# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0002071691-25-002298
**Filing Date:** 2025-9
**Character Count:** 116387
**Document Hash:** ecd38463dfe27cdca690f012f4020fb0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-002298.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0002071691-25-002298

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**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:** 251346987

**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 Sustainable Aware Advantage International Equity Fund (Series ID: S000069107)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000220887 | Institutional |  |
| C000220888 | Class K       |  |
| C000220889 | Investor A    |  |

## 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 Sustainable Advantage International Equity Fund

- **b. EDGAR series identifier (if any):** S000069107

- **c. LEI of Series:** 549300KDE06SPJKGZO94

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $17750604.42

**Total Liabilities:** $74918.96

**Net Assets:** $17675685.46

**Cash Not Reported:** $29057.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000220887 | 4.94%                | 2.31%                | -2.42%               |
| Class ID C000220889 | 4.86%                | 2.32%                | -2.39%               |
| Class ID C000220888 | 4.94%                | 2.31%                | -2.41%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $67825.31                | $594631.53                                 |
| Month 2  | $175058.03               | $211583.37                                 |
| Month 3  | $175243.24               | $-604532.05                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                           | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Orange SA                                      | Orange SA                                              | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      4632 | NS      | $70457.73     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                   | Mizuho Financial Group, Inc.                           | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      4700 | NS      | $137858.81    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                              | Mitsui & Co. Ltd.                                      | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      6400 | NS      | $130282.52    | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                    | Euronext NV                                            | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |        79 | NS      | $12733.93     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                   | Experian plc                                           | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      2643 | NS      | $139261.66    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                           | Evonik Industries AG                                   | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |        26 | NS      | $516.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                           | SoftBank Group Corp.                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       700 | NS      | $53451.27     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                 | BAWAG Group AG                                         | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |       280 | NS      | $35338.13     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                     | Getinge AB, Class B                                    | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Long             | EC               | CORP              | SE        |       836 | NS      | $16501.20     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                             | T&D Holdings, Inc.                                     | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |       400 | NS      | $9767.49      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                              | Belimo Holding AG (Registered)                         | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |        46 | NS      | $53531.49     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                        | Siemens Healthineers AG                                | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |       557 | NS      | $30001.50     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                   | Mirvac Group                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1061 | NS      | $1522.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                | Advantest Corp.                                        | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       500 | NS      | $33249.57     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA           | Infrastrutture Wireless Italiane SpA                   | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |      1850 | NS      | $21871.27     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                 | Atlas Copco AB, Class B                                | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      3034 | NS      | $41059.61     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta plc                                | Antofagasta plc                                        | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |      1173 | NS      | $28928.09     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      3181 | NS      | $74134.62     | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                    | NN Group NV                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      1380 | NS      | $92923.25     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                           | ENEOS Holdings, Inc.                                   | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |     16400 | NS      | $86077.63     | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                                   | Subaru Corp.                                           | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |       300 | NS      | $5518.75      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                        | Vestas Wind Systems A/S                                | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |      2805 | NS      | $51213.94     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                               | Sony Group Corp.                                       | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     11000 | NS      | $264586.49    | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo OYJ                                      | Sampo OYJ, Class A                                     | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |      5524 | NS      | $59292.88     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                       | CSL Ltd.                                               | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       395 | NS      | $68328.78     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                 | Atlas Copco AB, Class A                                | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      6000 | NS      | $91370.32     | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                      | Link REIT                                              | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |      4600 | NS      | $25630.07     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                       | Adyen NV                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        18 | NS      | $30872.74     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                    | Informa plc                                            | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |      5094 | NS      | $58250.11     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                 | Commonwealth Bank of Australia                         | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |      2429 | NS      | $275763.32    | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma plc                                      | Halma plc                                              | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |       107 | NS      | $4578.38      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                              | Asahi Kasei Corp.                                      | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       800 | NS      | $5566.21      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                      | Danone SA                                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |      2006 | NS      | $164164.85    | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                      | Sanofi SA                                              | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      1897 | NS      | $170295.11    | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                       | Japan Post Bank Co. Ltd.                               | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |      6300 | NS      | $70316.17     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                        | GSK plc                                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      3630 | NS      | $66770.22     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                 | Sumitomo Corp.                                         | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      4300 | NS      | $109907.04    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                      | Logitech International SA (Registered)                 | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |       422 | NS      | $39130.76     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                    | Swedbank AB, Class A                                   | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |      3694 | NS      | $98364.02     | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group plc                                 | Drax Group plc                                         | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |       728 | NS      | $6799.19      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                      | Recruit Holdings Co. Ltd.                              | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      2500 | NS      | $148327.92    | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                   | Komatsu Ltd.                                           | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       200 | NS      | $6443.58      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                      | adidas AG                                              | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |       292 | NS      | $55809.68     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                   | Sartorius AG (Preference)                              | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |         3 | NS      | $638.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Co. APAC Ltd.                | Budweiser Brewing Co. APAC Ltd.                        | CUSIP: N/A<br>LEI: 549300YF1MR4GTF18132       | Long             | EC               | CORP              | KY        |       900 | NS      | $944.77       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                   | Dai-ichi Life Holdings, Inc.                           | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      3300 | NS      | $26110.21     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                  | JB Hi-Fi Ltd.                                          | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |       468 | NS      | $33331.92     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ United                                     | FDJ United                                             | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       213 | NS      | $6643.86      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                          | Sonic Healthcare Ltd.                                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      3557 | NS      | $62812.54     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                              | Compass Group plc                                      | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      1873 | NS      | $65816.23     | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.          | Wharf Real Estate Investment Co. Ltd.                  | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |      3000 | NS      | $9524.44      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                             | Vodafone Group plc                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     99982 | NS      | $108400.25    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                    | Clariant AG (Registered)                               | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Long             | EC               | CORP              | CH        |       252 | NS      | $2586.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                         | AP Moller - Maersk A/S, Class B                        | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |         3 | NS      | $5924.29      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                         | Mercedes-Benz Group AG                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      1778 | NS      | $100670.86    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                       | Valeo SE                                               | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |      2057 | NS      | $22379.08     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                       | Svenska Handelsbanken AB, Class A                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |       345 | NS      | $4203.61      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                      | Argenx SE                                              | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        41 | NS      | $27536.83     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                             | Tokyo Gas Co. Ltd.                                     | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |       200 | NS      | $6697.72      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                   | Barclays plc                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     32093 | NS      | $156871.24    | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | BNP Paribas SA                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1398 | NS      | $127467.24    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                       | Accelleron Industries AG                               | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |        94 | NS      | $8561.70      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                              | Sonova Holding AG (Registered)                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       174 | NS      | $47364.19     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                  | Industria de Diseno Textil SA                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       790 | NS      | $37735.99     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.              | Sumitomo Mitsui Trust Group, Inc.                      | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |       500 | NS      | $13107.38     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                    | Pandora A/S                                            | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        38 | NS      | $6273.64      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                               | Deutsche Post AG                                       | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |       372 | NS      | $16667.74     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA            | Banca Monte dei Paschi di Siena SpA                    | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |      4549 | NS      | $38727.58     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                  | Shimizu Corp.                                          | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |      1900 | NS      | $21048.14     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                       | Ipsen SA                                               | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |       325 | NS      | $38295.48     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG         | Chocoladefabriken Lindt & Spruengli AG                 | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |         2 | NS      | $29421.15     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                   | Sun Hung Kai Properties Ltd.                           | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |      5500 | NS      | $65326.11     | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                           | Honda Motor Co. Ltd.                                   | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       800 | NS      | $8282.32      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                     | Mitsubishi Estate Co. Ltd.                             | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |      1000 | NS      | $18722.43     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA                                       | Ageas SA                                               | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |       252 | NS      | $17134.06     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.           | MS&AD Insurance Group Holdings, Inc.                   | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |      1200 | NS      | $25639.30     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                      | Thales SA                                              | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       165 | NS      | $44384.01     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                   | UBS Group AG (Registered)                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       972 | NS      | $36123.43     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                     | Hexagon AB, Class B                                    | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |      2449 | NS      | $26909.81     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd.                            | Contact Energy Ltd.                                    | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | EC               | CORP              | NZ        |      1569 | NS      | $8408.84      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE            | LVMH Moet Hennessy Louis Vuitton SE                    | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       248 | NS      | $133129.39    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                       | Panasonic Holdings Corp.                               | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |      6000 | NS      | $56755.92     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                       | RELX plc                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       730 | NS      | $37931.59     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                            | Rakuten Group, Inc.                                    | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       200 | NS      | $1011.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                               | Pro Medicus Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        86 | NS      | $17660.50     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                       | QBE Insurance Group Ltd.                               | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |        93 | NS      | $1379.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                      | Airbus SE                                              | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       164 | NS      | $32973.05     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                        | Daiichi Sankyo Co. Ltd.                                | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      1800 | NS      | $44157.47     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      1377 | NS      | $66879.80     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                            | Helvetia Holding AG (Registered)                       | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |       116 | NS      | $27895.87     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                          | Schneider Electric SE                                  | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       455 | NS      | $117751.00    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                            | Tokyo Electron Ltd.                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       700 | NS      | $111285.19    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                        | Bank Leumi Le-Israel BM                                | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |      1420 | NS      | $26268.27     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                 | Rheinmetall AG                                         | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |        37 | NS      | $73241.44     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                     | Scout24 SE                                             | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |        10 | NS      | $1336.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                       | Hermes International SCA                               | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        69 | NS      | $168738.81    | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                | Telefonaktiebolaget LM Ericsson, Class B               | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      6098 | NS      | $44293.35     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                          | Resona Holdings, Inc.                                  | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |      2000 | NS      | $18208.01     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                      | Alstom SA                                              | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |        48 | NS      | $1125.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                      | Amundi SA                                              | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |       150 | NS      | $11085.08     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                   | Hitachi Ltd.                                           | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      5800 | NS      | $177483.79    | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     20778 | NS      | $178499.47    | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                       | Enel SpA                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     15053 | NS      | $132741.77    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                    | Mitsubishi HC Capital, Inc.                            | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |       300 | NS      | $2217.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                     | Eiffage SA                                             | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       409 | NS      | $54902.30     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co. Ltd.                     | Sumitomo Chemical Co. Ltd.                             | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |     16500 | NS      | $41267.98     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                               | Novo Nordisk A/S, Class B                              | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      3072 | NS      | $142872.59    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                 | Air Liquide SA                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        79 | NS      | $15542.19     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co. Ltd.                  | Japan Post Insurance Co. Ltd.                          | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |       300 | NS      | $7681.39      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                        | A2A SpA                                                | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |     11223 | NS      | $27347.67     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                      | Gjensidige Forsikring ASA                              | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |        50 | NS      | $1315.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                   | Daiwa Securities Group, Inc.                           | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |      7400 | NS      | $51517.74     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                        | Aristocrat Leisure Ltd.                                | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      3084 | NS      | $138091.99    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                              | Wolters Kluwer NV                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       311 | NS      | $48441.05     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                   | GEA Group AG                                           | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       602 | NS      | $43241.83     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA | Recordati Industria Chimica e Farmaceutica SpA         | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |       113 | NS      | $6480.98      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                  | Alfa Laval AB                                          | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |       877 | NS      | $38103.58     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                      | Tesco plc                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      9718 | NS      | $54599.82     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                                    | FANUC Corp.                                            | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |      2100 | NS      | $58457.62     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                   | Iberdrola SA                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |        52 | NS      | $913.96       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                     | AddTech AB, Class B                                    | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |       822 | NS      | $27634.15     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                       | Snam SpA                                               | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |      8075 | NS      | $46796.80     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                   | 3i Group plc                                           | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |        29 | NS      | $1584.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                         | BP plc                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     12798 | NS      | $68600.90     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                   | Amplifon SpA                                           | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               | CORP              | IT        |       798 | NS      | $13433.46     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.              | Singapore Telecommunications Ltd.                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |     40400 | NS      | $120397.96    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                         | EDP SA                                                 | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |      7385 | NS      | $31920.66     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                      | Israel Discount Bank Ltd., Class A                     | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      1164 | NS      | $11131.95     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group plc                             | Intertek Group plc                                     | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      1229 | NS      | $79909.60     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                | Wesfarmers Ltd.                                        | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |      1097 | NS      | $60005.41     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                       | Nexi SpA                                               | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |      2301 | NS      | $13139.26     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo plc                                  | Fresnillo plc                                          | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |       164 | NS      | $3023.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp.                                     | Hoya Corp.                                             | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       600 | NS      | $75697.68     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                               | DSM-Firmenich AG                                       | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |       325 | NS      | $31225.86     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                       | ABB Ltd. (Registered)                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |      3462 | NS      | $226062.07    | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                | London Stock Exchange Group plc                        | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |      1308 | NS      | $159438.79    | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                                | BAE Systems plc                                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      5291 | NS      | $126246.65    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                | Danske Bank A/S                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |        86 | NS      | $3411.75      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                          | IG Group Holdings plc                                  | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |      1646 | NS      | $24510.27     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                   | Northern Star Resources Ltd.                           | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |      4776 | NS      | $47451.14     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                  | Fukuoka Financial Group, Inc.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $8180.11      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                            | Toyota Tsusho Corp.                                    | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |       300 | NS      | $6875.50      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                            | MSCI EAFE Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $-7586.96     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                        | Saab AB, Class B                                       | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |       141 | NS      | $7669.56      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd.                        | Brother Industries Ltd.                                | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      1400 | NS      | $23822.19     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia OYJ                                      | Nokia OYJ                                              | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     10008 | NS      | $40786.09     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                             | Sekisui House Ltd.                                     | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |       500 | NS      | $10488.42     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                | ASML Holding NV                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       417 | NS      | $289011.72    | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                           | Sage Group plc (The)                                   | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |      3619 | NS      | $58109.02     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                   | Leonardo SpA                                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |       385 | NS      | $20752.71     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                         | AP Moller - Maersk A/S, Class A                        | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |         2 | NS      | $3924.34      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                 | BPER Banca SpA                                         | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |       892 | NS      | $8777.75      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                        | DBS Group Holdings Ltd.                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      4200 | NS      | $154158.85    | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                | Kuehne + Nagel International AG (Registered)           | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |       356 | NS      | $72580.92     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                    | Canon, Inc.                                            | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |      2100 | NS      | $59645.55     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     14153 | NS      | $85275.60     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                 | BHP Group Ltd.                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      4419 | NS      | $111602.89    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                   | Otsuka Corp.                                           | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |       100 | NS      | $1894.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.          | Sumitomo Mitsui Financial Group, Inc.                  | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |      4100 | NS      | $103429.10    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.            | Hong Kong Exchanges & Clearing Ltd.                    | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |       300 | NS      | $16235.64     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp.                              | Mazda Motor Corp.                                      | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |      1900 | NS      | $11393.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                    | James Hardie Industries plc                            | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |       632 | NS      | $16588.38     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                              | Nintendo Co. Ltd.                                      | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       100 | NS      | $8357.90      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                         | SAP SE                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      1349 | NS      | $385754.37    | 2.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                     | CK Hutchison Holdings Ltd.                             | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |      1500 | NS      | $9763.51      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd.                                    | Worley Ltd.                                            | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |      3300 | NS      | $28083.28     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo plc                                     | Diageo plc                                             | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      1444 | NS      | $34999.03     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                      | NEC Corp.                                              | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      1400 | NS      | $40202.25     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                           | Dassault Systemes SE                                   | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |      2762 | NS      | $90735.17     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp.                                  | Olympus Corp.                                          | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |      2700 | NS      | $32257.04     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp.                                       | LY Corp.                                               | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       200 | NS      | $731.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                   | Unilever plc                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       647 | NS      | $37820.14     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.           | Mitsubishi UFJ Financial Group, Inc.                   | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     10700 | NS      | $147475.62    | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                      | Nordex SE                                              | CUSIP: N/A<br>LEI: 529900HVDYCUWVD0OE76       | Long             | EC               | CORP              | DE        |       205 | NS      | $5031.92      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.               | Mitsubishi Heavy Industries Ltd.                       | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |      1800 | NS      | $42977.51     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                       | Generali                                               | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |       846 | NS      | $31560.72     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                               | Wartsila OYJ Abp                                       | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |       678 | NS      | $18732.08     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                           | Banca Mediolanum SpA                                   | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |       205 | NS      | $3615.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey plc                            | Johnson Matthey plc                                    | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |       163 | NS      | $3798.03      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                    | Ono Pharmaceutical Co. Ltd.                            | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |       100 | NS      | $1118.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                | Mitsubishi Chemical Group Corp.                        | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |       600 | NS      | $3268.06      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                               | Bank Hapoalim BM                                       | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |      1419 | NS      | $26610.62     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                          | Nomura Holdings, Inc.                                  | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |      2800 | NS      | $18497.63     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                   | Unilever plc                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       754 | NS      | $43747.43     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                             | MISUMI Group, Inc.                                     | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       400 | NS      | $5760.01      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co. plc (The)                     | British Land Co. plc (The)                             | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |      1707 | NS      | $7845.26      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakaku.com, Inc.                               | Kakaku.com, Inc.                                       | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |       400 | NS      | $6798.59      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                           | Macquarie Group Ltd.                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |       337 | NS      | $46669.59     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       640 | NS      | $199726.73    | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                     | Allianz SE (Registered)                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       685 | NS      | $270696.97    | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                    | Denso Corp.                                            | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |      5200 | NS      | $70550.62     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                    | Aker BP ASA                                            | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      1191 | NS      | $28651.45     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                             | Credit Agricole SA                                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |      4367 | NS      | $80372.59     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                  | Assa Abloy AB, Class B                                 | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |        64 | NS      | $2117.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                          | Aurizon Holdings Ltd.                                  | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |      6373 | NS      | $13229.25     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                   | Bankinter SA                                           | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       486 | NS      | $6937.27      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                         | SGS SA (Registered)                                    | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |       303 | NS      | $30788.86     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      5828 | NS      | $106321.67    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                 | Chugai Pharmaceutical Co. Ltd.                         | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |       600 | NS      | $28762.17     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                      | Shell plc                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      6566 | NS      | $235936.91    | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                 | Var Energi ASA                                         | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |      7896 | NS      | $27046.62     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                    | Berkeley Group Holdings plc                            | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |        21 | NS      | $1009.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                 | Nomura Research Institute Ltd.                         | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |       600 | NS      | $23742.27     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                            | Heineken Holding NV                                    | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |       140 | NS      | $9448.76      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |         4 | NS      | $1329.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd.                   | Suntory Beverage & Food Ltd.                           | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |       800 | NS      | $24156.58     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA             | Banco Bilbao Vizcaya Argentaria SA                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      7101 | NS      | $118432.38    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                    | Tokio Marine Holdings, Inc.                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      1600 | NS      | $64244.68     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| SEEK Ltd.                                      | SEEK Ltd.                                              | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |       859 | NS      | $13250.67     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                             | Toyota Motor Corp.                                     | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      7000 | NS      | $124513.26    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                        | Tokyo Tatemono Co. Ltd.                                | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |       100 | NS      | $1673.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                           | Henkel AG & Co. KGaA                                   | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |       292 | NS      | $20764.23     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                   | Carrefour SA                                           | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |      2418 | NS      | $34652.41     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                     | Genmab A/S                                             | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |        99 | NS      | $21314.45     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                  | WH Group Ltd.                                          | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |     19500 | NS      | $19522.20     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp.                                   | Terumo Corp.                                           | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |      3900 | NS      | $66133.34     | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                       | Infineon Technologies AG                               | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |       272 | NS      | $10685.02     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                   | Japan Post Holdings Co. Ltd.                           | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |      2300 | NS      | $21299.54     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                 | Takeda Pharmaceutical Co. Ltd.                         | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |      5400 | NS      | $148336.87    | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                  | Stellantis NV                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |      1903 | NS      | $16794.18     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                  | Nemetschek SE                                          | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |       130 | NS      | $19369.12     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                             | Swire Pacific Ltd., Class A                            | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |      2000 | NS      | $18078.67     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group plc                             | ConvaTec Group plc                                     | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |      3818 | NS      | $11763.36     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                      | Zurich Insurance Group AG                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       203 | NS      | $138467.65    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                        | Mitsui Fudosan Co. Ltd.                                | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |      8600 | NS      | $76869.38     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                  | UniCredit SpA                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       177 | NS      | $13022.58     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                      | BlackRock Liquidity Funds, T-Fund, Institutional Class | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    522310 | NS      | $522309.67    | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered plc                         | Standard Chartered plc                                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |      2654 | NS      | $47578.20     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                | J Sainsbury plc                                        | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      9869 | NS      | $39462.14     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                      | Endesa SA                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      1855 | NS      | $53664.07     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp.                                 | Obayashi Corp.                                         | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       900 | NS      | $13252.73     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                          | Astellas Pharma, Inc.                                  | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |      4100 | NS      | $42511.35     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                     | Siemens AG (Registered)                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       704 | NS      | $179311.18    | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                     | Sandvik AB                                             | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |      1726 | NS      | $42113.83     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                 | REA Group Ltd.                                         | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |       466 | NS      | $70986.25     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA | ACS Actividades de Construccion y Servicios SA         | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       421 | NS      | $29055.24     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                | AstraZeneca plc                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      1711 | NS      | $249620.65    | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp.                                      | TDK Corp.                                              | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |      1900 | NS      | $23147.59     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp. Ltd.          | Fisher & Paykel Healthcare Corp. Ltd.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |       340 | NS      | $7370.82      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group plc                               | Smiths Group plc                                       | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |      2477 | NS      | $76728.00     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                       | Otsuka Holdings Co. Ltd.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $42848.74     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                     | ORIX Corp.                                             | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |      4200 | NS      | $94344.79     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                    | Inpex Corp.                                            | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       700 | NS      | $9967.13      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                  | Rio Tinto plc                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      1869 | NS      | $111316.60    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                 | Unicharm Corp.                                         | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |       200 | NS      | $1383.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co. Ltd.                          | Asahi Intecc Co. Ltd.                                  | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |       200 | NS      | $3112.42      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                      | Safran SA                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       658 | NS      | $216976.45    | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                                | Kerry Group plc, Class A                               | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |        96 | NS      | $8867.52      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd.                                      | Nice Ltd.                                              | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |       279 | NS      | $43555.02     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                    | Rational AG                                            | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |        30 | NS      | $23158.44     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                         | Yara International ASA                                 | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |       758 | NS      | $28021.11     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                             | Elbit Systems Ltd.                                     | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |         5 | NS      | $2306.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                 | Techtronic Industries Co. Ltd.                         | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      5000 | NS      | $59788.27     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                 | SoftBank Corp.                                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     37200 | NS      | $53747.94     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                 | AIA Group Ltd.                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     21400 | NS      | $199537.28    | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                     | Skanska AB, Class B                                    | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |       590 | NS      | $13762.63     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                               | TotalEnergies SE                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      1509 | NS      | $89733.45     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                       | Kone OYJ, Class B                                      | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |         9 | NS      | $552.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                       | Engie SA                                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      4790 | NS      | $107670.76    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                      | Mizrahi Tefahot Bank Ltd.                              | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |       425 | NS      | $26253.88     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                  | Telefonica SA                                          | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |      8271 | NS      | $42684.97     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                      | Nestle SA (Registered)                                 | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      1541 | NS      | $134648.08    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                              | Admiral Group plc                                      | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       191 | NS      | $8609.62      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                               | Coles Group Ltd.                                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |      2280 | NS      | $30355.84     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                     | Japan Exchange Group, Inc.                             | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       300 | NS      | $2931.72      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                          | Kongsberg Gruppen ASA                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |      1230 | NS      | $36756.26     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                       | Unipol Assicurazioni SpA                               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |       329 | NS      | $6598.99      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Holdings Co. Japan Ltd.             | McDonald's Holdings Co. Japan Ltd.                     | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               | CORP              | JP        |       600 | NS      | $23959.96     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                             | Smith & Nephew plc                                     | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |       317 | NS      | $4844.70      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp.                                 | Shimadzu Corp.                                         | CUSIP: N/A<br>LEI: 353800Y64Z08WEH8PH97       | Long             | EC               | CORP              | JP        |       300 | NS      | $6641.01      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                      | Bunzl plc                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |       292 | NS      | $8665.83      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                    | Pearson plc                                            | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |       231 | NS      | $3266.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd.                                   | South32 Ltd.                                           | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |     34547 | NS      | $64604.30     | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                       | Alcon AG                                               | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        91 | NS      | $7977.79      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                    | Heineken NV                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       804 | NS      | $63107.36     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                       | Tele2 AB, Class B                                      | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |       514 | NS      | $7943.93      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                   | Fujitsu Ltd.                                           | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      3100 | NS      | $67530.14     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                   | ROCKWOOL A/S, Class B                                  | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |        88 | NS      | $3856.22      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                    | Givaudan SA (Registered)                               | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |        37 | NS      | $154672.96    | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                            | Deutsche Telekom AG (Registered)                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      5392 | NS      | $193389.05    | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GN Store Nord A/S                              | GN Store Nord A/S                                      | CUSIP: N/A<br>LEI: 5493008U3H3W0NKPFL10       | Long             | EC               | CORP              | DK        |       799 | NS      | $11446.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                    | Novartis AG (Registered)                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      2341 | NS      | $266609.65    | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                           | Sompo Holdings, Inc.                                   | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |      2900 | NS      | $85512.46     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                      | Prosus NV, Class N                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      1530 | NS      | $87402.49     | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                             | Anglo American plc                                     | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        77 | NS      | $2166.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                    | Swedish Orphan Biovitrum AB                            | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |       260 | NS      | $7149.09      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                                  | Keyence Corp.                                          | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       300 | NS      | $108519.44    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                              | Bureau Veritas SA                                      | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |      1741 | NS      | $53616.05     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA                        | Anheuser-Busch InBev SA/NV                             | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |      1458 | NS      | $83824.34     | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                       | Tryg A/S                                               | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        24 | NS      | $578.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                              | Siemens Energy AG                                      | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |      1244 | NS      | $144028.80    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                              | Industrivarden AB, Class A                             | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |       303 | NS      | $11210.38     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                      | Asahi Group Holdings Ltd.                              | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |      2500 | NS      | $31715.20     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA   | International Consolidated Airlines Group SA           | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |      2035 | NS      | $10168.07     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd.                                     | Orica Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      2260 | NS      | $30862.69     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                   | Capgemini SE                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |       212 | NS      | $31561.81     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.              | Nomura Real Estate Holdings, Inc.                      | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |      2900 | NS      | $16070.68     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     14215 | NS      | $173180.97    | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                    | Shin-Etsu Chemical Co. Ltd.                            | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       300 | NS      | $8633.08      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                   | Porsche Automobil Holding SE (Preference)              | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |       680 | NS      | $27291.18     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                | Nordea Bank Abp                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      8878 | NS      | $129545.91    | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                         | UCB SA                                                 | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |        84 | NS      | $18047.83     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                     | L'Oreal SA                                             | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |       178 | NS      | $78762.07     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                          | Auto Trader Group plc                                  | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |      3069 | NS      | $33881.13     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher plc                                 | Kingfisher plc                                         | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |       750 | NS      | $2666.85      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                     | Boliden AB                                             | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |       697 | NS      | $21334.63     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                              | NatWest Group plc                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      6029 | NS      | $41850.80     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                            | Flughafen Zurich AG (Registered)                       | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |       177 | NS      | $49885.12     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                     | Ferrari NV                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |         8 | NS      | $3508.06      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc              | InterContinental Hotels Group plc                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       356 | NS      | $40954.31     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                       | Rolls-Royce Holdings plc                               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |     15150 | NS      | $215023.66    | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd.                                      | Xero Ltd.                                              | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |      1105 | NS      | $127252.50    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                   | DNB Bank ASA                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |        20 | NS      | $505.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                  | Murata Manufacturing Co. Ltd.                          | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      7500 | NS      | $111630.64    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                 | Amada Co. Ltd.                                         | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |      3300 | NS      | $37210.56     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                               | ASR Nederland NV                                       | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       153 | NS      | $10162.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley plc                                    | Beazley plc                                            | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |        44 | NS      | $518.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                              | Taylor Wimpey plc                                      | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |      3407 | NS      | $4584.07      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva plc                                      | Aviva plc                                              | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |      1296 | NS      | $11073.03     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG (Registered)                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      2270 | NS      | $74765.95     | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                           | Henkel AG & Co. KGaA (Preference)                      | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |       761 | NS      | $58642.01     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer