIMIAN GROUP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      105115 | OU      | $-315151.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VIMIAN GROUP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       78001 | OU      | $-233859.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VIMIAN GROUP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      101404 | OU      | $-304025.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VIMIAN GROUP                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       76683 | OU      | $-229908.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VIMIAN GROUP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |           3 | OU      | $-8.99         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HEXAGON CLASS B                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |      222516 | OU      | $2508876.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEXAGON CLASS B                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      119485 | OU      | $1347197.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HEXAGON CLASS B                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |      185946 | OU      | $-2096548.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BEIJER REF CLASS B                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |       40521 | OU      | $-576811.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BIOGAIA CLASS B                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |       29819 | OU      | $366766.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SAAB CLASS B                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       18622 | OU      | $1452942.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAAB CLASS B                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |        4128 | OU      | $-322078.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAAB CLASS B                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |        9566 | OU      | $-746366.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOLIDEN                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |       28614 | OU      | $2003743.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NEW WAVE GROUP CLASS B                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |      615819 | OU      | $-7384246.05   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INWIDO                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |       67961 | OU      | $-1169764.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SECTRA CLASS B                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |        3888 | OU      | $-96128.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VOLVO CAR CLASS B                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |     2395634 | OU      | $7994491.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VOLVO CAR CLASS B                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |     2710195 | OU      | $9044216.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | THULE GROUP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |      136165 | OU      | $-3262198.11   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THULE GROUP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      185108 | OU      | $-4434759.07   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASMODEE GROUP CLASS B                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       85776 | OU      | $-1029234.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEXPOL CLASS B                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      696556 | OU      | $-5701091.79   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SVENSKA HANDELSBANKEN-A SHS                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      104679 | OU      | $1650269.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SVENSKA HANDELSBANKEN-A SHS                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       39220 | OU      | $-618305.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASSA ABLOY B                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      680897 | OU      | $27531342.75   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ASSA ABLOY B                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       72957 | OU      | $2949938.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASSA ABLOY B                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |        2686 | OU      | $-108605.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOMETIC GROUPINARY SHARES                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |      272534 | OU      | $-1172940.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOMETIC GROUPINARY SHARES                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       98505 | OU      | $-423948.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SCANDIC HOTELS GROUP                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |      223217 | OU      | $-2230551.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCANDIC HOTELS GROUP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      440617 | OU      | $-4402975.15   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CAMURUS                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |        4419 | OU      | $-331720.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAMURUS                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       19282 | OU      | $-1447440.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CAMURUS                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       28754 | OU      | $-2158474.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CAMURUS                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |        2581 | OU      | $-193747.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAMURUS                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       61581 | OU      | $-4622697.31   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CAMURUS                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SE        |       80286 | OU      | $-6026824.45   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAMURUS                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |       57675 | OU      | $-4329485.84   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CIBUS NORDIC REAL ESTATE                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |       16587 | OU      | $287327.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CIBUS NORDIC REAL ESTATE                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |        9370 | OU      | $-162311.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CIBUS NORDIC REAL ESTATE                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      229928 | OU      | $-3982923.42   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMBEA                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |        7722 | OU      | $117899.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMBEA                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      320797 | OU      | $4897939.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STORYTEL CLASS B                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      223846 | OU      | $2125825.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PANDOX                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      407113 | OU      | $-8775267.58   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BRAVIDA HOLDING                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      109493 | OU      | $1078733.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ATTENDO                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      209748 | OU      | $2093809.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HMS NETWORKS                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |       36191 | OU      | $-1631453.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HMS NETWORKS                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       55792 | OU      | $-2515046.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HMS NETWORKS                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       12936 | OU      | $-583141.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LATOUR INVESTMENT CLASS B                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      174336 | OU      | $-4341354.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LATOUR INVESTMENT CLASS B                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       48893 | OU      | $-1217544.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LATOUR INVESTMENT CLASS B                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SE        |       42752 | OU      | $-1064620.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LATOUR INVESTMENT CLASS B                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |       34328 | OU      | $-854843.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LATOUR INVESTMENT CLASS B                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       65854 | OU      | $-1639911.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SINGAPORE TECHNOLOGIES ENGINEERING                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SG        |      498900 | OU      | $3835337.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINGAPORE TECHNOLOGIES ENGINEERING                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     2588500 | OU      | $19899320.12   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SINGAPORE TECHNOLOGIES ENGINEERING                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SG        |     1258400 | OU      | $9674060.05    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DBS GROUP HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |       99400 | OU      | $-4620346.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CITY DEVELOPMENTS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |      372800 | OU      | $-2716435.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JARDINE CYCLE AND CARRIAGE LTD                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |      110100 | OU      | $-2746135.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SATS LTD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |        6400 | OU      | $-19066.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SATS LTD                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SG        |       31100 | OU      | $-92651.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SINGAPORE EXCHANGE LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |       36800 | OU      | $-509904.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HAW PAR CORPORATION LTD                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SG        |       31300 | OU      | $402785.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPITALAND INTEGRATED COMMERCIAL T                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     5744096 | OU      | $-10783985.97  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPITALAND INTEGRATED COMMERCIAL T                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |       41045 | OU      | $-77058.03     | -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        |      785428 | OU      | $-1474565.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPITALAND INTEGRATED COMMERCIAL T                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |     1384000 | OU      | $-2598326.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CAPITALAND ASCENDAS REIT                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SG        |       20700 | OU      | $46323.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMFORTDELGRO CORPORATION LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     2437700 | OU      | $2816314.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SINGAPORE AIRLINES LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SG        |         900 | OU      | $-4492.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINGAPORE AIRLINES LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     8227000 | OU      | $-41069305.58  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINGAPORE AIRLINES LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     1078400 | OU      | $-5383388.74   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINGAPORE AIRLINES LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |      668800 | OU      | $-3338659.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITED OVERSEAS BANK LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |      375700 | OU      | $-11323273.42  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNITED OVERSEAS BANK LTD                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SG        |      376500 | OU      | $-11347384.73  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITED OVERSEAS BANK LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |       12500 | OU      | $-376739.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UOL GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     2177800 | OU      | $18599663.45   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UOL GROUP LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |     1253200 | OU      | $10703048.14   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VENTURE CORPORATION LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |       48100 | OU      | $617657.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SINGAPORE TELECOMMUNICATIONS LTD                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SG        |      297500 | OU      | $1073585.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SINGAPORE TELECOMMUNICATIONS LTD                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |      819500 | OU      | $2957321.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SINGAPORE TELECOMMUNICATIONS LTD                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SG        |      307100 | OU      | $1108228.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRENCKEN GROUP LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     1175500 | OU      | $1545806.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |     2598400 | OU      | $-12312459.47  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |     1536800 | OU      | $-7282091.95   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     1872800 | OU      | $-8874220.33   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     2969300 | OU      | $-14069960.71  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |      265700 | OU      | $-1259013.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |     1213800 | OU      | $-5751563.77   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |     1132900 | OU      | $-5368220.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |      472800 | OU      | $-2240352.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |      658200 | OU      | $-3118865.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OVERSEA-CHINESE BANKING LTD                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |      637200 | OU      | $-10634574.97  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OVERSEA-CHINESE BANKING LTD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |      745700 | OU      | $-12445390.08  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OVERSEA-CHINESE BANKING LTD                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |       55400 | OU      | $-924600.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OVERSEA-CHINESE BANKING LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |      646700 | OU      | $-10793125.60  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |     2387700 | OU      | $-6375256.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |     2232200 | OU      | $-5960065.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |      624100 | OU      | $-1666372.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     2007100 | OU      | $-5359039.04   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |      629500 | OU      | $-1680790.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |     1354300 | OU      | $-3616036.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SG        |      743300 | OU      | $-1984641.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SG        |     2194300 | OU      | $-5858870.70   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEPPEL LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |       55100 | OU      | $474015.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KEPPEL LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |      157000 | OU      | $1350643.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEPPEL LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |      928600 | OU      | $-7988581.34   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KEPPEL LTD                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SG        |      114500 | OU      | $-985023.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEPPEL LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |      174200 | OU      | $-1498611.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEPPEL LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |      180200 | OU      | $-1550228.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YANGZIJIANG SHIPBUILDING (HOLDINGS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |     1366300 | OU      | $-3588329.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YANGZIJIANG SHIPBUILDING (HOLDINGS                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |     1549100 | OU      | $-4068419.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST RESOURCES LTD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |      530400 | OU      | $-892143.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRST RESOURCES LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SG        |      734900 | OU      | $-1236116.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAPLETREE INDUSTRIAL UNITS TRUST                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |      757600 | OU      | $-1255902.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHENG SIONG GROUP LTD                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |      393900 | OU      | $842504.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHENG SIONG GROUP LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |     1816100 | OU      | $3884416.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GENTING SINGAPORE LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SG        |     8437800 | OU      | $4871537.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENTING SINGAPORE LTD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |         200 | OU      | $115.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENTING SINGAPORE LTD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |      173400 | OU      | $100111.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KEPPEL DC REIT                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |      217200 | OU      | $-389201.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IFAST CORPORATION LTD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |        6900 | OU      | $-57218.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | IFAST CORPORATION LTD                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | SG        |        7600 | OU      | $-63023.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESR REAL ESTATE INVESTMENT TRUST U                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     2749800 | OU      | $5904391.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMAZON COM INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      194481 | OU      | $46539303.30   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMAZON COM INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       73395 | OU      | $17563423.50   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AAR CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       23691 | OU      | $-2509113.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AAR CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13556 | OU      | $-1435715.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLEARFIELD INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       71420 | OU      | $-2126173.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27606 | OU      | $3017335.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       15957 | OU      | $1744100.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       20467 | OU      | $2237043.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       31483 | OU      | $3441091.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      135302 | OU      | $-14788508.60  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       20469 | OU      | $-2237261.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AES CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      193566 | OU      | $2835741.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AES CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      133311 | OU      | $1953006.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIVERSAL TECHNICAL INSTITUTE INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       35865 | OU      | $998122.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNIVERSAL TECHNICAL INSTITUTE INC                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       23051 | OU      | $-641509.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNIVERSAL TECHNICAL INSTITUTE INC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       17911 | OU      | $-498463.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNIVERSAL TECHNICAL INSTITUTE INC                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         737 | OU      | $-20510.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TD SYNNEX CORP                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        1900 | OU      | $301473.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ABERCROMBIE AND FITCH CLASS A                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       93250 | OU      | $9103997.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INTERNATIONAL BUSINESS MACHINES CO                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       26749 | OU      | $8203918.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTERNATIONAL BUSINESS MACHINES CO                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       50724 | OU      | $-15557050.80  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNATIONAL BUSINESS MACHINES CO                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8203 | OU      | $-2515860.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INTERNATIONAL BUSINESS MACHINES CO                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         450 | OU      | $-138015.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERNATIONAL BUSINESS MACHINES CO                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2839 | OU      | $-870721.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERNATIONAL BUSINESS MACHINES CO                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5196 | OU      | $-1593613.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INSPERITY INC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       49546 | OU      | $-2117100.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADVANCED MICRO DEVICES INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       37070 | OU      | $8775581.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANCED MICRO DEVICES INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5518 | OU      | $1306276.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ADOBE INC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      108824 | OU      | $31912638.00   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALEXANDRIA REAL ESTATE EQUITIES RE                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       37938 | OU      | $2072932.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALEXANDRIA REAL ESTATE EQUITIES RE                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       20904 | OU      | $-1142194.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALEXANDRIA REAL ESTATE EQUITIES RE                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13353 | OU      | $-729607.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AGNICO EAGLE MINES LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         380 | OU      | $72390.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AGNICO EAGLE MINES LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1546 | OU      | $294513.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AGCO CORP                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12180 | OU      | $-1381333.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AGCO CORP                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      115533 | OU      | $-13102597.53  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AGCO CORP                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       69271 | OU      | $-7856024.11   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AIR PRODUCTS AND CHEMICALS INC                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       37929 | OU      | $-10335652.50  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CECO ENVIRONMENTAL CORP                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       46814 | OU      | $-3156668.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CECO ENVIRONMENTAL CORP                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       66113 | OU      | $-4457999.59   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALASKA AIR GROUP INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       85490 | OU      | $4345456.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALASKA AIR GROUP INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      352917 | OU      | $17938771.11   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALBANY INTERNATIONAL CORP CLASS A                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       40117 | OU      | $-2226092.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALBANY INTERNATIONAL CORP CLASS A                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      101468 | OU      | $-5630459.32   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALEXANDERS REIT INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1512 | OU      | $370288.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALEXANDERS REIT INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         559 | OU      | $136899.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALEXANDERS REIT INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1205 | OU      | $-295104.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALEXANDERS REIT INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2498 | OU      | $-611760.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALEXANDERS REIT INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        6067 | OU      | $-1485808.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAXIMUS INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       57626 | OU      | $5442199.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOSTON PROPERTIES REIT INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      458239 | OU      | $-29634316.13  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BXP INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       37501 | OU      | $-2425189.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BXP INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       47542 | OU      | $-3074541.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BXP INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       53352 | OU      | $-3450273.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BXP INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       27725 | OU      | $-1792975.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALLSTATE CORP                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       11996 | OU      | $2387084.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLSTATE CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2623 | OU      | $521950.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALLSTATE CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         498 | OU      | $99097.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALLSTATE CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4699 | OU      | $935054.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HANOVER INSURANCE GROUP INC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       12749 | OU      | $2220110.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HANOVER INSURANCE GROUP INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2781 | OU      | $-484283.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HANOVER INSURANCE GROUP INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          94 | OU      | $-16369.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HONEYWELL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      204452 | OU      | $46516919.04   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HONEYWELL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       96814 | OU      | $22027121.28   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HONEYWELL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12261 | OU      | $2789622.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HONEYWELL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3086 | OU      | $702126.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMGEN INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7988 | OU      | $2730937.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMGEN INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1335 | OU      | $456409.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMGEN INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2152 | OU      | $735725.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMGEN INC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3697 | OU      | $1263930.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ABM INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      207126 | OU      | $9536081.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMERICAN EXPRESS                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         852 | OU      | $300048.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN EXPRESS                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          42 | OU      | $14791.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AFLAC INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       35386 | OU      | $3926076.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AFLAC INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7694 | OU      | $853649.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AFLAC INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4083 | OU      | $453008.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AFLAC INC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         524 | OU      | $58137.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERICAN INTERNATIONAL GROUP INC                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       19817 | OU      | $1483896.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ANALOG DEVICES INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4850 | OU      | $1507768.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ANALOG DEVICES INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       23067 | OU      | $7171068.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANALOG DEVICES INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1085 | OU      | $337304.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ANALOG DEVICES INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4661 | OU      | $1449011.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ANALOG DEVICES INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         279 | OU      | $86735.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ANALOG DEVICES INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1230 | OU      | $382382.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMFORT SYSTEMS USA INC                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       22630 | OU      | $25845723.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMFORT SYSTEMS USA INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       11454 | OU      | $-13081613.40  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COMFORT SYSTEMS USA INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1058 | OU      | $-1208341.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COMFORT SYSTEMS USA INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6197 | OU      | $-7077593.70   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COMFORT SYSTEMS USA INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         858 | OU      | $-979921.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HELIX ENERGY SOLUTIONS GROUP INC                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      170505 | OU      | $1353809.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERIS BANCORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1400 | OU      | $112868.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JONES LANG LASALLE INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1913 | OU      | $-684681.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FNB CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       18591 | OU      | $-326272.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FNB CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      210471 | OU      | $-3693766.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VALERO ENERGY CORP                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       48996 | OU      | $8889344.28    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VALERO ENERGY CORP                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       10853 | OU      | $-1969059.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OMEGA HEALTHCARE INVESTORS REIT IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         764 | OU      | $33524.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OMEGA HEALTHCARE INVESTORS REIT IN                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       21136 | OU      | $927447.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OMEGA HEALTHCARE INVESTORS REIT IN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       23941 | OU      | $1050531.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OMEGA HEALTHCARE INVESTORS REIT IN                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4472 | OU      | $196231.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OMEGA HEALTHCARE INVESTORS REIT IN                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      321174 | OU      | $-14093115.12  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMCAST CORP CLASS A                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      710601 | OU      | $21140379.75   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APTARGROUP INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        2142 | OU      | $-267642.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | APPLE INC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      111358 | OU      | $28895173.84   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APPLE INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2477 | OU      | $642731.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APPLE INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1524 | OU      | $-395447.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APPLIED MATERIAL INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7699 | OU      | $2481541.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALBEMARLE CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      137452 | OU      | $23453434.76   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALBEMARLE CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5350 | OU      | $912870.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALBEMARLE CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5636 | OU      | $961670.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARCHER DANIELS MIDLAND                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      342070 | OU      | $-23024731.70  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARCHER DANIELS MIDLAND                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1572 | OU      | $-105811.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARCHER DANIELS MIDLAND                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6189 | OU      | $-416581.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMERICAN EAGLE OUTFITTERS INC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      608273 | OU      | $14178843.63   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PINNACLE WEST CORP                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      167337 | OU      | $15656049.72   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PINNACLE WEST CORP                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       48268 | OU      | $4515954.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ADVANCED ENERGY INDUSTRIES INC                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1983 | OU      | $506378.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ADVANCED ENERGY INDUSTRIES INC                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1259 | OU      | $-321498.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMEREN CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          21 | OU      | $2168.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMEREN CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3219 | OU      | $332458.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARROW ELECTRONICS INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       42330 | OU      | $-5608301.70   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASSOCIATED BANCORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       13549 | OU      | $-369345.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASTEC INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5531 | OU      | $269470.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASTRONICS CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       17071 | OU      | $-1293128.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASTRONICS CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       28078 | OU      | $-2126908.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGREE REALTY REIT CORP                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       45002 | OU      | $3250494.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AGREE REALTY REIT CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4099 | OU      | $296070.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AUTOLIV INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       30401 | OU      | $3685817.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUTODESK INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1365 | OU      | $345167.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AUTODESK INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       36096 | OU      | $9127595.52    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUTOMATIC DATA PROCESSING INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       93715 | OU      | $-23130736.30  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AUTOZONE INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         285 | OU      | $1055722.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AVERY DENNISON CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       54337 | OU      | $-10080056.87  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVERY DENNISON CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         141 | OU      | $-26156.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AVERY DENNISON CORP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5013 | OU      | $-929961.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AVNET INC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      120851 | OU      | $7539893.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BADGER METER INC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        5117 | OU      | $-750049.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BALCHEM CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         668 | OU      | $-113673.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BALL CORP                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      202274 | OU      | $11503322.38   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BALL CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3863 | OU      | $-219688.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BALL CORP                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        9811 | OU      | $-557951.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BALL CORP                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4013 | OU      | $-228219.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BALL CORP                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1077 | OU      | $-61248.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BERKSHIRE HATHAWAY INC CLASS B                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8009 | OU      | $3848564.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BERKSHIRE HATHAWAY INC CLASS B                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       36181 | OU      | $17386055.93   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BERKSHIRE HATHAWAY INC CLASS B                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       24775 | OU      | $11905130.75   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BERKSHIRE HATHAWAY INC CLASS B                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       18070 | OU      | $8683177.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BERKSHIRE HATHAWAY INC CLASS B                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       24493 | OU      | $-11769621.29  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       25840 | OU      | $-518608.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       95210 | OU      | $-1910864.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10435 | OU      | $-209430.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       23194 | OU      | $-465503.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | APPLIED INDUSTRIAL TECHNOLOGIES IN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       81654 | OU      | $21263518.14   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BECTON DICKINSON                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      118544 | OU      | $-24121333.12  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMETEK INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       38595 | OU      | $8644508.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMETEK INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       15350 | OU      | $3438093.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMETEK INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       71202 | OU      | $15947823.96   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMETEK INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1513 | OU      | $338881.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERIZON COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       40814 | OU      | $1817039.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERIZON COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       92100 | OU      | $4100292.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERIZON COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       48991 | OU      | $2181079.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERIZON COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      162242 | OU      | $-7223013.84   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BENCHMARK ELECTRONICS INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       92429 | OU      | $4819248.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BENCHMARK ELECTRONICS INC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       63551 | OU      | $3313549.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WR BERKLEY CORP                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      180701 | OU      | $-12392474.58  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WR BERKLEY CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6536 | OU      | $-448238.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WR BERKLEY CORP                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       12890 | OU      | $-883996.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WR BERKLEY CORP                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9111 | OU      | $-624832.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BEST BUY INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       89345 | OU      | $5816359.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BEST BUY INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       21257 | OU      | $-1383830.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BEST BUY INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6888 | OU      | $-448408.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BEST BUY INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         524 | OU      | $-34112.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AEHR TEST SYSTEMS                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      103438 | OU      | $-2652150.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AEHR TEST SYSTEMS                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       13536 | OU      | $-347063.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEHR TEST SYSTEMS                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       12152 | OU      | $-311577.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AEHR TEST SYSTEMS                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       82593 | OU      | $-2117684.52   | -0.02%            |  |  |  | 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        |       25191 | OU      | $7398596.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YUM BRANDS INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      215976 | OU      | $-33584268.00  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YUM BRANDS INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5718 | OU      | $-889149.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YUM BRANDS INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       18675 | OU      | $-2903962.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YUM BRANDS INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4869 | OU      | $-757129.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YUM BRANDS INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5871 | OU      | $-912940.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FIRSTENERGY CORP                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       10537 | OU      | $498821.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BLACK HILLS CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       60548 | OU      | $-4418793.04   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SLM CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      120696 | OU      | $-3276896.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SLM CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       26783 | OU      | $-727158.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | H R BLOCK INC                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      106547 | OU      | $4203279.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CHOICE HOTELS INTERNATIONAL INC                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        1042 | OU      | $-107117.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BOEING                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       52125 | OU      | $-12182655.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BOEING                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5777 | OU      | $-1350200.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOEING                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1409 | OU      | $-329311.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BOK FINANCIAL CORP                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        4272 | OU      | $-555103.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROBERT HALF                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      854116 | OU      | $29560954.76   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OSI SYSTEMS INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       35609 | OU      | $8907235.26    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BORGWARNER INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      990302 | OU      | $46950217.82   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BORGWARNER INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      727452 | OU      | $34488499.32   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOSTON BEER INC CLASS A                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        5250 | OU      | $1121505.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      178264 | OU      | $16673031.92   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CH ROBINSON WORLDWIDE INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2946 | OU      | $574322.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CH ROBINSON WORLDWIDE INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      129204 | OU      | $-25188319.80  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CH ROBINSON WORLDWIDE INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         699 | OU      | $-136270.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CH ROBINSON WORLDWIDE INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1885 | OU      | $-367480.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CH ROBINSON WORLDWIDE INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         221 | OU      | $-43083.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOYD GAMING CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6029 | OU      | $509691.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRADY NONVOTING  CORP CLASS A                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       23708 | OU      | $-2050030.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CASELLA WASTE SYSTEMS INC CLASS A                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      258653 | OU      | $-26092914.64  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GROUP  AUTOMOTIVE INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11510 | OU      | $4077532.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TAKE TWO INTERACTIVE SOFTWARE INC                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       22933 | OU      | $5052139.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TAKE TWO INTERACTIVE SOFTWARE INC                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       67569 | OU      | $-14885450.70  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | METTLER TOLEDO INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       16380 | OU      | $22493671.20   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | METTLER TOLEDO INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         539 | OU      | $740176.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRISTOL MYERS SQUIBB                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      889789 | OU      | $48982884.45   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ONEOK INC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       82751 | OU      | $-6553051.69   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ONEOK INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5704 | OU      | $-451699.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ONEOK INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1845 | OU      | $-146105.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ONEOK INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6221 | OU      | $-492640.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AVALONBAY COMMUNITIES REIT INC                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2405 | OU      | $427296.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AVALONBAY COMMUNITIES REIT INC                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       19905 | OU      | $-3536521.35   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AVALONBAY COMMUNITIES REIT INC                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       20932 | OU      | $-3718988.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       48436 | OU      | $-6309757.72   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERICAN FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       31459 | OU      | $-4098163.93   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERICAN FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       18334 | OU      | $-2388370.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7486 | OU      | $-975201.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITED RENTALS INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3338 | OU      | $-2610516.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITED RENTALS INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3508 | OU      | $-2743466.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEMPRA                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         404 | OU      | $35152.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEMPRA                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10908 | OU      | $949105.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SEMPRA                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3117 | OU      | $271210.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SEMPRA                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      109619 | OU      | $-9537949.19   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPDR DOW JONES INDUSTRIAL AVERAGE                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10647 | OU      | $-5206702.41   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SPDR DOW JONES INDUSTRIAL AVERAGE                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12161 | OU      | $-5947093.83   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SPDR DOW JONES INDUSTRIAL AVERAGE                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         579 | OU      | $-283148.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FEDEX CORP                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       63957 | OU      | $-20610143.25  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERISIGN INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       25927 | OU      | $6332151.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERISIGN INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       89620 | OU      | $21887892.60   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERISIGN INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5548 | OU      | $-1354988.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MERCURY SYSTEMS INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1160 | OU      | $-108900.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMPHENOL CORP CLASS A                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       81664 | OU      | $11766149.12   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AZENTA INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      126551 | OU      | $4920302.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BROWN FORMAN CORP CLASS B                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      268751 | OU      | $-7355714.87   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROWN FORMAN CORP CLASS B                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18491 | OU      | $-506098.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BRUNSWICK CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       85713 | OU      | $6875896.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BRUNSWICK CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1050 | OU      | $-84231.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MATERION CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      138594 | OU      | $19164778.32   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUCKLE INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       25996 | OU      | $1229610.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUANTA SERVICES INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2133 | OU      | $1012385.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUANTA SERVICES INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2766 | OU      | $1312826.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QUANTA SERVICES INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3165 | OU      | $1502203.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QUANTA SERVICES INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2319 | OU      | $1100666.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QUANTA SERVICES INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       20771 | OU      | $-9858539.73   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MASTEC INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      116586 | OU      | $28036601.28   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MASTEC INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       53676 | OU      | $12908004.48   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MASTEC INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       19127 | OU      | $4599660.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MASTEC INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       14671 | OU      | $3528082.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MASTEC INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9719 | OU      | $2337225.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PC CONNECTION INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       41660 | OU      | $2450024.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAL MAINE FOODS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       11785 | OU      | $984401.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAL MAINE FOODS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5380 | OU      | $449391.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAL MAINE FOODS INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10997 | OU      | $918579.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CAL MAINE FOODS INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       13284 | OU      | $1109612.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CAL MAINE FOODS INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2453 | OU      | $204899.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CACI INTERNATIONAL INC CLASS A                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         604 | OU      | $-374830.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CSX CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       33955 | OU      | $1282140.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CSX CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       62910 | OU      | $2375481.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CSX CORP                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10515 | OU      | $397046.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CSX CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2669 | OU      | $100781.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CSX CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         693 | OU      | $26167.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CITY HOLDING                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6153 | OU      | $757372.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COTERRA ENERGY INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      128227 | OU      | $-3699348.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COTERRA ENERGY INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25376 | OU      | $-732097.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COTERRA ENERGY INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       22212 | OU      | $-640816.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CABOT CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       34754 | OU      | $2508891.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAMPBELL SOUP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1445 | OU      | $40431.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAMPBELL SOUP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       26152 | OU      | $731732.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CAMPBELL SOUP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       21323 | OU      | $596617.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CALIFORNIA WATER SERVICE GROUP                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       90579 | OU      | $-4048881.30   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CAMDEN PROPERTY TRUST REIT                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       29430 | OU      | $3209341.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONSTELLATION BRANDS INC CLASS A                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       34728 | OU      | $5441877.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PROVIDENT FINANCIAL SERVICES INC                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       48561 | OU      | $-1075140.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RADIAN GROUP INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      158038 | OU      | $5199450.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RADIAN GROUP INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       39933 | OU      | $1313795.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RADIAN GROUP INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       44736 | OU      | $1471814.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RADIAN GROUP INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3265 | OU      | $107418.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RADIAN GROUP INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12045 | OU      | $396280.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOPGOLF CALLAWAY BRANDS CORP                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      323970 | OU      | $4648969.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARDINAL HEALTH INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      160697 | OU      | $34530571.36   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARLISLE COMPANIES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1542 | OU      | $-525652.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CARLISLE COMPANIES INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3109 | OU      | $-1059827.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CARLISLE COMPANIES INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4227 | OU      | $-1440942.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COLUMBIA BANKING SYSTEM INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      399180 | OU      | $-11751859.20  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARPENTER TECHNOLOGY CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9382 | OU      | $2981881.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CASEYS GENERAL STORES INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         550 | OU      | $333575.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CASEYS GENERAL STORES INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7197 | OU      | $4364980.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CASEYS GENERAL STORES INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         207 | OU      | $125545.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CASEYS GENERAL STORES INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8453 | OU      | $5126744.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CASEYS GENERAL STORES INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1693 | OU      | $1026804.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CASEYS GENERAL STORES INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4109 | OU      | $-2492108.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CATERPILLAR INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        4184 | OU      | $-2750394.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CATERPILLAR INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1977 | OU      | $-1299600.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CATERPILLAR INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8388 | OU      | $-5513935.68   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CATERPILLAR INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6394 | OU      | $-4203159.84   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHECK POINT SOFTWARE TECHNOLOGIES                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       94040 | OU      | $16881120.40   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHECK POINT SOFTWARE TECHNOLOGIES                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8261 | OU      | $-1482932.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHECK POINT SOFTWARE TECHNOLOGIES                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         678 | OU      | $-121707.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHECK POINT SOFTWARE TECHNOLOGIES                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3194 | OU      | $-573354.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CENTURY ALUMINUM                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3169 | OU      | $143650.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHEMED CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       26072 | OU      | $11136394.08   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JPMORGAN CHASE   CO                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       85920 | OU      | $26282068.80   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JPMORGAN CHASE   CO                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       21808 | OU      | $6670849.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JPMORGAN CHASE   CO                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1616 | OU      | $494318.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JPMORGAN CHASE   CO                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         720 | OU      | $220240.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHESAPEAKE UTILITIES CORP                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       15985 | OU      | $-2056949.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHESAPEAKE UTILITIES CORP                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       40903 | OU      | $-5263398.04   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHESAPEAKE UTILITIES CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       50324 | OU      | $-6475692.32   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHEESECAKE FACTORY INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1912 | OU      | $-110819.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BRINKER INTERNATIONAL INC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        5405 | OU      | $-852476.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHURCHILL DOWNS INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         694 | OU      | $-68261.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHURCH AND DWIGHT INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       26868 | OU      | $-2586045.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHURCH AND DWIGHT INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       90111 | OU      | $-8673183.75   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHURCH AND DWIGHT INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1607 | OU      | $-154673.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHURCH AND DWIGHT INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7128 | OU      | $-686070.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHURCH AND DWIGHT INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3321 | OU      | $-319646.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHURCH AND DWIGHT INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         419 | OU      | $-40328.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CINCINNATI FINANCIAL CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       46569 | OU      | $-7492486.41   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CINCINNATI FINANCIAL CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7294 | OU      | $-1173531.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CINTAS CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7892 | OU      | $1510449.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CINTAS CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       10115 | OU      | $1935909.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CINTAS CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1930 | OU      | $369382.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CINTAS CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       70394 | OU      | $-13472707.66  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CIRRUS LOGIC INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5520 | OU      | $-719476.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CISCO SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       36698 | OU      | $2874187.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CISCO SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       24859 | OU      | $1946956.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CISCO SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       27986 | OU      | $2191863.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CISCO SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      333557 | OU      | $-26124184.24  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BJS RESTAURANTS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        2810 | OU      | $117514.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CLEAN HARBORS INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2168 | OU      | $563484.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLEAN HARBORS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1242 | OU      | $-322808.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMPASS MINERALS INTERNATIONAL INC                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      161337 | OU      | $4030198.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CLOROX                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |           9 | OU      | $-1015.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CLOROX                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      171019 | OU      | $-19289233.01  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CLOROX                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       11213 | OU      | $-1264714.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CLOROX                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9172 | OU      | $-1034509.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CLOROX                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1708 | OU      | $-192645.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CNA FINANCIAL CORP                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       42575 | OU      | $2037639.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CNA FINANCIAL CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3044 | OU      | $145685.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CNA FINANCIAL CORP                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8394 | OU      | $401736.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COCA-COLA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      181470 | OU      | $-13575770.70  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCA-COLA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      114395 | OU      | $-8557889.95   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COCA-COLA                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4718 | OU      | $-352953.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COCA COLA CONSOLIDATED INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2661 | OU      | $404631.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCA COLA CONSOLIDATED INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       51786 | OU      | $-7874579.16   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COCA COLA CONSOLIDATED INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      155971 | OU      | $-23716950.26  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COPART INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      247463 | OU      | $10042048.54   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COPART INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       38982 | OU      | $-1581889.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COPART INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25736 | OU      | $-1044366.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COPART INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       83129 | OU      | $-3373374.82   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COPART INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       15103 | OU      | $-612879.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COPART INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       22779 | OU      | $-924371.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COEUR MINING INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      128088 | OU      | $2618118.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COEUR MINING INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      153983 | OU      | $3147412.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COEUR MINING INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      260612 | OU      | $5326909.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COEUR MINING INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      617479 | OU      | $-12621270.76  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COEUR MINING INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       32720 | OU      | $-668796.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COEUR MINING INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       51468 | OU      | $-1052005.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COGNEX CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7423 | OU      | $287567.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COGNEX CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         412 | OU      | $-15960.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COGNEX CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3343 | OU      | $-129507.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COHU INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       53401 | OU      | $1524064.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COLGATE-PALMOLIVE                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       26264 | OU      | $2371376.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COLGATE-PALMOLIVE                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       36443 | OU      | $3290438.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COLGATE-PALMOLIVE                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6016 | OU      | $543184.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARRIOTT INTERNATIONAL INC CLASS A                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      120696 | OU      | $-38055448.80  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARRIOTT INTERNATIONAL INC CLASS A                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12907 | OU      | $-4069577.10   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NNN REIT INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      213711 | OU      | $8905337.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NNN REIT INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12928 | OU      | $538709.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MOLINA HEALTHCARE INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10864 | OU      | $1951065.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MOLINA HEALTHCARE INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1765 | OU      | $-316976.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NRG ENERGY INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      143369 | OU      | $21882410.47   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NRG ENERGY INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       47801 | OU      | $7295866.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | NRG ENERGY INC                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       14971 | OU      | $2285023.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMMERCE BANCSHARES INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      109933 | OU      | $5786873.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMMERCE BANCSHARES INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        9034 | OU      | $475549.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COMMERCE BANCSHARES INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3577 | OU      | $188293.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONAGRA BRANDS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1192871 | OU      | $22080042.21   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONAGRA BRANDS INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      168070 | OU      | $3110975.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CONAGRA BRANDS INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       87055 | OU      | $1611388.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONMED CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       22957 | OU      | $881319.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONSOLIDATED EDISON INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       36281 | OU      | $3868643.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONSOLIDATED EDISON INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3502 | OU      | $373418.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONSOLIDATED EDISON INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5725 | OU      | $610456.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONSOLIDATED EDISON INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10860 | OU      | $1158001.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CONSOLIDATED EDISON INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12459 | OU      | $1328503.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CONSOLIDATED EDISON INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        8094 | OU      | $863063.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOMNIGROUP INTERNATIONAL INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5552 | OU      | $487743.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOMNIGROUP INTERNATIONAL INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5665 | OU      | $497670.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOMNIGROUP INTERNATIONAL INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1436 | OU      | $126152.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOMNIGROUP INTERNATIONAL INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       22370 | OU      | $1965204.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOMNIGROUP INTERNATIONAL INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      366637 | OU      | $-32209060.45  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOMNIGROUP INTERNATIONAL INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1196 | OU      | $-105068.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CMS ENERGY CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1865 | OU      | $133328.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CMS ENERGY CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5846 | OU      | $417930.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CMS ENERGY CORP                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       21268 | OU      | $-1520449.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COMMUNITY FINANCIAL SYSTEM INC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        2166 | OU      | $-135375.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMMUNITY FINANCIAL SYSTEM INC                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      131724 | OU      | $-8232750.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CORNING INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         167 | OU      | $17242.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CORNING INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3241 | OU      | $334633.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CORNING INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      200458 | OU      | $-20697288.50  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CORNING INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      348050 | OU      | $-35936162.50  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INNODATA INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       13806 | OU      | $-765404.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INNODATA INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        8440 | OU      | $-467913.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PIPER SANDLER COMPANIES                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       29575 | OU      | $10243301.25   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRACKER BARREL OLD COUNTRY STORE I                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       36088 | OU      | $1086970.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CREDIT ACCEPTANCE CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7271 | OU      | $3622703.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CREDIT ACCEPTANCE CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         310 | OU      | $-154454.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CREDIT ACCEPTANCE CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5319 | OU      | $-2650138.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEICO CORP CLASS A                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       61439 | OU      | $15641755.01   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ARTIVION INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       76641 | OU      | $-3124653.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MANHATTAN ASSOCIATES INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       16396 | OU      | $2475959.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MANHATTAN ASSOCIATES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6045 | OU      | $-912855.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CULLEN FROST BANKERS INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       19458 | OU      | $2681701.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CUMMINS INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       37152 | OU      | $-21504320.64  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CUMMINS INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       17459 | OU      | $-10105618.38  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CUMMINS INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       20764 | OU      | $-12018618.48  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CRA INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6800 | OU      | $1284792.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRA INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7500 | OU      | $1417050.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CRA INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       29302 | OU      | $5536319.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CRA INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       14273 | OU      | $2696740.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CRA INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          93 | OU      | $-17571.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CRA INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         405 | OU      | $-76520.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRA INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2219 | OU      | $-419257.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CURTISS WRIGHT CORP                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       41827 | OU      | $27467372.63   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CURTISS WRIGHT CORP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         364 | OU      | $239035.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CURTISS WRIGHT CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1758 | OU      | $1154461.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CURTISS WRIGHT CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4838 | OU      | $3177066.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CURTISS WRIGHT CORP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8171 | OU      | $5365813.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CURTISS WRIGHT CORP                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5521 | OU      | $3625585.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMKOR TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10255 | OU      | $-495624.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMKOR TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       26078 | OU      | $-1260349.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAT TECHNOLOGIES LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        2377 | OU      | $-120941.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INNOSPEC INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       51550 | OU      | $4212666.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FEDERATED HERMES INC CLASS B                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       48890 | OU      | $2604859.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FEDERATED HERMES INC CLASS B                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       92026 | OU      | $4903145.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FEDERATED HERMES INC CLASS B                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6417 | OU      | $-341897.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AXT INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       83303 | OU      | $-1544437.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTEGRA LIFESCIENCES HOLDINGS CORP                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       93156 | OU      | $-1037757.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTEGRA LIFESCIENCES HOLDINGS CORP                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      274608 | OU      | $-3059133.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DARLING INGREDIENTS INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8478 | OU      | $-387105.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DARLING INGREDIENTS INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       30991 | OU      | $-1415049.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARINEMAX INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4908 | OU      | $-132663.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | D R HORTON INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      173771 | OU      | $25864075.64   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       41828 | OU      | $9155730.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2511 | OU      | $549632.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5586 | OU      | $-1222719.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7836 | OU      | $-1715222.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3112 | OU      | $-681185.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       10430 | OU      | $-2283022.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAILY JOURNAL CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         435 | OU      | $-255070.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DAILY JOURNAL CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1215 | OU      | $-712439.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MOODYS CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6344 | OU      | $3270712.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOODYS CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         580 | OU      | $299024.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MOODYS CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |          30 | OU      | $15466.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAKTRONICS INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       54977 | OU      | $1272717.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAKTRONICS INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       44565 | OU      | $-1031679.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAKTRONICS INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       91119 | OU      | $-2109404.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DAKTRONICS INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       35278 | OU      | $-816685.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COGNIZANT TECHNOLOGY SOLUTIONS COR                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        3351 | OU      | $274983.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TARGET CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       41355 | OU      | $4361711.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DELUXE CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        5894 | OU      | $155601.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEERE                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27777 | OU      | $-14666256.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MORGAN STANLEY                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       29295 | OU      | $5355126.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MORGAN STANLEY                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      143416 | OU      | $26216444.80   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MORGAN STANLEY                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2038 | OU      | $372546.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REPUBLIC SERVICES INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       64037 | OU      | $13773718.33   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REPUBLIC SERVICES INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3102 | OU      | $667209.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | REPUBLIC SERVICES INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2308 | OU      | $496427.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REPUBLIC SERVICES INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         791 | OU      | $170136.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REPUBLIC SERVICES INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         205 | OU      | $44093.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COSTAR GROUP INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       94623 | OU      | $-5819314.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COSTAR GROUP INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       30064 | OU      | $-1848936.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COSTAR GROUP INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       20116 | OU      | $-1237134.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COSTAR GROUP INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       19862 | OU      | $-1221513.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COSTAR GROUP INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       46373 | OU      | $-2851939.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CATHAY GENERAL BANCORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4047 | OU      | $207125.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CATHAY GENERAL BANCORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       16322 | OU      | $835359.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CATHAY GENERAL BANCORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3870 | OU      | $198066.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FIRST FINANCIAL BANKSHARES INC                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      175664 | OU      | $5589628.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST FINANCIAL BANKSHARES INC                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11213 | OU      | $-356797.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERICAN STATES WATER                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       40392 | OU      | $-2947000.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DECKERS OUTDOOR CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       18690 | OU      | $-2230464.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DECKERS OUTDOOR CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4588 | OU      | $-547531.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DECKERS OUTDOOR CORP                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         185 | OU      | $-22077.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DECKERS OUTDOOR CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5693 | OU      | $-679402.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AAON INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      133851 | OU      | $-12188472.06  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DIGI INTERNATIONAL INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       58387 | OU      | $2514728.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DILLARDS INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       12702 | OU      | $-7717227.12   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WALT DISNEY                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3238 | OU      | $365246.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WALT DISNEY                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12023 | OU      | $1356194.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WALT DISNEY                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13953 | OU      | $1573898.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WALT DISNEY                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       40369 | OU      | $-4553623.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WALT DISNEY                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       27534 | OU      | $-3105835.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DOLLAR TREE INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        3376 | OU      | $396983.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DOLLAR TREE INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13342 | OU      | $-1568885.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANDERSONS INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25180 | OU      | $1560908.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ANDERSONS INC                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       66601 | OU      | $4128595.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DONALDSON INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       53850 | OU      | $5489469.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DXP ENTERPRISES INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7244 | OU      | $942082.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DXP ENTERPRISES INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       27788 | OU      | $3613829.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNIVERSAL DISPLAY CORP                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       81690 | OU      | $9379645.80    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNIVERSAL DISPLAY CORP                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1896 | OU      | $-217698.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DOVER CORP                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       71433 | OU      | $14393035.17   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OMNICOM GROUP INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5041 | OU      | $388358.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OMNICOM GROUP INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         424 | OU      | $32664.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OMNICOM GROUP INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       26202 | OU      | $2018602.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OMNICOM GROUP INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      158791 | OU      | $-12233258.64  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DTE ENERGY                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2923 | OU      | $392792.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DTE ENERGY                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       22293 | OU      | $2995733.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DTE ENERGY                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4202 | OU      | $564664.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DTE ENERGY                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17077 | OU      | $2294807.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DTE ENERGY                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5178 | OU      | $695819.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DTE ENERGY                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7863 | OU      | $1056629.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DUCOMMUN INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       12979 | OU      | $1471169.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FLOWSERVE CORP                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       45862 | OU      | $3584115.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLOWSERVE CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       23659 | OU      | $1848950.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DYCOM INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       10799 | OU      | $3935047.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DARDEN RESTAURANTS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       30988 | OU      | $-6177457.80   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DARDEN RESTAURANTS INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         634 | OU      | $-126387.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DARDEN RESTAURANTS INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4630 | OU      | $-922990.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANK OF AMERICA CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      528087 | OU      | $28094228.40   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANK OF AMERICA CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      240590 | OU      | $12799388.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANK OF AMERICA CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7678 | OU      | $408469.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BANK OF AMERICA CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2195 | OU      | $116774.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | IDACORP INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       31867 | OU      | $-4231618.93   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IDACORP INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         700 | OU      | $-92953.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      472789 | OU      | $54706415.19   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       16163 | OU      | $1870220.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      255000 | OU      | $-29506050.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CADENCE DESIGN SYSTEMS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3634 | OU      | $1076972.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CADENCE DESIGN SYSTEMS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       54174 | OU      | $-16055006.64  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ECOLAB INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         840 | OU      | $236871.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ECOLAB INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       12308 | OU      | $3470732.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ECOLAB INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1359 | OU      | $383224.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | REVVITY INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       30048 | OU      | $3269222.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REVVITY INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4537 | OU      | $-493625.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | REVVITY INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         743 | OU      | $-80838.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REVVITY INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4146 | OU      | $-451084.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PROSPERITY BANCSHARES INC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       99847 | OU      | $6890441.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PROSPERITY BANCSHARES INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1891 | OU      | $130497.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PROSPERITY BANCSHARES INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         516 | OU      | $35609.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PROSPERITY BANCSHARES INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7935 | OU      | $547594.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SALESFORCE INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       49142 | OU      | $10432355.18   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SALESFORCE INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27694 | OU      | $5879159.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SALESFORCE INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7610 | OU      | $1615526.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SALESFORCE INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2908 | OU      | $617339.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ELBIT SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        2767 | OU      | $-1944011.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ERIE INDEMNITY CLASS A                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4506 | OU      | $-1275243.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ERIE INDEMNITY CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1240 | OU      | $-350932.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ERIE INDEMNITY CLASS A                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6143 | OU      | $-1738530.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EMERSON ELECTRIC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       74985 | OU      | $11019795.60   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EMERSON ELECTRIC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      122081 | OU      | $17941023.76   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EMERSON ELECTRIC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       61880 | OU      | $9093884.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EMERSON ELECTRIC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       21758 | OU      | $3197555.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EMERSON ELECTRIC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       17662 | OU      | $2595607.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENNIS INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        5754 | OU      | $112145.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESSEX PROPERTY TRUST REIT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       44237 | OU      | $-11141973.19  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENTERGY CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       29800 | OU      | $-2857522.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EOG RESOURCES INC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      202505 | OU      | $22706885.65   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EOG RESOURCES INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         704 | OU      | $78939.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EOG RESOURCES INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         195 | OU      | $21865.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EOG RESOURCES INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3471 | OU      | $389203.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQUIFAX INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       31833 | OU      | $6411166.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EQUITY RESIDENTIAL REIT                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9687 | OU      | $603693.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EQUITY RESIDENTIAL REIT                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13826 | OU      | $861636.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQUITY RESIDENTIAL REIT                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       21698 | OU      | $-1352219.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EQT CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13689 | OU      | $790265.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EQT CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      191590 | OU      | $-11060490.70  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EQT CORP                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       92361 | OU      | $-5332000.53   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EURONET WORLDWIDE INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        9030 | OU      | $-654313.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ESTEE LAUDER INC CLASS A                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      141043 | OU      | $-16259437.04  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ETHAN ALLEN INTERIORS INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       30812 | OU      | $706519.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ETHAN ALLEN INTERIORS INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17640 | OU      | $404485.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ETHAN ALLEN INTERIORS INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       46628 | OU      | $1069180.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ETHAN ALLEN INTERIORS INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       58952 | OU      | $1351769.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ETHAN ALLEN INTERIORS INC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       30085 | OU      | $-689849.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ESCO TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       15730 | OU      | $3589114.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EXPEDITORS INTERNATIONAL OF WASHIN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      140028 | OU      | $22480095.12   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EXPEDITORS INTERNATIONAL OF WASHIN                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        1855 | OU      | $297801.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPEDITORS INTERNATIONAL OF WASHIN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27183 | OU      | $4363958.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPEDITORS INTERNATIONAL OF WASHIN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1621 | OU      | $-260235.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EXPEDITORS INTERNATIONAL OF WASHIN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4330 | OU      | $-695138.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXPEDITORS INTERNATIONAL OF WASHIN                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2150 | OU      | $-345161.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EZCORP NON VOTING INC CLASS A                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      100148 | OU      | $2148174.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EZCORP NON VOTING INC CLASS A                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       91550 | OU      | $1963747.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EXXON MOBIL CORP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3201 | OU      | $452621.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXXON MOBIL CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         243 | OU      | $34360.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXXON MOBIL CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      241032 | OU      | $-34081924.80  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXXON MOBIL CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       51457 | OU      | $-7276019.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FMC CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      269089 | OU      | $4251606.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXTERA ENERGY INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10555 | OU      | $927784.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NEXTERA ENERGY INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       38098 | OU      | $-3348814.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FACTSET RESEARCH SYSTEMS INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         346 | OU      | $88008.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FACTSET RESEARCH SYSTEMS INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        2711 | OU      | $-689569.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FAIR ISAAC CORP                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       13018 | OU      | $-19047547.06  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FAIR ISAAC CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         298 | OU      | $-436024.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPONENT INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       72265 | OU      | $5193685.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASSURANT INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         928 | OU      | $-220984.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASSURANT INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         314 | OU      | $-74772.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASSURANT INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1374 | OU      | $-327190.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FASTENAL                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      256387 | OU      | $-11116940.32  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FEDERAL SIGNAL CORP                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        4042 | OU      | $436899.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FEDERAL SIGNAL CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3718 | OU      | $-401878.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIFTH THIRD BANCORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      130984 | OU      | $-6578016.48   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIFTH THIRD BANCORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18812 | OU      | $-944738.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIFTH THIRD BANCORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2334 | OU      | $-117213.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIFTH THIRD BANCORP                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         339 | OU      | $-17024.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHITE MOUNTAINS INSURANCE GROUP LT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         247 | OU      | $505097.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WHITE MOUNTAINS INSURANCE GROUP LT                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         107 | OU      | $218807.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WHITE MOUNTAINS INSURANCE GROUP LT                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         844 | OU      | $-1725920.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WHITE MOUNTAINS INSURANCE GROUP LT                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        1271 | OU      | $-2599106.03   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | M T BANK CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       21168 | OU      | $-4690193.76   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | M T BANK CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1415 | OU      | $-313521.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST HORIZON CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       83960 | OU      | $-2056180.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | 1ST SOURCE CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       20891 | OU      | $1406591.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | 1ST SOURCE CORP                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       53764 | OU      | $3619930.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FISERV INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      122011 | OU      | $7775761.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FISERV INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7119 | OU      | $453693.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FISERV INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2041 | OU      | $130072.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FISERV INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5330 | OU      | $339680.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST MERCHANTS CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3055 | OU      | $121466.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MACYS INC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       43984 | OU      | $880559.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORVEL CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3516 | OU      | $244819.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FRANKLIN ELECTRIC INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       83252 | OU      | $8293564.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRANKLIN RESOURCES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      579919 | OU      | $15437443.78   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FTI CONSULTING INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17551 | OU      | $3065633.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FREEPORT MCMORAN INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      167781 | OU      | $10105449.63   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FREEPORT MCMORAN INC                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       41886 | OU      | $2522793.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | FREEPORT MCMORAN INC                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      215913 | OU      | $13004439.99   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLEX LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      381831 | OU      | $24070626.24   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FLEX LTD                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      404422 | OU      | $25494762.88   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FLEX LTD                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2495 | OU      | $157284.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLEX LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13490 | OU      | $850409.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FLEX LTD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8848 | OU      | $557777.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FLEX LTD                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9891 | OU      | $623528.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HB FULLER                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       98430 | OU      | $-5915643.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FIRST CITIZENS BANCSHARES INC CLAS                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        2258 | OU      | $4673089.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRST CITIZENS BANCSHARES INC CLAS                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1895 | OU      | $3921835.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRST CITIZENS BANCSHARES INC CLAS                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         358 | OU      | $740906.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST CITIZENS BANCSHARES INC CLAS                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         960 | OU      | $1986787.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FIRST CITIZENS BANCSHARES INC CLAS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         622 | OU      | $1287272.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRST CITIZENS BANCSHARES INC CLAS                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         185 | OU      | $382870.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARTHUR J GALLAGHER                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7503 | OU      | $-1871023.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ARTHUR J GALLAGHER                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      176484 | OU      | $-44009815.08  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARTHUR J GALLAGHER                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       48438 | OU      | $-12078984.06  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GAP INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      312053 | OU      | $8731242.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GATX CORP                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       21526 | OU      | $-3915794.66   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GATX CORP                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          85 | OU      | $-15462.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRST FINANCIAL CORPORATION INDIAN                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       21867 | OU      | $1424853.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FEDERAL AGRICULTURAL MORTGAGE NON                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       23340 | OU      | $3951462.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENERAL DYNAMICS CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5884 | OU      | $2065813.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENERAL DYNAMICS CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27816 | OU      | $9765919.44    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GENTEX CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        9505 | OU      | $218710.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENTEX CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1138 | OU      | $26185.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GENERAL MILLS INC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      183574 | OU      | $8492133.24    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENERAL MILLS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       11564 | OU      | $534950.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GENERAL MILLS INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       25115 | OU      | $1161819.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENUINE PARTS                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      317441 | OU      | $-44121124.59  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENUINE PARTS                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       30028 | OU      | $-4173591.72   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENUINE PARTS                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2932 | OU      | $-407518.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENUINE PARTS                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1007 | OU      | $-139962.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GENUINE PARTS                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         948 | OU      | $-131762.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GENUINE PARTS                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3551 | OU      | $-493553.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GOLAR LNG LTD                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      172164 | OU      | $-6988136.76   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GILEAD SCIENCES INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        7624 | OU      | $1082226.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GIBRALTAR INDUSTRIES INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1883 | OU      | $-96522.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STATE STREET CONS STAPLES SEL SEC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       72181 | OU      | $6027835.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STATE STREET CONS STAPLES SEL SEC                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       44172 | OU      | $3688803.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | G III APPAREL GROUP LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      647338 | OU      | $18999370.30   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLACIER BANCORP INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       36120 | OU      | $-1830561.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLACIER BANCORP INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8407 | OU      | $-426066.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GLACIER BANCORP INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1580 | OU      | $-80074.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GARTNER INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       91166 | OU      | $19109305.26   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MCKESSON CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       19514 | OU      | $16220231.94   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NVIDIA CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       84827 | OU      | $16212984.51   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NVIDIA CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       17543 | OU      | $3352993.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NVIDIA CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2333 | OU      | $445906.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NVIDIA CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9888 | OU      | $1889893.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NVIDIA CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6171 | OU      | $1179463.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GRACO INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      125279 | OU      | $-10940615.07  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GRACO INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       23564 | OU      | $-2057844.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WW GRAINGER INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         481 | OU      | $519451.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WW GRAINGER INC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         379 | OU      | $409297.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WW GRAINGER INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1851 | OU      | $1998968.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WW GRAINGER INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       24243 | OU      | $-26180985.42  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GRANITE CONSTRUCTION INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      203391 | OU      | $24557429.34   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN AXLE AND MANUFACTURING HO                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     1891558 | OU      | $15075717.26   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GREENBRIER INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      161594 | OU      | $8147569.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MKS INSTRUMENTS INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       12150 | OU      | $2860231.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MKS INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6904 | OU      | $-1625270.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HALLIBURTON                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      146185 | OU      | $-4900121.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HALLIBURTON                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      137726 | OU      | $-4616575.52   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXTREME NETWORKS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      111289 | OU      | $1622593.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HUB GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       33184 | OU      | $-1578894.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GOLDMAN SACHS GROUP INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        1393 | OU      | $1303026.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GOLDMAN SACHS GROUP INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          27 | OU      | $25256.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GOLDMAN SACHS GROUP INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         427 | OU      | $399420.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HARLEY DAVIDSON INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      507250 | OU      | $-10043550.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENVIRI CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      287393 | OU      | $-5437475.56   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ENVIRI CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      821521 | OU      | $-15543177.32  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HASBRO INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      144675 | OU      | $12920924.25   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HASBRO INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      103519 | OU      | $9245281.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | HASBRO INC                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       97322 | OU      | $8691827.82    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HASBRO INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1208 | OU      | $-107886.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HASBRO INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4865 | OU      | $-434493.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALLIED MOTION TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9904 | OU      | $604243.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALLIED MOTION TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        1325 | OU      | $80838.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALLIED MOTION TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       19988 | OU      | $1219467.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALLIED MOTION TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        8541 | OU      | $521086.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HAWAIIAN ELECTRIC INDUSTRIES INC                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      441315 | OU      | $-6760945.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HANCOCK WHITNEY CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       48012 | OU      | $3303225.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HANCOCK WHITNEY CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         224 | OU      | $-15411.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEXCEL CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       64365 | OU      | $-5330065.65   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEXCEL CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27601 | OU      | $-2285638.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEXCEL CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1007 | OU      | $-83389.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HEXCEL CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         256 | OU      | $-21199.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENRY SCHEIN INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       96511 | OU      | $7284650.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESCO INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17984 | OU      | $-5205109.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEALTHCARE SERVICES GROUP INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5974 | OU      | $112430.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MILLICOM INTERNATIONAL CELLULAR SA                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       42911 | OU      | $2618858.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MILLICOM INTERNATIONAL CELLULAR SA                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       57136 | OU      | $3487010.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MILLICOM INTERNATIONAL CELLULAR SA                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       27665 | OU      | $1688394.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MILLICOM INTERNATIONAL CELLULAR SA                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12905 | OU      | $787592.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MILLICOM INTERNATIONAL CELLULAR SA                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       75578 | OU      | $4612525.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HECLA MINING                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18873 | OU      | $425019.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HECLA MINING                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       23484 | OU      | $528859.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HECLA MINING                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       11863 | OU      | $267154.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HECLA MINING                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      761458 | OU      | $-17148034.16  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HECLA MINING                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      395797 | OU      | $-8913348.44   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HECLA MINING                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       44445 | OU      | $-1000901.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEICO CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       88316 | OU      | $29224647.56   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEICO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2518 | OU      | $833231.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEICO CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4024 | OU      | $1331581.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HEICO CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2535 | OU      | $838856.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HELMERICH   PAYNE INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       29961 | OU      | $-1015078.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PATHWARD FINANCIAL INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2519 | OU      | $-227440.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HIGHWOODS PROPERTIES REIT INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        8360 | OU      | $216106.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HIGHWOODS PROPERTIES REIT INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1005 | OU      | $25979.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HIGHWOODS PROPERTIES REIT INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       17271 | OU      | $446455.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HERSHEY FOODS                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       20119 | OU      | $-3918175.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HERSHEY FOODS                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         981 | OU      | $-191049.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HERSHEY FOODS                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2772 | OU      | $-539847.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HERSHEY FOODS                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1979 | OU      | $-385410.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YORK WATER                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       39696 | OU      | $-1332991.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | YORK WATER                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        8317 | OU      | $-279284.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YORK WATER                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       23187 | OU      | $-778619.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | YORK WATER                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       10441 | OU      | $-350608.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | F5 INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1144 | OU      | $-315297.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | F5 INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          56 | OU      | $-15434.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | F5 INC                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         450 | OU      | $-124024.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROWN HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      169047 | OU      | $17695839.96   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED THERAPEUTICS CORP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10766 | OU      | $5054529.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNITED THERAPEUTICS CORP                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        7985 | OU      | $3748877.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOLOGIC INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1799 | OU      | $-134799.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOLOGIC INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1565 | OU      | $-117265.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HOLOGIC INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         401 | OU      | $-30046.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNUM                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      145362 | OU      | $11043151.14   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOME DEPOT INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1091 | OU      | $408677.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HOME DEPOT INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7214 | OU      | $2702292.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOME DEPOT INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3423 | OU      | $-1282221.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HNI CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      356639 | OU      | $17043777.81   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BIOMARIN PHARMACEUTICAL INC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       57453 | OU      | $3248392.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BIOMARIN PHARMACEUTICAL INC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       99509 | OU      | $5626238.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HORMEL FOODS CORP                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      308275 | OU      | $-7586647.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENTERPOINT ENERGY INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       41326 | OU      | $-1640228.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CENTERPOINT ENERGY INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      271581 | OU      | $-10779049.89  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CENTERPOINT ENERGY INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8164 | OU      | $-324029.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LENNOX INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        3774 | OU      | $-1868431.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LENNOX INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2066 | OU      | $-1022835.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENNOX INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         918 | OU      | $-454483.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LENNOX INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         142 | OU      | $-70301.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENCORE CAPITAL GROUP INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       96873 | OU      | $5347389.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ENCORE CAPITAL GROUP INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      109253 | OU      | $6030765.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUMANA INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       37922 | OU      | $-7402374.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HUMANA INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6820 | OU      | $-1331264.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JB HUNT TRANSPORT SERVICES INC                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1610 | OU      | $-326379.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HUNTINGTON BANCSHARES INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      445379 | OU      | $7785224.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HUNTINGTON BANCSHARES INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       58011 | OU      | $1014032.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NETSCOUT SYSTEMS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         945 | OU      | $26280.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NETSCOUT SYSTEMS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      475356 | OU      | $13219650.36   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NETSCOUT SYSTEMS INC                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      189567 | OU      | $5271858.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INDEPENDENT BANK CORP                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      175473 | OU      | $-14174708.94  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIGHTPATH TECHNOLOGIES INC CLASS A                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25734 | OU      | $268148.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LIGHTPATH TECHNOLOGIES INC CLASS A                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1491 | OU      | $15536.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIGHTPATH TECHNOLOGIES INC CLASS A                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6039 | OU      | $62926.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ICU MEDICAL INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18745 | OU      | $-2809875.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EASTGROUP PROPERTIES REIT INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       83430 | OU      | $-15154225.20  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BIOGEN INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       20337 | OU      | $3658422.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IDEX CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       76193 | OU      | $-15128120.15  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IDEX CORP                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2968 | OU      | $-589296.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IDEX CORP                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         868 | OU      | $-172341.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DINE BRANDS GLOBAL INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       22810 | OU      | $-784435.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DINE BRANDS GLOBAL INC                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      164970 | OU      | $-5673318.30   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DINE BRANDS GLOBAL INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       34013 | OU      | $-1169707.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ILLINOIS TOOL INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       90116 | OU      | $23543706.16   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ILLINOIS TOOL INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2422 | OU      | $632771.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ILLINOIS TOOL INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3441 | OU      | $898995.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BLACKBAUD INC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       83465 | OU      | $4482070.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTUIT INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       20791 | OU      | $10373045.72   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTUIT INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1297 | OU      | $647099.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTUIT INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1440 | OU      | $718444.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTUIT INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1612 | OU      | $804259.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IDEXX LABORATORIES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1061 | OU      | $-711358.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IDEXX LABORATORIES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1191 | OU      | $-798517.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INGLES MARKETS INC CLASS A                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1578 | OU      | $118129.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INTEL CORPORATION CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       54040 | OU      | $2511238.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTEL CORPORATION CORP                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       22984 | OU      | $-1068066.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTERNATIONAL FLAVORS   FRAGRANCES                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      225777 | OU      | $-15761492.37  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNATIONAL FLAVORS   FRAGRANCES                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        9670 | OU      | $-675062.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERNATIONAL FLAVORS   FRAGRANCES                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9403 | OU      | $-656423.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTL PAPER                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6147 | OU      | $-247847.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERNATIONAL PAPER                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      152170 | OU      | $-6135494.40   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTL PAPER                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      215499 | OU      | $-8688919.68   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTERNATIONAL PAPER                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      616849 | OU      | $-24871351.68  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNATIONAL PAPER                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       64756 | OU      | $-2610961.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNATIONAL PAPER                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8739 | OU      | $-352356.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INTERNATIONAL PAPER                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       20156 | OU      | $-812689.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERNATIONAL PAPER                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       13281 | OU      | $-535489.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERNATIONAL PAPER                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2900 | OU      | $-116928.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTERDIGITAL INC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       16857 | OU      | $-5502799.08   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNIFIRST CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       24371 | OU      | $-5239765.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | J AND J SNACK FOODS CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        1144 | OU      | $108680.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JACK HENRY AND ASSOCIATES INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      103879 | OU      | $-18616155.59  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JACK HENRY AND ASSOCIATES INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6617 | OU      | $-1185832.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JACK HENRY AND ASSOCIATES INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       34621 | OU      | $-6204429.41   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JACK HENRY AND ASSOCIATES INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5401 | OU      | $-967913.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WORLD KINECT CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      322730 | OU      | $8684664.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JABIL INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        9658 | OU      | $2290781.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JABIL INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       47758 | OU      | $11327720.02   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JABIL INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18223 | OU      | $4322313.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JABIL INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14277 | OU      | $3386361.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JABIL INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       13329 | OU      | $3161505.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JABIL INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1600 | OU      | $379504.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INCYTE CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       19080 | OU      | $1909335.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INCYTE CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5526 | OU      | $-552986.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INCYTE CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5735 | OU      | $-573901.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAYONIER REIT INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       39587 | OU      | $900208.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RAYONIER REIT INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7806 | OU      | $177508.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RAYONIER REIT INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2126 | OU      | $48345.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTERPARFUMS INC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       65146 | OU      | $-6356295.22   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMCOR GROUP INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         612 | OU      | $441086.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMCOR GROUP INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6627 | OU      | $4776277.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMCOR GROUP INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         764 | OU      | $550637.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EMCOR GROUP INC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         687 | OU      | $495141.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EMCOR GROUP INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3167 | OU      | $2282551.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EMCOR GROUP INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         885 | OU      | $637846.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INSIGHT ENTERPRISES INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       85165 | OU      | $7155563.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | JOHNSON   JOHNSON                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       34655 | OU      | $-7875348.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JOHNSON   JOHNSON                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1442 | OU      | $-327694.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JOHNSON   JOHNSON                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1641 | OU      | $-372917.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JOHNSON   JOHNSON                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4333 | OU      | $-984674.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JOHNSON   JOHNSON                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4918 | OU      | $-1117615.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HARTFORD INSURANCE GROUP INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       23193 | OU      | $3132446.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KLA CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         517 | OU      | $-738244.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEVON ENERGY CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      668801 | OU      | $26892488.21   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEVON ENERGY CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       28402 | OU      | $1142044.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DEVON ENERGY CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6947 | OU      | $279338.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DEVON ENERGY CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       15149 | OU      | $609141.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TREX INC                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      153475 | OU      | $-6356934.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KB HOME                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       21496 | OU      | $1236879.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EAST WEST BANCORP INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2612 | OU      | $298917.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KEYCORP                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      518449 | OU      | $11157022.48   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KIMCO REALTY REIT CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      178299 | OU      | $3758542.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIMCO REALTY REIT CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       96143 | OU      | $-2026694.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KIMCO REALTY REIT CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      118506 | OU      | $-2498106.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KIMCO REALTY REIT CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       34961 | OU      | $-736977.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KIMBERLY CLARK CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       42236 | OU      | $4223177.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KIMBERLY CLARK CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8017 | OU      | $-801619.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INDEPENDENT BANK CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       10837 | OU      | $380920.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INDEPENDENT BANK CORP                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       22316 | OU      | $784407.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INDEPENDENT BANK CORP                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        6251 | OU      | $219722.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KIRBY CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       20126 | OU      | $2368025.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KIRBY CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      162250 | OU      | $19090335.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KILROY REALTY REIT CORP                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5275 | OU      | $181882.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KILROY REALTY REIT CORP                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       28249 | OU      | $974025.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KROGER                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       67917 | OU      | $4268583.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KULICKE AND SOFFA INDUSTRIES INC                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       79307 | OU      | $4546670.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LTC PROPERTIES REIT INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         463 | OU      | $16885.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LTC PROPERTIES REIT INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      118696 | OU      | $-4328843.12   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIGAND PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       30013 | OU      | $-5765497.30   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | LIGAND PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |         370 | OU      | $-71077.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GERMAN AMERICAN BANCORP INC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       77297 | OU      | $-3251884.79   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GERMAN AMERICAN BANCORP INC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       96453 | OU      | $-4057777.71   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GERMAN AMERICAN BANCORP INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       77712 | OU      | $-3269343.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARZETTI                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2046 | OU      | $-351032.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TELEDYNE TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       14751 | OU      | $9150045.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TELEDYNE TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1090 | OU      | $676127.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LANDSTAR SYSTEM INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       40197 | OU      | $6003823.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LANDSTAR SYSTEM INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         870 | OU      | $-129943.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LANDSTAR SYSTEM INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         102 | OU      | $-15234.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PACKAGING CORP OF AMERICA                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       98126 | OU      | $-21837941.30  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PACKAGING CORP OF AMERICA                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       36173 | OU      | $-8050301.15   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PACKAGING CORP OF AMERICA                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3148 | OU      | $-700587.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PACKAGING CORP OF AMERICA                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         744 | OU      | $-165577.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LATTICE SEMICONDUCTOR CORP                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        7686 | OU      | $-618876.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LATTICE SEMICONDUCTOR CORP                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4735 | OU      | $-381262.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AKAMAI TECHNOLOGIES INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5329 | OU      | $517712.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AKAMAI TECHNOLOGIES INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       42795 | OU      | $4157534.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AKAMAI TECHNOLOGIES INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1169 | OU      | $113568.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AKAMAI TECHNOLOGIES INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3932 | OU      | $381993.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DISTRIBUTION SOLUTIONS GROUP INC                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        9695 | OU      | $-275241.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DISTRIBUTION SOLUTIONS GROUP INC                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2471 | OU      | $-70151.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DISTRIBUTION SOLUTIONS GROUP INC                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       10507 | OU      | $-298293.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DISTRIBUTION SOLUTIONS GROUP INC                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8786 | OU      | $-249434.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LA-Z-BOY INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         423 | OU      | $15401.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LA-Z-BOY INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5324 | OU      | $193846.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LA-Z-BOY INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9783 | OU      | $356199.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LA-Z-BOY INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       86424 | OU      | $-3146697.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LEGGETT   PLATT INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      710833 | OU      | $8295421.11    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENNAR A CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       93975 | OU      | $10276166.25   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENNAR A CORP CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1227 | OU      | $134172.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KRATOS DEFENSE AND SECURITY SOLUTI                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       75401 | OU      | $7767057.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KRATOS DEFENSE AND SECURITY SOLUTI                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4136 | OU      | $426049.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KRATOS DEFENSE AND SECURITY SOLUTI                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7309 | OU      | $752900.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KRATOS DEFENSE AND SECURITY SOLUTI                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3534 | OU      | $364037.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LITHIA MOTORS INC CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       54739 | OU      | $17704782.16   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELI LILLY                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         495 | OU      | $513389.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ELI LILLY                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         230 | OU      | $238544.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ELI LILLY                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         265 | OU      | $274844.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ELI LILLY                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1233 | OU      | $1278805.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ELI LILLY                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       30487 | OU      | $-31619592.05  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINCOLN NATIONAL CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      337588 | OU      | $-14047036.68  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LINCOLN ELECTRIC HOLDINGS INC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       23033 | OU      | $6111806.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED PARCEL SERVICE INC CLASS B                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1255 | OU      | $133306.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNITED PARCEL SERVICE INC CLASS B                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       10377 | OU      | $1102244.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNITED PARCEL SERVICE INC CLASS B                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      131335 | OU      | $-13950403.70  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AGILENT TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         270 | OU      | $36139.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AGILENT TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1685 | OU      | $225537.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LOCKHEED MARTIN CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       37950 | OU      | $24068649.00   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOCKHEED MARTIN CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14370 | OU      | $9113741.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOEWS CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       28543 | OU      | $-3013284.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOEWS CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4514 | OU      | $-476542.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LOEWS CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       12328 | OU      | $-1301466.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LOEWS CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       10112 | OU      | $-1067523.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOEWS CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       21710 | OU      | $-2291924.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CARNIVAL CORP                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      419980 | OU      | $12607799.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARNIVAL CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2339 | OU      | $-70216.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RANGE RESOURCES CORP                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        6170 | OU      | $233534.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ATI INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        6389 | OU      | $-768596.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ATI INC                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      174330 | OU      | $-20971899.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ATI INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1687 | OU      | $-202946.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LITTELFUSE INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2476 | OU      | $801629.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LITTELFUSE INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1332 | OU      | $-431248.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LITTELFUSE INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          78 | OU      | $-25253.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LITTELFUSE INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         305 | OU      | $-98746.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOWES COMPANIES INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          29 | OU      | $-7744.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOWES COMPANIES INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       33753 | OU      | $-9014076.18   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOWES COMPANIES INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8112 | OU      | $-2166390.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LOWES COMPANIES INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3049 | OU      | $-814265.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LOWES COMPANIES INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3226 | OU      | $-861535.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOWES COMPANIES INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7115 | OU      | $-1900131.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LAKELAND FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        4311 | OU      | $256935.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOMINION ENERGY INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      592614 | OU      | $-35657584.38  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MACERICH REIT                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6121 | OU      | $-115870.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MGM RESORTS INTERNATIONAL                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      538721 | OU      | $18068702.34   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MGIC INVESTMENT CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      387718 | OU      | $10437368.56   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MGIC INVESTMENT CORP                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        7841 | OU      | $211079.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MGIC INVESTMENT CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       89734 | OU      | $2415639.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MGIC INVESTMENT CORP                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       15737 | OU      | $423640.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MGIC INVESTMENT CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2905 | OU      | $78202.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MGIC INVESTMENT CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       17351 | OU      | $467088.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | M I HOMES INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       87971 | OU      | $11761722.70   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MCCORMICK   CO NON-VOTING INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3825 | OU      | $-236499.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MCCORMICK   CO NON-VOTING INC                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      310312 | OU      | $-19186590.96  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MCCORMICK   CO NON-VOTING INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13975 | OU      | $-864074.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SPDR S P MIDCAP  ETF TRUST                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         777 | OU      | $-487621.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MCDONALDS CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       17764 | OU      | $5595660.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MCDONALDS CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       15666 | OU      | $4934790.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCDONALDS CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3787 | OU      | $1192905.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MCDONALDS CORP                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6614 | OU      | $2083410.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MCDONALDS CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5118 | OU      | $1612170.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCGRATH RENT                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8694 | OU      | $971032.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MCGRATH RENT                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17916 | OU      | $2001038.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MCGRATH RENT                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       15403 | OU      | $1720361.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MCGRATH RENT                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7688 | OU      | $858672.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STEVEN MADDEN LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       60910 | OU      | $-2672730.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | STEVEN MADDEN LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      190341 | OU      | $-8352163.08   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MGE ENERGY INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       39401 | OU      | $-3147351.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MGE ENERGY INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4378 | OU      | $-349714.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVEREST GROUP LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       43169 | OU      | $-14301026.32  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EVEREST GROUP LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       97288 | OU      | $-32229568.64  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVEREST GROUP LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2045 | OU      | $-677467.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EVEREST GROUP LTD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5692 | OU      | $-1885645.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EVEREST GROUP LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       13436 | OU      | $-4451078.08   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EVEREST GROUP LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3098 | OU      | $-1026305.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MANPOWER INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      454776 | OU      | $16522012.08   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EQUITY LIFESTYLE PROPERTIES REIT I                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      124617 | OU      | $-7872055.89   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EQUITY LIFESTYLE PROPERTIES REIT I                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       28204 | OU      | $-1781646.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EQUITY LIFESTYLE PROPERTIES REIT I                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       14259 | OU      | $-900741.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EQUITY LIFESTYLE PROPERTIES REIT I                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       14856 | OU      | $-938453.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EQUITY LIFESTYLE PROPERTIES REIT I                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       84078 | OU      | $-5311207.26   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE MARCUS CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      186918 | OU      | $2820592.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MARKEL GROUP INC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        3995 | OU      | $-8152356.80   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARKEL GROUP INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         374 | OU      | $-763199.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARKEL GROUP INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1197 | OU      | $-2442646.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARKEL GROUP INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         836 | OU      | $-1705975.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARKEL GROUP INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         408 | OU      | $-832581.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ACADIA REALTY TRUST REIT                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |     1133933 | OU      | $-22689999.33  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EDWARDS LIFESCIENCES CORP                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7990 | OU      | $-650066.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EDWARDS LIFESCIENCES CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4422 | OU      | $-359773.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EDWARDS LIFESCIENCES CORP                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7220 | OU      | $-587419.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EDWARDS LIFESCIENCES CORP                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       15790 | OU      | $-1284674.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EDWARDS LIFESCIENCES CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         684 | OU      | $-55650.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HOST HOTELS   RESORTS REIT INC                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       46030 | OU      | $852935.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MSC INDUSTRIAL INC CLASS A                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1313 | OU      | $-110738.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MARSH   MCLENNAN INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       14609 | OU      | $2749267.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARSH INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       64925 | OU      | $12218235.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARSH INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1887 | OU      | $355114.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SILICON LABORATORIES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         978 | OU      | $-139316.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MASCO CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         895 | OU      | $-59150.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MASCO CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      184051 | OU      | $-12163930.59  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MASCO CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       25727 | OU      | $-1700297.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MASCO CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       13326 | OU      | $-880715.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MASCO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       23845 | OU      | $-1575916.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MASCO CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11022 | OU      | $-728443.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MASCO CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       66489 | OU      | $-4394258.01   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MASCO CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2194 | OU      | $-145001.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARTIN MARIETTA MATERIALS INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6049 | OU      | $-3943645.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MATTEL INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       43857 | OU      | $916172.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATTEL INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          20 | OU      | $-417.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATTEL INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       26251 | OU      | $-548383.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATTEL INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       15035 | OU      | $-314081.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | METLIFE INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      107340 | OU      | $8466979.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | METLIFE INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         208 | OU      | $16407.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXELIXIS INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      182300 | OU      | $7539928.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      262663 | OU      | $-19573646.76  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NOVA LTD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        4442 | OU      | $2033725.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEALTHSTREAM INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       29722 | OU      | $-662503.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEALTHSTREAM INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       52954 | OU      | $-1180344.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HEALTHSTREAM INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3590 | OU      | $-80021.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ON SEMICONDUCTOR CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       51476 | OU      | $-3082897.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CAMTEK LTD                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       26912 | OU      | $3943415.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       62166 | OU      | $26749408.14   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       28466 | OU      | $12248635.14   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       29478 | OU      | $12684088.62   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1105 | OU      | $475470.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MICROSOFT CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          17 | OU      | $7314.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MICRON TECHNOLOGY INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       30083 | OU      | $12480835.04   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MID AMERICA APARTMENT COMMUNITIES                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       17578 | OU      | $-2360725.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MIDDLESEX WATER                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       17863 | OU      | $-935663.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MIDDLESEX WATER                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       11340 | OU      | $-593989.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MIDDLESEX WATER                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12831 | OU      | $-672087.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIDDLESEX WATER                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14956 | OU      | $-783395.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MIDDLEBY CORP                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       38638 | OU      | $-5686354.46   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIDDLEBY CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18497 | OU      | $-2722203.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MICROCHIP TECHNOLOGY INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      112161 | OU      | $8515263.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MICROCHIP TECHNOLOGY INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5326 | OU      | $404349.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MICROCHIP TECHNOLOGY INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       33832 | OU      | $-2568525.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MICROCHIP TECHNOLOGY INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       26369 | OU      | $-2001934.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MICROCHIP TECHNOLOGY INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7681 | OU      | $-583141.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MICROCHIP TECHNOLOGY INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1958 | OU      | $-148651.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MILLERKNOLL INC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      648315 | OU      | $13018165.20   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | 3M                                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       53020 | OU      | $8120543.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | 3M                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2693 | OU      | $412459.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | 3M                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        9350 | OU      | $1432046.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | 3M                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7392 | OU      | $1132158.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | 3M                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5243 | OU      | $-803017.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FINANCIAL INSTITUTIONS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         523 | OU      | $-17227.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FINANCIAL INSTITUTIONS INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       17625 | OU      | $-580567.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FINANCIAL INSTITUTIONS INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        3277 | OU      | $-107944.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FINANCIAL INSTITUTIONS INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       23531 | OU      | $-775111.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITEK SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      134275 | OU      | $-1345435.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITEK SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       60805 | OU      | $-609266.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EPLUS                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7632 | OU      | $654901.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NEOGENOMICS INC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      247092 | OU      | $-2979929.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MODINE MANUFACTURING                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        9007 | OU      | $1663232.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MODINE MANUFACTURING                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       37559 | OU      | $6935644.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MODINE MANUFACTURING                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       26228 | OU      | $4843262.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MODINE MANUFACTURING                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       35150 | OU      | $-6490799.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MODINE MANUFACTURING                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       65343 | OU      | $-12066238.38  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MODINE MANUFACTURING                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        9982 | OU      | $-1843276.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MOHAWK INDUSTRIES INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       83935 | OU      | $-9936225.30   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONARCH CASINO AND RESORT INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3676 | OU      | $336464.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENTEGRIS INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      168126 | OU      | $-19850636.82  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENTEGRIS INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       25648 | OU      | $-3028259.36   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENTEGRIS INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       20108 | OU      | $-2374151.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENTEGRIS INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1856 | OU      | $-219137.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENTEGRIS INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9676 | OU      | $-1142445.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MONRO INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       12374 | OU      | $-231641.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MOOG INC CLASS A                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1837 | OU      | $560927.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MOOG INC CLASS A                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |          66 | OU      | $20153.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MOOG INC CLASS A                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         262 | OU      | $80001.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERITAGE CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       83367 | OU      | $5794840.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CHARLES RIVER LABORATORIES INTERNA                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       16883 | OU      | $3553533.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BEACON FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      161214 | OU      | $-4570416.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BERKSHIRE HILLS BANCORP INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      366378 | OU      | $-10386816.30  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MUELLER INDUSTRIES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       29210 | OU      | $-3976649.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MYERS INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      142232 | OU      | $2939935.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ILLUMINA INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       13391 | OU      | $1939150.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ILLUMINA INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5126 | OU      | $742296.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INSMED INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       12786 | OU      | $-2005739.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INSMED INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       16614 | OU      | $-2606238.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INSMED INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3404 | OU      | $-533985.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XCEL ENERGY INC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6862 | OU      | $521923.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | XCEL ENERGY INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7630 | OU      | $580337.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XCEL ENERGY INC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       86218 | OU      | $-6557741.08   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORD MOTOR CO                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1450335 | OU      | $-20130649.80  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORD MOTOR CO                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      685082 | OU      | $-9508938.16   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BRUKER CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6305 | OU      | $279248.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRUKER CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       23292 | OU      | $-1031602.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INNOVATIVE SOLUTIONS AND SUPPORT I                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14012 | OU      | $259081.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MID PENN BANCORP INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       14116 | OU      | $-465686.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MID PENN BANCORP INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        8210 | OU      | $-270847.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MID PENN BANCORP INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       11647 | OU      | $-384234.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MID PENN BANCORP INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1621 | OU      | $-53476.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NAPCO SECURITY TECHNOLOGIES INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10022 | OU      | $369711.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NAPCO SECURITY TECHNOLOGIES INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         848 | OU      | $-31282.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NAPCO SECURITY TECHNOLOGIES INC                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       16254 | OU      | $-599610.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEUROCRINE BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       53424 | OU      | $7268869.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEUROCRINE BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10714 | OU      | $-1457746.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEUROCRINE BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4253 | OU      | $-578663.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEUROCRINE BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12240 | OU      | $-1665374.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEUROCRINE BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       22710 | OU      | $-3089922.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL FUEL GAS                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          24 | OU      | $-2010.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL FUEL GAS                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4167 | OU      | $-348986.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL HEALTH INVESTORS REIT INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18025 | OU      | $1480213.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NATIONAL HEALTH INVESTORS REIT INC                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       30338 | OU      | $2491356.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NATIONAL HEALTH INVESTORS REIT INC                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       16441 | OU      | $1350134.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NATIONAL HEALTH INVESTORS REIT INC                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       37423 | OU      | $3073176.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NBT BANCORP INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       40496 | OU      | $-1799237.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NBT BANCORP INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        7557 | OU      | $-335757.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NBT BANCORP INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       71500 | OU      | $-3176745.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NATIONAL PRESTO INDUSTRIES INC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2601 | OU      | $-331367.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NATIONAL PRESTO INDUSTRIES INC                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        2202 | OU      | $-280534.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEOGEN CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       90932 | OU      | $-929325.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEOGEN CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      118974 | OU      | $-1215914.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NEOGEN CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      461164 | OU      | $-4713096.08   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEW JERSEY RESOURCES CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         559 | OU      | $27659.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEW JERSEY RESOURCES CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2023 | OU      | $100098.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEW JERSEY RESOURCES CORP                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       34854 | OU      | $-1724575.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NETAPP INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9414 | OU      | $-907038.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NETAPP INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4517 | OU      | $-435212.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NETAPP INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7547 | OU      | $-727153.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEW YORK TIMES CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6247 | OU      | $457967.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NEW YORK TIMES CLASS A                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      113582 | OU      | $-8326696.42   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STERLING INFRASTRUCTURE INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3931 | OU      | $1406944.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STERLING INFRASTRUCTURE INC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1672 | OU      | $598425.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STERLING INFRASTRUCTURE INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3224 | OU      | $1153901.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STERLING INFRASTRUCTURE INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4657 | OU      | $-1666786.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TTM TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       14420 | OU      | $1416044.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEWELL BRANDS INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       33267 | OU      | $141384.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEWMONT                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      101533 | OU      | $11407232.55   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NPK INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        8201 | OU      | $113255.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NVR INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         348 | OU      | $2657234.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NVR INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         284 | OU      | $2168547.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NVR INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         205 | OU      | $1565324.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NVR INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1372 | OU      | $10476221.56   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NVR INC                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        1396 | OU      | $10659479.08   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NVR INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          26 | OU      | $198528.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NVR INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          79 | OU      | $603222.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NATIONAL BEVERAGE CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       67694 | OU      | $2307011.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NATIONAL BEVERAGE CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       88809 | OU      | $3026610.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIKE INC CLASS B                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        8497 | OU      | $525199.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIKE INC CLASS B                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       97439 | OU      | $-6022704.59   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIKE INC CLASS B                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5695 | OU      | $-352007.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIKE INC CLASS B                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6693 | OU      | $-413694.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORDSON CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         851 | OU      | $-233625.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NORDSON CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1843 | OU      | $-505958.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORFOLK SOUTHERN CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1062 | OU      | $309296.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORFOLK SOUTHERN CORP                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3647 | OU      | $1062152.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NORFOLK SOUTHERN CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         138 | OU      | $40191.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NORFOLK SOUTHERN CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1878 | OU      | $546948.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOVADO GROUP INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4973 | OU      | $113384.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NISOURCE INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      320069 | OU      | $-14175856.01  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NISOURCE INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      157868 | OU      | $-6991973.72   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NISOURCE INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       14221 | OU      | $-629848.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NISOURCE INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8596 | OU      | $-380716.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NISOURCE INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4237 | OU      | $-187656.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EAGLE BANCORP INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       69149 | OU      | $-1850427.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORTHERN TRUST CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       51413 | OU      | $-7682644.59   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTHERN TRUST CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       48965 | OU      | $-7316839.95   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORTHERN TRUST CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6291 | OU      | $-940064.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORTHROP GRUMMAN CORP                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6383 | OU      | $4418695.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORTHROP GRUMMAN CORP                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7977 | OU      | $5522158.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WELLS FARGO                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          82 | OU      | $-7420.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NUCOR CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3808 | OU      | $676757.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NUCOR CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3547 | OU      | $630372.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NUCOR CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         168 | OU      | $29856.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUCOR CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        7005 | OU      | $-1244928.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHENIERE ENERGY INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7137 | OU      | $1509618.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHENIERE ENERGY INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1450 | OU      | $306704.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHENIERE ENERGY INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       19185 | OU      | $4058011.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHENIERE ENERGY INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5177 | OU      | $1095039.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHENIERE ENERGY INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       21593 | OU      | $4567351.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHENIERE ENERGY INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4757 | OU      | $1006200.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAPITAL ONE FINANCIAL CORP                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3258 | OU      | $713273.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CAPITAL ONE FINANCIAL CORP                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3425 | OU      | $749835.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPITAL ONE FINANCIAL CORP                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       11350 | OU      | $-2484855.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CAPITAL ONE FINANCIAL CORP                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       31065 | OU      | $-6801060.45   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OCCIDENTAL PETROLEUM CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       71706 | OU      | $-3254735.34   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OCCIDENTAL PETROLEUM CORP                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      522411 | OU      | $-23712235.29  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OCCIDENTAL PETROLEUM CORP                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7870 | OU      | $-357219.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OCEANEERING INTERNATIONAL INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      195329 | OU      | $5879402.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OCEANEERING INTERNATIONAL INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      171047 | OU      | $5148514.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OCEANEERING INTERNATIONAL INC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      171295 | OU      | $5155979.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OLD DOMINION FREIGHT LINE INC                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       60768 | OU      | $10525017.60   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLD DOMINION FREIGHT LINE INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       24788 | OU      | $-4293281.60   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OLD DOMINION FREIGHT LINE INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12907 | OU      | $-2235492.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OLD DOMINION FREIGHT LINE INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5264 | OU      | $-911724.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CNO FINANCIAL GROUP INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      365416 | OU      | $15365742.80   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CNO FINANCIAL GROUP INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9131 | OU      | $-383958.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OGE ENERGY CORP                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      135611 | OU      | $-5923488.48   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OLD SECOND BANCORP INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5835 | OU      | $-115766.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLD NATIONAL BANCORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       44235 | OU      | $1080661.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OLD NATIONAL BANCORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1056 | OU      | $25798.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLD NATIONAL BANCORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      725926 | OU      | $-17734372.18  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OLD NATIONAL BANCORP                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |     1089162 | OU      | $-26608227.66  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OLIN CORP                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4688 | OU      | $97557.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OLD REPUBLIC INTERNATIONAL CORP                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       19360 | OU      | $-758331.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORACLE CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       31531 | OU      | $5189371.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ORACLE CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       19438 | OU      | $3199106.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSHKOSH CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       54726 | OU      | $7870693.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OSHKOSH CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1080 | OU      | $-155325.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OSHKOSH CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2358 | OU      | $-339127.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OTTER TAIL CORP                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        4063 | OU      | $362257.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PACCAR INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      205206 | OU      | $-25221869.46  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PACCAR INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      152033 | OU      | $-18686376.03  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PAR TECHNOLOGY CORP                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      488254 | OU      | $-12797137.34  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXELON CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      246811 | OU      | $-11052196.58  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RENASANT CORP                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      307293 | OU      | $-11588019.03  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PARKER-HANNIFIN CORP                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       15889 | OU      | $14869561.76   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PARKER-HANNIFIN CORP                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4567 | OU      | $4273981.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PATTERSON UTI ENERGY INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     1235678 | OU      | $9304655.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PATRICK INDUSTRIES INC                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         853 | OU      | $-107623.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PATRICK INDUSTRIES INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      220860 | OU      | $-27865906.20  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PAYCHEX INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         168 | OU      | $17325.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PAYCHEX INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3925 | OU      | $404785.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PAYCHEX INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      162121 | OU      | $-16719538.73  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PEGASYSTEMS INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       10567 | OU      | $461672.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHENANDOAH TELECOMMUNICATIONS                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      165926 | OU      | $-1969541.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AXIS CAPITAL HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2215 | OU      | $228543.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PEDIATRIX MEDICAL GROUP INC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      574635 | OU      | $12285696.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALIGN TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25535 | OU      | $4162971.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALIGN TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2640 | OU      | $-430399.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PEOPLES BANCORP INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       27830 | OU      | $905031.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PPL CORP                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      165184 | OU      | $-5987920.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PPL CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        9136 | OU      | $-331180.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PEPSICO INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        7387 | OU      | $1134864.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PEPSICO INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11932 | OU      | $1833113.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TUTOR PERINI CORP                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       42257 | OU      | $3333654.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TUTOR PERINI CORP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       91286 | OU      | $7201552.54    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TUTOR PERINI CORP                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      210842 | OU      | $16633325.38   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PENN ENTERTAINMENT INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      516586 | OU      | $6632964.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PENN ENTERTAINMENT INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      276748 | OU      | $3553444.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PFIZER INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1075608 | OU      | $28439075.52   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PFIZER INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       73879 | OU      | $1953360.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PFIZER INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       15153 | OU      | $400645.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PFIZER INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       11670 | OU      | $308554.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CONOCOPHILLIPS                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3704 | OU      | $386067.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PHOTRONICS INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3242 | OU      | $112075.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NETGEAR INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       48106 | OU      | $1005896.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PG E CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1277962 | OU      | $19706174.04   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PG E CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       88548 | OU      | $1365410.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CLIMB GLOBAL SOLUTIONS INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         938 | OU      | $-111237.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PITNEY BOWES INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      281059 | OU      | $-2931445.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNIVEST FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3643 | OU      | $120729.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNIVEST FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       14124 | OU      | $468069.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNIVEST FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       22589 | OU      | $748599.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNIVEST FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       10293 | OU      | $341110.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRINKS                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      147983 | OU      | $18799760.32   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PLEXUS CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       89774 | OU      | $17894651.42   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALTRIA GROUP INC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      394470 | OU      | $24453195.30   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PNC FINANCIAL SERVICES GROUP INC                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1170 | OU      | $-261261.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PNC FINANCIAL SERVICES GROUP INC                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1545 | OU      | $-344998.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROWN   BROWN INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      174713 | OU      | $-12596807.30  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BROWN   BROWN INC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      301640 | OU      | $-21748244.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POLARIS INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      323738 | OU      | $20667433.92   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRINET GROUP INCINARY                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      327300 | OU      | $20043852.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PAPA JOHNS INTERNATIONAL INC                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      169843 | OU      | $-5973378.31   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLUOR CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       19626 | OU      | $906524.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | POWELL INDUSTRIES INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5301 | OU      | $-2351470.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GETTY REALTY REIT CORP                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      130340 | OU      | $3891952.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PPG INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       63615 | OU      | $7355802.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PPG INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        2010 | OU      | $-232416.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IPG PHOTONICS CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      114768 | OU      | $10605710.88   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COSTCO WHOLESALE CORP                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       32705 | OU      | $30750876.25   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COSTCO WHOLESALE CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         323 | OU      | $303700.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | T ROWE PRICE GROUP INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       28058 | OU      | $-2965169.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | QUEST DIAGNOSTICS INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       29797 | OU      | $5572932.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUEST DIAGNOSTICS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1588 | OU      | $-297003.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QUEST DIAGNOSTICS INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1530 | OU      | $-286155.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PAN AMERICAN SILVER CORP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13474 | OU      | $735680.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PAN AMERICAN SILVER CORP                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5663 | OU      | $309199.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PROCTER   GAMBLE                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      119753 | OU      | $18174912.81   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROCTER   GAMBLE                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         792 | OU      | $120201.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PROCTER   GAMBLE                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8343 | OU      | $1266217.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PROCTER   GAMBLE                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3008 | OU      | $456524.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PROCTER   GAMBLE                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13276 | OU      | $2014898.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PROCTER   GAMBLE                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       74000 | OU      | $-11230980.00  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PROGRESSIVE CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       41517 | OU      | $8635536.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROGRESSIVE CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8777 | OU      | $1825616.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PROGRESSIVE CORP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       15525 | OU      | $3229200.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PROGRESSIVE CORP                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3638 | OU      | $756704.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PROGRESS SOFTWARE CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      136882 | OU      | $5601211.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROGRESS SOFTWARE CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      443765 | OU      | $18158863.80   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PROGRESS SOFTWARE CORP                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      128359 | OU      | $5252450.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMMUNITY TRUST BANCORP INC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       20919 | OU      | $1290702.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PUBLIC SERVICE ENTERPRISE GROUP IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10657 | OU      | $877710.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PUBLIC SERVICE ENTERPRISE GROUP IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       38676 | OU      | $3185355.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PULTEGROUP INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        4730 | OU      | $591675.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GLOBAL PAYMENTS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       26326 | OU      | $-1888627.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | QUALCOMM INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      137013 | OU      | $20769800.67   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QUALCOMM INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5749 | OU      | $871490.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUALCOMM INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       19514 | OU      | $2958127.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QUALCOMM INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       28582 | OU      | $4332745.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | QUALCOMM INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       14055 | OU      | $2130597.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QUALCOMM INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       43779 | OU      | $6636458.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUAKER HOUGHTON CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       15561 | OU      | $-2392348.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DORMAN PRODUCTS INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       75372 | OU      | $-9361202.40   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | DORMAN PRODUCTS INC                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        3817 | OU      | $-474071.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAYMOND JAMES INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4064 | OU      | $674055.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RAYMOND JAMES INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11460 | OU      | $1900755.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RAYMOND JAMES INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2540 | OU      | $421284.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RAYMOND JAMES INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       67209 | OU      | $-11147284.74  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EXACT SCIENCES CORP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6373 | OU      | $652212.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RAMBUS INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3504 | OU      | $-398860.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNITED STATES LIME AND MINERALS IN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       34262 | OU      | $4129598.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | REALTY INCOME REIT CORP                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      708467 | OU      | $-43329841.72  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REGENCY CENTERS REIT CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       93931 | OU      | $-6844751.97   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REGENCY CENTERS REIT CORP                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       29490 | OU      | $-2148936.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UDR REIT INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      679633 | OU      | $-25248365.95  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UDR REIT INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       98464 | OU      | $-3657937.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UDR REIT INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       91843 | OU      | $-3411967.45   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UDR REIT INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       28578 | OU      | $-1061672.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RENAISSANCERE HOLDING LTD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |           2 | OU      | $563.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RENAISSANCERE HOLDING LTD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1383 | OU      | $389591.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RELIANCE STEEL   ALUMINUM                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       29146 | OU      | $9603607.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RELIANCE STEEL   ALUMINUM                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         142 | OU      | $46789.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RELIANCE STEEL   ALUMINUM                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          49 | OU      | $16145.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REGAL REXNORD CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       20107 | OU      | $3247280.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REGENERON PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         385 | OU      | $285458.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CBIZ INC                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      479498 | OU      | $-18868246.30  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CBIZ INC                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6869 | OU      | $-270295.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CBIZ INC                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       17288 | OU      | $-680282.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CBIZ INC                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       14605 | OU      | $-574706.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REDWOOD TRUST REIT INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      142885 | OU      | $-783009.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REDWOOD TRUST REIT INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       21587 | OU      | $-118296.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REINSURANCE GROUP OF AMERICA INC                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        6689 | OU      | $-1356194.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | REPLIGEN CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       60805 | OU      | $-9082442.85   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RESMED INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       31310 | OU      | $8087686.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RESMED INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       23649 | OU      | $6108773.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RESMED INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1519 | OU      | $-392372.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RESMED INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1755 | OU      | $-453334.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | US BANCORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      353889 | OU      | $19856711.79   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | US BANCORP                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      472236 | OU      | $26497161.96   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | US BANCORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5899 | OU      | $330992.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARCH CAPITAL GROUP LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       59001 | OU      | $5666456.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARCH CAPITAL GROUP LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         185 | OU      | $17767.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARCH CAPITAL GROUP LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1492 | OU      | $143291.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLOWERS FOODS INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       48925 | OU      | $559212.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROGERS CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2634 | OU      | $256130.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROSS STORES INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       27388 | OU      | $-5166746.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KFORCE INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       44908 | OU      | $1586599.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROLLINS INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       43243 | OU      | $-2739011.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROLLINS INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      137021 | OU      | $-8678910.14   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROLLINS INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8866 | OU      | $-561572.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROPER TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       17966 | OU      | $6669518.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROPER TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8533 | OU      | $3167705.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROPER TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17111 | OU      | $6352116.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROPER TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       16509 | OU      | $6128636.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROPER TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3067 | OU      | $1138562.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROPER TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       74743 | OU      | $-27746843.89  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROCKWELL AUTOMATION INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       38911 | OU      | $16406823.15   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROCKWELL AUTOMATION INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       43999 | OU      | $18552178.35   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROYAL CARIBBEAN GROUP LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13469 | OU      | $-4372710.85   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ROYAL CARIBBEAN GROUP LTD                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       79234 | OU      | $-25723318.10  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROYAL CARIBBEAN GROUP LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10313 | OU      | $-3348115.45   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROYAL CARIBBEAN GROUP LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1454 | OU      | $-472041.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROYAL CARIBBEAN GROUP LTD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1670 | OU      | $-542165.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROYAL GOLD INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10947 | OU      | $2882454.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROYAL GOLD INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3002 | OU      | $790456.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROYAL GOLD INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8097 | OU      | $2132021.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROYAL GOLD INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3300 | OU      | $868923.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROYAL GOLD INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       28512 | OU      | $-7507494.72   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COPT DEFENSE PROPERTIES                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       67333 | OU      | $2074529.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RPM INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4764 | OU      | $-509557.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RPM INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6268 | OU      | $-670425.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RPM INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5041 | OU      | $-539185.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IDT CORP CLASS B                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       33366 | OU      | $1622588.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IDT CORP CLASS B                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3777 | OU      | $183675.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IDT CORP CLASS B                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5480 | OU      | $266492.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RYDER SYSTEM INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         782 | OU      | $149580.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SM ENERGY                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      439503 | OU      | $8557123.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SM ENERGY                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       71938 | OU      | $1400632.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SELECTIVE INSURANCE GROUP INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5101 | OU      | $-428892.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SELECTIVE INSURANCE GROUP INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3688 | OU      | $-310087.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SELECTIVE INSURANCE GROUP INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         188 | OU      | $-15807.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SCANSOURCE INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      227682 | OU      | $9788049.18    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ST JOE                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       20310 | OU      | $-1344318.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRAVELERS COMPANIES INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       25353 | OU      | $7213182.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TRAVELERS COMPANIES INC                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       35729 | OU      | $10165257.79   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRAVELERS COMPANIES INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5006 | OU      | $-1424257.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRAVELERS COMPANIES INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         684 | OU      | $-194604.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIDELITY NATIONAL INFORMATION SERV                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      380811 | OU      | $21039807.75   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JOHN B SANFILIPPO AND SON INC                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        1498 | OU      | $121188.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAP ADR REPRESENTING                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       16073 | OU      | $3231315.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SAP ADR REPRESENTING                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7347 | OU      | $1477040.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SAP ADR REPRESENTING                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         265 | OU      | $53275.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAP ADR REPRESENTING                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6285 | OU      | $1263536.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SAUL CENTERS REIT INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         466 | OU      | $14786.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAUL CENTERS REIT INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        6364 | OU      | $-201929.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MERCK   CO INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      277338 | OU      | $-30582061.26  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SLB NV                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       30749 | OU      | $-1487636.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CHARLES SCHWAB CORP                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      384416 | OU      | $39948510.72   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHARLES SCHWAB CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5939 | OU      | $617180.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHARLES SCHWAB CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8445 | OU      | $877604.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHARLES SCHWAB CORP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2311 | OU      | $240159.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHARLES SCHWAB CORP                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        8194 | OU      | $851520.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SCOTTS MIRACLE GRO                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       77041 | OU      | $-4947573.02   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POOL CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       20592 | OU      | $5232221.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | POOL CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1151 | OU      | $292457.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MATIV HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      301126 | OU      | $3628568.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PDF SOLUTIONS INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6730 | OU      | $-214350.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ZIMMER BIOMET HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        4872 | OU      | $-424205.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZIMMER BIOMET HOLDINGS INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4309 | OU      | $-375184.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZIMMER BIOMET HOLDINGS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         606 | OU      | $-52764.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ZIMMER BIOMET HOLDINGS INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2975 | OU      | $-259033.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZIMMER BIOMET HOLDINGS INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       14942 | OU      | $-1300999.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZIMMER BIOMET HOLDINGS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       15998 | OU      | $-1392945.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEABOARD CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1391 | OU      | $7069451.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEI INVESTMENTS                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      137627 | OU      | $12090531.95   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENCORA INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       15040 | OU      | $-5402668.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SEMTECH CORP                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        2932 | OU      | $-233827.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SERVICE                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         386 | OU      | $31045.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SERVICE                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4774 | OU      | $383972.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SERVICE                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1499 | OU      | $120564.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SERVICE                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      176201 | OU      | $-14171846.43  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PREFORMED LINE PRODUCTS                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         244 | OU      | $61229.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PREFORMED LINE PRODUCTS                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         673 | OU      | $168882.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PRINCIPAL FINANCIAL GROUP INC                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      167049 | OU      | $15822881.28   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PRINCIPAL FINANCIAL GROUP INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         857 | OU      | $-81175.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PRINCIPAL FINANCIAL GROUP INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       10551 | OU      | $-999390.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHERWIN WILLIAMS                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2128 | OU      | $754673.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHERWIN WILLIAMS                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       32185 | OU      | $-11414088.40  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHERWIN WILLIAMS                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10607 | OU      | $-3761666.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARGAN INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1183 | OU      | $410631.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARGAN INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13991 | OU      | $4856416.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARGAN INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3641 | OU      | $1263827.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARGAN INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       11653 | OU      | $4044872.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARGAN INC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1798 | OU      | $624103.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHOE CARNIVAL INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      261661 | OU      | $4987258.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CENTENE CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      352819 | OU      | $15284119.08   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SIMPSON MANUFACTURING INC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       75878 | OU      | $-13413712.84  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIMPSON MANUFACTURING INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         376 | OU      | $-66469.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIMPSON MANUFACTURING INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         498 | OU      | $-88036.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIMPSON MANUFACTURING INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         127 | OU      | $-22451.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SILGAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      773726 | OU      | $-33386276.90  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | H2O AMERICA                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       26271 | OU      | $-1367142.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | H2O AMERICA                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       10541 | OU      | $-548553.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SIMON PROPERTY GROUP REIT INC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        7052 | OU      | $1349118.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIMON PROPERTY GROUP REIT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1775 | OU      | $339575.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIMON PROPERTY GROUP REIT INC                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4393 | OU      | $840424.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIMON PROPERTY GROUP REIT INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8984 | OU      | $1718729.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYWEST INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       57849 | OU      | $5583585.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | A O SMITH CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4056 | OU      | $298075.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | A O SMITH CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3094 | OU      | $-227378.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | A O SMITH CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       20331 | OU      | $-1494125.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ACUITY INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         714 | OU      | $220797.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SNAP ON INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       37511 | OU      | $-13733152.21  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SNAP ON INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       18155 | OU      | $-6646727.05   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SNAP ON INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3265 | OU      | $-1195349.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PRUDENTIAL FINANCIAL INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      257307 | OU      | $28589380.77   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SONOCO PRODUCTS                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      489638 | OU      | $-23502624.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADVANCE AUTO PARTS INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       22181 | OU      | $-1064909.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUTHERN COPPER CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          85 | OU      | $-16177.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOUTHERN COPPER CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3754 | OU      | $-714461.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOUTHERN COPPER CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3145 | OU      | $-598556.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EDISON INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      290922 | OU      | $18118622.16   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUTHERN                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10995 | OU      | $981963.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOUTHERN                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       16979 | OU      | $1516394.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOUTHERN                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       42409 | OU      | $3787547.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOUTHERN                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11361 | OU      | $1014650.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOUTHERN                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      165679 | OU      | $-14796791.49  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOUTHWEST AIRLINES                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      145295 | OU      | $-6904418.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOUTHWEST AIRLINES                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11017 | OU      | $-523527.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AT T INC                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      757297 | OU      | $19848754.37   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AT T INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1079 | OU      | $28280.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AT T INC                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       19915 | OU      | $521972.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOUTHWEST GAS HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1374 | OU      | $113794.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOUTHWEST GAS HOLDINGS INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3724 | OU      | $-308421.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STAAR SURGICAL                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5066 | OU      | $-96000.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STANDARD MOTOR PRODUCTS INC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      208206 | OU      | $8313665.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | STANDARD MOTOR PRODUCTS INC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      134641 | OU      | $5376215.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CHEVRON CORP                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       10154 | OU      | $1796242.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHEVRON CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         541 | OU      | $95702.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHEVRON CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         153 | OU      | $27065.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SYNAPTICS INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       57102 | OU      | $4711486.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SYNAPTICS INC                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       89825 | OU      | $7411460.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SYNAPTICS INC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2322 | OU      | $-191588.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPDR S P  ETF TRUST                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      136659 | OU      | $-94563928.23  | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SPDR S P  ETF TRUST                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       28410 | OU      | $-19658867.70  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SPDR S P  ETF TRUST                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      114600 | OU      | $-79299762.00  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SPDR S P  ETF TRUST                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      109162 | OU      | $-75536829.14  | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STATE STREET CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       19497 | OU      | $-2551377.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STATE STREET CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17233 | OU      | $-2255110.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STATE STREET CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         533 | OU      | $-69748.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STATE STREET CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       12095 | OU      | $-1582751.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STATE STREET CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8376 | OU      | $-1096083.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STATE STREET CORP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6030 | OU      | $-789085.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STARBUCKS CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      164771 | OU      | $-15150693.45  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | STEPAN                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       55507 | OU      | $-3197758.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STEWART INFO SERVICES CORP                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1716 | OU      | $115709.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STIFEL FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       45489 | OU      | $5608793.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STEEL DYNAMICS INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1525 | OU      | $273844.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STEEL DYNAMICS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         103 | OU      | $18495.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STEEL DYNAMICS INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         776 | OU      | $139346.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STEEL DYNAMICS INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       95380 | OU      | $-17127386.60  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PUBLIC STORAGE REIT                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       12898 | OU      | $3562298.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PUBLIC STORAGE REIT                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1955 | OU      | $539951.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PUBLIC STORAGE REIT                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       10443 | OU      | $2884252.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STRYKER CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       21416 | OU      | $7914496.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STRYKER CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13565 | OU      | $5013081.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STRYKER CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       20265 | OU      | $7489133.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STRYKER CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2845 | OU      | $-1051398.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NETFLIX INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      204230 | OU      | $17051162.70   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NETFLIX INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         169 | OU      | $14109.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NETFLIX INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1541 | OU      | $128658.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NETFLIX INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3438 | OU      | $287038.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NETFLIX INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      270000 | OU      | $-22542300.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUN COMMUNITIES REIT INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       38369 | OU      | $4889361.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SYNOPSYS INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       42966 | OU      | $-19984131.09  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYSCO CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       62660 | OU      | $5254041.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SYSCO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       17569 | OU      | $1473160.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTUITIVE SURGICAL INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       37086 | OU      | $-18699502.92  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTUITIVE SURGICAL INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3398 | OU      | $-1713339.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TANGER INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      155996 | OU      | $5104189.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEFLEX INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3422 | OU      | $-357154.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEFLEX INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5827 | OU      | $-608163.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TEVA PHARMACEUTICAL INDUSTRIES ADR                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       83859 | OU      | $2857914.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TEVA PHARMACEUTICAL INDUSTRIES ADR                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1779 | OU      | $60628.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TEVA PHARMACEUTICAL INDUSTRIES ADR                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       43188 | OU      | $1471847.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TEVA PHARMACEUTICAL INDUSTRIES ADR                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      375453 | OU      | $-12795438.24  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TETRA TECH INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      296262 | OU      | $11157226.92   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TETRA TECH INC                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        7890 | OU      | $297137.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TETRA TECH INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       42685 | OU      | $1607517.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TERADYNE INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       81060 | OU      | $-19539513.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TEREX CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5631 | OU      | $-320967.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TETRA TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       10010 | OU      | $-114114.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TEXAS INSTRUMENT INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       15249 | OU      | $3286921.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEXAS INSTRUMENT INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       20469 | OU      | $4412092.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TEXAS INSTRUMENT INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1932 | OU      | $416442.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TEXAS INSTRUMENT INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       20168 | OU      | $4347212.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TEXAS INSTRUMENT INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       40714 | OU      | $8775902.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TEXAS INSTRUMENT INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        4755 | OU      | $-1024940.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TEXTRON INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      103014 | OU      | $9071412.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TEXTRON INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       10400 | OU      | $-915824.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEXTRON INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1445 | OU      | $-127246.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TEXTRON INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        9540 | OU      | $-840092.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TEXTRON INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1533 | OU      | $-134995.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THERMO FISHER SCIENTIFIC INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5924 | OU      | $3427685.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THERMO FISHER SCIENTIFIC INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        4355 | OU      | $-2519846.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOMPKINS FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       17585 | OU      | $1408910.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACI WORLDWIDE INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6501 | OU      | $281883.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THOR INDUSTRIES INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         166 | OU      | $-18570.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | THOR INDUSTRIES INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         655 | OU      | $-73274.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORMFACTOR INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1552 | OU      | $109400.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TIMKEN                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       87674 | OU      | $-8170340.06   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TIMKEN                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4993 | OU      | $-465297.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITED NATURAL FOODS INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      155657 | OU      | $5795110.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNITED NATURAL FOODS INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      109485 | OU      | $4076126.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOOTSIE ROLL INDUSTRIES INC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       28822 | OU      | $-1091777.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TOOTSIE ROLL INDUSTRIES INC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       50860 | OU      | $-1926576.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOOTSIE ROLL INDUSTRIES INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       24605 | OU      | $-932037.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TORO                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      145863 | OU      | $13346464.50   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TORO                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       49689 | OU      | $-4546543.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAVITA INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       80298 | OU      | $8779783.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOWER SEMICONDUCTOR LTD                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12190 | OU      | $1642358.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOWER SEMICONDUCTOR LTD                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9639 | OU      | $1298662.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRACTOR SUPPLY                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       16212 | OU      | $-824866.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRACTOR SUPPLY                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       15502 | OU      | $-788741.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRIMBLE INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11520 | OU      | $778752.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRIMBLE INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4960 | OU      | $335296.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRIMBLE INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         421 | OU      | $-28459.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRIMBLE INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6094 | OU      | $-411954.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRIMBLE INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3353 | OU      | $-226662.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TRICO BANCSHARES                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       37014 | OU      | $1844037.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRINITY INDUSTRIES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       91839 | OU      | $2639452.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITED BANKSHARES INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       31095 | OU      | $-1316251.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UMH PROPERTIES INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |     1164155 | OU      | $-18195742.65  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UFP TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         512 | OU      | $-128583.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TYLER TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       14258 | OU      | $-5266905.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TYLER TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          77 | OU      | $-28443.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TYLER TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1455 | OU      | $-537477.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TYLER TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1167 | OU      | $-431089.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UGI CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       22148 | OU      | $888356.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UGI CORP                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        5673 | OU      | $-227544.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UGI CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10275 | OU      | $-412130.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNITED STATES ANTIMONY CORP                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       18371 | OU      | $-134659.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNIVERSAL INSURANCE HOLDINGS INC                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      136406 | OU      | $4153562.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNIVERSAL INSURANCE HOLDINGS INC                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      110981 | OU      | $3379371.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNION PACIFIC CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       58931 | OU      | $13854678.10   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNION PACIFIC CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       56897 | OU      | $13376484.70   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNION PACIFIC CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       11702 | OU      | $2751140.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNION PACIFIC CORP                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6117 | OU      | $1438106.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITEDHEALTH GROUP INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         329 | OU      | $94399.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITEDHEALTH GROUP INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1751 | OU      | $502414.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNITEDHEALTH GROUP INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1372 | OU      | $393667.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNITEDHEALTH GROUP INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          84 | OU      | $24102.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITEDHEALTH GROUP INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3684 | OU      | $-1057050.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLADSTONE COMMERCIAL REIT CORP                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       15575 | OU      | $181448.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UMB FINANCIAL CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7638 | OU      | $971095.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UMB FINANCIAL CORP                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1097 | OU      | $139472.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UMB FINANCIAL CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1180 | OU      | $150025.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UMB FINANCIAL CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       89983 | OU      | $-11440438.62  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITED STATES CELLULAR CORP                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       46379 | OU      | $-2235004.01   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED STATES CELLULAR CORP                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       30070 | OU      | $-1449073.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIGHT WONDER INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       84718 | OU      | $9827288.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SENSIENT TECHNOLOGIES CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       60840 | OU      | $-5750596.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNIVERSAL HEALTH SERVICES INC CLAS                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7369 | OU      | $1483084.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIVERSAL HEALTH SERVICES INC CLAS                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       15474 | OU      | $-3114297.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNIVERSAL HEALTH SERVICES INC CLAS                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2447 | OU      | $-492483.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNIVERSAL HEALTH SERVICES INC CLAS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2850 | OU      | $-573591.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNIVERSAL HEALTH SERVICES INC CLAS                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7654 | OU      | $-1540444.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIVERSAL CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      448081 | OU      | $25356903.79   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNITIL CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        2350 | OU      | $-119638.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VSE CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       11401 | OU      | $2491916.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VSE CORP                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       23719 | OU      | $5184261.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VSE CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       10010 | OU      | $2187885.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VSE CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7366 | OU      | $1609986.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VSE CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       24262 | OU      | $-5302945.34   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VSE CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       20217 | OU      | $-4418829.69   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VSE CORP                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       56641 | OU      | $-12380023.37  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VALMONT INDS INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         171 | OU      | $-76190.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNIVERSAL HEALTH REALTY INCOME TRU                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2408 | OU      | $95669.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VENTAS REIT INC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      133577 | OU      | $10374925.59   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VF CORP                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       27271 | OU      | $-534238.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VISHAY INTERTECHNOLOGY INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      163192 | OU      | $-3288318.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VICOR CORP                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |         673 | OU      | $-106111.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICOR CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1020 | OU      | $-160823.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VERTEX PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       18971 | OU      | $-8914472.90   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VULCAN MATERIALS                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7700 | OU      | $2314158.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | URBAN OUTFITTERS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      169710 | OU      | $12023953.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VORNADO REALTY TRUST REIT                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         515 | OU      | $-16418.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VORNADO REALTY TRUST REIT                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4025 | OU      | $-128317.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VALLEY NATIONAL                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     1094266 | OU      | $-13634554.36  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WALMART INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      200408 | OU      | $23876609.12   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WALMART INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       15809 | OU      | $1883484.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WALMART INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       81082 | OU      | $-9660109.48   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WASTE MANAGEMENT INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         978 | OU      | $217350.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WASTE MANAGEMENT INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         493 | OU      | $109564.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WASTE MANAGEMENT INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3222 | OU      | $716057.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WATERS CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       10398 | OU      | $3854746.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WATERS CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       16695 | OU      | $-6189170.40   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WATERS CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3692 | OU      | $-1368698.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WSFS FINANCIAL CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        1999 | OU      | $129395.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WSFS FINANCIAL CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1901 | OU      | $123051.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WSFS FINANCIAL CORP                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11474 | OU      | $742712.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WAFD INC                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      438720 | OU      | $-14311046.40  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WASHINGTON TRUST BANCORP INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       17322 | OU      | $-595357.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WASHINGTON TRUST BANCORP INC                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       84576 | OU      | $-2906877.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AVISTA CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       24058 | OU      | $993354.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WATSCO INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4997 | OU      | $-1931090.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WATSCO INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4644 | OU      | $-1794673.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WATSCO INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2279 | OU      | $-880719.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PENSKE AUTOMOTIVE GROUP VOTING INC                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       44133 | OU      | $6919613.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WATTS WATER TECHNOLOGIES INC CLASS                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          95 | OU      | $28434.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WATTS WATER TECHNOLOGIES INC CLASS                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1887 | OU      | $564797.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WATTS WATER TECHNOLOGIES INC CLASS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |           7 | OU      | $-2095.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WATTS WATER TECHNOLOGIES INC CLASS                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       37475 | OU      | $-11216642.25  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WATTS WATER TECHNOLOGIES INC CLASS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8693 | OU      | $-2601901.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WD-40                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       24029 | OU      | $5556225.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WD-40                                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        6942 | OU      | $1605198.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WEBSTER FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       90355 | OU      | $-5942648.35   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VIASAT INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       58385 | OU      | $-2637250.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEIS MARKETS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3314 | OU      | $235791.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WOODWARD INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       88712 | OU      | $28196222.08   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOODWARD INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3105 | OU      | $986893.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WOODWARD INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3790 | OU      | $1204613.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WOODWARD INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4893 | OU      | $1555191.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOODWARD INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2149 | OU      | $-683038.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HORIZON BANCORP INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        6799 | OU      | $-119798.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEXSTAR MEDIA GROUP INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2829 | OU      | $600823.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NEXSTAR MEDIA GROUP INC                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        6450 | OU      | $-1369851.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEXSTAR MEDIA GROUP INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         203 | OU      | $-43113.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXSTAR MEDIA GROUP INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         437 | OU      | $-92810.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WESTAMERICA BANCORPORATION                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        2295 | OU      | $116081.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WEST PHARMACEUTICAL SERVICES INC                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         264 | OU      | $61015.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEST PHARMACEUTICAL SERVICES INC                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         627 | OU      | $-144912.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WEST PHARMACEUTICAL SERVICES INC                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4443 | OU      | $-1026866.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENPRO INC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         478 | OU      | $114136.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JM SMUCKER                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      131785 | OU      | $-13818975.10  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JM SMUCKER                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       11914 | OU      | $-1249302.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JM SMUCKER                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8491 | OU      | $-890366.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JM SMUCKER                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1032 | OU      | $-108215.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WESBANCO INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       13288 | OU      | $468933.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESBANCO INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3293 | OU      | $-116209.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VAIL RESORTS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2157 | OU      | $287031.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VAIL RESORTS INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11581 | OU      | $1541083.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VAIL RESORTS INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3981 | OU      | $529751.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VAIL RESORTS INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6875 | OU      | $914856.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VAIL RESORTS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |           6 | OU      | $-798.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VAIL RESORTS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7143 | OU      | $-950519.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WESTERN DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11570 | OU      | $2895161.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTERN DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       42657 | OU      | $-10674061.11  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTERN DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6532 | OU      | $-1634502.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESTERN DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         564 | OU      | $-141129.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTINGHOUSE AIR BRAKE TECHNOLOGIE                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       41584 | OU      | $9570141.76    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WESTINGHOUSE AIR BRAKE TECHNOLOGIE                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2871 | OU      | $-660731.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WEYERHAEUSER REIT                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      322732 | OU      | $-8320030.96   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WEYERHAEUSER REIT                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       19450 | OU      | $-501421.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEYERHAEUSER REIT                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4842 | OU      | $-124826.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WEYERHAEUSER REIT                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5314 | OU      | $-136994.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WEYERHAEUSER REIT                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       18872 | OU      | $-486520.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WEYERHAEUSER REIT                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       15314 | OU      | $-394794.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WHIRLPOOL CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1318 | OU      | $-105426.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SKYWORKS SOLUTIONS INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      448038 | OU      | $24982598.88   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYWORKS SOLUTIONS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3774 | OU      | $210438.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | SKYWORKS SOLUTIONS INC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      105254 | OU      | $5868963.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYWORKS SOLUTIONS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       66733 | OU      | $3721032.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WYNN RESORTS LTD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         129 | OU      | $13861.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WYNN RESORTS LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       86402 | OU      | $-9283894.90   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NASDAQ INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       95306 | OU      | $-9234198.34   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JOHN WILEY AND SONS INC CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         481 | OU      | $15021.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CME GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       69062 | OU      | $19963061.72   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CME GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18530 | OU      | $5356281.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CME GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         496 | OU      | $143373.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CME GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2488 | OU      | $719181.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CME GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          65 | OU      | $18788.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RUSH ENTERPRISES INC CLASS A                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      239760 | OU      | $-15390194.40  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WILLIAMS INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      281321 | OU      | $-18921650.46  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WILLIAMS SONOMA INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2185 | OU      | $447160.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WILLIAMS SONOMA INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2560 | OU      | $-523904.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WILLIAMS SONOMA INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          86 | OU      | $-17599.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WILLIAMS SONOMA INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         540 | OU      | $-110511.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WILLIAMS SONOMA INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        8329 | OU      | $-1704529.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DICKS SPORTING INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       26483 | OU      | $-5349566.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DICKS SPORTING INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1921 | OU      | $-388042.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DICKS SPORTING INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          90 | OU      | $-18180.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DICKS SPORTING INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         578 | OU      | $-116756.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LKQ CORP                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      191765 | OU      | $-6299480.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WINNEBAGO INDUSTRIES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       24609 | OU      | $1129799.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLIANT ENERGY CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      310036 | OU      | $-20434472.76  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLIANT ENERGY CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10154 | OU      | $-669250.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALLIANT ENERGY CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4642 | OU      | $-305954.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALLIANT ENERGY CORP                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2967 | OU      | $-195554.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MICROSTRATEGY INC CLASS A                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       83511 | OU      | $-12502431.81  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STRATEGY INC CLASS A                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7944 | OU      | $-1189296.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STRATEGY INC CLASS A                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3296 | OU      | $-493444.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HALOZYME THERAPEUTICS INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       58864 | OU      | $4221137.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HALOZYME THERAPEUTICS INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7688 | OU      | $-551306.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TEXAS CAPITAL BANCSHARES INC                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       82286 | OU      | $8324874.62    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TEXAS CAPITAL BANCSHARES INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3290 | OU      | $-332849.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WOLVERINE WORLD WIDE INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      124571 | OU      | $-2207398.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WORLD ACCEPTANCE CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       20829 | OU      | $2525516.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SAIA INC                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4823 | OU      | $-1615078.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CARMAX INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      521959 | OU      | $23248053.86   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZEBRA TECHNOLOGIES CORP CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27456 | OU      | $6451610.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZEBRA TECHNOLOGIES CORP CLASS A                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1626 | OU      | $-382077.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZEBRA TECHNOLOGIES CORP CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        9385 | OU      | $-2205287.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ZEBRA TECHNOLOGIES CORP CLASS A                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11001 | OU      | $-2585014.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZEBRA TECHNOLOGIES CORP CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6797 | OU      | $-1597159.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZIONS BANCORPORATION                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      209268 | OU      | $12537245.88   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HONGKONG LAND HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |       22700 | OU      | $-192606.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JARDINE MATHESON HOLDINGS LTD                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SG        |      201600 | OU      | $14692188.07   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JARDINE MATHESON HOLDINGS LTD                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |       54700 | OU      | $3986422.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JARDINE MATHESON HOLDINGS LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |         600 | OU      | $43726.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALNYLAM PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         775 | OU      | $261996.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALNYLAM PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10380 | OU      | $3509062.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALNYLAM PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       14067 | OU      | $4755490.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALNYLAM PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3650 | OU      | $1233919.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARBOR REALTY TRUST REIT INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      722626 | OU      | $-5564220.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASSURED GUARANTY LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      166072 | OU      | $14091209.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASSURED GUARANTY LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         175 | OU      | $14848.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRST MID BANCSHARES INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3044 | OU      | $128152.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HURON CONSULTING GROUP INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4236 | OU      | $715884.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HURON CONSULTING GROUP INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5848 | OU      | $988312.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HURON CONSULTING GROUP INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       19053 | OU      | $3219957.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HURON CONSULTING GROUP INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4103 | OU      | $693407.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORRSTOWN FINANCIAL SERVICES INC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3003 | OU      | $108168.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEWMARKET CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       12557 | OU      | $-8423110.03   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEWMARKET CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2766 | OU      | $-1855405.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REGIONS FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      137486 | OU      | $-3918351.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | REGIONS FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2645 | OU      | $-75382.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REGIONS FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12748 | OU      | $-363318.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DOMINOS PIZZA INC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       30210 | OU      | $12396069.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOMINOS PIZZA INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1485 | OU      | $609340.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOMINOS PIZZA INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2502 | OU      | $1026645.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DOMINOS PIZZA INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1210 | OU      | $496499.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BELDEN INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         126 | OU      | $-14806.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIGHTWAVE LOGIC INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      117100 | OU      | $386430.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LIGHTWAVE LOGIC INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5486 | OU      | $18103.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONOLITHIC POWER SYSTEMS INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7600 | OU      | $-8543540.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MONOLITHIC POWER SYSTEMS INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        2397 | OU      | $-2694587.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONOLITHIC POWER SYSTEMS INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7360 | OU      | $-8273744.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CRH PUBLIC LIMITED PLC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       19702 | OU      | $2411721.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WESTLAKE CORP                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      184301 | OU      | $14618755.32   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENERSYS                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       60565 | OU      | $10913207.35   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENERSYS                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         455 | OU      | $-81986.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENERSYS                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         117 | OU      | $-21082.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENERSYS                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1954 | OU      | $-352091.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COHEN   STEERS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       43480 | OU      | $2794024.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXTRA SPACE STORAGE REIT INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14411 | OU      | $1988285.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EXTRA SPACE STORAGE REIT INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7869 | OU      | $1085685.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXTRA SPACE STORAGE REIT INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       43385 | OU      | $-5985828.45   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXTRA SPACE STORAGE REIT INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       95048 | OU      | $-13113772.56  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LAS VEGAS SANDS CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      102578 | OU      | $5408937.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LAS VEGAS SANDS CORP                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         249 | OU      | $13129.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LAS VEGAS SANDS CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5125 | OU      | $270241.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LAS VEGAS SANDS CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8047 | OU      | $-424318.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TEXAS ROADHOUSE INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        1275 | OU      | $-229321.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | B AND G FOODS INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |           7 | OU      | $-30.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BUILD A BEAR WORKSHOP INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1732 | OU      | $-103365.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUNSTONE HOTEL INVESTORS REIT INC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      119367 | OU      | $-1046848.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUNSTONE HOTEL INVESTORS REIT INC                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      900397 | OU      | $-7896481.69   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DIGITAL REALTY TRUST REIT INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      150722 | OU      | $25012315.90   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIGITAL REALTY TRUST REIT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        9851 | OU      | $1634773.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORMAT TECH INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8874 | OU      | $-1108717.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORMAT TECH INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         190 | OU      | $-23738.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOLBY LABORATORIES INC CLASS A                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         234 | OU      | $15020.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOLBY LABORATORIES INC CLASS A                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4867 | OU      | $312412.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINROSS GOLD CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       11070 | OU      | $349369.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KINROSS GOLD CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       82725 | OU      | $2610801.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KINROSS GOLD CORP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       60126 | OU      | $1897576.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CMB.TECH NV                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        9808 | OU      | $127896.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HERBALIFE NUTRITION LTD                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      218007 | OU      | $-3758440.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HERBALIFE NUTRITION LTD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      112180 | OU      | $-1933983.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HERBALIFE NUTRITION LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       82175 | OU      | $-1416697.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HERBALIFE LTD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1197 | OU      | $-20636.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HERBALIFE LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       40788 | OU      | $-703185.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HERBALIFE LTD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       37789 | OU      | $-651482.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANCORP INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      303849 | OU      | $-18060784.56  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BANCORP INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       24576 | OU      | $-1460797.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CELANESE CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2339 | OU      | $-103945.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HUNTSMAN CORP                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |     2257366 | OU      | $24424700.12   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MOLSON COORS BREWING  CLASS B                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6403 | OU      | $307600.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOLSON COORS BREWING  CLASS B                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         401 | OU      | $19264.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEXCOM INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        9862 | OU      | $720320.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DEXCOM INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       17138 | OU      | $-1251759.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEXCOM INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6105 | OU      | $-445909.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DEXCOM INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4417 | OU      | $-322617.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DEXCOM INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5650 | OU      | $-412676.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DEXCOM INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       19948 | OU      | $-1457001.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EXLSERVICE HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      556802 | OU      | $21798798.30   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EXLSERVICE HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7205 | OU      | $-282075.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXLSERVICE HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2405 | OU      | $-94155.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DIAMONDROCK HOSPITALITY REIT                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      194920 | OU      | $-1789365.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUILDERS FIRSTSOURCE INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       31777 | OU      | $-3635288.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BUILDERS FIRSTSOURCE INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       14159 | OU      | $-1619789.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BUILDERS FIRSTSOURCE INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5778 | OU      | $-661003.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BUILDERS FIRSTSOURCE INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3707 | OU      | $-424080.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BUILDERS FIRSTSOURCE INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         227 | OU      | $-25968.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LINCOLN EDUCATIONAL SERVICES CORP                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5353 | OU      | $142710.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ATRICURE INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       80845 | OU      | $2985605.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTERN ALLIANCE                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      143188 | OU      | $-12765210.20  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CF INDUSTRIES HOLDINGS INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |          14 | OU      | $-1305.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CF INDUSTRIES HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      192378 | OU      | $-17935400.94  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CF INDUSTRIES HOLDINGS INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       18389 | OU      | $-1714406.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CF INDUSTRIES HOLDINGS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3640 | OU      | $-339357.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CF INDUSTRIES HOLDINGS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6330 | OU      | $-590145.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RBC BEARINGS INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         398 | OU      | $198868.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERIPRISE FINANCE INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       25234 | OU      | $13303112.46   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERIPRISE FINANCE INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       36684 | OU      | $19339437.96   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MEDICAL PROPERTIES TRUST REIT INC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      222570 | OU      | $-1117301.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MEDICAL PROPERTIES TRUST REIT INC                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      377404 | OU      | $-1894568.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MEDICAL PROPERTIES TRUST REIT INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      484011 | OU      | $-2429735.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERISAFE INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5842 | OU      | $219717.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNDER ARMOUR INC CLASS A                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      716001 | OU      | $4417726.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BROOKDALE SENIOR LIVING INC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      120466 | OU      | $1806990.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LIVE NATION ENTERTAINMENT INC                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       90079 | OU      | $13101990.55   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIVE NATION ENTERTAINMENT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1219 | OU      | $-177303.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LIVE NATION ENTERTAINMENT INC                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7468 | OU      | $-1086220.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIVE NATION ENTERTAINMENT INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6000 | OU      | $-872700.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIVE NATION ENTERTAINMENT INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2882 | OU      | $-419186.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CROCS INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       71895 | OU      | $-6033428.40   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | URANIUM ENERGY CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5934 | OU      | $102302.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | URANIUM ENERGY CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       20598 | OU      | $-355109.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | URANIUM ENERGY CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       29839 | OU      | $-514424.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KOPPERS HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       46818 | OU      | $1379258.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOPPERS HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4164 | OU      | $122671.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHIPOTLE MEXICAN GRILL INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      109945 | OU      | $-4273562.15   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PERION NETWORK LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       50025 | OU      | $440220.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LIQUIDITY SERVICES INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        3684 | OU      | $-117888.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GREEN PLAINS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      147558 | OU      | $1691014.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANSDIGM GROUP INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       19534 | OU      | $-27885566.36  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRANSDIGM GROUP INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         937 | OU      | $-1337604.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MASTERCARD INC CLASS A                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10978 | OU      | $5914836.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MASTERCARD INC CLASS A                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         539 | OU      | $290407.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MASTERCARD INC CLASS A                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2736 | OU      | $1474129.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PORTLAND GENERAL ELECTRIC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        4559 | OU      | $229089.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EMIRATES INTEGRATED TELECOMMUNICAT                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AE        |      267140 | OU      | $749228.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KAISER ALUMINIUM CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       28441 | OU      | $3487435.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOME BANCSHARES INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      316106 | OU      | $9135463.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PTC THERAPEUTICS INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3998 | OU      | $301968.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHART INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1447 | OU      | $-300020.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CELSIUS HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      198295 | OU      | $-10406521.60  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CELSIUS HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      118585 | OU      | $-6223340.80   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EVERCORE INC CLASS A                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       24340 | OU      | $8598591.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CIENA CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2163 | OU      | $544665.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CIENA CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2158 | OU      | $543405.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CIENA CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5095 | OU      | $1282971.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CIENA CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1867 | OU      | $470129.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CIENA CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       10704 | OU      | $-2695374.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ICF INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       77911 | OU      | $7265200.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ICF INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        4779 | OU      | $445641.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ICF INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6316 | OU      | $-588967.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ICF INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6905 | OU      | $-643891.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ICF INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         211 | OU      | $-19675.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARMSTRONG WORLD INDUSTRIES INC                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        2034 | OU      | $-373727.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARMSTRONG WORLD INDUSTRIES INC                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11136 | OU      | $-2046128.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OWENS CORNING                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       29803 | OU      | $3571591.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRIMORIS SERVICES CORP                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        9154 | OU      | $-1357080.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PRIMORIS SERVICES CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8350 | OU      | $-1237887.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PRIMORIS SERVICES CORP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3258 | OU      | $-482998.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SALLY BEAUTY HOLDINGS INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        7278 | OU      | $110771.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KBR INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      179788 | OU      | $7696724.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KBR INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1507 | OU      | $64514.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AERCAP HOLDINGS NV                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      180863 | OU      | $25982778.58   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AERCAP HOLDINGS NV                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       14229 | OU      | $-2044138.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST SOLAR INC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       12208 | OU      | $2753148.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST SOLAR INC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3275 | OU      | $738578.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST SOLAR INC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5501 | OU      | $-1240585.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WILLDAN GROUP INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       38350 | OU      | $4839770.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WILLDAN GROUP INC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       31919 | OU      | $4028177.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WILLDAN GROUP INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5208 | OU      | $-657249.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WILLDAN GROUP INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4408 | OU      | $-556289.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RADNET INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       21142 | OU      | $-1482054.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GREAT LAKES DREDGE AND DOCK CORP                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      125270 | OU      | $1876544.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTRAL GARDEN AND PET CLASS A                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      139627 | OU      | $4282360.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AEROVIRONMENT INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9934 | OU      | $2765526.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AEROVIRONMENT INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1225 | OU      | $341027.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEROVIRONMENT INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1220 | OU      | $-339635.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AEROVIRONMENT INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2500 | OU      | $-695975.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEROVIRONMENT INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         907 | OU      | $-252499.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AEROVIRONMENT INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1472 | OU      | $-409790.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMPLOYERS HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2824 | OU      | $-123182.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROADRIDGE FINANCIAL SOLUTIONS INC                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        9209 | OU      | $-1815185.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AECOM                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       81048 | OU      | $7815458.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AECOM                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       45447 | OU      | $4382454.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AECOM                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       21392 | OU      | $2062830.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AECOM                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       85232 | OU      | $8218921.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AECOM                                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       45316 | OU      | $4369821.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AECOM                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       98414 | OU      | $9490062.02    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AECOM                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       17226 | OU      | $-1661103.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AECOM                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       21981 | OU      | $-2119627.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AECOM                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       34499 | OU      | $-3326738.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CINEMARK HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       68628 | OU      | $1625111.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CINEMARK HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       85279 | OU      | $2019406.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DELTA AIR LINES INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      176342 | OU      | $11619174.38   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DELTA AIR LINES INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       53936 | OU      | $-3553843.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DELTA AIR LINES INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13221 | OU      | $-871131.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DELTA AIR LINES INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       26693 | OU      | $-1758801.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DELTA AIR LINES INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       64693 | OU      | $-4262621.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DELTA AIR LINES INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       30182 | OU      | $-1988691.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERACTIVE BROKERS GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      196478 | OU      | $14712272.64   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INTERACTIVE BROKERS GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       22683 | OU      | $1698503.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERACTIVE BROKERS GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14353 | OU      | $1074752.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERACTIVE BROKERS GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       11184 | OU      | $837457.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERACTIVE BROKERS GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4195 | OU      | $314121.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INSULET CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        9537 | OU      | $2439659.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INSULET CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1573 | OU      | $402389.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRIMAS CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13655 | OU      | $-474784.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENSIGN GROUP INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         784 | OU      | $134581.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENSIGN GROUP INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3643 | OU      | $625357.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENSIGN GROUP INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2906 | OU      | $498843.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENSIGN GROUP INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |          24 | OU      | $-4119.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENSIGN GROUP INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       12823 | OU      | $-2201196.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENSIGN GROUP INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       17669 | OU      | $-3033060.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MASIMO CORP                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       12871 | OU      | $1767574.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANK OF NEW YORK MELLON CORP                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2974 | OU      | $356642.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BANK OF NEW YORK MELLON CORP                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         122 | OU      | $14630.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BANK OF NEW YORK MELLON CORP                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      344152 | OU      | $-41270707.84  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GENPACT LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        5100 | OU      | $224910.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENPACT LTD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       42896 | OU      | $1891713.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LULULEMON ATHLETICA INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5204 | OU      | $-908098.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LULULEMON ATHLETICA INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7405 | OU      | $-1292172.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MERCADOLIBRE INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        7685 | OU      | $16505766.15   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERCADOLIBRE INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1081 | OU      | $2321760.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | MERCADOLIBRE INC                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        6214 | OU      | $13346367.06   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TERADATA CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      953170 | OU      | $27184408.40   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ULTA BEAUTY INC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       22644 | OU      | $-14658819.84  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INVESCO LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       11890 | OU      | $-324478.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INVESCO LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2876 | OU      | $-78486.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MSCI INC                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1066 | OU      | $649428.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MSCI INC                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       21536 | OU      | $-13120161.92  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ECHOSTAR CORP CLASS A                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      128120 | OU      | $-14505746.40  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ECHOSTAR CORP CLASS A                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4893 | OU      | $-553985.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ECHOSTAR CORP CLASS A                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5873 | OU      | $-664941.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DANA INCORPORATED INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      246325 | OU      | $7118792.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DANA INCORPORATED INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      134657 | OU      | $3891587.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PHILIP MORRIS INTERNATIONAL INC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       61113 | OU      | $-10966116.72  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PHILIP MORRIS INTERNATIONAL INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4011 | OU      | $-719733.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISA INC CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      135123 | OU      | $43486635.09   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISA INC CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         467 | OU      | $-150294.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VISA INC CLASS A                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2212 | OU      | $-711887.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VISA INC CLASS A                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4977 | OU      | $-1601747.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GRAPHIC PACKAGING HOLDING                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       20928 | OU      | $306595.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IRIDIUM COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      724174 | OU      | $14425546.08   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN WATER WORKS INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       48657 | OU      | $6283078.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN WATER WORKS INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1803 | OU      | $-232821.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERICAN WATER WORKS INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3168 | OU      | $-409083.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENERGY RECOVERY INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      156920 | OU      | $-2289462.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHUBB LTD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1739 | OU      | $538324.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHUBB LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2941 | OU      | $-910415.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHUBB LTD                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3248 | OU      | $-1005450.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHUBB LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2118 | OU      | $-655648.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHUBB LTD                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4659 | OU      | $-1442240.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JBT MAREL CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3417 | OU      | $537528.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JBT MAREL CORP                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      139409 | OU      | $-21930429.79  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JBT MAREL CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       11702 | OU      | $-1840841.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JBT MAREL CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3576 | OU      | $-562540.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MYR GROUP INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       17363 | OU      | $4341444.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MYR GROUP INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        7635 | OU      | $1909055.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | MYR GROUP INC                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        6498 | OU      | $1624759.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIGNET JEWELERS LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       37300 | OU      | $3441671.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GRAND CANYON EDUCATION INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        2055 | OU      | $357241.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARATHON PETROLEUM CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       47741 | OU      | $8411486.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARATHON PETROLEUM CORP                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13358 | OU      | $-2353546.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANSOCEAN LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       24299 | OU      | $-120766.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUMMIT HOTEL PROPERTIES REIT INC                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       25180 | OU      | $-111295.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FORTUNE BRANDS INNOVATIONS INC                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      212824 | OU      | $11513778.40   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORTUNE BRANDS INNOVATIONS INC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       95113 | OU      | $-5145613.30   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TERRENO REALTY REIT CORP                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       83268 | OU      | $-5124312.72   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TERRENO REALTY REIT CORP                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      180196 | OU      | $-11089261.84  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | THERMON GROUP HOLDINGS INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       49272 | OU      | $-2229558.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THERMON GROUP HOLDINGS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12453 | OU      | $-563498.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THERMON GROUP HOLDINGS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       32312 | OU      | $-1462118.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | THERMON GROUP HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       19575 | OU      | $-885768.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MOSAIC                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      144190 | OU      | $3965225.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MOSAIC                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2323 | OU      | $-63882.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KINDER MORGAN INC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      115500 | OU      | $3521595.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WENDYS                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       14333 | OU      | $111654.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WENDYS                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       16226 | OU      | $126400.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WENDYS                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2094 | OU      | $16312.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | XYLEM INC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        5010 | OU      | $690728.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XYLEM INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       64116 | OU      | $8839672.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALKERMES                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       74476 | OU      | $2523991.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALKERMES                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       92706 | OU      | $3141806.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALKERMES                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       91679 | OU      | $3107001.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QUINSTREET INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      377839 | OU      | $5021480.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | QUINSTREET INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       53622 | OU      | $712636.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STARWOOD PROPERTY TRUST REIT INC                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       43472 | OU      | $779452.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STARWOOD PROPERTY TRUST REIT INC                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1602 | OU      | $28723.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STARWOOD PROPERTY TRUST REIT INC                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       32459 | OU      | $581989.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STARWOOD PROPERTY TRUST REIT INC                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         544 | OU      | $-9753.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | STARWOOD PROPERTY TRUST REIT INC                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      265587 | OU      | $-4761974.91   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STARWOOD PROPERTY TRUST REIT INC                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      675318 | OU      | $-12108451.74  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STANLEY BLACK   DECKER INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       82698 | OU      | $-6505024.68   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUNCOKE ENERGY INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       98494 | OU      | $-774162.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAXLINEAR INC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       31879 | OU      | $553100.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAXLINEAR INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      324819 | OU      | $5635609.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CALIX NETWORKS INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        2411 | OU      | $107699.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICOLD REALTY INC TRUST                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     1034277 | OU      | $12835377.57   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LYONDELLBASELL INDUSTRIES NV CLASS                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       81085 | OU      | $3973165.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | LYONDELLBASELL INDUSTRIES NV CLASS                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       40933 | OU      | $2005717.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LYONDELLBASELL INDUSTRIES NV CLASS                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11702 | OU      | $-573398.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LYONDELLBASELL INDUSTRIES NV CLASS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3568 | OU      | $-174832.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LYONDELLBASELL INDUSTRIES NV CLASS                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       29510 | OU      | $-1445990.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERESCO INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      117335 | OU      | $-3677278.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMERESCO INC CLASS A                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       72982 | OU      | $-2287255.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERESCO INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         493 | OU      | $-15450.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMERESCO INC CLASS A                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       13294 | OU      | $-416633.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RYERSON HOLDING CORP                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       79283 | OU      | $2237366.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PENNYMAC MORTGAGE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      130597 | OU      | $-1544962.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PENNYMAC MORTGAGE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      125085 | OU      | $-1479755.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PACIRA BIOSCIENCES INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       60308 | OU      | $1238726.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GARMIN LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       42526 | OU      | $8574942.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GARMIN LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1977 | OU      | $398642.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HUNTINGTON INGALLS INDUSTRIES INC                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10597 | OU      | $4456144.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUNTINGTON INGALLS INDUSTRIES INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3113 | OU      | $-1309047.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HUNTINGTON INGALLS INDUSTRIES INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1363 | OU      | $-573155.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HUNTINGTON INGALLS INDUSTRIES INC                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1039 | OU      | $-436909.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HUNTINGTON INGALLS INDUSTRIES INC                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         262 | OU      | $-110173.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROLOGIS REIT INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       84326 | OU      | $-11009602.56  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROLOGIS REIT INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10790 | OU      | $-1408742.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROLOGIS REIT INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13284 | OU      | $-1734359.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PROLOGIS REIT INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6110 | OU      | $-797721.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PROLOGIS REIT INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       40412 | OU      | $-5276190.72   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PROLOGIS REIT INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1428 | OU      | $-186439.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EPAM SYSTEMS INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1623 | OU      | $338557.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EPAM SYSTEMS INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         478 | OU      | $99710.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EPAM SYSTEMS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         534 | OU      | $-111392.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EPAM SYSTEMS INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2236 | OU      | $-466429.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MARRIOTT VACATIONS WORLDWIDE CORP                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       42508 | OU      | $-2308609.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VANGUARD RUSSELL  INDEX FUND ETF                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1203927 | OU      | $-126316020.80 | -1.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VANGUARD RUSSELL  INDEX FUND ETF                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      606247 | OU      | $-63607435.24  | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VANGUARD RUSSELL  INDEX FUND ETF                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      881500 | OU      | $-92486980.00  | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ACCENTURE PLC CLASS A                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        9075 | OU      | $2392533.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ACCENTURE PLC CLASS A                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       20947 | OU      | $-5522467.08   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACCENTURE PLC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        9070 | OU      | $-2391214.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ACCENTURE PLC CLASS A                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7680 | OU      | $-2024755.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACCENTURE PLC CLASS A                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4979 | OU      | $-1312663.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FABRINET                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1052 | OU      | $514890.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FABRINET                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         162 | OU      | $79289.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FABRINET                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         735 | OU      | $-359738.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | APOLLO COMMERCIAL REAL ESTATE FINA                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       69127 | OU      | $-747262.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | APOLLO COMMERCIAL REAL ESTATE FINA                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      114630 | OU      | $-1239150.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APOLLO COMMERCIAL REAL ESTATE FINA                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       82813 | OU      | $-895208.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | APOLLO COMMERCIAL REAL ESTATE FINA                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      133171 | OU      | $-1439578.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APOLLO COMMERCIAL REAL ESTATE FINA                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      135794 | OU      | $-1467933.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HCA HEALTHCARE INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       11056 | OU      | $5398313.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HCA HEALTHCARE INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          50 | OU      | $24413.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HCA HEALTHCARE INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         715 | OU      | $349113.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HCA HEALTHCARE INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         191 | OU      | $93259.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VISTEON CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1232 | OU      | $111939.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST AMERICAN FINANCIAL CORP                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       18333 | OU      | $-1158278.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST AMERICAN FINANCIAL CORP                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1362 | OU      | $-86051.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERISK ANALYTICS INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       32255 | OU      | $7014172.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERISK ANALYTICS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1267 | OU      | $275521.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERISK ANALYTICS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3959 | OU      | $-860924.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERISK ANALYTICS INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6604 | OU      | $-1436105.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VERISK ANALYTICS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5179 | OU      | $-1126225.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERISK ANALYTICS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11355 | OU      | $-2469258.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLISON TRANSMISSION HOLDINGS INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       32212 | OU      | $3501444.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALLISON TRANSMISSION HOLDINGS INC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       18246 | OU      | $1983340.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALLISON TRANSMISSION HOLDINGS INC                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       36712 | OU      | $-3990594.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JAZZ PHARMACEUTICALS PLC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        4029 | OU      | $662730.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITED AIRLINES HOLDINGS INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3546 | OU      | $362826.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST INTERSTATE BANCSYSTEM INC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       69938 | OU      | $-2480700.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WALKER & DUNLOP INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       65568 | OU      | $4123571.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RALPH LAUREN CORP CLASS A                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3250 | OU      | $1148582.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RALPH LAUREN CORP CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9360 | OU      | $3307917.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RALPH LAUREN CORP CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       10522 | OU      | $3718580.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RALPH LAUREN CORP CLASS A                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        5842 | OU      | $-2064621.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RALPH LAUREN CORP CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       11446 | OU      | $-4045130.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MECHANICS BANCORP CLASS A                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       48774 | OU      | $-731122.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED FIRE GROUP INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       42608 | OU      | $1531331.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNITED FIRE GROUP INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       15035 | OU      | $540357.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NXP SEMICONDUCTORS NV                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4658 | OU      | $-1053360.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PRIMERICA INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6731 | OU      | $-1770522.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOOZ ALLEN HAMILTON HOLDING CORP C                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       28961 | OU      | $2560731.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOOZ ALLEN HAMILTON HOLDING CORP C                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       19214 | OU      | $-1698901.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOOZ ALLEN HAMILTON HOLDING CORP C                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6844 | OU      | $-605146.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOOZ ALLEN HAMILTON HOLDING CORP C                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       15365 | OU      | $-1358573.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BOOZ ALLEN HAMILTON HOLDING CORP C                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1026 | OU      | $-90718.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADDUS HOMECARE CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       21587 | OU      | $-2233822.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LEAR CORP                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       29193 | OU      | $3418208.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LEAR CORP                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       52343 | OU      | $6128841.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPS COMMERCE INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       16215 | OU      | $-1447350.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SS AND C TECHNOLOGIES HOLDINGS INC                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      106801 | OU      | $8745933.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SS AND C TECHNOLOGIES HOLDINGS INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       72887 | OU      | $5968716.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SS AND C TECHNOLOGIES HOLDINGS INC                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       35863 | OU      | $2936821.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SS AND C TECHNOLOGIES HOLDINGS INC                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13743 | OU      | $1125414.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MACOM TECHNOLOGY SOLUTIONS INC                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       21111 | OU      | $-4624575.66   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DOLLAR GENERAL CORP                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      105912 | OU      | $15190958.16   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FORTINET INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        8038 | OU      | $653167.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FORTINET INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      154824 | OU      | $-12580998.24  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HYATT HOTELS CORP CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13962 | OU      | $-2183237.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HYATT HOTELS CORP CLASS A                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      200168 | OU      | $-31300270.16  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HYATT HOTELS CORP CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9892 | OU      | $-1546812.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HYATT HOTELS CORP CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12846 | OU      | $-2008729.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOTOROLA SOLUTIONS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       77803 | OU      | $31318819.62   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOTOROLA SOLUTIONS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       19441 | OU      | $7825780.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEBIUS NV CLASS A                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       22903 | OU      | $1951106.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEBIUS NV CLASS A                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4042 | OU      | $-344337.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEBIUS NV CLASS A                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         879 | OU      | $-74882.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SABRA HEALTH CARE REIT INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       33191 | OU      | $621667.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SABRA HEALTH CARE REIT INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      254970 | OU      | $4775588.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SABRA HEALTH CARE REIT INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       28561 | OU      | $534947.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SABRA HEALTH CARE REIT INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       38235 | OU      | $716141.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TESLA INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3585 | OU      | $1543019.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TESLA INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1421 | OU      | $611612.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TESLA INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         869 | OU      | $374026.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TESLA INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       19685 | OU      | $-8472620.85   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENERAC HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       77098 | OU      | $-12955547.92  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENERAC HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5941 | OU      | $-998325.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHEFS WAREHOUSE INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      107879 | OU      | $6785589.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHEFS WAREHOUSE INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       21493 | OU      | $1351909.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STAG INDUSTRIAL REIT INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2143 | OU      | $-80383.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STAG INDUSTRIAL REIT INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         546 | OU      | $-20480.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OREILLY AUTOMOTIVE INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11093 | OU      | $-1091662.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENPHASE ENERGY INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       39034 | OU      | $-1443477.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GENERAL MOTORS                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       24232 | OU      | $2035488.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GENERAL MOTORS                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       17958 | OU      | $-1508472.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CUBESMART REIT                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      295719 | OU      | $11098334.07   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CUBESMART REIT                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      439920 | OU      | $16510197.60   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CBRE GROUP INC CLASS A                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       44612 | OU      | $7598761.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | POWER SOLUTIONS INTERNATIONAL INC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |           6 | OU      | $-429.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | POWER SOLUTIONS INTERNATIONAL INC                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2141 | OU      | $-153424.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | POWER SOLUTIONS INTERNATIONAL INC                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1070 | OU      | $-76676.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | POWER SOLUTIONS INTERNATIONAL INC                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |           9 | OU      | $-644.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | POWER SOLUTIONS INTERNATIONAL INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |           6 | OU      | $-429.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | POWER SOLUTIONS INTERNATIONAL INC                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        2584 | OU      | $-185169.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POWER SOLUTIONS INTERNATIONAL INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           6 | OU      | $-429.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | XPO INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       60999 | OU      | $9034561.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XPO INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       11517 | OU      | $1705782.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XPO INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2241 | OU      | $331914.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XPO INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         621 | OU      | $-91976.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | XPO INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8125 | OU      | $-1203393.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | XPO INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2704 | OU      | $-400489.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TRIPADVISOR INC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      568654 | OU      | $-7557411.66   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AXOGEN INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       93020 | OU      | $-3241747.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AXOGEN INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       26389 | OU      | $-919656.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALLY FINANCIAL INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       84566 | OU      | $3575450.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXPEDIA GROUP INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       18327 | OU      | $4853722.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LPL FINANCIAL HOLDINGS INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       36309 | OU      | $-13234630.50  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LPL FINANCIAL HOLDINGS INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17276 | OU      | $-6297102.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PHILLIPS                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        8647 | OU      | $1241363.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PHILLIPS                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12772 | OU      | $-1833548.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLOBUS MEDICAL INC CLASS A                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4952 | OU      | $-449047.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLOBUS MEDICAL INC CLASS A                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       28586 | OU      | $-2592178.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PBF ENERGY INC CLASS A                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      157926 | OU      | $5284203.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN TOWER REIT CORP                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      180553 | OU      | $32369541.84   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN TOWER REIT CORP                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5712 | OU      | $1024047.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMERICAN TOWER REIT CORP                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       25520 | OU      | $4575225.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERICAN TOWER REIT CORP                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       29350 | OU      | $5261868.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN TOWER REIT CORP                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       49674 | OU      | $8905554.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GUIDEWIRE SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       30630 | OU      | $4311478.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GUIDEWIRE SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6126 | OU      | $862295.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INGREDION INC                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       26417 | OU      | $3119847.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | YELP INC                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      281072 | OU      | $7695751.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NAVIGATOR HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       75158 | OU      | $-1392677.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NAVIGATOR HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      111736 | OU      | $-2070468.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NAVIGATOR HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        9809 | OU      | $-181760.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NAVIGATOR HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14581 | OU      | $-270185.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HYSTER YALE INC CLASS A                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       26415 | OU      | $-883581.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HYSTER YALE INC CLASS A                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        5675 | OU      | $-189828.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRIGHT HORIZONS FAMILY SOLUTIONS I                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       61056 | OU      | $5655617.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRIGHT HORIZONS FAMILY SOLUTIONS I                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4604 | OU      | $426468.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRIGHT HORIZONS FAMILY SOLUTIONS I                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       96979 | OU      | $8983164.77    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BRIGHT HORIZONS FAMILY SOLUTIONS I                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       24929 | OU      | $2309173.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | META PLATFORMS INC CLASS A                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         598 | OU      | $428467.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | META PLATFORMS INC CLASS A                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        7782 | OU      | $-5575803.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DUKE ENERGY CORP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       82547 | OU      | $10017078.45   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DUKE ENERGY CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       11147 | OU      | $1352688.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DUKE ENERGY CORP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5888 | OU      | $714508.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DUKE ENERGY CORP                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4678 | OU      | $567675.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DUKE ENERGY CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       14168 | OU      | $1719286.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QUALYS INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      112243 | OU      | $14804851.70   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QUALYS INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         113 | OU      | $-14904.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QUALYS INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2272 | OU      | $-299676.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DIAMONDBACK ENERGY INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      147932 | OU      | $-24253451.40  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SERVICENOW INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       21350 | OU      | $2498163.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SERVICENOW INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       43993 | OU      | $5147620.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SERVICENOW INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4365 | OU      | $510748.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SERVICENOW INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2100 | OU      | $245721.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | W. P. CAREY REIT INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      136821 | OU      | $9543264.75    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | W. P. CAREY REIT INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2383 | OU      | $166214.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TG THERAPEUTICS INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8971 | OU      | $264016.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATURAL GROCERS BY VITAMIN COTTAGE                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8177 | OU      | $223395.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LEGALZOOM COM INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      571025 | OU      | $5076412.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LEGALZOOM COM INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      489452 | OU      | $-4351228.28   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAYLOR MORRISON HOME CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7727 | OU      | $470960.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAYLOR MORRISON HOME CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      228196 | OU      | $13908546.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TAYLOR MORRISON HOME CORP                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      167666 | OU      | $10219242.70   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TAYLOR MORRISON HOME CORP                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         571 | OU      | $34802.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAYLOR MORRISON HOME CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2362 | OU      | $143963.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BLOOMIN BRANDS INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      263143 | OU      | $-1578858.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BLOOMIN BRANDS INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      223430 | OU      | $-1340580.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNITED PARKS AND RESORTS INC                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      309525 | OU      | $-11653616.25  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FIVE BELOW INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       14179 | OU      | $2717263.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIVE BELOW INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2474 | OU      | $-474117.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | POPULAR INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          84 | OU      | $11216.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | POPULAR INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       28586 | OU      | $3817088.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | POPULAR INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5871 | OU      | $783954.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | POPULAR INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       23279 | OU      | $3108444.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PALO ALTO NETWORKS INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       37928 | OU      | $6712118.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PALO ALTO NETWORKS INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       35835 | OU      | $-6341719.95   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PALO ALTO NETWORKS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3021 | OU      | $-534626.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PALO ALTO NETWORKS INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7008 | OU      | $-1240205.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PALO ALTO NETWORKS INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         849 | OU      | $-150247.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONDELEZ INTERNATIONAL INC CLASS A                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       17527 | OU      | $1024803.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MONDELEZ INTERNATIONAL INC CLASS A                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       54520 | OU      | $3187784.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONDELEZ INTERNATIONAL INC CLASS A                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      112857 | OU      | $6598748.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MONDELEZ INTERNATIONAL INC CLASS A                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       44082 | OU      | $2577474.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MONDELEZ INTERNATIONAL INC CLASS A                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      254147 | OU      | $-14859975.09  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MONDELEZ INTERNATIONAL INC CLASS A                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       72465 | OU      | $-4237028.55   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TENET HEALTHCARE CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       52977 | OU      | $10027486.56   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TENET HEALTHCARE CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8800 | OU      | $1665664.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TENET HEALTHCARE CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6108 | OU      | $-1156122.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARTISAN PARTNERS ASSET MANAGEMENT                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      287377 | OU      | $12794024.04   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MATSON INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       38483 | OU      | $6168824.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GENTHERM INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       26428 | OU      | $844638.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WORKDAY INC CLASS A                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         359 | OU      | $63051.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WORKDAY INC CLASS A                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4211 | OU      | $739577.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WORKDAY INC CLASS A                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         908 | OU      | $159472.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WORKDAY INC CLASS A                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       85547 | OU      | $-15024619.61  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EATON PLC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       30926 | OU      | $10868014.92   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EATON PLC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       55936 | OU      | $19657029.12   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EATON PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4380 | OU      | $1539219.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EATON PLC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3391 | OU      | $1191665.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EATON PLC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2061 | OU      | $724276.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RYMAN HOSPITALITY PROPERTIES REIT                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      123989 | OU      | $-11741758.30  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RYMAN HOSPITALITY PROPERTIES REIT                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      123569 | OU      | $-11701984.30  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RYMAN HOSPITALITY PROPERTIES REIT                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       47587 | OU      | $-4506488.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAVE AND BUSTERS ENTERTAINMENT INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       70544 | OU      | $1324110.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EPR PROPERTIES REIT                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      438869 | OU      | $23804254.56   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EPR PROPERTIES REIT                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1901 | OU      | $103110.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EPR PROPERTIES REIT                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         503 | OU      | $27282.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EPR PROPERTIES REIT                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6841 | OU      | $371055.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TRI POINTE HOMES INC                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      367113 | OU      | $12243218.55   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANMINA CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8389 | OU      | $-1188553.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANMINA CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2690 | OU      | $-381119.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ABBVIE INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5541 | OU      | $1235698.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ABBVIE INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3352 | OU      | $-747529.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ICON PLC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       18341 | OU      | $3305965.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ICON PLC                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2028 | OU      | $-365547.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ICON PLC                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         571 | OU      | $-102922.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ICON PLC                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3076 | OU      | $-554449.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | T MOBILE US INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       89639 | OU      | $17677707.19   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | T MOBILE US INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1634 | OU      | $322241.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BLACKSTONE MORTGAGE TRUST REIT CLA                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      267757 | OU      | $-5154322.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PTC INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       78523 | OU      | $-12259795.99  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PTC INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2602 | OU      | $-406250.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PTC INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3888 | OU      | $-607033.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PTC INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         826 | OU      | $-128963.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ZOETIS INC CLASS A                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       19418 | OU      | $2423754.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZOETIS INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       75405 | OU      | $9412052.10    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOISE CASCADE                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       69483 | OU      | $5614921.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NORWEGIAN CRUISE LINE HOLDINGS LTD                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       46317 | OU      | $1017121.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORWEGIAN CRUISE LINE HOLDINGS LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       26665 | OU      | $-585563.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORWEGIAN CRUISE LINE HOLDINGS LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       15728 | OU      | $-345386.88    | -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      | $5.07          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CYTOKINETICS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1625 | OU      | $-102683.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CYTOKINETICS INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6671 | OU      | $-421540.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEWS CORP CLASS A                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4579 | OU      | $123770.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEWS CORP CLASS A                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1179 | OU      | $31868.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEWS CORP CLASS A                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      189984 | OU      | $-5135267.52   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CDW CORP                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       30665 | OU      | $3875749.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HCI GROUP INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       31132 | OU      | $-4939714.44   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ESPERION THERAPEUTICS INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       29423 | OU      | $-99743.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | REXFORD INDUSTRIAL REALTY REIT INC                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       25630 | OU      | $1038783.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | REXFORD INDUSTRIAL REALTY REIT INC                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      534746 | OU      | $-21673255.38  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANC OF CALIFORNIA INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5565 | OU      | $-111188.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANI PHARMACEUTICALS INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       36567 | OU      | $2993008.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN HOMES  RENT REIT CLASS A                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       88223 | OU      | $-2763144.36   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERICAN HOMES  RENT REIT CLASS A                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      112466 | OU      | $-3522435.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMERICAN HOMES  RENT REIT CLASS A                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       28242 | OU      | $-884539.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERICAN HOMES  RENT REIT CLASS A                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       43100 | OU      | $-1349892.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN HOMES  RENT REIT CLASS A                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       34112 | OU      | $-1068387.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPROUTS FARMERS MARKET INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      183348 | OU      | $13001206.68   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPRO GROUP HOLDINGS NV                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      134751 | OU      | $-2157363.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EXPRO GROUP HOLDINGS NV                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       37482 | OU      | $-600086.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FOX FACTORY HOLDING CORP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       12536 | OU      | $-230662.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INDEPENDENCE REALTY INC TRUST                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       79928 | OU      | $-1334797.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INDEPENDENCE REALTY INC TRUST                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       24508 | OU      | $-409283.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMERICAN AIRLINES GROUP INC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      229222 | OU      | $3048652.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MURPHY USA INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         103 | OU      | $-43518.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTEGER HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       34753 | OU      | $-3018645.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INNOVATIVE INDUSTRIAL PROPERTIES I                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6916 | OU      | $334181.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INNOVATIVE INDUSTRIAL PROPERTIES I                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4076 | OU      | $196952.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINSALE CAPITAL GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6563 | OU      | $-2598160.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ICHOR HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      491572 | OU      | $-14914294.48  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JBG SMITH PROPERTIES                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14564 | OU      | $245257.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BANDWIDTH INC CFD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8561 | OU      | $119597.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANDWIDTH INC CFD                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       42204 | OU      | $589589.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANDWIDTH INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      130437 | OU      | $1822204.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BANDWIDTH INC CLASS A                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        3395 | OU      | $47428.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEURIG DR PEPPER INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       69687 | OU      | $-1912211.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KEURIG DR PEPPER INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       89706 | OU      | $-2461532.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KEURIG DR PEPPER INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       26199 | OU      | $-718900.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KEURIG DR PEPPER INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       29576 | OU      | $-811565.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACUSHNET HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       17703 | OU      | $-1716128.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BLACKLINE INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      103090 | OU      | $-4790592.30   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AXCELIS TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       97772 | OU      | $8610780.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AXCELIS TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      110845 | OU      | $9762119.15    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INGEVITY CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       10267 | OU      | $-675465.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MADRIGAL PHARMACEUTICALS INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       13878 | OU      | $-6790644.18   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ESQUIRE FINANCIAL HOLDINGS INC                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1567 | OU      | $-167089.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ESQUIRE FINANCIAL HOLDINGS INC                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3328 | OU      | $-354864.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ESQUIRE FINANCIAL HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        2538 | OU      | $-270626.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ESQUIRE FINANCIAL HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3399 | OU      | $-362435.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALPHATEC HOLDNGS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       50070 | OU      | $742538.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALPHATEC HOLDNGS INC                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      139210 | OU      | $2064484.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KRYSTAL BIOTECH INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       28620 | OU      | $-7991848.80   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TWILIO INC CLASS A                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       18708 | OU      | $2253565.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INVITATION HOMES INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      505841 | OU      | $13521129.93   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMSTOCK RESOURCES INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      313575 | OU      | $-7635551.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADIENT PLC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       41659 | OU      | $866507.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ADIENT PLC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      356560 | OU      | $7416448.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRADE DESK INC CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      546129 | OU      | $16564092.57   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TRADE DESK INC CLASS A                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      123998 | OU      | $3760859.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRADE DESK INC CLASS A                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         940 | OU      | $-28510.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOVANTA INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         118 | OU      | $-15875.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOVANTA INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1014 | OU      | $-136423.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOVANTA INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3651 | OU      | $-491205.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLARIS OILFIELD INFRASTRUCTURE IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       12030 | OU      | $663935.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOLARIS OILFIELD INFRASTRUCTURE IN                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       34642 | OU      | $1911891.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOLARIS OILFIELD INFRASTRUCTURE IN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       11518 | OU      | $635678.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLARIS OILFIELD INFRASTRUCTURE IN                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       38227 | OU      | $2109748.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SOLARIS OILFIELD INFRASTRUCTURE IN                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       96416 | OU      | $-5321199.04   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLARIS OILFIELD INFRASTRUCTURE IN                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1214 | OU      | $-67000.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IES INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         164 | OU      | $62367.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IES INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5526 | OU      | $2101482.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IES INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6518 | OU      | $2478730.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IES INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1423 | OU      | $541152.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IES INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3225 | OU      | $1226435.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RIOT PLATFORMS INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      339283 | OU      | $5248708.01    | 0.06%             |  |  |  | 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      | $15.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WILLIS TOWERS WATSON PLC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      180895 | OU      | $-57428735.65  | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | METROPOLITAN BANK HOLDING CORP                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13913 | OU      | $-1288343.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MEDPACE HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       14679 | OU      | $8550223.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAMPING WORLD HOLDINGS INC CLASS A                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11087 | OU      | $-146237.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LIBERTY ENERGY INC CLASS A                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       67339 | OU      | $1659906.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIBERTY ENERGY INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6795 | OU      | $167496.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CRINETICS PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       74724 | OU      | $-3731716.56   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLOOM ENERGY CLASS A CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1976 | OU      | $-299107.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLOOM ENERGY CLASS A CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3799 | OU      | $-575054.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ELF BEAUTY INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       29565 | OU      | $-2512729.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ELF BEAUTY INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       42105 | OU      | $-3578503.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INNOVIVA INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      335441 | OU      | $6708820.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HUBBELL INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       30459 | OU      | $14862164.46   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HUBBELL INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1381 | OU      | $673845.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HUBBELL INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         959 | OU      | $-467934.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HUBBELL INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1563 | OU      | $-762650.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OKTA INC CLASS A                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4254 | OU      | $359377.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OKTA INC CLASS A                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       13969 | OU      | $-1180101.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OKTA INC CLASS A                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10727 | OU      | $-906216.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXP WORLD HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      452018 | OU      | $4086242.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BAKER HUGHES CLASS A                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      145730 | OU      | $-8166709.20   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SELECT WATER SOLUTIONS INC CLASS A                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      177916 | OU      | $-2151004.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SELECT WATER SOLUTIONS INC CLASS A                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       20846 | OU      | $-252028.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IONIS PHARMACEUTICALS INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        9609 | OU      | $794376.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | IONIS PHARMACEUTICALS INC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       98163 | OU      | $8115135.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INVESCO QQQ TRUST, SERIES TRUST                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       40622 | OU      | $25261603.14   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INVESCO QQQ TRUST, SERIES TRUST                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       58381 | OU      | $36305392.47   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INVESCO QQQ TRUST, SERIES TRUST                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       13123 | OU      | $8160800.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LAMB WESTON HOLDINGS INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      176905 | OU      | $-8125246.65   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IQVIA HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11715 | OU      | $2696207.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REV GROUP INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       30539 | OU      | $1951442.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REV GROUP INC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       36693 | OU      | $2344682.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REV GROUP INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       35402 | OU      | $2262187.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BOOKING HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        5458 | OU      | $27300042.72   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOOKING HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          31 | OU      | $155057.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOOKING HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          85 | OU      | $425156.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SPECTRUM BRANDS HOLDINGS INC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       26787 | OU      | $1706599.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPECTRUM BRANDS HOLDINGS INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        9622 | OU      | $613017.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SPECTRUM BRANDS HOLDINGS INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17836 | OU      | $-1136331.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SPECTRUM BRANDS HOLDINGS INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         270 | OU      | $-17201.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TECHNIPFMC PLC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      212973 | OU      | $11866855.56   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TECHNIPFMC PLC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       64387 | OU      | $3587643.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TECHNIPFMC PLC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       26032 | OU      | $1450503.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TECHNIPFMC PLC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       45950 | OU      | $2560334.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TALOS ENERGY INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      560902 | OU      | $-6685951.84   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONSTRUCTION PARTNERS INC CLASS A                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       42650 | OU      | $4686382.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CONSTRUCTION PARTNERS INC CLASS A                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       63727 | OU      | $7002322.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CONSTRUCTION PARTNERS INC CLASS A                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        4865 | OU      | $-534566.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AXON ENTERPRISE INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       21670 | OU      | $-10479178.60  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AXON ENTERPRISE INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         458 | OU      | $-221479.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIGLARI HOLDINGS INC CLASS A                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          48 | OU      | $-94503.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCIENCE APPLICATIONS INTERNATIONAL                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       95722 | OU      | $9740670.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LEIDOS HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1488 | OU      | $280160.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LEIDOS HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         477 | OU      | $89809.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NVENT ELECTRIC PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7885 | OU      | $885170.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NVENT ELECTRIC PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2740 | OU      | $307592.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | APPLIED OPTOELECTRONICS INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       47825 | OU      | $-2085648.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CNH INDUSTRIAL N.V. NV                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      572145 | OU      | $-6156280.20   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CNH INDUSTRIAL N.V. NV                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       60500 | OU      | $-650980.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CNH INDUSTRIAL N.V. NV                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       49792 | OU      | $-535761.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CNH INDUSTRIAL N.V. NV                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       38239 | OU      | $-411451.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CNH INDUSTRIAL N.V. NV                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      306352 | OU      | $-3296347.52   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROADCOM INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5907 | OU      | $1956989.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RINGCENTRAL INC CLASS A                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      450879 | OU      | $11668748.52   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RINGCENTRAL INC CLASS A                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      346612 | OU      | $8970318.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RINGCENTRAL INC CLASS A                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       19442 | OU      | $-503158.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RINGCENTRAL INC CLASS A                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       33199 | OU      | $-859190.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TAPESTRY INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       91544 | OU      | $11617849.04   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAPESTRY INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3909 | OU      | $496091.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TAPESTRY INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       15494 | OU      | $1966343.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAPESTRY INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       21291 | OU      | $2702040.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KNIGHT-SWIFT TRANSPORTATION HOLDIN                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      107900 | OU      | $5945290.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARES MANAGEMENT CORP CLASS A                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7429 | OU      | $-1111898.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARES MANAGEMENT CORP CLASS A                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1863 | OU      | $-278835.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARES MANAGEMENT CORP CLASS A                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3273 | OU      | $-489869.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CACTUS INC CLASS A                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      125875 | OU      | $-7077951.25   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEWMARK GROUP INC CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       81434 | OU      | $1451968.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEWMARK GROUP INC CLASS A                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      157263 | OU      | $2803999.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEWMARK GROUP INC CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       83882 | OU      | $1495616.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEWMARK GROUP INC CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       31214 | OU      | $556545.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NEWMARK GROUP INC CLASS A                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      172018 | OU      | $-3067080.94   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | THE SIMPLY GOOD FOODS COMPANY                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      250993 | OU      | $-4711138.61   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | THE SIMPLY GOOD FOODS COMPANY                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      171759 | OU      | $-3223916.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TPG RE FINANCE TRUST INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2131 | OU      | $19242.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TPG RE FINANCE TRUST INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8333 | OU      | $75246.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MONGODB INC CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       20289 | OU      | $-7533914.37   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONGODB INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8179 | OU      | $-3037108.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | I3 VERTICALS INC CLASS A                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      223955 | OU      | $-4974040.55   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | I3 VERTICALS INC CLASS A                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       57809 | OU      | $-1283937.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAGNOLIA OIL GAS CORP CLASS A                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       64179 | OU      | $1637206.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERICAN RESOURCES CORP CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       20380 | OU      | $64400.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN RESOURCES CORP CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      116935 | OU      | $369514.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WARRIOR MET COAL INC                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      127467 | OU      | $-11382803.10  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RHYTHM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5407 | OU      | $-554325.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RHYTHM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       39513 | OU      | $-4050872.76   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RHYTHM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       23196 | OU      | $-2378053.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RHYTHM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       13583 | OU      | $-1392529.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BURLINGTON STORES INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       54774 | OU      | $-16205435.64  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BURLINGTON STORES INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         452 | OU      | $-133728.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMPIRE STATE REALTY REIT INC TRUST                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      100112 | OU      | $663742.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EMPIRE STATE REALTY REIT INC TRUST                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       68486 | OU      | $454062.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EMPIRE STATE REALTY REIT INC TRUST                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      186774 | OU      | $1238311.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EMPIRE STATE REALTY REIT INC TRUST                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      118525 | OU      | $-785820.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EMPIRE STATE REALTY REIT INC TRUST                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      307883 | OU      | $-2041264.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EMPIRE STATE REALTY REIT INC TRUST                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      590617 | OU      | $-3915790.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TANDEM DIABETES CARE INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      291262 | OU      | $5793201.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ACM RESEARCH CLASS A INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       13696 | OU      | $-796011.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BUSINESS FIRST BANCSHARES INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4360 | OU      | $-122821.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUSINESS FIRST BANCSHARES INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         131 | OU      | $-3690.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BUSINESS FIRST BANCSHARES INC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       16106 | OU      | $-453706.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUSINESS FIRST BANCSHARES INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        8585 | OU      | $-241839.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELANCO ANIMAL HEALTH INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      776085 | OU      | $-18688126.80  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELANCO ANIMAL HEALTH INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       16726 | OU      | $-402762.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DELEK US HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      339236 | OU      | $10010854.36   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DELEK US HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       72244 | OU      | $2131920.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TENABLE HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      737432 | OU      | $16267749.92   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COASTAL FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5941 | OU      | $-569028.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COASTAL FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12100 | OU      | $-1158938.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COASTAL FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        2516 | OU      | $-240982.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RESIDEO TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      195161 | OU      | $-6686215.86   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RESIDEO TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      218765 | OU      | $-7494888.90   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ANTERO RESOURCES CORP                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       37347 | OU      | $1358310.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ANTERO RESOURCES CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11151 | OU      | $-405561.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AVANOS MEDICAL INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      101889 | OU      | $-1357161.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AVANOS MEDICAL INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       91697 | OU      | $-1221404.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VEEVA SYSTEMS INC CLASS A                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       44650 | OU      | $9105028.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VEEVA SYSTEMS INC CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13599 | OU      | $2773108.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VEEVA SYSTEMS INC CLASS A                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4626 | OU      | $943333.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VEEVA SYSTEMS INC CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7728 | OU      | $1575893.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VEEVA SYSTEMS INC CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13613 | OU      | $2775962.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SENSATA TECHNOLOGIES HOLDING PLC                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       27300 | OU      | $-944307.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVERGY INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      114057 | OU      | $-8751593.61   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EVERGY INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1269 | OU      | $-97370.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EVERGY INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         331 | OU      | $-25397.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMNEAL PHARMACEUTICALS INC CLASS A                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      286958 | OU      | $3925585.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMNEAL PHARMACEUTICALS INC CLASS A                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       65756 | OU      | $899542.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMNEAL PHARMACEUTICALS INC CLASS A                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      561964 | OU      | $-7687667.52   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NORTHWEST NATURAL HOLDING COMPANY                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      187206 | OU      | $-8716311.36   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GAMING AND LEISURE PROPERTIES REIT                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5803 | OU      | $259684.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GAMING AND LEISURE PROPERTIES REIT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       84185 | OU      | $-3767278.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GAMING AND LEISURE PROPERTIES REIT                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       13737 | OU      | $-614730.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GAMING AND LEISURE PROPERTIES REIT                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       69439 | OU      | $-3107395.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VISTANCE NETWORKS INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      234829 | OU      | $4226922.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMMSCOPE HOLDING INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      248148 | OU      | $-4466664.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLEGION PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13555 | OU      | $-2241861.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALLEGION PLC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4289 | OU      | $-709357.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALLEGION PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       20704 | OU      | $-3424234.56   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERCONTINENTAL EXCHANGE INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       80472 | OU      | $13984424.16   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERCONTINENTAL EXCHANGE INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1973 | OU      | $342867.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRIXMOR PROPERTY GROUP REIT INC                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       70162 | OU      | $1879639.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BRIXMOR PROPERTY GROUP REIT INC                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       51342 | OU      | $-1375452.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADT INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      296285 | OU      | $2370280.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ADT INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       95947 | OU      | $767576.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ADT INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      334727 | OU      | $2677816.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ADT INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      397494 | OU      | $3179952.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ESSENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      113772 | OU      | $7158534.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ESSENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       72677 | OU      | $4572836.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESSENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       16981 | OU      | $1068444.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ESSENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8936 | OU      | $562253.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ESSENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       32637 | OU      | $2053520.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ESSENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9351 | OU      | $588364.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GUARDANT HEALTH INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       40526 | OU      | $4621585.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ELASTIC NV                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      209934 | OU      | $13840948.62   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ELASTIC NV                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4933 | OU      | $325232.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | STERIS                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       14803 | OU      | $-3887267.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STERIS                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6405 | OU      | $-1681953.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STERIS                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4557 | OU      | $-1196668.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STERIS                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2128 | OU      | $-558812.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STERIS                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1081 | OU      | $-283870.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASGN INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      165102 | OU      | $8600163.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASGN INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       63330 | OU      | $3298859.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUANTUM COMPUTING INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      693740 | OU      | $6430969.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRONTDOOR INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       40019 | OU      | $2365523.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOCUSIGN INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       72847 | OU      | $-3827381.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOCUSIGN INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3776 | OU      | $-198391.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOCUSIGN INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       10161 | OU      | $-533858.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DOCUSIGN INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2046 | OU      | $-107496.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICTORY CAPITAL HOLDINGS CLASS A I                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1803 | OU      | $127165.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SPOTIFY TECHNOLOGY SA                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       43074 | OU      | $21552075.90   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SPOTIFY TECHNOLOGY SA                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       15728 | OU      | $7869504.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SPOTIFY TECHNOLOGY SA                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         927 | OU      | $463824.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ATLANTIC UNION BANKSHARES CORP                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       30054 | OU      | $-1167297.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ATLANTIC UNION BANKSHARES CORP                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      666934 | OU      | $-25903716.56  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WIX.COM LTD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10456 | OU      | $907999.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WIX.COM LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       42136 | OU      | $3659090.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WIX.COM LTD                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       55271 | OU      | $4799733.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WIX.COM LTD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8590 | OU      | $745955.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BJS WHOLESALE CLUB HOLDINGS INC                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       39897 | OU      | $3688078.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BJS WHOLESALE CLUB HOLDINGS INC                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3255 | OU      | $-300892.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NLIGHT INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       60081 | OU      | $-2740294.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NLIGHT INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       30316 | OU      | $-1382712.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NLIGHT INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7029 | OU      | $-320592.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NLIGHT INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       34581 | OU      | $-1577239.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JEFFERIES FINANCIAL GROUP INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      201323 | OU      | $12316941.14   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JEFFERIES FINANCIAL GROUP INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5409 | OU      | $330922.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DROPBOX INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      649717 | OU      | $16554789.16   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DROPBOX INC CLASS A                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      346114 | OU      | $8818984.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KKR AND CO INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       68291 | OU      | $-7802929.66   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KKR AND CO INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       64494 | OU      | $-7369084.44   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KKR AND CO INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       22026 | OU      | $-2516690.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LGI HOMES INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       19664 | OU      | $985363.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EVERQUOTE INC CLASS A                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       41915 | OU      | $951470.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NMI HOLDINGS INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      547692 | OU      | $21206634.24   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STRATEGIC EDUCATION INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       73967 | OU      | $6288674.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FUTU HOLDINGS ADR LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3829 | OU      | $622480.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIVERAMP HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      414245 | OU      | $10086865.75   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GARRETT MOTION INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       22454 | OU      | $405070.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GARRETT MOTION INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      178403 | OU      | $3218390.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GARRETT MOTION INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       74948 | OU      | $1352061.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GARRETT MOTION INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       25423 | OU      | $458630.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GRAHAM HOLDINGS COMPANY CLASS B                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1331 | OU      | $-1552784.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GRAHAM HOLDINGS COMPANY CLASS B                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         334 | OU      | $-389654.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARCOSA INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       24877 | OU      | $2847670.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARCOSA INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       16938 | OU      | $1938892.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | YETI HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      599639 | OU      | $-27409498.69  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UPWORK INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      345216 | OU      | $6914676.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZOOM COMMUNICATIONS INC CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       70959 | OU      | $6535323.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ZOOM COMMUNICATIONS INC CLASS A                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       60143 | OU      | $5539170.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZOOM COMMUNICATIONS INC CLASS A                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7972 | OU      | $734221.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZOOM COMMUNICATIONS INC CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6435 | OU      | $592663.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ZOOM COMMUNICATIONS INC CLASS A                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      154417 | OU      | $-14221805.70  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ZOOM COMMUNICATIONS INC CLASS A                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       52036 | OU      | $-4792515.60   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZOOM COMMUNICATIONS INC CLASS A                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       59320 | OU      | $-5463372.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MODERNA INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      181146 | OU      | $7983104.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MODERNA INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       10891 | OU      | $479966.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PENNYMAC FINANCIAL SERVICES INC                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2037 | OU      | $203537.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PENNYMAC FINANCIAL SERVICES INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      203997 | OU      | $-20383380.24  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PENNYMAC FINANCIAL SERVICES INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1655 | OU      | $-165367.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLEX LNG LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        4193 | OU      | $111953.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENERPAC TOOL GROUP CORP CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      155345 | OU      | $-6269724.20   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ENERPAC TOOL GROUP CORP CLASS A                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       54259 | OU      | $-2189893.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VONTIER CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      114531 | OU      | $-4294912.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SEACOAST BANKING OF FLORIDA                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       94292 | OU      | $-3153124.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CIGNA                                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       54064 | OU      | $14819483.04   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERCONTINENTAL HOTELS GROU                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       50697 | OU      | $6849174.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTERCONTINENTAL HOTELS GROUP PLC                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | GB        |       17092 | OU      | $2309132.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERCONTINENTAL HOTELS GROUP PLC                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       26981 | OU      | $3645138.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DELL TECHNOLOGIES INC CLASS C                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      155653 | OU      | $17812929.32   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DELL TECHNOLOGIES INC CLASS C                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       30714 | OU      | $-3514910.16   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DELL TECHNOLOGIES INC CLASS C                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8951 | OU      | $-1024352.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DELL TECHNOLOGIES INC CLASS C                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2647 | OU      | $-302922.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DELL TECHNOLOGIES INC CLASS C                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9381 | OU      | $-1073561.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HARROW INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4546 | OU      | $-186113.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HARROW INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       12913 | OU      | $-528658.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HARROW INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        7402 | OU      | $-303037.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LEVI STRAUSS CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       76286 | OU      | $-1516565.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOW INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      362053 | OU      | $9974560.15    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCORPIO TANKERS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      118235 | OU      | $7522110.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELEMENT SOLUTIONS INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       62852 | OU      | $1828993.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REVOLVE GROUP CLASS A INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      117775 | OU      | $3256478.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REVOLVE GROUP CLASS A INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3277 | OU      | $-90609.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REVOLVE GROUP CLASS A INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       14841 | OU      | $-410353.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAPRI HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      333345 | OU      | $-7523596.65   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PINTEREST INC CLASS A                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       12365 | OU      | $-273637.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MALIBU BOATS CLASS A INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       31528 | OU      | $1024660.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ADAPTIVE BIOTECHNOLOGIES CORP                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7249 | OU      | $-134106.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLOBAL SHIP LEASE INC CLASS A                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3117 | OU      | $117012.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PAGERDUTY INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      132314 | OU      | $-1402528.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PELOTON INTERACTIVE CLASS A INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      705113 | OU      | $3941581.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ACADIAN ASSET MANAGEMENT INC                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      329009 | OU      | $18233678.78   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEALTHPEAK PROPERTIES INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      428742 | OU      | $-7391512.08   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEALTHPEAK PROPERTIES INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       51016 | OU      | $-879515.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEALTHPEAK PROPERTIES INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      242558 | OU      | $-4181699.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEALTHPEAK PROPERTIES INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      161466 | OU      | $-2783673.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RED CAT HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       59403 | OU      | $-801940.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RED CAT HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       29044 | OU      | $-392094.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANTERO MIDSTREAM CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1120500 | OU      | $-21087810.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANTERO MIDSTREAM CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       93469 | OU      | $-1759086.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FULCRUM THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        9151 | OU      | $98190.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PAR PACIFIC HOLDINGS INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      471971 | OU      | $17812185.54   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PAR PACIFIC HOLDINGS INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       92104 | OU      | $3476004.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TREVI THERAPEUTICS INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       37906 | OU      | $-396875.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLEAR CHANNEL OUTDOOR HOLDINGS INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      317653 | OU      | $663894.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CLEAR CHANNEL OUTDOOR HOLDINGS INC                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12600 | OU      | $26334.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FOX CORP CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      479001 | OU      | $34861692.78   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FOX CORP CLASS A                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       83734 | OU      | $6094160.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FOX CORP CLASS A                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       54699 | OU      | $-3980993.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FOX CORP CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5238 | OU      | $-381221.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FOX CORP CLASS A                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8673 | OU      | $-631220.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FOX CORP CLASS A                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8075 | OU      | $-587698.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FOX CORP CLASS A                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       15234 | OU      | $-1108730.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FOX CORP CLASS B                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      327350 | OU      | $21464339.50   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FOX CORP CLASS B                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8937 | OU      | $585999.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FOX CORP CLASS B                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       27372 | OU      | $1794782.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FOX CORP CLASS B                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2570 | OU      | $-168514.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CROWDSTRIKE HOLDINGS INC CLASS A                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10004 | OU      | $4415815.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CROWDSTRIKE HOLDINGS INC CLASS A                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       27768 | OU      | $-12256934.04  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHEWY INC CLASS A                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       83749 | OU      | $-2437933.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AVANTOR INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      193959 | OU      | $-2118032.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVANTOR INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       95260 | OU      | $-1040239.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AVANTOR INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       36820 | OU      | $-402074.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESAB CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3128 | OU      | $-378800.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ESAB CORP                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         707 | OU      | $-85617.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ESAB CORP                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         181 | OU      | $-21919.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENOVIS CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      134903 | OU      | $2973262.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      370573 | OU      | $-5143553.24   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      635696 | OU      | $-8823460.48   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      567714 | OU      | $-7879870.32   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      547520 | OU      | $-7599577.60   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      739020 | OU      | $-10257597.60  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      825481 | OU      | $-11457676.28  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1844 | OU      | $-25594.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8430 | OU      | $-117008.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       83714 | OU      | $-1161950.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PARSONS CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       46604 | OU      | $3265076.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PARSONS CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4601 | OU      | $-322346.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GEN DIGITAL INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         248 | OU      | $-5949.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GEN DIGITAL INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      435990 | OU      | $-10459400.10  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GEN DIGITAL INC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      763112 | OU      | $-18307056.88  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GEN DIGITAL INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      307194 | OU      | $-7369584.06   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GEN DIGITAL INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         961 | OU      | $-23054.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GEN DIGITAL INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       18133 | OU      | $-435010.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CERENCE INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      129908 | OU      | $1471857.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COUSINS PROPERTIES REIT INC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      207033 | OU      | $-5225512.92   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COUSINS PROPERTIES REIT INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13588 | OU      | $-342961.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PERSONALIS INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       13705 | OU      | $-128415.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INSTALLED BUILDING PRODUCTS INC                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1380 | OU      | $397633.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INSTALLED BUILDING PRODUCTS INC                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       19967 | OU      | $5753291.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LYFT INC CLASS A                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      185599 | OU      | $3131055.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LYFT INC CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       66205 | OU      | $1116878.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LYFT INC CLASS A                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      422761 | OU      | $7131978.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LYFT INC CLASS A                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      407897 | OU      | $6881222.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LYFT INC CLASS A                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9823 | OU      | $-165714.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KONTOOR BRANDS INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       17315 | OU      | $1034224.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DYNATRACE INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        7732 | OU      | $-294511.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DYNATRACE INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       54528 | OU      | $-2076971.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DYNATRACE INC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       14659 | OU      | $-558361.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DYNATRACE INC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       62337 | OU      | $-2374416.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DYNATRACE INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       62098 | OU      | $-2365312.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | XPEL INC                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       19481 | OU      | $-1003466.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | XPEL INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       17214 | OU      | $-886693.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XPEL INC                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       34343 | OU      | $-1769007.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | XPEL INC                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       32054 | OU      | $-1651101.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XPEL INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       61989 | OU      | $-3193053.39   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CLOUDFLARE INC CLASS A                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       85687 | OU      | $-15196589.45  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRADEWEB MARKETS INC CLASS A                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       42979 | OU      | $4429845.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRADEWEB MARKETS INC CLASS A                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       27106 | OU      | $2793815.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRADEWEB MARKETS INC CLASS A                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       14603 | OU      | $1505131.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRADEWEB MARKETS INC CLASS A                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       14510 | OU      | $1495545.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRADEWEB MARKETS INC CLASS A                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       24386 | OU      | $-2513465.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NORTHEAST BANK                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       27955 | OU      | $-3221254.65   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORTHEAST BANK                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       32816 | OU      | $-3781387.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NORTHEAST BANK                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       20784 | OU      | $-2394940.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTHEAST BANK                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       17226 | OU      | $-1984951.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ONESPAWORLD HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      255306 | OU      | $-5016762.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PALOMAR HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2328 | OU      | $287717.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PALOMAR HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       14773 | OU      | $1825795.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PALOMAR HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       77475 | OU      | $9575135.25    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VARONIS SYSTEMS INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3356 | OU      | $-100143.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DUPONT DE NEMOURS INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      161837 | OU      | $7107881.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DUPONT DE NEMOURS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       24560 | OU      | $-1078675.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DUPONT DE NEMOURS INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       53820 | OU      | $-2363774.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DUPONT DE NEMOURS INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       10415 | OU      | $-457426.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DUPONT DE NEMOURS INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       19729 | OU      | $-866497.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GROCERY OUTLET HOLDING CORP                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      205843 | OU      | $1961683.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRIDGEBIO PHARMA INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6292 | OU      | $-486182.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRIDGEBIO PHARMA INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6357 | OU      | $-491205.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRIDGEBIO PHARMA INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6012 | OU      | $-464547.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BRIDGEBIO PHARMA INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1026 | OU      | $-79279.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CARRIER GLOBAL CORP                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       40642 | OU      | $-2421450.36   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OTIS WORLDWIDE CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       65567 | OU      | $5600733.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENVISTA HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4814 | OU      | $-112984.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BIONTECH SE ADR                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       76085 | OU      | $8654668.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | A MARK PRECIOUS METALS INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4269 | OU      | $221347.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UBER TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       38387 | OU      | $3072879.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GLOBE LIFE INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      126695 | OU      | $17765172.90   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GLOBE LIFE INC                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       19542 | OU      | $2740179.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBE LIFE INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         661 | OU      | $-92685.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLOBE LIFE INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2190 | OU      | $-307081.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OCUGEN INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       47447 | OU      | $68798.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OCUGEN INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      242008 | OU      | $350911.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CORTEVA INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      223184 | OU      | $16247795.20   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CORTEVA INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        9386 | OU      | $683300.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | CORTEVA INC                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       96091 | OU      | $6995424.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CORTEVA INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       75494 | OU      | $-5495963.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACCEL ENTERTAINMENT INC CLASS A                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       38586 | OU      | $436407.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ACCEL ENTERTAINMENT INC CLASS A                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       22784 | OU      | $257687.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ACCEL ENTERTAINMENT INC CLASS A                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8015 | OU      | $90649.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACCEL ENTERTAINMENT INC CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13549 | OU      | $153239.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACCEL ENTERTAINMENT INC CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       83092 | OU      | $939770.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MATCH GROUP INC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        8627 | OU      | $268731.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HELIOS TECHNOLOGIES INC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       60849 | OU      | $-3941798.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HELIOS TECHNOLOGIES INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       12598 | OU      | $-816098.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NABORS INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       53309 | OU      | $3563173.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NABORS INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       20957 | OU      | $1400765.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENDINGCLUB CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       73116 | OU      | $1236391.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENDINGCLUB CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       26915 | OU      | $-455132.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LENDINGCLUB CORP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       54134 | OU      | $-915405.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIMILARWEB LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       83892 | OU      | $-437077.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIMILARWEB LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       15999 | OU      | $-83354.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | L3HARRIS TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        6947 | OU      | $2381778.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | L3HARRIS TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         220 | OU      | $75427.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UBIQUITI INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |         522 | OU      | $-287841.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UBIQUITI INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2940 | OU      | $-1621174.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRANE TECHNOLOGIES PLC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       22982 | OU      | $9665769.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE REALREAL INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       33410 | OU      | $490124.70     | 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      | $-2422182.36   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BILL HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       62069 | OU      | $-2679518.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERANT BANCORP INC CLASS A                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2984 | OU      | $-64752.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMERANT BANCORP INC CLASS A                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       31746 | OU      | $-688888.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERANT BANCORP INC CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       50612 | OU      | $-1098280.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BABCOCK AND WILCOX ENTERPRISES INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       51041 | OU      | $492035.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BABCOCK AND WILCOX ENTERPRISES INC                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       75058 | OU      | $723559.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BABCOCK AND WILCOX ENTERPRISES INC                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3748 | OU      | $36130.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PHREESIA INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      196150 | OU      | $2634294.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIVERR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       30183 | OU      | $505565.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CASTLE BIOSCIENCES INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       77625 | OU      | $3057648.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CASTLE BIOSCIENCES INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      117118 | OU      | $4613278.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOWMET AEROSPACE INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       14008 | OU      | $-2914784.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOWMET AEROSPACE INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18814 | OU      | $-3914817.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | O I GLASS INC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      408999 | OU      | $-6249504.72   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | POWERFLEET INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       40192 | OU      | $-205381.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | Q2 HOLDINGS INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       21807 | OU      | $1335678.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PAYLOCITY HOLDING CORP                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      144876 | OU      | $19555362.48   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MSA SAFETY INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         426 | OU      | $-75465.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MSA SAFETY INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         107 | OU      | $-18955.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OPTION CARE HEALTH INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         493 | OU      | $-16762.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OPTION CARE HEALTH INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2125 | OU      | $-72250.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INVENTRUST PROPERTIES CORP                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      217914 | OU      | $-6404492.46   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRUIST FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      150168 | OU      | $7721638.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TRUIST FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       15769 | OU      | $810841.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JANUS INTERNATIONAL GROUP INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      312455 | OU      | $-2143441.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | JANUS INTERNATIONAL GROUP INC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       18481 | OU      | $-126779.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CONSTELLIUM SE CLASS A                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      751716 | OU      | $16891058.52   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | A10 NETWORKS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1446412 | OU      | $25225425.28   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EQUITABLE HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       17863 | OU      | $-828843.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EQUITABLE HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      113386 | OU      | $-5261110.40   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EQUITABLE HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       11340 | OU      | $-526176.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EQUITABLE HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       16087 | OU      | $-746436.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PERDOCEO EDUCATION CORP                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         477 | OU      | $15278.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARLYLE GROUP INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13203 | OU      | $-776072.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | 10X GENOMICS INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       88709 | OU      | $1791921.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SITIME CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        5774 | OU      | $-2096597.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HARMONY BIOSCIENCES HLDG INC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       80825 | OU      | $2951729.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HARMONY BIOSCIENCES HLDG INC                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      744350 | OU      | $27183662.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CLEARPOINT NEURO INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      105884 | OU      | $-1369080.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DATADOG INC CLASS A                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       27707 | OU      | $-3583069.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SPROUT SOCIAL INC CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      157750 | OU      | $1427637.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BRP GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       69016 | OU      | $-1512830.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BRP GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       50116 | OU      | $-1098542.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BRP GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       99186 | OU      | $-2174157.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRP GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      178058 | OU      | $-3903031.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BALDWIN INSURANCE GROUP INC CLASS                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      193810 | OU      | $-4248315.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SCHRODINGER INC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      164310 | OU      | $2295410.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | REYNOLDS CONSUMER PRODUCTS INC                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      749722 | OU      | $-17371058.74  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEAGATE TECHNOLOGY HOLDINGS PLC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3649 | OU      | $-1487660.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEAGATE TECHNOLOGY HOLDINGS PLC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       22217 | OU      | $-9057648.73   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CADRE HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       33683 | OU      | $-1347656.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CADRE HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       49850 | OU      | $-1994498.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CADRE HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       77024 | OU      | $-3081730.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROGYNY INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      635978 | OU      | $15180794.86   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VOYA FINANCIAL INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      168614 | OU      | $12925949.24   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VOYA FINANCIAL INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1415 | OU      | $-108473.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VOYA FINANCIAL INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4281 | OU      | $-328181.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIVE9 INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      174776 | OU      | $3086544.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIVE9 INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5192 | OU      | $-91690.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIVE9 INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       33331 | OU      | $-588625.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FIVE9 INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       28930 | OU      | $-510903.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIVE9 INC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1175 | OU      | $-20750.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSCAR HEALTH INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6799 | OU      | $97565.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CIMPRESS PLC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       20608 | OU      | $1629886.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CIMPRESS PLC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        8485 | OU      | $671078.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CIMPRESS PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       49545 | OU      | $3918514.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CIMPRESS PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        3760 | OU      | $297378.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ONTO INNOVATION INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       34991 | OU      | $7069931.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FARMLAND PARTNERS INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      103880 | OU      | $-1206046.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DRIVEN BRANDS HOLDINGS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      164203 | OU      | $-2553356.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DRIVEN BRANDS HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       84695 | OU      | $-1317007.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERTIV HOLDINGS CLASS A                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       39483 | OU      | $7350944.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERTIV HOLDINGS CLASS A                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       21145 | OU      | $3936776.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERTIV HOLDINGS CLASS A                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       56521 | OU      | $10523079.78   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UPSTART HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       82819 | OU      | $3250645.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UPSTART HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       75650 | OU      | $-2969262.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEEKAY CORPORATION CORP LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      179702 | OU      | $1838351.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GE AEROSPACE                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       22890 | OU      | $7022423.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REDWIRE CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      227680 | OU      | $-2675240.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REDWIRE CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       54312 | OU      | $-638166.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INGERSOLL RAND INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      421243 | OU      | $-36264809.87  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INGERSOLL RAND INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1155 | OU      | $-99433.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INGERSOLL RAND INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13162 | OU      | $-1133116.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ATLAS ENERGY SOLUTIONS INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      218236 | OU      | $-2546814.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEW ATLAS HOLDCO INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       95910 | OU      | $-1119269.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ATLAS ENERGY SOLUTIONS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       69550 | OU      | $-811648.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GE HEALTHCARE TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      340318 | OU      | $-26874912.46  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GE HEALTHCARE TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8273 | OU      | $-653318.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CIRCLE INTERNET GROUP INC CLASS A                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1640 | OU      | $104845.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CIRCLE INTERNET GROUP INC CLASS A                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       19831 | OU      | $1267795.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CIRCLE INTERNET GROUP INC CLASS A                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       17865 | OU      | $1142109.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CIRCLE INTERNET GROUP INC CLASS A                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       24783 | OU      | $-1584377.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REVOLUTION MEDICINES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10721 | OU      | $1039400.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REVOLUTION MEDICINES INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1263 | OU      | $122447.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PAYCOM SOFTWARE INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1729 | OU      | $-232982.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PHIBRO ANIMAL HEALTH CORP CLASS A                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       98688 | OU      | $3962323.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OPENDOOR TECHNOLOGIES INC CLASS A                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      802922 | OU      | $4135048.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RIVIAN AUTOMOTIVE INC CLASS A                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       34244 | OU      | $-505099.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RIVIAN AUTOMOTIVE INC CLASS A                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25593 | OU      | $-377496.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARISTA NETWORKS INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11705 | OU      | $-1659066.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | P10 INC CLASS A                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       32267 | OU      | $347838.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | P10 INC CLASS A                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       65521 | OU      | $706316.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | P10 INC CLASS A                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1898 | OU      | $20460.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ARRAY TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      162908 | OU      | $-1844933.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ABIVAX AMERICAN DEPOSITARY SHARES                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3139 | OU      | $348899.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESSENTIAL UTILITIES INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       45117 | OU      | $-1750088.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ESSENTIAL UTILITIES INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       31788 | OU      | $-1233056.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ESSENTIAL UTILITIES INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      126064 | OU      | $-4890022.56   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ESSENTIAL UTILITIES INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       30347 | OU      | $-1177160.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ERMENEGILDO ZEGNA NV                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       10315 | OU      | $-89637.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CREDO TECHNOLOGY GROUP HOLDING LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       24985 | OU      | $3130120.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CREDO TECHNOLOGY GROUP HOLDING LTD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       18016 | OU      | $2257044.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CREDO TECHNOLOGY GROUP HOLDING LTD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       22287 | OU      | $2792115.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CREDO TECHNOLOGY GROUP HOLDING LTD                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        4331 | OU      | $-542587.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CREDO TECHNOLOGY GROUP HOLDING LTD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3487 | OU      | $-436851.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | STRIDE INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      324202 | OU      | $-27427489.20  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUNDHOUND AI INC CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       34692 | OU      | $-293494.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LOAR HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       59435 | OU      | $4076052.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LOAR HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7525 | OU      | $516064.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOAR HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7219 | OU      | $495079.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOAR HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      127845 | OU      | $-8767610.10   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOAR HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       44691 | OU      | $-3064908.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DRAFTKINGS INC CLASS A                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       51837 | OU      | $1426035.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DRAFTKINGS INC CLASS A                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       46352 | OU      | $-1275143.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DRAFTKINGS INC CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       20931 | OU      | $-575811.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DRAFTKINGS INC CLASS A                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2890 | OU      | $-79503.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHORD ENERGY CORP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       23100 | OU      | $2315544.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHIFT4 PAYMENTS INC CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       37871 | OU      | $-2235903.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHIFT4 PAYMENTS INC CLASS A                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       33504 | OU      | $-1978076.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHIFT4 PAYMENTS INC CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11144 | OU      | $-657941.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PERELLA WEINBERG PARTNERS CLASS A                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      120499 | OU      | $-2688332.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PERELLA WEINBERG PARTNERS CLASS A                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25591 | OU      | $-570935.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PERELLA WEINBERG PARTNERS CLASS A                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       26461 | OU      | $-590344.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASANA INC CLASS A                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       25721 | OU      | $-263640.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STEPSTONE GROUP INC CLASS A                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8156 | OU      | $576547.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STEPSTONE GROUP INC CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |           6 | OU      | $-424.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | STEPSTONE GROUP INC CLASS A                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       45112 | OU      | $-3188967.28   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STEPSTONE GROUP INC CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7914 | OU      | $-559440.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNITY SOFTWARE INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       20048 | OU      | $583396.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITY SOFTWARE INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3112 | OU      | $90559.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNITY SOFTWARE INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3654 | OU      | $106331.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNITY SOFTWARE INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       10655 | OU      | $310060.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITY SOFTWARE INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       12834 | OU      | $-373469.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MOBILEYE GLOBAL INC CLASS A                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      286183 | OU      | $2569923.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MOBILEYE GLOBAL INC CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       24455 | OU      | $219605.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WARNER MUSIC GROUP CORP CLASS A                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8409 | OU      | $252101.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WARBY PARKER INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4331 | OU      | $110483.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WARBY PARKER INC CLASS A                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       59956 | OU      | $1529477.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WARBY PARKER INC CLASS A                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      126409 | OU      | $3224693.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WARBY PARKER INC CLASS A                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       17984 | OU      | $458771.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WARBY PARKER INC CLASS A                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       30775 | OU      | $-785070.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PROCORE TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        3582 | OU      | $202347.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROCORE TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5905 | OU      | $-333573.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FTAI AVIATION LTD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7563 | OU      | $2059556.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FTAI AVIATION LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       34089 | OU      | $9283116.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FTAI AVIATION LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6424 | OU      | $1749383.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FTAI AVIATION LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       54502 | OU      | $-14841984.64  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FTAI AVIATION LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5119 | OU      | $-1394006.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NUVATION BIO INC CLASS A                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       82381 | OU      | $-431676.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEATHERFORD INTERNATIONAL PLC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         230 | OU      | $-21638.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WEATHERFORD INTERNATIONAL PLC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         908 | OU      | $-85424.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AON PLC CLASS A                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       21756 | OU      | $7606767.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AON PLC CLASS A                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       49396 | OU      | $-17270817.44  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KINETIK HOLDINGS INC CLASS A                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       25236 | OU      | $-1032404.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINETIK HOLDINGS INC CLASS A                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      139246 | OU      | $-5696553.86   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAGNITE INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      118921 | OU      | $1720786.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAGNITE INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1678 | OU      | $-24280.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAGNITE INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7762 | OU      | $-112316.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MAGNITE INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       88003 | OU      | $-1273403.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMALGAMATED FINANCIAL CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       22021 | OU      | $855295.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMALGAMATED FINANCIAL CORP                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       19376 | OU      | $752563.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MARA HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      551403 | OU      | $5238328.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARA HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       36569 | OU      | $-347405.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MEDIAALPHA INC CLASS A                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       17043 | OU      | $-174349.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MEDIAALPHA INC CLASS A                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       90081 | OU      | $-921528.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PENTAIR                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17740 | OU      | $1869263.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PENTAIR                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1357 | OU      | $-142987.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PENTAIR                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        9587 | OU      | $-1010182.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARCBEST CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8555 | OU      | $-771832.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DORIAN LPG LTD                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3889 | OU      | $114842.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RTX CORP                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6431 | OU      | $1292180.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RTX CORP                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       15361 | OU      | $3086485.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RTX CORP                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1528 | OU      | $307021.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RTX CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          77 | OU      | $15471.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SOFI TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       42144 | OU      | $961304.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFI TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       74779 | OU      | $1705708.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOFI TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       39574 | OU      | $902682.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOFI TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       69812 | OU      | $1592411.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOFI TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      182549 | OU      | $4163942.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPHERE ENTERTAINMENT CLASS A                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       23600 | OU      | $-2254036.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SPHERE ENTERTAINMENT CLASS A                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       69851 | OU      | $-6671469.01   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INVIVYD INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       34929 | OU      | $60776.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INVIVYD INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      159478 | OU      | $277491.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ECOVYST INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      282420 | OU      | $-2996476.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ECOVYST INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      239737 | OU      | $-2543609.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIGBEAR.AI HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      876915 | OU      | $4419651.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TEXAS PACIFIC LAND CORP                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       41111 | OU      | $-14321427.96  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TEXAS PACIFIC LAND CORP                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1486 | OU      | $-517662.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CERTARA INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       11831 | OU      | $-103994.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QUIDELORTHO CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3993 | OU      | $-108489.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | F G ANNUITIES AND LIFE INC                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       14697 | OU      | $-433414.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | F G ANNUITIES AND LIFE INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       63735 | OU      | $-1879545.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | F G ANNUITIES AND LIFE INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       42865 | OU      | $-1264088.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CALIFORNIA RESOURCES CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      284956 | OU      | $-15245146.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PAYMENTUS HOLDINGS INC CLASS A                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3970 | OU      | $-106118.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PAYMENTUS HOLDINGS INC CLASS A                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2730 | OU      | $-72972.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PAYMENTUS HOLDINGS INC CLASS A                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       17020 | OU      | $-454944.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLYWIRE CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       96574 | OU      | $-1216832.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | API GROUP CORP                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7825 | OU      | $325285.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VITESSE ENERGY INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      112388 | OU      | $-2355652.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BENTLEY SYSTEMS INC CLASS B                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8727 | OU      | $306492.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BENTLEY SYSTEMS INC CLASS B                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       16822 | OU      | $-590788.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BENTLEY SYSTEMS INC CLASS B                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       60874 | OU      | $-2137894.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BENTLEY SYSTEMS INC CLASS B                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       11275 | OU      | $-395978.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BENTLEY SYSTEMS INC CLASS B                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       18015 | OU      | $-632686.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TABOOLA.COM LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       26741 | OU      | $106964.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NCINO INC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        4889 | OU      | $-104380.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COINBASE GLOBAL INC CLASS A                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       70519 | OU      | $-13732870.06  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COINBASE GLOBAL INC CLASS A                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12390 | OU      | $-2412828.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COINBASE GLOBAL INC CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         508 | OU      | $-98927.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COINBASE GLOBAL INC CLASS A                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5399 | OU      | $-1051401.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COINBASE GLOBAL INC CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2604 | OU      | $-507102.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | D WAVE QUANTUM INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       11232 | OU      | $-238343.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TIC SOLUTIONS INC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       10786 | OU      | $-108938.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DOLE PLC                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      189643 | OU      | $3021012.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DUOLINGO INC CLASS A                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        9001 | OU      | $1206674.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPLIED DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      189008 | OU      | $-6403591.04   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APPLIED DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       34571 | OU      | $-1171265.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JOBY AVIATION INC CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      347103 | OU      | $3668878.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CADENCE BANK                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       20048 | OU      | $-844221.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FRONTLINE                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       41004 | OU      | $1171894.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UIPATH INC CLASS A                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      172175 | OU      | $2167683.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UIPATH INC CLASS A                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       45214 | OU      | $569244.26     | 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        |      125879 | OU      | $4716686.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ONDAS HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       25869 | OU      | $-268002.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ONDAS HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      295180 | OU      | $-3058064.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROCKET COMPANIES INC CLASS A                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       82437 | OU      | $1478095.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROCKET COMPANIES INC CLASS A                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       74533 | OU      | $1336376.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROCKET COMPANIES INC CLASS A                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       76535 | OU      | $1372272.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ROCKET COMPANIES INC CLASS A                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      333697 | OU      | $-5983187.21   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OKLO INC CLASS A                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        7161 | OU      | $-570158.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SAFEHOLD INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      136557 | OU      | $1926819.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LUMEN TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     1372623 | OU      | $-12106534.86  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LUMEN TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      140137 | OU      | $-1236008.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SHOALS TECHNOLOGIES GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      244287 | OU      | $-2306069.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHOALS TECHNOLOGIES GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8990 | OU      | $-84865.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHOALS TECHNOLOGIES GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       61202 | OU      | $-577746.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHOALS TECHNOLOGIES GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       58875 | OU      | $-555780.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UWM HOLDINGS CORP CLASS A                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       91277 | OU      | $-448170.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PRIVIA HEALTH GROUP INC                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      391652 | OU      | $9094159.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENTURI HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      485540 | OU      | $13400904.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTURI HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       59568 | OU      | $1644076.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CENTURI HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       16937 | OU      | $467461.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CENTURI HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       76307 | OU      | $2106073.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CENTURI HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       22053 | OU      | $608662.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRST WATCH RESTAURANT GROUP INC                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6815 | OU      | $108971.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOUBLEVERIFY HOLDINGS INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1121732 | OU      | $12137140.24   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AURORA INNOVATION INC CLASS A                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      263463 | OU      | $-1106544.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AURORA INNOVATION INC CLASS A                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      934022 | OU      | $-3922892.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRSTCASH HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       22079 | OU      | $-3764469.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRSTCASH HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       84127 | OU      | $-14343653.50  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRSTCASH HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1008 | OU      | $-171864.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRSTCASH HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6790 | OU      | $-1157695.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRSTCASH HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         369 | OU      | $-62914.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AFFIRM HOLDINGS INC CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       40714 | OU      | $2455054.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AFFIRM HOLDINGS INC CLASS A                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       38772 | OU      | $2337951.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NETSTREIT CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        6076 | OU      | $114471.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NETSTREIT CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       32927 | OU      | $-620344.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALPHA METALLURGICAL RESOURCE INC                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       23953 | OU      | $5025339.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THREDUP INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       49809 | OU      | $253029.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HAYWARD HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      254699 | OU      | $-4110841.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JACKSON FINANCIAL INC CLASS A                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5198 | OU      | $618146.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DREAM FINDERS HOMES INC CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      154029 | OU      | $-2832593.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DREAM FINDERS HOMES INC CLASS A                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       82847 | OU      | $-1523556.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIME COMMUNITY BANCSHARES INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       30804 | OU      | $-1047952.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MIRION TECHNOLOGIES INC CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      158862 | OU      | $-3946132.08   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MIRION TECHNOLOGIES INC CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3570 | OU      | $-88678.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUPER GROUP LTD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11319 | OU      | $-107190.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLID POWER INC CLASS A                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       18765 | OU      | $-84067.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VENTYX BIOSCIENCES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       45122 | OU      | $629451.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VENTYX BIOSCIENCES INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10652 | OU      | $148595.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VENTYX BIOSCIENCES INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2941 | OU      | $41026.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VENTYX BIOSCIENCES INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       40198 | OU      | $560762.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NAVITAS SEMICONDUCTOR CORP                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       13683 | OU      | $-117400.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NAVITAS SEMICONDUCTOR CORP                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       63168 | OU      | $-541981.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | C3 AI INC CLASS A                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      660379 | OU      | $7270772.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LEMONADE INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4084 | OU      | $354205.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SPORTRADAR GROUP AG CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      436813 | OU      | $7910683.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIRBNB INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      113047 | OU      | $14624890.39   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONSTELLATION ENERGY CORP                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6201 | OU      | $1740496.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONSTELLATION ENERGY CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       38243 | OU      | $-10734045.24  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TARSUS PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       55117 | OU      | $-3557251.18   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WILLSCOT HOLDINGS CORP CLASS A                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       52782 | OU      | $-1057223.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALKAMI TECHNOLOGY INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      569001 | OU      | $-12057131.19  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THE VITA COCO COMPANY INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2151 | OU      | $114755.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE VITA COCO COMPANY INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7271 | OU      | $387907.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | THE VITA COCO COMPANY INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11246 | OU      | $599974.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | THE VITA COCO COMPANY INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       38592 | OU      | $2058883.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THE VITA COCO COMPANY INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       34976 | OU      | $1865969.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONDAYCOM LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4567 | OU      | $-524063.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MONDAYCOM LTD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2396 | OU      | $-274941.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SMARTSTOP SELF STORAGE REIT INC                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7687 | OU      | $-241679.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARCHER AVIATION INC CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       34479 | OU      | $-247904.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | OUSTER INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      123897 | OU      | $-2580774.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AVIENT CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       15332 | OU      | $-554251.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AVIENT CORP                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10174 | OU      | $-367790.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | THERAVANCE BIOPHARMA INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      177233 | OU      | $3356793.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARETRUST REIT INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      342373 | OU      | $-12784207.82  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CARETRUST REIT INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      719690 | OU      | $-26873224.60  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UFP INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      106436 | OU      | $10992710.08   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IREN LTD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        8251 | OU      | $443408.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SWEETGREEN INC CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      382320 | OU      | $-2347444.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | STONEX GROUP INC                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       66373 | OU      | $-7451032.98   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GROUPON INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      210747 | OU      | $2982070.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | GROUPON INC                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      170020 | OU      | $2405783.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASTERA LABS INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       26672 | OU      | $-4017336.64   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASTERA LABS INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1023 | OU      | $-154084.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLVENTUM CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       10680 | OU      | $-822039.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLVENTUM CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2795 | OU      | $-215131.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLVENTUM CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       19865 | OU      | $-1529009.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOLVENTUM CORP                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       55545 | OU      | $-4275298.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOLVENTUM CORP                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       17743 | OU      | $-1365678.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLVENTUM CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11929 | OU      | $-918175.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       18470 | OU      | $-267445.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4229 | OU      | $-61235.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5968 | OU      | $-86416.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       28359 | OU      | $-410638.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       52511 | OU      | $-760359.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       66939 | OU      | $-969276.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GITLAB INC CLASS A                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9561 | OU      | $-334443.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COREBRIDGE FINANCIAL INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3117 | OU      | $-96097.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZURN ELKAY WATER SOLUTIONS CORP                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       75501 | OU      | $-3481351.11   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | APPLOVIN CORP CLASS A                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         941 | OU      | $445196.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | APPLOVIN CORP CLASS A                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       18326 | OU      | $-8670213.86   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | APPLOVIN CORP CLASS A                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       28884 | OU      | $-13665309.24  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APPLOVIN CORP CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2044 | OU      | $-967036.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MNTN INC CLASS A                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7900 | OU      | $72680.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NUVALENT INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       44941 | OU      | $-4623979.49   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IMMUNEERING CORP CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       62762 | OU      | $290588.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REDDIT INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        7419 | OU      | $1337423.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REDDIT INC CLASS A                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       20807 | OU      | $3750877.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REDDIT INC CLASS A                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12749 | OU      | $2298262.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REDDIT INC CLASS A                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        5778 | OU      | $-1041600.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REDDIT INC CLASS A                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2617 | OU      | $-471766.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROYALTY PHARMA PLC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18201 | OU      | $758617.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROYALTY PHARMA PLC CLASS A                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       42465 | OU      | $1769941.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROYALTY PHARMA PLC CLASS A                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       14520 | OU      | $605193.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROYALTY PHARMA PLC CLASS A                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       41755 | OU      | $1740348.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROIVANT SCIENCES LTD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      313702 | OU      | $6782237.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FUBOTV INC CLASS A                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       57691 | OU      | $128650.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SYLVAMO CORP                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      163307 | OU      | $-7992244.58   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GLOBALFOUNDRIES INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       12204 | OU      | $515008.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GLOBALFOUNDRIES INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       87577 | OU      | $3695749.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROBLOX CORP CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      165451 | OU      | $10880057.76   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROBLOX CORP CLASS A                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       13980 | OU      | $-919324.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ZOOMINFO TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      729731 | OU      | $5874334.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RB GLOBAL INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |           1 | OU      | $-113.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RB GLOBAL INC                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4257 | OU      | $-483467.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RB GLOBAL INC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4216 | OU      | $-478811.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DUTCH BROS INC CLASS A                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        5093 | OU      | $-277008.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DUTCH BROS INC CLASS A                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      100833 | OU      | $-5484306.87   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VIATRIS INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       79613 | OU      | $-1042134.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VIATRIS INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1985 | OU      | $-25983.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARDAGH METAL PACKAGING SA                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       28681 | OU      | $-125909.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORPAY INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1714 | OU      | $-539275.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CORPAY INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1547 | OU      | $-486732.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CORPAY INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3296 | OU      | $-1037020.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERTEX INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      105649 | OU      | $-1959788.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JFROG LTD                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       17907 | OU      | $-981303.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLUENCE ENERGY INC CLASS A                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        7405 | OU      | $227851.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EASTERN BANKSHARES INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       20059 | OU      | $410908.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EASTERN BANKSHARES INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      170562 | OU      | $-3493962.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EASTERN BANKSHARES INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      223805 | OU      | $-4584645.43   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EASTERN BANKSHARES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      863543 | OU      | $-17689678.36  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EASTERN BANKSHARES INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       56840 | OU      | $-1164367.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EASTERN BANKSHARES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       73790 | OU      | $-1511588.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EMBECTA CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       38318 | OU      | $-406553.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EMBECTA CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       62191 | OU      | $-659846.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EMBECTA CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      195935 | OU      | $-2078870.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EMBECTA CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      138391 | OU      | $-1468328.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMBECTA CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      263673 | OU      | $-2797570.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TRAVEL LEISURE                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       50609 | OU      | $-3519349.86   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRAVEL LEISURE                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4509 | OU      | $-313555.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRAVEL LEISURE                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         200 | OU      | $-13908.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CONSENSUS CLOUD SOLUTIONS INC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       38904 | OU      | $-830989.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIOCORP DEVELOPMENTS LTD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       20666 | OU      | $-121929.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIOCORP DEVELOPMENTS LTD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       61595 | OU      | $-363410.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COGNYTE SOFTWARE LTD                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      163628 | OU      | $1477560.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PROCEPT BIOROBOTICS CORP                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      121835 | OU      | $-3528341.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       51809 | OU      | $-404110.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      937392 | OU      | $-7311657.60   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      727251 | OU      | $-5672557.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1280788 | OU      | $-9990146.40   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |     1026489 | OU      | $-8006614.20   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     1608900 | OU      | $-12549420.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       55395 | OU      | $-432081.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9536 | OU      | $-74380.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXPAND ENERGY CORP                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3177 | OU      | $357126.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EXPAND ENERGY CORP                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2946 | OU      | $331159.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EXPAND ENERGY CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         187 | OU      | $21020.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXPAND ENERGY CORP                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         749 | OU      | $84195.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EXPAND ENERGY CORP                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      145059 | OU      | $-16306082.19  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMENTUM HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1022 | OU      | $36567.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMENTUM HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      312443 | OU      | $-11179210.54  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MFA FINANCIAL INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      115080 | OU      | $-1109371.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HF SINCLAIR CORP                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      169544 | OU      | $8814592.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HF SINCLAIR CORP                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5185 | OU      | $-269568.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIFESTANCE HEALTH GROUP INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     2315613 | OU      | $16371383.91   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SNOWFLAKE INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       56933 | OU      | $-10970989.10  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SNOWFLAKE INC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2480 | OU      | $-477896.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DOORDASH INC CLASS A                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       35998 | OU      | $-7365910.76   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHIMERA INVESTMENT CORP                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       50454 | OU      | $-623106.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CHIMERA INVESTMENT CORP                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      517480 | OU      | $-6390878.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRANKLIN BSP REALTY TRUST INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1524 | OU      | $15636.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FRANKLIN BSP REALTY TRUST INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      202147 | OU      | $-2074028.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MP MATERIALS CORP CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       79585 | OU      | $4677210.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MP MATERIALS CORP CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       53982 | OU      | $3172522.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EXCELERATE ENERGY INC CLASS A                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8172 | OU      | $-305224.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EXCELERATE ENERGY INC CLASS A                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10287 | OU      | $-384219.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOBLE CORPORATION PLC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      252630 | OU      | $-8998680.60   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOBLE CORPORATION PLC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       88637 | OU      | $-3157249.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NOBLE CORPORATION PLC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      346020 | OU      | $-12325232.40  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NOV INC                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      777737 | OU      | $14271473.95   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOV INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      177469 | OU      | $-3256556.15   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOV INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1133 | OU      | $-20790.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOV INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       26991 | OU      | $-495284.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | APOLLO GLOBAL MANAGEMENT INC                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      187938 | OU      | $-25285178.52  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APOLLO GLOBAL MANAGEMENT INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2792 | OU      | $-375635.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APOLLO GLOBAL MANAGEMENT INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         115 | OU      | $-15472.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | APOLLO GLOBAL MANAGEMENT INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12358 | OU      | $-1662645.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | APOLLO GLOBAL MANAGEMENT INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1237 | OU      | $-166425.98    | -0.00%            |  |  |  | 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      | $-843365.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HIMS HERS HEALTH INC CLASS A                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      104099 | OU      | $-2820041.91   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CENTERSPACE                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      189673 | OU      | $-12190283.71  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PHILLIPS EDISON AND COMPANY INC                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7258 | OU      | $-262957.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KLAVIYO INC SERIES A                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17297 | OU      | $384166.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KLAVIYO INC SERIES A                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       31671 | OU      | $703412.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KLAVIYO INC SERIES A                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |          55 | OU      | $-1221.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KLAVIYO INC SERIES A                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      137503 | OU      | $-3053941.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KLAVIYO INC SERIES A                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       70644 | OU      | $-1569003.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAPLEBEAR INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3471 | OU      | $128982.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAPLEBEAR INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      116455 | OU      | $-4327467.80   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MAPLEBEAR INC                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      477868 | OU      | $-17757574.88  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALLEGRO MICROSYSTEMS INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        6622 | OU      | $-244418.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASPEN AEROGELS INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       95309 | OU      | $-321191.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASPEN AEROGELS INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      130693 | OU      | $-440435.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RUSH STREET INTERACTIVE INC CLASS                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      560601 | OU      | $9905819.67    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RUSH STREET INTERACTIVE INC CLASS                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1442 | OU      | $-25480.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RUSH STREET INTERACTIVE INC CLASS                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       72789 | OU      | $-1286181.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORTHERN OIL AND GAS INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      141113 | OU      | $3527825.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMER SPORTS INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       11814 | OU      | $-432746.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMER SPORTS INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       37160 | OU      | $-1361170.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BELLRING BRANDS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       21022 | OU      | $522817.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MADISON SQUARE GARDEN ENTERTAINMEN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       58709 | OU      | $-3632325.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMPASS INC CLASS A                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       34774 | OU      | $-435370.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PALANTIR TECHNOLOGIES INC CLASS A                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2597 | OU      | $380694.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PALANTIR TECHNOLOGIES INC CLASS A                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       22518 | OU      | $-3300913.62   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BLUE OWL CAPITAL INC CLASS A                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        6775 | OU      | $92411.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLUE OWL CAPITAL INC CLASS A                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      194749 | OU      | $2656376.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CELLEBRITE DI LTD                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      123186 | OU      | $-1812066.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CELLEBRITE DI LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3010 | OU      | $-44277.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CTO REALTY GROWTH INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      217656 | OU      | $-3867747.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CTO REALTY GROWTH INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9722 | OU      | $-172759.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CTO REALTY GROWTH INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      241244 | OU      | $-4286905.88   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ACADEMY SPORTS AND OUTDOORS INC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       99568 | OU      | $5477235.68    | 0.06%             |  |  |  | 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        |      277352 | OU      | $-4060433.28   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EOS ENERGY ENTERPRISES INC CLASS A                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       18591 | OU      | $-272172.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DT MIDSTREAM INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      147753 | OU      | $-18619833.06  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FEDERAL REALTY INVESTMENT TRUST RE                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6553 | OU      | $-662901.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FEDERAL REALTY INVESTMENT TRUST RE                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2344 | OU      | $-237119.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRIGHTSPIRE CAPITAL INC CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      807399 | OU      | $-4828246.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTURY COMMUNITIES INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      124484 | OU      | $7840002.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CENTURY COMMUNITIES INC                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       19089 | OU      | $1202225.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROADSTONE NET LEASE INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      118833 | OU      | $2199598.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROADSTONE NET LEASE INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      263827 | OU      | $4883437.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BROADSTONE NET LEASE INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      156780 | OU      | $2901997.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TIMKENSTEEL CORP                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       31853 | OU      | $-635467.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TIMKENSTEEL CORP                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       38187 | OU      | $-761830.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TIMKENSTEEL CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       79596 | OU      | $-1587940.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIDELITY NATIONAL FINANCIAL INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       71393 | OU      | $-3883065.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIDELITY NATIONAL FINANCIAL INC                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       38169 | OU      | $-2076011.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIDELITY NATIONAL FINANCIAL INC                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       14333 | OU      | $-779571.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INVESCO MORTGAGE CAPITAL REIT INC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       40340 | OU      | $-346520.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INVESCO MORTGAGE CAPITAL REIT INC                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      956804 | OU      | $-8218946.36   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INVESCO MORTGAGE CAPITAL REIT INC                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      297821 | OU      | $-2558282.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INVESCO MORTGAGE CAPITAL REIT INC                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      348119 | OU      | $-2990342.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INVESCO MORTGAGE CAPITAL REIT INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1150361 | OU      | $-9881600.99   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INVESCO MORTGAGE CAPITAL REIT INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     1573859 | OU      | $-13519448.81  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GLOBAL INDUSTRIAL                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       13202 | OU      | $403453.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GLOBAL INDUSTRIAL                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       10231 | OU      | $312659.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLOBAL INDUSTRIAL                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       29976 | OU      | $916066.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBAL INDUSTRIAL                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       62013 | OU      | $1895117.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GLOBAL INDUSTRIAL                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       19540 | OU      | $597142.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DIGITALOCEAN HOLDINGS INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       72465 | OU      | $-4003691.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GULFPORT ENERGY CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18582 | OU      | $3793886.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GULFPORT ENERGY CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6639 | OU      | $1355484.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GULFPORT ENERGY CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7246 | OU      | $1479415.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GULFPORT ENERGY CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       37676 | OU      | $-7692308.92   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GCM GROSVENOR INC CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       94993 | OU      | $1075320.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GCM GROSVENOR INC CLASS A                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       52215 | OU      | $591073.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PRIMO BRANDS CLASS A CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      106186 | OU      | $-2011162.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | IAC INC                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      109623 | OU      | $4050569.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMPHASTAR PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      132550 | OU      | $-3511249.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COHERENT CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4038 | OU      | $856782.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COHERENT CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7656 | OU      | $1624450.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COHERENT CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12770 | OU      | $2709538.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COHERENT CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        8057 | OU      | $1709534.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COHERENT CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       46297 | OU      | $-9823297.46   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JACOBS SOLUTIONS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       31538 | OU      | $4265829.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JACOBS SOLUTIONS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       84806 | OU      | $11470859.56   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JACOBS SOLUTIONS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8515 | OU      | $1151738.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JACOBS SOLUTIONS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5357 | OU      | $724587.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JACOBS SOLUTIONS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2421 | OU      | $327464.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PORCH GROUP INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      118285 | OU      | $-933268.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PUBMATIC INC CLASS A                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       27390 | OU      | $198851.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTUITIVE MACHINES INC CLASS A                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      128793 | OU      | $2445779.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTUITIVE MACHINES INC CLASS A                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       15121 | OU      | $-287147.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TPG INC CLASS A                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      111924 | OU      | $6593442.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TPG INC CLASS A                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      134640 | OU      | $-7931642.40   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TPG INC CLASS A                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7986 | OU      | $-470455.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SPRINKLR INC CLASS A                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      573703 | OU      | $-3660225.14   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRST ADVANTAGE CORP                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      228959 | OU      | $-3090946.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST ADVANTAGE CORP                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      551923 | OU      | $-7450960.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FIRST ADVANTAGE CORP                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      556428 | OU      | $-7511778.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MARVELL TECHNOLOGY INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       19832 | OU      | $1565141.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARVELL TECHNOLOGY INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1687 | OU      | $133138.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARVELL TECHNOLOGY INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       66552 | OU      | $5252283.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARVELL TECHNOLOGY INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5476 | OU      | $432165.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARVELL TECHNOLOGY INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       47343 | OU      | $3736309.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARVELL TECHNOLOGY INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       65994 | OU      | $5208246.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CORE LABORATORIES INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      138592 | OU      | $-2708087.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CORE LABORATORIES INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       37465 | OU      | $-732066.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOTERA HEALTH COMPANY                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5865 | OU      | $-106273.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOTERA HEALTH COMPANY                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       19758 | OU      | $-358014.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AST SPACEMOBILE INC CLASS A                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3568 | OU      | $-396797.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AST SPACEMOBILE INC CLASS A                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       23052 | OU      | $-2563612.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STEVANATO GROUP                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       52056 | OU      | $-811032.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STEVANATO GROUP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      110396 | OU      | $-1719969.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TITAN AMERICA SA                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         259 | OU      | $-4496.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TITAN AMERICA SA                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2469 | OU      | $-42861.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TITAN AMERICA SA                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         310 | OU      | $-5381.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HERTZ GLOBAL HLDGS INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      484460 | OU      | $-2373854.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SABLE OFFSHORE CORP CLASS A                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       84355 | OU      | $-816556.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SABLE OFFSHORE CORP CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       95432 | OU      | $-923781.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SABLE OFFSHORE CORP CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       66789 | OU      | $-646517.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SABLE OFFSHORE CORP CLASS A                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      277965 | OU      | $-2690701.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SABLE OFFSHORE CORP CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       28317 | OU      | $-274108.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | APA CORP                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      561887 | OU      | $-14839435.67  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | APA CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       15595 | OU      | $-411863.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALIGNMENT HEALTHCARE INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       71666 | OU      | $1614634.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SKYWARD SPECIALTY INSURANCE GROUP                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       15524 | OU      | $692680.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYWARD SPECIALTY INSURANCE GROUP                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       15011 | OU      | $-669790.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SKYWARD SPECIALTY INSURANCE GROUP                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         552 | OU      | $-24630.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SKYWARD SPECIALTY INSURANCE GROUP                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13468 | OU      | $-600942.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GXO LOGISTICS INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       63158 | OU      | $3574111.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GXO LOGISTICS INC                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      157905 | OU      | $-8935843.95   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GXO LOGISTICS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         364 | OU      | $-20598.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GXO LOGISTICS INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1441 | OU      | $-81546.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CONNECTONE BANCORP INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      539890 | OU      | $-14371871.80  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONNECTONE BANCORP INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      145520 | OU      | $-3873742.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CRESCENT ENERGY CLASS A                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      371188 | OU      | $-3626506.76   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRESCENT ENERGY CLASS A                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      586499 | OU      | $-5730095.23   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CRESCENT ENERGY CLASS A                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      652848 | OU      | $-6378324.96   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATMUS FILTRATION TECHNOLOGIES INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1984 | OU      | $115012.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ATMUS FILTRATION TECHNOLOGIES INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25500 | OU      | $1478235.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ATMUS FILTRATION TECHNOLOGIES INC                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      109987 | OU      | $6375946.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ATMUS FILTRATION TECHNOLOGIES INC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       25620 | OU      | $1485191.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ATMUS FILTRATION TECHNOLOGIES INC                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       21964 | OU      | $1273253.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COURSERA INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      135388 | OU      | $820451.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COURSERA INC                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      348034 | OU      | $2109086.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COURSERA INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      313940 | OU      | $1902476.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COURSERA INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      731252 | OU      | $4431387.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COURSERA INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      174528 | OU      | $1057639.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LEONARDO DRS INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       19417 | OU      | $797262.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LEONARDO DRS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       26571 | OU      | $-1091005.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LEONARDO DRS INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3524 | OU      | $-144695.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ARM HOLDINGS AMERICAN DEPOSITARY S                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        5377 | OU      | $566520.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARM HOLDINGS AMERICAN DEPOSITARY S                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       11501 | OU      | $-1211745.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HILLMAN SOLUTIONS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      552394 | OU      | $-5175931.78   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEADRILL LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       58984 | OU      | $2269704.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SEADRILL LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       28469 | OU      | $-1095487.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CBL ASSOCIATES PROPERTIES INC                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       58718 | OU      | $2102104.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CBL ASSOCIATES PROPERTIES INC                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       16971 | OU      | $607561.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXTNAV INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       64161 | OU      | $-921351.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARHAUS INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       12585 | OU      | $128115.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARHAUS INC CLASS A                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2526 | OU      | $25714.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARHAUS INC CLASS A                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        8713 | OU      | $88698.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RICHTECH ROBOTICS INC CLASS B                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      233423 | OU      | $-835654.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ROOT INC CLASS A                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       31397 | OU      | $-1950695.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RILEY EXPLORATION PERMIAN INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7643 | OU      | $-214386.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RILEY EXPLORATION PERMIAN INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       25511 | OU      | $-715583.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CORE   MAIN INC CLASS A                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      194121 | OU      | $-10358296.56  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RYAN SPECIALTY HOLDINGS INC CLASS                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      191070 | OU      | $-9224859.60   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RYAN SPECIALTY HOLDINGS INC CLASS                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      351598 | OU      | $-16975151.44  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRANE                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       23349 | OU      | $4264461.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BITMINE IMMERSION TECHNOLOGIES INC                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       99348 | OU      | $2493634.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BITMINE IMMERSION TECHNOLOGIES INC                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12313 | OU      | $-309056.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENERGY VAULT HOLDINGS INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4544 | OU      | $21356.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENERGY VAULT HOLDINGS INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       91585 | OU      | $430449.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COUPANG INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      123820 | OU      | $2496211.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COUPANG INC CLASS A                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      256406 | OU      | $5169144.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OCULAR THERAPEUTIX INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      122912 | OU      | $-1123415.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ENACT HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        2886 | OU      | $-114776.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINDE PLC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       14397 | OU      | $6578997.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LINDE PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10272 | OU      | $4693995.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REMITLY GLOBAL INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1457924 | OU      | $19273755.28   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | REMITLY GLOBAL INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      120140 | OU      | $-1588250.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BANK FIRST CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1613 | OU      | $-225078.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANK FIRST CORP                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2377 | OU      | $-331686.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BANK FIRST CORP                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4186 | OU      | $-584114.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANK FIRST CORP                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         670 | OU      | $-93491.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROBINHOOD MARKETS INC CLASS A                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11185 | OU      | $1112683.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROBINHOOD MARKETS INC CLASS A                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      177578 | OU      | $-17665459.44  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROBINHOOD MARKETS INC CLASS A                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4026 | OU      | $-400506.48    | -0.00%            |  |  |  | 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      |
| 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      |
| Merrill Lynch International                      | U HAUL NON VOTING SERIES N                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8069 | OU      | $414020.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | U HAUL NON VOTING SERIES N                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       15374 | OU      | $788839.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | U HAUL NON VOTING SERIES N                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        2143 | OU      | $-109957.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GIGACLOUD TECHNOLOGY INC CLASS A                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       15907 | OU      | $635166.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GIGACLOUD TECHNOLOGY INC CLASS A                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       69079 | OU      | $2758324.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GIGACLOUD TECHNOLOGY INC CLASS A                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1544 | OU      | $-61651.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TRUPANION INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       22918 | OU      | $733146.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRUPANION INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      142289 | OU      | $4551825.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBANT SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      150304 | OU      | $10052331.52   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IONQ INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4854 | OU      | $194062.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IONQ INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       90678 | OU      | $-3625306.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CCC INTELLIGENT SOLUTIONS HOLDINGS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      490823 | OU      | $-3720438.34   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CCC INTELLIGENT SOLUTIONS HOLDINGS                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     2402925 | OU      | $-18214171.50  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IRADIMED CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       13690 | OU      | $1339977.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GRINDR INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      368531 | OU      | $4171770.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LINEAGE INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        4331 | OU      | $-154660.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINEAGE INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       71363 | OU      | $-2548372.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOAST INC CLASS A                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      130270 | OU      | $4052699.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOAST INC CLASS A                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      123183 | OU      | $3832223.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOAST INC CLASS A                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      123460 | OU      | $3840840.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GE VERNOVA INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       24313 | OU      | $17660233.81   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GE VERNOVA INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1082 | OU      | $785932.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KYNDRYL HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3876 | OU      | $89148.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KYNDRYL HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      304973 | OU      | $7014379.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GRAB HOLDINGS LTD CLASS A                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      611307 | OU      | $2628620.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GRAB HOLDINGS LTD CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      138877 | OU      | $-597171.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SENTINELONE INC CLASS A                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      122016 | OU      | $1705783.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | XOMETRY INC CLASS A                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        1823 | OU      | $104147.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TMC THE METALS COMPANY INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      168584 | OU      | $1116026.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LANTHEUS HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      102970 | OU      | $-6890752.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEALTHEQUITY INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      130302 | OU      | $11162972.34   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SYNCHRONY FINANCIAL                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       28296 | OU      | $2055138.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SYNCHRONY FINANCIAL                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7452 | OU      | $-541238.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASP ISOTOPES INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       14170 | OU      | $89837.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIX FLAGS ENTERTAINMENT CORP                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      230081 | OU      | $4143758.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | SIX FLAGS ENTERTAINMENT CORP                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       36148 | OU      | $651025.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KITE REALTY GROUP TRUST REIT                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      144099 | OU      | $3384885.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KITE REALTY GROUP TRUST REIT                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       20781 | OU      | $-488145.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PAYSAFE LTD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      204069 | OU      | $-1399913.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MASTERBRAND INC                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      534563 | OU      | $-6478903.56   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FRESHWORKS INC CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      770885 | OU      | $8310140.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ON HOLDING AG CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      174416 | OU      | $7892324.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IVANHOE ELECTRIC INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       46111 | OU      | $-788036.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SYMBOTIC INC CLASS A                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       80643 | OU      | $-4384559.91   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SYMBOTIC INC CLASS A                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       55312 | OU      | $-3007313.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SYMBOTIC INC CLASS A                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12207 | OU      | $-663694.59    | -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      | $-2290118.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SYMBOTIC INC CLASS A                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2736 | OU      | $-148756.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SL GREEN REALTY REIT CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       64094 | OU      | $2870129.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VERALTO CORP                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      102934 | OU      | $10188407.32   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VERALTO CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7707 | OU      | $762838.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SERVICETITAN INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8000 | OU      | $626720.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SERVICETITAN INC CLASS A                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7739 | OU      | $606273.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SERVICETITAN INC CLASS A                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         447 | OU      | $35017.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SERVICETITAN INC CLASS A                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2241 | OU      | $175559.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LIFE TIME GROUP HOLDINGS INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      271953 | OU      | $7932869.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIFE TIME GROUP HOLDINGS INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       39645 | OU      | $1156444.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIFE TIME GROUP HOLDINGS INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       29460 | OU      | $859348.20     | 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        |      138957 | OU      | $-4053375.69   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LIFE TIME GROUP HOLDINGS INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       19623 | OU      | $-572402.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAMSARA INC CLASS A                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       90949 | OU      | $-2551119.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAMSARA INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2194 | OU      | $-61541.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SAMSARA INC CLASS A                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9747 | OU      | $-273403.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADTRAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      734639 | OU      | $6773371.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ADTRAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      812080 | OU      | $7487377.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DIEBOLD NIXDORF INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       41477 | OU      | $2862327.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DIEBOLD NIXDORF INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         257 | OU      | $17735.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KNIFE RIVER CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       90134 | OU      | $6054300.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BAUSCH LOMB CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      148755 | OU      | $-2484208.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAUSCH LOMB CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      266542 | OU      | $-4451251.40   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BAUSCH LOMB CORP                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       77655 | OU      | $-1296838.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BAUSCH LOMB CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       31829 | OU      | $-531544.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BRAZE INC CLASS A                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       47266 | OU      | $-984078.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BRAZE INC CLASS A                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      220876 | OU      | $-4598638.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIBERTY MEDIA FORMULA ONE SERIES C                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          49 | OU      | $-4263.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIBERTY MEDIA FORMULA ONE SERIES C                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       52155 | OU      | $-4538528.10   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CALUMET INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      297743 | OU      | $-6672420.63   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANNALY CAPITAL MANAGEMENT REIT INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      317172 | OU      | $-7298127.72   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANNALY CAPITAL MANAGEMENT REIT INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      441480 | OU      | $-10158454.80  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ADEIA INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       29560 | OU      | $-534740.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADEIA INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       21111 | OU      | $-381897.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ADEIA INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2863 | OU      | $-51791.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ADEIA INC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       66819 | OU      | $-1208755.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADEIA INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       93306 | OU      | $-1687905.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEALTHCARE REALTY TRUST INC CLASS                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        9740 | OU      | $163534.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEALTHCARE REALTY TRUST INC CLASS                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27400 | OU      | $-460046.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEALTHCARE REALTY TRUST INC CLASS                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       41072 | OU      | $-689598.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HEALTHCARE REALTY TRUST INC CLASS                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         958 | OU      | $-16084.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRSTSUN CAPITAL BANCORP                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2785 | OU      | $-109951.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMPRIUS TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       57062 | OU      | $-709851.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMPRIUS TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      157021 | OU      | $-1953341.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMPRIUS TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      353637 | OU      | $-4399244.28   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SES AI CORP CLASS A                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       46842 | OU      | $95089.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SES AI CORP CLASS A                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      160354 | OU      | $325518.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PACS GROUP INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11482 | OU      | $-387632.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UL SOLUTIONS INC CLASS A                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       28918 | OU      | $2030911.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UL SOLUTIONS INC CLASS A                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6836 | OU      | $480092.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UL SOLUTIONS INC CLASS A                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       18348 | OU      | $1288580.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UL SOLUTIONS INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8045 | OU      | $-565000.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DIGITALBRIDGE GROUP INC CLASS A                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      119515 | OU      | $-1839335.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PHINIA INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       39953 | OU      | $2843455.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAVE INC CLASS A                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       16293 | OU      | $-2667001.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DAVE INC CLASS A                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        2072 | OU      | $-339165.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAVE INC CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         277 | OU      | $-45342.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DAVE INC CLASS A                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7621 | OU      | $-1247481.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLOBAL BUSINESS TRAVEL GROUP INC C                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      500458 | OU      | $-3428137.30   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GLOBAL BUSINESS TRAVEL GROUP INC C                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      154216 | OU      | $-1056379.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SPX TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       17463 | OU      | $-3639463.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATLASSIAN CORP CLASS A                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       26579 | OU      | $3141106.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ATLASSIAN CORP CLASS A                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       16869 | OU      | $-1993578.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ATLASSIAN CORP CLASS A                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5641 | OU      | $-666653.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ATLASSIAN CORP CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       18710 | OU      | $-2211147.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ATLASSIAN CORP CLASS A                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7882 | OU      | $-931494.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BUNGE GLOBAL SA                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      307158 | OU      | $-34979153.04  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUNGE GLOBAL SA                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3351 | OU      | $-381611.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BUNGE GLOBAL SA                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1163 | OU      | $-132442.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHARPLINK GAMING INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       10227 | OU      | $90815.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHARPLINK GAMING INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       95350 | OU      | $846708.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHARPLINK GAMING INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       90707 | OU      | $805478.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHARPLINK GAMING INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       28538 | OU      | $253417.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHARPLINK GAMING INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       26462 | OU      | $234982.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRAXIS PRECISION MEDICINES INC                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1027 | OU      | $-322478.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CRANE NXT                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       58476 | OU      | $2954207.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TKO GROUP HOLDINGS INC CLASS A                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       13876 | OU      | $-2811000.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TKO GROUP HOLDINGS INC CLASS A                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       37837 | OU      | $-7665019.46   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TKO GROUP HOLDINGS INC CLASS A                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       97630 | OU      | $-19777885.40  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TKO GROUP HOLDINGS INC CLASS A                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5782 | OU      | $-1171317.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TKO GROUP HOLDINGS INC CLASS A                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          99 | OU      | $-20055.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TKO GROUP HOLDINGS INC CLASS A                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         631 | OU      | $-127827.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TKO GROUP HOLDINGS INC CLASS A                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3133 | OU      | $-634683.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEZZLE INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       37949 | OU      | $-2399894.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SEZZLE INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       16408 | OU      | $-1037641.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN BATTERY TECHNOLOGY COMPAN                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       20685 | OU      | $-83567.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMAD FOODS LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      535759 | OU      | $6804139.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENHABIT INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      277146 | OU      | $2946061.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MCEWEN INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       94263 | OU      | $-2276451.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIDELIS INSURANCE HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       33352 | OU      | $-635022.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIDELIS INSURANCE HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      158775 | OU      | $-3023076.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIDELIS INSURANCE HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       79361 | OU      | $-1511033.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PERMIAN RESOURCES CORP CLASS A                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      566495 | OU      | $-9137564.35   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STANDARDAERO                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       59698 | OU      | $-1844071.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STANDARDAERO                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      691948 | OU      | $-21374273.72  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COOPER INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      190590 | OU      | $-15510214.20  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COOPER INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       48443 | OU      | $-3942291.34   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SMITH DOUGLAS HOMES CORP CLASS A                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2549 | OU      | $-45983.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SMITH DOUGLAS HOMES CORP CLASS A                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      107701 | OU      | $-1942926.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HUT  CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      100396 | OU      | $5605108.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CITIZENS FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        6406 | OU      | $403449.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CITIZENS FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6486 | OU      | $408488.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CITIZENS FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1398 | OU      | $88046.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CITIZENS FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         421 | OU      | $26514.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | V2X INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25681 | OU      | $1767623.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NB BANCORP INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      136187 | OU      | $-2957981.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NB BANCORP INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1692 | OU      | $-36750.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CYBER ARK SOFTWARE LTD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1051 | OU      | $452802.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CYBER ARK SOFTWARE LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         974 | OU      | $419628.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN HEALTHCARE REIT INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       87711 | OU      | $4114523.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMERICAN HEALTHCARE REIT INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       56021 | OU      | $2627945.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMERICAN HEALTHCARE REIT INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      420808 | OU      | $-19740103.28  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIRIUSXM HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      155548 | OU      | $3165401.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIRIUSXM HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       88456 | OU      | $1800079.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIRIUSXM HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      237447 | OU      | $4832046.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIRIUSXM HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       96034 | OU      | $1954291.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTRUS ENERGY CORP CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14702 | OU      | $4091272.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CENTRUS ENERGY CORP CLASS A                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       18530 | OU      | $5156528.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CENTRUS ENERGY CORP CLASS A                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6151 | OU      | $1711700.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CENTRUS ENERGY CORP CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1911 | OU      | $-531793.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WAYFAIR INC CLASS A                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       87599 | OU      | $9065620.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WAYFAIR INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3483 | OU      | $-360455.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KEYSIGHT TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       53287 | OU      | $11527576.71   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEYSIGHT TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       15578 | OU      | $3369988.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEXTRACKER INC CLASS A                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       43956 | OU      | $-5146808.04   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXTPOWER INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4137 | OU      | $-484401.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEXTPOWER INC CLASS A                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5989 | OU      | $-701252.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HOWARD HUGHES HOLDINGS INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       35609 | OU      | $2907830.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HOWARD HUGHES HOLDINGS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       31816 | OU      | $2598094.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HOWARD HUGHES HOLDINGS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       74268 | OU      | $-6064724.88   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | HOWARD HUGHES HOLDINGS INC                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        2266 | OU      | $-185041.56    | -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        |      152368 | OU      | $-1218944.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HUBSPOT INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7316 | OU      | $2048480.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HUBSPOT INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2283 | OU      | $639240.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HUBSPOT INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1772 | OU      | $496160.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HUBSPOT INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1604 | OU      | $449120.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENEDX HOLDINGS CORP CLASS A                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         568 | OU      | $-54675.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GENEDX HOLDINGS CORP CLASS A                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       41929 | OU      | $-4036085.54   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAVA GROUP INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      257280 | OU      | $-15596313.60  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAVA GROUP INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13123 | OU      | $-795516.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SUPER MICRO COMPUTER INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      218326 | OU      | $-6355469.86   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUPER MICRO COMPUTER INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2586 | OU      | $-75278.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUPER MICRO COMPUTER INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       28067 | OU      | $-817030.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TE CONNECTIVITY PLC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       21681 | OU      | $4830093.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TE CONNECTIVITY PLC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       23273 | OU      | $5184758.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MILLROSE PROPERTIES INC CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       22354 | OU      | $666149.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VIKING HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       51451 | OU      | $3712189.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QXO INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      111689 | OU      | $-2477262.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QXO INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      208033 | OU      | $-4614171.94   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | QXO INC                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      601841 | OU      | $-13348833.38  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QXO INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       67194 | OU      | $-1490362.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ATLANTA BRAVES HOLDINGS INC SERIES                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       33057 | OU      | $-1319966.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ATLANTA BRAVES HOLDINGS INC SERIES                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      172335 | OU      | $-6881336.55   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARMOUR RESIDENTIAL REIT INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      330487 | OU      | $-5750473.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARMOUR RESIDENTIAL REIT INC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       38866 | OU      | $-676268.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARMOUR RESIDENTIAL REIT INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       92840 | OU      | $-1615416.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARMOUR RESIDENTIAL REIT INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      656929 | OU      | $-11430564.60  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ARMOUR RESIDENTIAL REIT INC                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       47570 | OU      | $-827718.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARMOUR RESIDENTIAL REIT INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     1680138 | OU      | $-29234401.20  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RITHM CAPITAL CORP                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       48920 | OU      | $535184.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RITHM CAPITAL CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       34832 | OU      | $381062.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PENGUIN SOLUTIONS, INC.                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      127436 | OU      | $2448045.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLOBALSTAR VOTING INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7061 | OU      | $-435098.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOVABAY PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       46154 | OU      | $85846.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOVABAY PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      201747 | OU      | $375249.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOVABAY PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12595 | OU      | $23426.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOVABAY PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      111531 | OU      | $207447.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BGC GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      281599 | OU      | $2565366.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BGC GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      745976 | OU      | $6795841.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | BGC GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       80553 | OU      | $733837.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SINCLAIR INC CLASS A                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       36555 | OU      | $-530413.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SINCLAIR INC CLASS A                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       34257 | OU      | $-497069.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMURFIT WESTROCK PLC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3498 | OU      | $-145621.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SMURFIT WESTROCK PLC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       16205 | OU      | $-674614.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SMURFIT WESTROCK PLC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11597 | OU      | $-482783.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KIMBALL ELECTRONICS INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      194502 | OU      | $5875905.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NCR ATLEOS CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      274966 | OU      | $-10256231.80  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TALEN ENERGY CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8246 | OU      | $2872576.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TALEN ENERGY CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3107 | OU      | $1082354.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TALEN ENERGY CORP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          67 | OU      | $23340.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TALEN ENERGY CORP                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6686 | OU      | $-2329134.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BOOT BARN HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        9096 | OU      | $1623454.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHARKNINJA INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         943 | OU      | $111462.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHARKNINJA INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3760 | OU      | $444432.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHARKNINJA INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3643 | OU      | $430602.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHARKNINJA INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1059 | OU      | $125173.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHARKNINJA INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | KY        |       60516 | OU      | $-7152991.20   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LAZARD INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       52886 | OU      | $2841035.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LAZARD INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6481 | OU      | $348159.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LIBERTY BROADBAND CORP SERIES C                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       92385 | OU      | $-4444642.35   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEPTUNE INSURANCE HOLDINGS INC CLA                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         527 | OU      | $13438.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEPTUNE INSURANCE HOLDINGS INC CLA                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         511 | OU      | $13030.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEPTUNE INSURANCE HOLDINGS INC CLA                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          42 | OU      | $1071.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HAMILTON INSURANCE GROUP LTD CLASS                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      295327 | OU      | $-8195324.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HAMILTON INSURANCE GROUP LTD CLASS                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      104284 | OU      | $-2893881.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ANGLOGOLD ASHANTI PLC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2808 | OU      | $-260778.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORTREA HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      141320 | OU      | $2375589.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ENOVA INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      131114 | OU      | $21656099.38   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORWARD INDUSTRIES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2502 | OU      | $16237.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FORWARD INDUSTRIES INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       52294 | OU      | $339388.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GUARDIAN PHARMACY SERVICES INC CLA                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2676 | OU      | $80815.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GUARDIAN PHARMACY SERVICES INC CLA                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5085 | OU      | $153567.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BIRKENSTOCK HOLDING PLC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       48429 | OU      | $-1828679.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FERGUSON ENTERPRISES INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11080 | OU      | $2797256.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | FERGUSON ENTERPRISES INC                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       10206 | OU      | $2576606.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FERGUSON ENTERPRISES INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         434 | OU      | $-109567.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FERGUSON ENTERPRISES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2428 | OU      | $-612972.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FERGUSON ENTERPRISES INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6353 | OU      | $-1603878.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FERGUSON ENTERPRISES INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7907 | OU      | $-1996201.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WORTHINGTON STEEL INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3143 | OU      | $-126442.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WORTHINGTON STEEL INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       62281 | OU      | $-2505564.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIBERTY GLOBAL LTD CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      639731 | OU      | $7094616.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRESHPET INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10331 | OU      | $-720070.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | GREEN BRICK PARTNERS INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       72400 | OU      | $-5023836.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRIUMPH FINANCIAL INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12979 | OU      | $-818845.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TRIUMPH FINANCIAL INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        5360 | OU      | $-338162.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRIUMPH FINANCIAL INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       20590 | OU      | $-1299023.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TRIUMPH FINANCIAL INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       69217 | OU      | $-4366900.53   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INFINITY NATURAL RESOURCES INC CLA                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7393 | OU      | $-117400.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEVA TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       95761 | OU      | $-1222867.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AEVA TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       89755 | OU      | $-1146171.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LABCORP HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        9142 | OU      | $2482235.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LABCORP HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1191 | OU      | $-323380.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LABCORP HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         883 | OU      | $-239752.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LABCORP HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2192 | OU      | $-595171.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARDENT HEALTH INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       25831 | OU      | $-211039.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORTE BIOSCIENCES INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         462 | OU      | $13522.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FORTE BIOSCIENCES INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9865 | OU      | $288748.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BIO TECHNE CORP                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       41053 | OU      | $2631086.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIO TECHNE CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1759 | OU      | $-112734.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BIO TECHNE CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8964 | OU      | $-574502.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BIO TECHNE CORP                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7134 | OU      | $-457218.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | T1 ENERGY INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       15182 | OU      | $-126466.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | T1 ENERGY INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       70040 | OU      | $-583433.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LXP INDUSTRIAL TRUST                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2285 | OU      | $-113221.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LXP INDUSTRIAL TRUST                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |           1 | OU      | $-49.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RUBRIK INC CLASS A                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        3826 | OU      | $214064.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RUBRIK INC CLASS A                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6571 | OU      | $-367647.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TEMPUS AI INC CLASS A                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       68459 | OU      | $-4095217.38   | -0.05%            |  |  |  | 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      | $-1185273.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIFE360 INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       84439 | OU      | $4837510.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIFE360 INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       82243 | OU      | $-4711701.47   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIFE360 INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2053 | OU      | $-117616.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LIFE360 INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        6346 | OU      | $-363562.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIFE360 INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       81597 | OU      | $-4674692.13   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LAM RESEARCH CORP                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       10939 | OU      | $2553818.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LAM RESEARCH CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       12947 | OU      | $3022606.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | LAM RESEARCH CORP                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        2221 | OU      | $518514.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LAM RESEARCH CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1763 | OU      | $-411589.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FIGMA INC CLASS A                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       26893 | OU      | $-697066.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NUTEX HEALTH INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2848 | OU      | $-423753.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SILA RLTY TR INC TRUST                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       31167 | OU      | $-758916.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITI GROUP INC.                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      211497 | OU      | $-1759655.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNITI GROUP INC.                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      721840 | OU      | $-6005708.80   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANDISK CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         772 | OU      | $444865.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SANDISK CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1547 | OU      | $891458.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SANDISK CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2953 | OU      | $1701666.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SANDISK CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4198 | OU      | $-2419097.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CURBLINE PROPERTIES                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      244507 | OU      | $-5929294.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELEVANCE HEALTH INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        6633 | OU      | $-2293293.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INNOVEX INTERNATIONAL INC                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      527755 | OU      | $-13114711.75  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WORKIVA INC CLASS A                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1341 | OU      | $103283.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HAFNIA LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       19298 | OU      | $118489.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVERUS CONSTRUCTION GROUP INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       93367 | OU      | $8262045.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONCENTRA GROUP HOLDINGS PARENT IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       79832 | OU      | $-1770673.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WAYSTAR HOLDING CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       20102 | OU      | $-533909.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VENTURE GLOBAL INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       43489 | OU      | $-426192.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JBS N V NV CLASS A                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       27048 | OU      | $426006.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JBS N V NV CLASS A                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       85636 | OU      | $1348767.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAMES HARDIE INDUSTRIES PLC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      470594 | OU      | $-10818956.06  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHANNEL VAS INV LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ZA        |     1567634 | OU      | $2150508.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ROCKET LAB CORP                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       11982 | OU      | $-959398.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROCKET LAB CORP                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      110205 | OU      | $-8824114.35   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROCKET LAB CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         358 | OU      | $-28665.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROCKET LAB CORP                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6464 | OU      | $-517572.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROCKET LAB CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       15179 | OU      | $-1215382.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROCKET LAB CORP                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3954 | OU      | $-316596.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLAGSTAR FINANCIAL INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        9459 | OU      | $-125047.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APTIV PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      100171 | OU      | $7587953.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APTIV PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       49722 | OU      | $3766441.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APTIV PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13504 | OU      | $-1022928.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | APTIV PLC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1662 | OU      | $-125896.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OUTFRONT MEDIA INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      668448 | OU      | $-16256655.36  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OUTFRONT MEDIA INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      257621 | OU      | $-6265342.72   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROWN CASTLE INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          59 | OU      | $5121.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROWN CASTLE INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       31851 | OU      | $2764985.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROWN CASTLE INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       17908 | OU      | $1554593.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CROWN CASTLE INC                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         637 | OU      | $55297.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CROWN CASTLE INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9844 | OU      | $854557.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CROWN CASTLE INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5368 | OU      | $465996.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RESOLUTE HOLDINGS MANAGEMENT INC                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1161 | OU      | $-236797.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORWARD AIR CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       35767 | OU      | $997183.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAPT THERAPEUTICS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       13115 | OU      | $756473.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RAPT THERAPEUTICS INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         754 | OU      | $43490.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RAPT THERAPEUTICS INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       13998 | OU      | $807404.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RAPT THERAPEUTICS INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3015 | OU      | $173905.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALEC HOLDING PJSC                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AE        |    10306446 | OU      | $4406023.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      120522 | OU      | $-12408945.12  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KARMAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        2238 | OU      | $-232304.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUDSON PACIFIC PROPERTIES REIT INC                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       36131 | OU      | $311449.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COREWEAVE INC CLASS A                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       46107 | OU      | $4296711.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COREWEAVE INC CLASS A                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3760 | OU      | $350394.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COREWEAVE INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4381 | OU      | $-408265.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COREWEAVE INC CLASS A                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        9372 | OU      | $-873376.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COREWEAVE INC CLASS A                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4425 | OU      | $-412365.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INDIVIOR PHARMACEUTICALS INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      111206 | OU      | $3934468.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHAKE SHACK INC CLASS A                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25416 | OU      | $2251095.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMRIZE AG                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10247 | OU      | $539197.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PINNACLE FINANCIAL PARTNERS INC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        6597 | OU      | $627308.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PINNACLE FINANCIAL PARTNERS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       16836 | OU      | $-1600935.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMCOR PLC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |           1 | OU      | $44.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMCOR PLC                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      121725 | OU      | $-5386331.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GALAXY DIGITAL INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       46587 | OU      | $1316548.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GALAXY DIGITAL INC CLASS A                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       57334 | OU      | $1620258.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GALAXY DIGITAL INC CLASS A                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       34972 | OU      | $988308.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GALAXY DIGITAL INC CLASS A                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       34076 | OU      | $962987.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HINGE HEALTH INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      138317 | OU      | $4827263.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASCENDIS PHARMA ADR REPRESENTING                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11859 | OU      | $2681319.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ASCENDIS PHARMA ADR REPRESENTING                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       19642 | OU      | $4441056.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASCENDIS PHARMA ADR REPRESENTING                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3468 | OU      | $784114.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOX INC CLASS A                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       50337 | OU      | $1276042.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUTHSTATE BANK CORPORATION                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3674 | OU      | $-375960.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUTHSTATE BANK CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       30014 | OU      | $-3071332.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEKTAR THERAPEUTICS                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      118262 | OU      | $4414720.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | NEKTAR THERAPEUTICS                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        4462 | OU      | $166566.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEKTAR THERAPEUTICS                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14105 | OU      | $526539.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEKTAR THERAPEUTICS                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2991 | OU      | $111654.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DIGITAL TURBINE INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      300903 | OU      | $1570713.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIGITAL TURBINE INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      484271 | OU      | $2527894.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IRON MOUNTAIN INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       16354 | OU      | $-1506694.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BRIGHTSTAR LOTTERY PLC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      479954 | OU      | $6949733.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HYPERLIQUID STRATEGIES INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      143345 | OU      | $650786.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EQUINIX REIT INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       15296 | OU      | $12556945.28   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EQUINIX REIT INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          19 | OU      | $15597.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACCELERANT HOLDINGS CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       42972 | OU      | $586997.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACCELERANT HOLDINGS CLASS A                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       42239 | OU      | $576984.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACCELERANT HOLDINGS CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       14881 | OU      | $203274.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QIAGEN N.V.                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      650022 | OU      | $34886680.74   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERSANT MEDIA GROUP INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       32788 | OU      | $1068233.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERSANT MEDIA GROUP INC-WI                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       19039 | OU      | $-620290.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EVERSOURCE ENERGY                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      144323 | OU      | $9977048.99    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLUE BIRD CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2058 | OU      | $-103537.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BLUE BIRD CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       22543 | OU      | $-1134138.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | VIPER ENERGY INC CLASS A                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      732696 | OU      | $-31022348.64  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QNITY ELECTRONICS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1610 | OU      | $-154849.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QNITY ELECTRONICS INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4985 | OU      | $-479457.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOLSTICE ADVANCED MATERIALS INC                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         662 | OU      | $40891.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LIBERTY LIVE HOLDINGS CL C                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      103821 | OU      | $-8573538.18   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SOLAREDGE TECHNOLOGIES INC                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      158012 | OU      | $4890471.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXPOINT RESIDENTIAL TRUST INC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       39203 | OU      | $1184714.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GODADDY INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      128324 | OU      | $12899128.48   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GODADDY INC CLASS A                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       10118 | OU      | $-1017061.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LEXICON PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      230385 | OU      | $267246.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMERICAN SUPERCONDUCTOR CORP                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       49591 | OU      | $-1483762.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERICAN SUPERCONDUCTOR CORP                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       17524 | OU      | $-524318.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMERICAN SUPERCONDUCTOR CORP                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17535 | OU      | $-524647.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN SUPERCONDUCTOR CORP                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3015 | OU      | $-90208.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ATAIBECKLEY INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       30008 | OU      | $-112830.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ETSY INC                                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      141159 | OU      | $7475780.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ETSY INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       80781 | OU      | $4278161.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VIRTU FINANCIAL INC CLASS A                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         803 | OU      | $33332.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NATIONAL STORAGE AFFILIATES TRUST                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      298451 | OU      | $9493726.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NATIONAL STORAGE AFFILIATES TRUST                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11898 | OU      | $378475.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CALERES INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      107174 | OU      | $-1309666.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLUTTER ENTERTAINMENT PLC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       21680 | OU      | $-3580452.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASTRANA HEALTH INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4986 | OU      | $-113381.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COLLEGIUM PHARMACEUTICAL INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       23697 | OU      | $1088166.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | EDGEWELL PERSONAL CARE                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      118557 | OU      | $-2307119.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APPLE HOSPITALITY REIT INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      219840 | OU      | $2558937.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | KEARNY FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       33139 | OU      | $-258152.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JOHNSON CONTROLS INTERNATIONAL PLC                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7187 | OU      | $857121.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JOHNSON CONTROLS INTERNATIONAL PLC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1849 | OU      | $220511.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JOHNSON CONTROLS INTERNATIONAL PLC                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4588 | OU      | $547164.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LUMENTUM HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3252 | OU      | $1274263.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LUMENTUM HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1521 | OU      | $595988.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LUMENTUM HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        2404 | OU      | $941983.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LUMENTUM HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         433 | OU      | $169666.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LINDBLAD EXPEDITIONS HOLDINGS INC                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      266824 | OU      | $4447956.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LINDBLAD EXPEDITIONS HOLDINGS INC                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      171240 | OU      | $2854570.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ADVANSIX INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       60172 | OU      | $-953124.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LIVANOVA PLC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       91465 | OU      | $6010165.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIVANOVA PLC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5152 | OU      | $-338537.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GLAUKOS CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3826 | OU      | $-456747.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GLAUKOS CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         753 | OU      | $-89893.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRANSUNION                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       23030 | OU      | $-1819830.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANSUNION                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14457 | OU      | $-1142392.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRANSUNION                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6034 | OU      | $-476806.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LAUREATE EDUCATION INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6735 | OU      | $231010.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LAUREATE EDUCATION INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      100415 | OU      | $3444234.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LAUREATE EDUCATION INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       81258 | OU      | $2787149.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LAUREATE EDUCATION INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       60712 | OU      | $2082421.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LAUREATE EDUCATION INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       60827 | OU      | $2086366.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LIVE OAK BANCSHARES INC                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       27395 | OU      | $-1094704.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALARM.COM HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      265487 | OU      | $12950455.86   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALARM.COM HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      246734 | OU      | $12035684.52   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPFOLIO INC CLASS A                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       41787 | OU      | $-7934515.56   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HOPE BANCORP INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      179355 | OU      | $2148672.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ASHLAND INC                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      197227 | OU      | $-12062403.32  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALCOA CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      120595 | OU      | $-6851001.95   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALCOA CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       21341 | OU      | $-1212382.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALBERTSONS COMPANY INC CLASS A                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      262428 | OU      | $-4369426.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALBERTSONS COMPANY INC CLASS A                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       15028 | OU      | $-250216.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PJT PARTNERS INC CLASS A                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |           8 | OU      | $1384.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PJT PARTNERS INC CLASS A                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        9609 | OU      | $1662645.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BLOCK INC CLASS A                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      141979 | OU      | $8579790.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BLOCK INC CLASS A                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      141012 | OU      | $8521355.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BLOCK INC CLASS A                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        6294 | OU      | $-380346.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NATIONAL VISION HOLDINGS INC                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      249491 | OU      | $-6574087.85   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | APPIAN CORP CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       61440 | OU      | $1714176.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APPIAN CORP CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       52344 | OU      | $1460397.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JANUS HENDERSON GROUP PLC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        4253 | OU      | $204696.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOULIHAN LOKEY INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       43638 | OU      | $7345148.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LCI INDUSTRIES                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      115949 | OU      | $-17008558.81  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SITEONE LANDSCAPE SUPPLY INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       48886 | OU      | $7017096.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SITEONE LANDSCAPE SUPPLY INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       13626 | OU      | $1955876.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SITEONE LANDSCAPE SUPPLY INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       37022 | OU      | $5314137.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SITEONE LANDSCAPE SUPPLY INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4215 | OU      | $-605021.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SITEONE LANDSCAPE SUPPLY INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       19074 | OU      | $-2737881.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TURNING POINT BRANDS INC                                | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        2085 | OU      | $252597.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TURNING POINT BRANDS INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11216 | OU      | $-1358818.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TURNING POINT BRANDS INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1161 | OU      | $-140655.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARROWHEAD PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       66897 | OU      | $-4637969.01   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARROWHEAD PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        9127 | OU      | $-632774.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FULGENT GENETICS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       85316 | OU      | $2235279.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NUTANIX INC CLASS A                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       40604 | OU      | $-1596955.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NUTANIX INC CLASS A                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10255 | OU      | $-403329.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NUTANIX INC CLASS A                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1520 | OU      | $-59781.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MADISON SQUARE GARDEN SPORTS CORP                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        3758 | OU      | $-1065580.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CSW INDUSTRIALS INC                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       89704 | OU      | $-24218285.92  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLOOR DECOR HOLDINGS INC CLASS A                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       16481 | OU      | $-1087086.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLOOR DECOR HOLDINGS INC CLASS A                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5409 | OU      | $-356777.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FLOOR DECOR HOLDINGS INC CLASS A                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6128 | OU      | $-404202.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARVANA CLASS A                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       38824 | OU      | $-15572694.64  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CARVANA CLASS A                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4046 | OU      | $-1622891.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARVANA CLASS A                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1652 | OU      | $-662633.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CARVANA CLASS A                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         138 | OU      | $-55353.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARVANA CLASS A                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2989 | OU      | $-1198917.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BLUELINX HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        8402 | OU      | $584443.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BLUELINX HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        5797 | OU      | $403239.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLUELINX HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       36624 | OU      | $2547565.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BLUELINX HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       28770 | OU      | $2001241.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COCA COLA EUROPACIFIC PARTNERS PLC                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        9868 | OU      | $904895.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COCA COLA EUROPACIFIC PARTNERS PLC                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1022 | OU      | $93717.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COCA COLA EUROPACIFIC PARTNERS PLC                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      228847 | OU      | $-20985269.90  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COCA COLA EUROPACIFIC PARTNERS PLC                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4333 | OU      | $-397336.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NATERA INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       16786 | OU      | $3879916.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NATERA INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       20172 | OU      | $4662556.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARCHROCK INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      478947 | OU      | $14172041.73   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KRAFT HEINZ                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1427710 | OU      | $-33893835.40  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KRAFT HEINZ                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       88910 | OU      | $-2110723.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KRAFT HEINZ                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       36131 | OU      | $-857749.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KRAFT HEINZ                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       57618 | OU      | $-1367851.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KRAFT HEINZ                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      150765 | OU      | $-3579161.10   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PLANET FITNESS INC CLASS A                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       26670 | OU      | $2428036.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PLANET FITNESS INC CLASS A                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4555 | OU      | $414687.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOVOCURE LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      199285 | OU      | $2471134.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ONEMAIN HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        5701 | OU      | $373643.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ONEMAIN HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         917 | OU      | $-60100.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FORTIVE CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         791 | OU      | $41772.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORTIVE CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      314659 | OU      | $-16617141.79  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORTIVE CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2979 | OU      | $-157320.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FORTIVE CORP                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8914 | OU      | $-470748.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FORTIVE CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       10557 | OU      | $-557515.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FORTIVE CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       10972 | OU      | $-579431.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SURGERY PARTNERS INC                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      440339 | OU      | $-6543437.54   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | APELLIS PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       26838 | OU      | $606002.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | APELLIS PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      431828 | OU      | $-9750676.24   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | S P GLOBAL INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       28847 | OU      | $15225158.13   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | US FOODS HOLDING CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       46252 | OU      | $-3867592.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | US FOODS HOLDING CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27017 | OU      | $-2259161.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WASTE CONNECTIONS INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       17373 | OU      | $-2911714.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIQUIDIA CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       90689 | OU      | $-3844306.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LIQUIDIA CORP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       27753 | OU      | $-1176449.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIQUIDIA CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      157104 | OU      | $-6659638.56   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIQUIDIA CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       71130 | OU      | $-3015200.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PARK HOTELS RESORTS INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      853195 | OU      | $9325421.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PARK HOTELS RESORTS INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      631827 | OU      | $6905869.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HILTON WORLDWIDE HOLDINGS INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        5069 | OU      | $-1513147.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HILTON WORLDWIDE HOLDINGS INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         265 | OU      | $-79105.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SCHNEIDER NATIONAL INC CLASS B                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       26361 | OU      | $-707529.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESTABLISHMENT LABS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        9263 | OU      | $631273.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ESTABLISHMENT LABS INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         905 | OU      | $61675.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ESTABLISHMENT LABS INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       18944 | OU      | $1291033.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESTABLISHMENT LABS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       32264 | OU      | $-2198791.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALPHABET INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3401 | OU      | $1149538.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALPHABET INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       26016 | OU      | $8793408.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PERFORMANCE FOOD GROUP                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6340 | OU      | $605153.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WELLTOWER INC                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      250076 | OU      | $-47104315.36  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SMARTFINANCIAL INC                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       23122 | OU      | $923030.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEWLETT PACKARD ENTERPRISE                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       22448 | OU      | $483080.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEWLETT PACKARD ENTERPRISE                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       91773 | OU      | $1974954.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HEWLETT PACKARD ENTERPRISE                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       45891 | OU      | $987574.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CLEVELAND CLIFFS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     2184702 | OU      | $30061499.52   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CLEVELAND CLIFFS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       47584 | OU      | $654755.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PAYPAL HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       11537 | OU      | $-607884.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SEA ADS REPRESENTING LTD CLASS A                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       38462 | OU      | $4480438.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VICI PPTYS INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      163946 | OU      | $4603603.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VICI PPTYS INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       32519 | OU      | $913133.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICI PPTYS INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       29575 | OU      | $830466.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VICI PPTYS INC                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      112939 | OU      | $3171327.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VICI PPTYS INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       14503 | OU      | $407244.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VICI PPTYS INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       11616 | OU      | $326177.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ORTHOPEDIATRICS CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       10116 | OU      | $-176625.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SONOS INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      110383 | OU      | $-1583996.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CYTOMX THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       78346 | OU      | $445788.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CYTOMX THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4401 | OU      | $25041.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CYTOMX THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       13142 | OU      | $74777.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENCOMPASS HEALTH CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       96788 | OU      | $9149369.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEXTDECADE CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5204 | OU      | $-27529.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXTDECADE CORP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       32185 | OU      | $-170258.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HP INC                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       77893 | OU      | $1514239.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HP INC                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4971 | OU      | $-96636.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HP INC                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       17985 | OU      | $-349628.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUNRUN INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       19990 | OU      | $379810.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DXC TECHNOLOGY                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      520566 | OU      | $7511767.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DXC TECHNOLOGY                                          | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |     1249409 | OU      | $18028971.87   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CARS.COM INC                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      251408 | OU      | $-2855994.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZILLOW GROUP INC CLASS C                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       23318 | OU      | $-1469733.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPIRE INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       87244 | OU      | $-7371245.56   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SPIRE INC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         184 | OU      | $-15546.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RH                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1145 | OU      | $-227660.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RH                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         434 | OU      | $-86292.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RH                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        4488 | OU      | $-892349.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RH                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3194 | OU      | $-635063.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROPETRO HOLDING CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       10934 | OU      | $125631.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FB FINANCIAL CORP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      185388 | OU      | $-10665371.64  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FB FINANCIAL CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      198776 | OU      | $-11435583.28  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALPHABET INC CLASS C                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       63508 | OU      | $21499363.24   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALPHABET INC CLASS C                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         434 | OU      | $146922.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALPHABET INC CLASS C                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         588 | OU      | $199055.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WEC ENERGY GROUP INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       39669 | OU      | $4390168.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEC ENERGY GROUP INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4486 | OU      | $496465.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WEC ENERGY GROUP INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10736 | OU      | $1188153.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WEC ENERGY GROUP INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3950 | OU      | $437146.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IMPINJ INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8661 | OU      | $-1196084.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IMPINJ INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1563 | OU      | $-215850.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AGNC INVESTMENT REIT CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      412976 | OU      | $4707926.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AGNC INVESTMENT REIT CORP                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      210133 | OU      | $2395516.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AGNC INVESTMENT REIT CORP                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       70269 | OU      | $801066.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AGNC INVESTMENT REIT CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      237326 | OU      | $2705516.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AGNC INVESTMENT REIT CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      243393 | OU      | $-2774680.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AGNC INVESTMENT REIT CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1463949 | OU      | $-16689018.60  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AGNC INVESTMENT REIT CORP                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |     2994254 | OU      | $-34134495.60  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WINGSTOP INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       29359 | OU      | $-7792759.37   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WINGSTOP INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        1406 | OU      | $-373194.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURE STORAGE INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       17924 | OU      | $1246434.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURE STORAGE INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14891 | OU      | $1035520.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PURE STORAGE INC CLASS A                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         427 | OU      | $29693.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURE STORAGE INC CLASS A                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       14371 | OU      | $999359.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURE STORAGE INC CLASS A                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       21800 | OU      | $-1515972.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ENERGIZER HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        5441 | OU      | $118777.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AXSOME THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1206 | OU      | $-222205.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        9321 | OU      | $1864293.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       10940 | OU      | $-2188109.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3619 | OU      | $-723836.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5657 | OU      | $-1131456.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       14730 | OU      | $-2946147.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3115 | OU      | $-623031.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INVESCO S P  EQL WGHT ETF TRUST                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27937 | OU      | $5533760.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INVESCO S P  EQL WGHT ETF TRUST                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      135899 | OU      | $26918873.92   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INVESCO S P  EQL WGHT ETF TRUST                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       89831 | OU      | $17793724.48   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MONSTER BEVERAGE CORP                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      320791 | OU      | $25907081.16   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHEMOURS                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      180149 | OU      | $-2700433.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOPBUILD CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         790 | OU      | $-369759.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BWX TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        6542 | OU      | $1343923.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BWX TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        7064 | OU      | $1451157.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BWX TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1868 | OU      | $383743.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BWX TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        6715 | OU      | $1379462.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BWX TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3270 | OU      | $671756.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BWX TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        2403 | OU      | $493648.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SI BONE INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5859 | OU      | $97142.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ADTALEM GLOBAL EDUCATION INC                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       62599 | OU      | $6482126.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FERRARI NV                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        1307 | OU      | $-435453.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRST BUSEY CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       21894 | OU      | $-539687.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST BUSEY CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       16967 | OU      | $-418236.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROKU INC CLASS A                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      114409 | OU      | $10891736.80   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROKU INC CLASS A                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2724 | OU      | $-259324.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OLLIES BARGAIN OUTLET HOLDINGS INC                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       43548 | OU      | $4803779.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OLLIES BARGAIN OUTLET HOLDINGS INC                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1074 | OU      | $-118472.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | RAPID7 INC                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      498062 | OU      | $5936899.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VANECK GOLD MINERS ETF                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       14971 | OU      | $-1410268.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VANECK GOLD MINERS ETF                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10734 | OU      | $-1011142.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VANECK GOLD MINERS ETF                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       36302 | OU      | $-3419648.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VANECK GOLD MINERS ETF                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        6494 | OU      | $-611734.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VANECK JUNIOR GOLD MINERS ETF                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7640 | OU      | $-948047.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VANECK JUNIOR GOLD MINERS ETF                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       31099 | OU      | $-3859074.91   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VANECK JUNIOR GOLD MINERS ETF                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       12742 | OU      | $-1581154.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SBA COMMUNICATIONS REIT CORP CLASS                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        5612 | OU      | $1033225.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SBA COMMUNICATIONS REIT CORP CLASS                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       22972 | OU      | $4229374.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SBA COMMUNICATIONS REIT CORP CLASS                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3212 | OU      | $-591361.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SBA COMMUNICATIONS REIT CORP CLASS                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         652 | OU      | $-120039.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SBA COMMUNICATIONS REIT CORP CLASS                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         171 | OU      | $-31482.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHARTER COMMUNICATIONS INC CLASS A                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       66461 | OU      | $13698941.32   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHARTER COMMUNICATIONS INC CLASS A                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        4423 | OU      | $-911668.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHARTER COMMUNICATIONS INC CLASS A                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10454 | OU      | $-2154778.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHARTER COMMUNICATIONS INC CLASS A                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       19276 | OU      | $-3973169.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHARTER COMMUNICATIONS INC CLASS A                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        3534 | OU      | $-728428.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VISTRA CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       93355 | OU      | $14782764.25   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PRIORITY TECHNOLOGY HOLDINGS INC                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       19236 | OU      | $-113684.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BOSTON OMAHA CORP CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      106337 | OU      | $-1298374.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOSTON OMAHA CORP CLASS A                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       21789 | OU      | $-266043.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOSTON OMAHA CORP CLASS A                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      114835 | OU      | $-1402135.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOSTON OMAHA CORP CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       77732 | OU      | $-949107.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ITT INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       34668 | OU      | $6319976.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HERC HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27260 | OU      | $-3907448.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBAL NET LEASE INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      628085 | OU      | $-5941684.10   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer