# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0002071691-26-007314
**Filing Date:** 2026-3
**Character Count:** 115695
**Document Hash:** e3542d76ea4765378bb81f5f8d2a0396
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007314.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0002071691-26-007314

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**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:** 26803306

**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 Aware 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:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13301446.35

**Total Liabilities:** $370243.94

**Net Assets:** $12931202.41

**Cash Not Reported:** $1370.12

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000220887 | 0.66%                | 3.08%                | 5.12%                |
| Class ID C000220889 | 0.59%                | 3.10%                | 5.12%                |
| Class ID C000220888 | 0.66%                | 3.10%                | 5.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $68640.36                | $-5995.41                                  |
| Month 2  | $78325.25                | $289784.21                                 |
| Month 3  | $186147.00               | $432705.52                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SKF AB                                         | SKF AB, Class B                                            | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |       109 | NS      | $2849.99      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                   | Mizuho Financial Group, Inc.                               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      1500 | NS      | $65126.91     | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                              | Mitsui & Co. Ltd.                                          | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      3200 | NS      | $104528.13    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                    | Euronext NV                                                | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |        45 | NS      | $6302.42      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Krone                                | Norwegian Krone                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |         1 | OU      | $0.09         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                   | Experian plc                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      1797 | NS      | $68060.91     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                           | SoftBank Group Corp.                                       | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |      1800 | NS      | $49153.30     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                   | Evolution AB                                               | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        45 | NS      | $2923.25      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                             | T&D Holdings, Inc.                                         | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |       300 | NS      | $7409.70      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG  | Muenchener Rueckversicherungs-Gesellschaft AG (Registered) | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |        91 | NS      | $55152.97     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                        | Siemens Healthineers AG                                    | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |        18 | NS      | $898.45       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                 | Rio Tinto Ltd.                                             | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |       131 | NS      | $13648.21     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                   | Mirvac Group                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3266 | NS      | $4535.71      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                  | Daiwa House Industry Co. Ltd.                              | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |      2600 | NS      | $88592.58     | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                   | Unilever plc                                               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       116 | NS      | $7861.18      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                | Advantest Corp.                                            | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       600 | NS      | $99231.95     | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA           | Infrastrutture Wireless Italiane SpA                       | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |       714 | NS      | $6312.24      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                            | Ajinomoto Co., Inc.                                        | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |       800 | NS      | $18301.47     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Yen                                            | Yen                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | JP        |        -3 | OU      | $-0.02        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Indutrade AB                                   | Indutrade AB                                               | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |        39 | NS      | $915.54       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta plc                                | Antofagasta plc                                            | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |      1107 | NS      | $54853.53     | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                               | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      1408 | NS      | $41523.23     | 0.32%             |  |  |  | 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             |  | CORP              | ES        |       492 | NS      | $270.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                    | NN Group NV                                                | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       170 | NS      | $13475.44     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                           | ENEOS Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      7000 | NS      | $59163.42     | 0.46%             |  |  |  | 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        |       861 | NS      | $26098.12     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                               | Sony Group Corp.                                           | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      7900 | NS      | $174178.48    | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo OYJ                                      | Sampo OYJ, Class A                                         | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |      1320 | NS      | $14721.05     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                       | CSL Ltd.                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |       329 | NS      | $41457.24     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                      | Link REIT                                                  | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |      3100 | NS      | $14253.07     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                       | Adyen NV                                                   | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        11 | NS      | $16311.29     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                    | Informa plc                                                | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |      2411 | NS      | $29095.51     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                 | Commonwealth Bank of Australia                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |       307 | NS      | $31780.91     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                            | Amadeus IT Group SA                                        | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |       235 | NS      | $15755.97     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                         | Julius Baer Group Ltd.                                     | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |        14 | NS      | $1169.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma plc                                      | Halma plc                                                  | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |       193 | NS      | $9373.73      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                      | Danone SA                                                  | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |       651 | NS      | $51012.33     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                      | Sanofi SA                                                  | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      1249 | NS      | $117810.35    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.             | Oversea-Chinese Banking Corp. Ltd.                         | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |      1900 | NS      | $31710.15     | 0.25%             |  |  |  | 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        |      1100 | NS      | $19544.15     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                 | Fortescue Ltd.                                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |      3374 | NS      | $48858.45     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                        | GSK plc                                                    | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      2091 | NS      | $54076.73     | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                         | Koninklijke Philips NV                                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |       645 | NS      | $18521.71     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                      | Logitech International SA (Registered)                     | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |       368 | NS      | $31703.98     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                    | Swedbank AB, Class A                                       | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       678 | NS      | $26360.82     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                      | Recruit Holdings Co. Ltd.                                  | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       800 | NS      | $42139.03     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                        | Kirin Holdings Co. Ltd.                                    | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      1200 | NS      | $18656.71     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                      | adidas AG                                                  | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        24 | NS      | $4255.29      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                     | Entain plc                                                 | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |        56 | NS      | $464.58       | 0.00%             |  |  |  | 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        |      2100 | NS      | $18467.70     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                  | JB Hi-Fi Ltd.                                              | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |       249 | NS      | $14028.79     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                          | Sonic Healthcare Ltd.                                      | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |       440 | NS      | $7036.40      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Danish Krone                                   | Danish Krone                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       801 | OU      | $127.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group plc                              | Compass Group plc                                          | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      1861 | NS      | $55802.90     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                              | Nitto Denko Corp.                                          | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |       100 | NS      | $2222.33      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                             | Vodafone Group plc                                         | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     68663 | NS      | $101121.82    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Dollar                             | New Zealand Dollar                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |       137 | OU      | $82.58        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares      | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |      2068 | NS      | $2068.94      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                         | Mercedes-Benz Group AG                                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      1017 | NS      | $69506.10     | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                            | EssilorLuxottica SA                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |        49 | NS      | $14979.10     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                       | Svenska Handelsbanken AB, Class A                          | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |        49 | NS      | $772.49       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                      | Argenx SE                                                  | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        29 | NS      | $24388.17     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                   | Barclays plc                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     23695 | NS      | $158142.03    | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                       | Lloyds Banking Group plc                                   | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |     13827 | NS      | $20646.54     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                  | Swedish Krona                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |         1 | OU      | $0.10         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                 | BNP Paribas SA                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1148 | NS      | $124136.17    | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                       | Accelleron Industries AG                                   | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |        16 | NS      | $1532.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                              | Sonova Holding AG (Registered)                             | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       121 | NS      | $33115.70     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                   | Iberdrola SA                                               | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |        83 | NS      | $1866.07      | 0.01%             |  |  |  | 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        |      1600 | NS      | $53438.08     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                         | Cie de Saint-Gobain SA                                     | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       151 | NS      | $14904.53     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                    | Pandora A/S                                                | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |       533 | NS      | $43142.96     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                               | Deutsche Post AG                                           | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |       836 | NS      | $46756.24     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale               | Terna - Rete Elettrica Nazionale                           | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |       462 | NS      | $5006.38      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                  | Shimizu Corp.                                              | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |      1400 | NS      | $24862.49     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                       | Ipsen SA                                                   | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |       218 | NS      | $35613.66     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG         | Chocoladefabriken Lindt & Spruengli AG                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |         1 | NS      | $14371.48     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group, Inc.                             | Dentsu Group, Inc.                                         | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |       500 | NS      | $9705.78      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                   | Unilever plc                                               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       574 | NS      | $39105.95     | 0.30%             |  |  |  | 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        |       600 | NS      | $15286.55     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                      | Thales SA                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       153 | NS      | $46837.27     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                   | UBS Group AG (Registered)                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      2434 | NS      | $115165.68    | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                     | Hexagon AB, Class B                                        | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |       308 | NS      | $3472.71      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove plc                                  | Rightmove plc                                              | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |       256 | NS      | $1732.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                        | Eni SpA                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      3522 | NS      | $71986.63     | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                       | Vinci SA                                                   | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       241 | NS      | $34652.12     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd.                            | Contact Energy Ltd.                                        | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | EC               | CORP              | NZ        |      1072 | NS      | $6041.62      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                             | Publicis Groupe SA                                         | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |       322 | NS      | $32183.35     | 0.25%             |  |  |  | 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        |       153 | NS      | $98746.91     | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                       | Panasonic Holdings Corp.                                   | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |       800 | NS      | $10968.56     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                       | RELX plc                                                   | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       411 | NS      | $14570.78     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                           | Schindler Holding AG                                       | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |        43 | NS      | $16591.23     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                             | Koninklijke KPN NV                                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |       730 | NS      | $3575.18      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                       | QBE Insurance Group Ltd.                                   | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |       372 | NS      | $5098.55      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                      | Airbus SE                                                  | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        58 | NS      | $13279.10     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                        | Daiichi Sankyo Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      2700 | NS      | $49463.00     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                     | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      3113 | NS      | $141950.13    | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                          | Schneider Electric SE                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |       172 | NS      | $49312.74     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                            | Tokyo Electron Ltd.                                        | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |       400 | NS      | $106583.63    | 0.82%             |  |  |  | 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        |       878 | NS      | $21106.53     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                 | Rheinmetall AG                                             | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |        27 | NS      | $57208.89     | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                     | Scout24 SE                                                 | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |       103 | NS      | $10254.82     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                       | Hermes International SCA                                   | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        28 | NS      | $67367.99     | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                | Telefonaktiebolaget LM Ericsson, Class B                   | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      2617 | NS      | $28342.54     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                          | Resona Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |      1800 | NS      | $20988.25     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                   | Hitachi Ltd.                                               | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      4600 | NS      | $159620.63    | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     14449 | NS      | $184485.84    | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                       | Enel SpA                                                   | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      5971 | NS      | $65970.96     | 0.51%             |  |  |  | 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      | $2618.09      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                 | Eisai Co. Ltd.                                             | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |       100 | NS      | $2787.94      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co. Ltd.                     | Sumitomo Chemical Co. Ltd.                                 | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |     10500 | NS      | $31942.32     | 0.25%             |  |  |  | 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        |      1610 | NS      | $95600.58     | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                 | Air Liquide SA                                             | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       154 | NS      | $28838.42     | 0.22%             |  |  |  | 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        |       100 | NS      | $3097.21      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                        | A2A SpA                                                    | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |      3109 | NS      | $9379.24      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corp.                                    | Nidec Corp.                                                | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       200 | NS      | $2860.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                   | Daiwa Securities Group, Inc.                               | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |      1900 | NS      | $18514.34     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                        | Aristocrat Leisure Ltd.                                    | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      2161 | NS      | $80280.59     | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                              | Wolters Kluwer NV                                          | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       669 | NS      | $62821.18     | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                   | GEA Group AG                                               | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       497 | NS      | $35536.92     | 0.27%             |  |  |  | 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        |        96 | NS      | $5289.54      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                      | Tesco plc                                                  | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      6767 | NS      | $39375.83     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd.                                      | Nova Ltd.                                                  | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |        13 | NS      | $6345.89      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                                    | FANUC Corp.                                                | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       500 | NS      | $20077.30     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                   | Iberdrola SA                                               | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      6092 | NS      | $136964.92    | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                     | AddTech AB, Class B                                        | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |        60 | NS      | $1948.14      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                 | Commerzbank AG                                             | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |       653 | NS      | $26841.39     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                       | Snam SpA                                                   | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |      2491 | NS      | $17119.87     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                   | 3i Group plc                                               | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |        29 | NS      | $1332.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                        | Fast Retailing Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |       100 | NS      | $38153.30     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                         | BP plc                                                     | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      4442 | NS      | $28164.76     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                    | Swiss Franc                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |         0 | OU      | $0.58         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                      | Orkla ASA                                                  | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |      1441 | NS      | $17145.54     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.              | Singapore Telecommunications Ltd.                          | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |      1300 | NS      | $4691.30      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                         | EDP SA                                                     | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |      8362 | NS      | $42758.66     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                           | ASM International NV                                       | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |        35 | NS      | $29394.19     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                      | Enagas SA                                                  | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |       505 | NS      | $8311.59      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent, Inc.                               | CyberAgent, Inc.                                           | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |      2500 | NS      | $22680.23     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                     | Legrand SA                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       170 | NS      | $27141.86     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                      | Israel Discount Bank Ltd., Class A                         | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       714 | NS      | $8411.89      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                   | Telia Co. AB                                               | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      1474 | NS      | $6733.91      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                             | Computershare Ltd.                                         | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |       469 | NS      | $10651.26     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group plc                             | Intertek Group plc                                         | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |       822 | NS      | $50427.79     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                | Wesfarmers Ltd.                                            | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |       980 | NS      | $56532.84     | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                      | BlackRock Liquidity Funds, T-Fund, Institutional Class     | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    291402 | NS      | $291402.30    | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                               | DSM-Firmenich AG                                           | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |       652 | NS      | $51412.55     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                            | Societe Generale SA                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       344 | NS      | $30144.55     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd.                         | Genting Singapore Ltd.                                     | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |      1100 | NS      | $635.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                       | ABB Ltd. (Registered)                                      | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |      2165 | NS      | $186402.37    | 1.44%             |  |  |  | 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        |       445 | NS      | $49636.24     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                                | BAE Systems plc                                            | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      3134 | NS      | $85078.53     | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                | Danske Bank A/S                                            | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |        11 | NS      | $560.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                          | IG Group Holdings plc                                      | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |      1045 | NS      | $19386.89     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                      | Kao Corp.                                                  | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |       400 | NS      | $16001.00     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia OYJ                                      | Nokia OYJ                                                  | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |      2579 | NS      | $16611.12     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                | ASML Holding NV                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       296 | NS      | $424436.19    | 3.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                           | Sage Group plc (The)                                       | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |      2419 | NS      | $31720.84     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                   | Leonardo SpA                                               | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |       209 | NS      | $13966.77     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                        | DBS Group Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      2200 | NS      | $102261.18    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                    | Canon, Inc.                                                | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       300 | NS      | $9131.66      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                        | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      8602 | NS      | $60896.93     | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                 | BHP Group Ltd.                                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      5808 | NS      | $200041.25    | 1.55%             |  |  |  | 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        |      2200 | NS      | $77418.99     | 0.60%             |  |  |  | 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        |       200 | NS      | $11026.22     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                              | Nintendo Co. Ltd.                                          | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       600 | NS      | $37155.34     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                         | SAP SE                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       698 | NS      | $139438.37    | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                     | CK Hutchison Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |       500 | NS      | $4031.65      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd.                                    | Worley Ltd.                                                | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |      4507 | NS      | $41921.95     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo plc                                     | Diageo plc                                                 | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |       524 | NS      | $12057.39     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                               | Hong Kong Dollar                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |         0 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Israeli Sheqel                             | New Israeli Sheqel                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |         0 | OU      | $0.05         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp.                                      | NEC Corp.                                                  | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      1200 | NS      | $40679.59     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp.                                       | LY Corp.                                                   | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      5900 | NS      | $15106.49     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                   | Taisei Corp.                                               | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |       100 | NS      | $9974.82      | 0.08%             |  |  |  | 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        |      6800 | NS      | $123150.50    | 0.95%             |  |  |  | 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      | $52999.09     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                      | Epiroc AB, Class B                                         | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        48 | NS      | $1196.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                           | Banca Mediolanum SpA                                       | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |        41 | NS      | $961.78       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey plc                            | Johnson Matthey plc                                        | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |       116 | NS      | $3751.19      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                    | Ono Pharmaceutical Co. Ltd.                                | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |      3300 | NS      | $49164.57     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                               | Bank Hapoalim BM                                           | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |      1121 | NS      | $27712.73     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                               | Mitsubishi Corp.                                           | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |      3000 | NS      | $79699.04     | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                            | Erste Group Bank AG                                        | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |        93 | NS      | $12090.83     | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Nomura Holdings, Inc.                          | Nomura Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |      5800 | NS      | $52561.57     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                   | Securitas AB, Class B                                      | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |       323 | NS      | $5341.42      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                     | Vonovia SE                                                 | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       892 | NS      | $26117.12     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                      | Holcim AG                                                  | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |       377 | NS      | $38856.97     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co. Ltd.           | SITC International Holdings Co. Ltd.                       | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |      1000 | NS      | $3734.18      | 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        |       437 | NS      | $2492.61      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                           | Macquarie Group Ltd.                                       | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |       887 | NS      | $130175.96    | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       446 | NS      | $202814.01    | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                     | Allianz SE (Registered)                                    | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       431 | NS      | $189778.86    | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                    | Denso Corp.                                                | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |      3100 | NS      | $43011.77     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                    | Aker BP ASA                                                | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |       634 | NS      | $18663.63     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                             | Credit Agricole SA                                         | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |      2314 | NS      | $50112.98     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                  | Assa Abloy AB, Class B                                     | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |       820 | NS      | $33155.82     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                         | SGS SA (Registered)                                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        82 | NS      | $9869.48      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Dollar                              | Australian Dollar                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | AU        |        -1 | OU      | $-0.49        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shell plc                                      | Shell plc                                                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      3999 | NS      | $153719.60    | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                 | Var Energi ASA                                             | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |      1833 | NS      | $6702.24      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                 | Nomura Research Institute Ltd.                             | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |       300 | NS      | $9126.12      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                            | Heineken Holding NV                                        | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |       465 | NS      | $34563.05     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        55 | NS      | $25416.67     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                       | Mowi ASA                                                   | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |        47 | NS      | $1083.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA             | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      2906 | NS      | $73764.96     | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                        | Veolia Environnement SA                                    | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |       394 | NS      | $14777.84     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.       | Pan Pacific International Holdings Corp.                   | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |      6200 | NS      | $36707.36     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                    | Tokio Marine Holdings, Inc.                                | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      1100 | NS      | $40999.81     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SEEK Ltd.                                      | SEEK Ltd.                                                  | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |      1905 | NS      | $27669.13     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                             | Toyota Motor Corp.                                         | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      3700 | NS      | $83862.37     | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                           | Henkel AG & Co. KGaA                                       | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |        60 | NS      | $4952.95      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                     | Genmab A/S                                                 | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |        55 | NS      | $17918.20     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp.                                   | Terumo Corp.                                               | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |      3100 | NS      | $40551.91     | 0.31%             |  |  |  | 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        |      1100 | NS      | $13236.10     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                  | Nemetschek SE                                              | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |       141 | NS      | $12319.79     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Dollar                               | Singapore Dollar                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |      5564 | OU      | $4373.74      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Convatec Group plc                             | Convatec Group plc                                         | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |      1941 | NS      | $6122.53      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                      | Zurich Insurance Group AG                                  | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        82 | NS      | $58336.60     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                        | Mitsui Fudosan Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |      5700 | NS      | $65361.36     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                  | UniCredit SpA                                              | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       830 | NS      | $72331.23     | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                         | Standard Chartered plc                                     | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |      1157 | NS      | $29603.50     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                | J Sainsbury plc                                            | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      5906 | NS      | $25878.41     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                 | Obayashi Corp.                                             | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |      1800 | NS      | $40631.98     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                          | Astellas Pharma, Inc.                                      | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |      4000 | NS      | $55639.59     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                     | Siemens AG (Registered)                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       545 | NS      | $164770.00    | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                           | Endeavour Mining plc                                       | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |        59 | NS      | $3358.18      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                             | Poste Italiane SpA                                         | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |       257 | NS      | $6768.92      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                     | Sandvik AB                                                 | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |      2998 | NS      | $118380.07    | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                 | REA Group Ltd.                                             | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |       250 | NS      | $32870.94     | 0.25%             |  |  |  | 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        |       492 | NS      | $55200.56     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                | AstraZeneca plc                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       978 | NS      | $182215.18    | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp.                                      | TDK Corp.                                                  | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |      1800 | NS      | $23225.81     | 0.18%             |  |  |  | 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        |       754 | NS      | $17614.47     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DMG Mori Co. Ltd.                              | DMG Mori Co. Ltd.                                          | CUSIP: N/A<br>LEI: 353800P4I3FIXTQV2E13       | Long             | EC               | CORP              | JP        |      1100 | NS      | $19413.08     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                               | Sands China Ltd.                                           | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |      3200 | NS      | $6944.90      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group plc                               | Smiths Group plc                                           | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |      1795 | NS      | $61643.59     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                            | MSCI EAFE E-Mini Index                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $7760.55      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                       | Otsuka Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $29934.19     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                     | ORIX Corp.                                                 | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |      1500 | NS      | $45713.10     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                           | Galp Energia SGPS SA, Class B                              | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |       246 | NS      | $4894.82      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                  | Rio Tinto plc                                              | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       723 | NS      | $65962.42     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                 | Unicharm Corp.                                             | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |      3100 | NS      | $18817.14     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                      | Safran SA                                                  | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       446 | NS      | $159351.98    | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                              | Trend Micro, Inc.                                          | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |       100 | NS      | $3922.80      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                                | Kerry Group plc, Class A                                   | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |        47 | NS      | $4177.92      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd.                                      | Nice Ltd.                                                  | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |       210 | NS      | $22212.54     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                    | Rational AG                                                | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |        27 | NS      | $21635.55     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                             | Elbit Systems Ltd.                                         | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |         8 | NS      | $5658.39      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                 | Techtronic Industries Co. Ltd.                             | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      2500 | NS      | $34128.75     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                 | SoftBank Corp.                                             | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     26100 | NS      | $35476.66     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                 | AIA Group Ltd.                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     14800 | NS      | $170754.74    | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                     | Skanska AB, Class B                                        | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |      1713 | NS      | $52027.60     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                  | Carlsberg A/S, Class B                                     | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |         6 | NS      | $815.69       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                               | TotalEnergies SE                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       738 | NS      | $53673.83     | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                        | Naturgy Energy Group SA                                    | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |      1301 | NS      | $40835.88     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone OYJ                                       | Kone OYJ, Class B                                          | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       893 | NS      | $64175.36     | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                       | Engie SA                                                   | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      1176 | NS      | $35111.17     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                      | Mizrahi Tefahot Bank Ltd.                                  | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |       373 | NS      | $29179.44     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                  | Telefonica SA                                              | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |      4773 | NS      | $19322.54     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                      | Nestle SA (Registered)                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      1641 | NS      | $156594.97    | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                              | Admiral Group plc                                          | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       192 | NS      | $7225.72      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                               | Coles Group Ltd.                                           | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |       887 | NS      | $13105.29     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                     | Japan Exchange Group, Inc.                                 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       100 | NS      | $1091.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                               | Coca-Cola HBC AG                                           | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |       213 | NS      | $11567.96     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                             | Smith & Nephew plc                                         | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |       409 | NS      | $6970.69      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                         | Yakult Honsha Co. Ltd.                                     | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |       500 | NS      | $8079.85      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                    | BOC Hong Kong Holdings Ltd.                                | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |      3000 | NS      | $15797.97     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                      | QIAGEN NV                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |       107 | NS      | $5673.06      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd.                                   | South32 Ltd.                                               | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |      4044 | NS      | $12810.86     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                         | Daikin Industries Ltd.                                     | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       100 | NS      | $11983.04     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp.                                   | Sysmex Corp.                                               | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |      3300 | NS      | $31225.48     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                    | Heineken NV                                                | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       670 | NS      | $55308.28     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                       | Tele2 AB, Class B                                          | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |      3390 | NS      | $62371.01     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                   | Fujitsu Ltd.                                               | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      3000 | NS      | $83357.35     | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                            | Deutsche Telekom AG (Registered)                           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      4140 | NS      | $138931.32    | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                    | Novartis AG (Registered)                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      1195 | NS      | $177301.93    | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                           | Sompo Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       600 | NS      | $20690.71     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                      | Prosus NV, Class N                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       381 | NS      | $21907.98     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                             | Anglo American plc                                         | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       602 | NS      | $27913.42     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                    | Swedish Orphan Biovitrum AB                                | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |        28 | NS      | $1063.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                                  | Keyence Corp.                                              | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       100 | NS      | $36686.05     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                              | Bureau Veritas SA                                          | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |       879 | NS      | $28297.07     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                       | Tryg A/S                                                   | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |       535 | NS      | $13002.11     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                              | Siemens Energy AG                                          | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       515 | NS      | $87745.75     | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                              | Industrivarden AB, Class A                                 | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        89 | NS      | $4449.15      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd.                                     | Orica Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3291 | NS      | $58626.56     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                          | Evolution Mining Ltd.                                      | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |      3937 | NS      | $37807.91     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                   | Capgemini SE                                               | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        50 | NS      | $7768.91      | 0.06%             |  |  |  | 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        |      2500 | NS      | $16613.11     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                             | Suzuki Motor Corp.                                         | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      1700 | NS      | $23179.63     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                                          | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     10131 | NS      | $178720.21    | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                   | Porsche Automobil Holding SE (Preference)                  | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |       734 | NS      | $31404.54     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                | Nordea Bank Abp                                            | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      2289 | NS      | $44224.42     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                         | UCB SA                                                     | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |        84 | NS      | $25596.96     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                     | L'Oreal SA                                                 | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |       244 | NS      | $112103.24    | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Autotrader Group plc                           | Autotrader Group plc                                       | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |      1831 | NS      | $13497.20     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                 | Continental AG                                             | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |       250 | NS      | $19672.33     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                           | EURO                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |         0 | OU      | $0.24         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                 | Pound Sterling                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      1454 | OU      | $1990.07      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher plc                                 | Kingfisher plc                                             | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |       334 | NS      | $1539.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Resources Ltd.                           | Regis Resources Ltd.                                       | CUSIP: N/A<br>LEI: 213800XH9YUXBLYBD749       | Long             | EC               | CORP              | AU        |      1952 | NS      | $10174.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                              | NatWest Group plc                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      4739 | NS      | $43194.96     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                      | Repsol SA                                                  | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |      2347 | NS      | $46238.50     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                            | Flughafen Zurich AG (Registered)                           | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |       112 | NS      | $34785.11     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc              | InterContinental Hotels Group plc                          | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       308 | NS      | $41610.89     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                       | Rolls-Royce Holdings plc                                   | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      8359 | NS      | $139737.20    | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                   | DNB Bank ASA                                               | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       831 | NS      | $23827.56     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                  | Murata Manufacturing Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      4900 | NS      | $99546.23     | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                   | Klepierre SA                                               | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |       608 | NS      | $23422.23     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                 | Amada Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |      1300 | NS      | $16653.86     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                               | ASR Nederland NV                                           | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       516 | NS      | $37477.45     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                      | United Overseas Bank Ltd.                                  | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |       100 | NS      | $3013.91      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                              | Taylor Wimpey plc                                          | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |        34 | NS      | $49.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva plc                                      | Aviva plc                                                  | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |       950 | NS      | $8281.97      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG (Registered)                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      1911 | NS      | $75410.18     | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                           | Henkel AG & Co. KGaA (Preference)                          | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |       324 | NS      | $28464.05     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer