# EDGAR Filing Document

**Accession Number:** 0001761055
**File Stem:** 0001410368-26-031826
**Filing Date:** 2026-3
**Character Count:** 354196
**Document Hash:** 87fb66a9675aaa8c4f702ea3da4160e4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031826.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031826

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20260430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23402
- **FILM NUMBER:** 26796003

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

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

## Series and Classes Contracts Data

### iShares Disciplined Volatility Equity Active ETF (Series ID: S000090467)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000257712 | iShares Disciplined Volatility Equity Active ETF |  |

## Nport-Ex

January 31, 2026

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

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

---

| |
|:---|
| **BlackRock ETF Trust** |
| • iShares Disciplined Volatility Equity Active ETF \| BDVL \| NASDAQ |

---

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

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

------

Schedule of Investments (unaudited)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

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

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

---

| | | |
|:---|:---|:---|
| *Security* | <br>*Shares*<br>| *Value* |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Australia — 0.1%** | **Australia — 0.1%** |  |
| Macquarie Group Ltd. | 9363 | &nbsp;&nbsp; $1374111 |
| **Belgium — 0.0%** | **Belgium — 0.0%** |  |
| UCB SA | 1647 | &nbsp;&nbsp; 501883 |
| **Brazil — 0.7%** | **Brazil — 0.7%** |  |
| MercadoLibre, Inc.<sup>(a)</sup> | 2050 | &nbsp;&nbsp; 4402969 |
| StoneCo Ltd., Class A<sup>(a)</sup> | 111020 | &nbsp;&nbsp; 1791863 |
| Vale SA, ADR | 238526 | &nbsp;&nbsp; 3833113 |
|  |  | &nbsp;&nbsp; 10027945 |
| **Canada — 0.4%** | **Canada — 0.4%** |  |
| Kinross Gold Corp. | 32148 | &nbsp;&nbsp; 1012379 |
| Waste Connections, Inc. | 21851 | &nbsp;&nbsp; 3662228 |
| WSP Global, Inc. | 6500 | &nbsp;&nbsp; 1256560 |
| Xenon Pharmaceuticals, Inc.<sup>(a)</sup> | 40 | &nbsp;&nbsp; 1640 |
|  |  | &nbsp;&nbsp; 5932807 |
| **China — 7.1%** | **China — 7.1%** |  |
| AAC Technologies Holdings, Inc. | 290000 | &nbsp;&nbsp; 1376639 |
| Accelink Technologies Co. Ltd., Class A | 78400 | &nbsp;&nbsp; 812797 |
| Airtac International Group | 118000 | &nbsp;&nbsp; 4270491 |
| Alibaba Group Holding Ltd., ADR | 6640 | &nbsp;&nbsp; 1125878 |
| ANTA Sports Products Ltd. | 325200 | &nbsp;&nbsp; 3248725 |
| Bank of China Ltd., Class H | 8813000 | &nbsp;&nbsp; 5262976 |
| Bilibili, Inc., ADR<sup>(a)(b)</sup> | 18824 | &nbsp;&nbsp; 640769 |
| BOC Hong Kong Holdings Ltd. | 119500 | &nbsp;&nbsp; 629285 |
| Bosideng International Holdings Ltd. | 992000 | &nbsp;&nbsp; 605414 |
| Cambricon Technologies Corp. Ltd., Class A<sup>(a)</sup> | 3923 | &nbsp;&nbsp; 708719 |
| &nbsp;&nbsp;&nbsp; Changzhou Xingyu Automotive Lighting Systems Co. <br> Ltd., Class A<br>| 28400 | &nbsp;&nbsp; 562950 |
| China Galaxy Securities Co. Ltd., Class H | 1929500 | &nbsp;&nbsp; 2594592 |
| China Hongqiao Group Ltd. | 528000 | &nbsp;&nbsp; 2414898 |
| China Overseas Land & Investment Ltd. | 1533500 | &nbsp;&nbsp; 2748360 |
| CITIC Ltd. | 621000 | &nbsp;&nbsp; 992470 |
| Contemporary Amperex Technology Co. Ltd., Class H | 35200 | &nbsp;&nbsp; 2196392 |
| Geely Automobile Holdings Ltd. | 2294000 | &nbsp;&nbsp; 4722182 |
| GF Securities Co. Ltd., Class A | 482400 | &nbsp;&nbsp; 1556989 |
| Great Wall Motor Co. Ltd., Class A | 891533 | &nbsp;&nbsp; 2649304 |
| Huaxia Bank Co. Ltd., Class A | 1774400 | &nbsp;&nbsp; 1616208 |
| Industrial & Commercial Bank of China Ltd., Class H | 2931000 | &nbsp;&nbsp; 2431254 |
| JD.com, Inc., Class A | 433700 | &nbsp;&nbsp; 6184836 |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A | 145200 | &nbsp;&nbsp; 1212360 |
| Kingsoft Corp. Ltd. | 441000 | &nbsp;&nbsp; 1691871 |
| Lenovo Group Ltd. | 2054000 | &nbsp;&nbsp; 2314269 |
| MINISO Group Holding Ltd. | 259200 | &nbsp;&nbsp; 1203626 |
| NARI Technology Co. Ltd., Class A | 259800 | &nbsp;&nbsp; 938096 |
| PetroChina Co. Ltd., Class H | 4588000 | &nbsp;&nbsp; 5450355 |
| PICC Property & Casualty Co. Ltd., Class H | 1170000 | &nbsp;&nbsp; 2422129 |
| Pop Mart International Group Ltd.<sup>(c)</sup> | 75000 | &nbsp;&nbsp; 2143991 |
| SAIC Motor Corp. Ltd., Class A | 2126950 | &nbsp;&nbsp; 4317035 |
| Shanjin International Gold Co. Ltd., Class A | 301200 | &nbsp;&nbsp; 1449230 |
| Shenzhou International Group Holdings Ltd. | 226400 | &nbsp;&nbsp; 1800640 |
| Sinotruk Hong Kong Ltd. | 166000 | &nbsp;&nbsp; 762302 |
| Sunny Optical Technology Group Co. Ltd. | 78500 | &nbsp;&nbsp; 629065 |
| Sunwoda Electronic Co. Ltd., Class A | 966684 | &nbsp;&nbsp; 3254869 |
| Tencent Holdings Ltd. | 38900 | &nbsp;&nbsp; 2989924 |
| Tingyi Cayman Islands Holding Corp. | 2644000 | &nbsp;&nbsp; 4007326 |
| Tongcheng Travel Holdings Ltd. | 379200 | &nbsp;&nbsp; 1127930 |
| Trip.com Group Ltd. | 27650 | &nbsp;&nbsp; 1697036 |
| Weichai Power Co. Ltd., Class H | 1164000 | &nbsp;&nbsp; 3945527 |
| Wuxi Biologics Cayman, Inc.<sup>(a)(c)</sup> | 267000 | &nbsp;&nbsp; 1263537 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **China (continued)** | **China (continued)** |  |
| XCMG Construction Machinery Co. Ltd., Class A | 1475093 | &nbsp;&nbsp; $2275784 |
| Yangzijiang Shipbuilding Holdings Ltd. | 1842800 | &nbsp;&nbsp; 4839767 |
| Yum China Holdings, Inc. | 80176 | &nbsp;&nbsp; 3986559 |
| Yutong Bus Co. Ltd., Class A | 179400 | &nbsp;&nbsp; 796411 |
|  |  | &nbsp;&nbsp; 105871767 |
| **Denmark — 0.1%** | **Denmark — 0.1%** |  |
| Ascendis Pharma A/S, ADR<sup>(a)</sup> | 4158 | &nbsp;&nbsp; 940124 |
| **Finland — 0.1%** | **Finland — 0.1%** |  |
| Kone OYJ, Class B | 25166 | &nbsp;&nbsp; 1808551 |
| **France — 1.2%** | **France — 1.2%** |  |
| Airbus SE | 38181 | &nbsp;&nbsp; 8741530 |
| Safran SA | 8437 | &nbsp;&nbsp; 3014465 |
| Sanofi SA | 3433 | &nbsp;&nbsp; 323813 |
| Thales SA | 20807 | &nbsp;&nbsp; 6369556 |
|  |  | &nbsp;&nbsp; 18449364 |
| **Germany — 0.5%** | **Germany — 0.5%** |  |
| Allianz SE, Registered Shares | 2702 | &nbsp;&nbsp; 1189749 |
| Deutsche Telekom AG, Registered Shares | 42596 | &nbsp;&nbsp; 1429448 |
| Siemens Energy AG<sup>(a)</sup> | 31549 | &nbsp;&nbsp; 5375319 |
|  |  | &nbsp;&nbsp; 7994516 |
| **Hong Kong — 0.7%** | **Hong Kong — 0.7%** |  |
| HKT Trust & HKT Ltd., Class SS | 3032000 | &nbsp;&nbsp; 4543816 |
| Techtronic Industries Co. Ltd. | 217500 | &nbsp;&nbsp; 2969201 |
| WH Group Ltd.<sup>(c)</sup> | 2368500 | &nbsp;&nbsp; 2795056 |
|  |  | &nbsp;&nbsp; 10308073 |
| **Ireland — 0.1%** | **Ireland — 0.1%** |  |
| AerCap Holdings NV | 6825 | &nbsp;&nbsp; 980480 |
| **Israel — 0.4%** | **Israel — 0.4%** |  |
| Teva Pharmaceutical Industries Ltd., ADR<sup>(a)</sup> | 164296 | &nbsp;&nbsp; 5599208 |
| **Italy — 0.1%** | **Italy — 0.1%** |  |
| Prysmian SpA | 3996 | &nbsp;&nbsp; 473299 |
| Wizz Air Holdings PLC<sup>(a)(c)</sup> | 29814 | &nbsp;&nbsp; 578254 |
|  |  | &nbsp;&nbsp; 1051553 |
| **Japan — 10.1%** | **Japan — 10.1%** |  |
| Advantest Corp. | 47300 | &nbsp;&nbsp; 7822780 |
| Asahi Kasei Corp. | 174300 | &nbsp;&nbsp; 1690886 |
| Astellas Pharma, Inc. | 438900 | &nbsp;&nbsp; 6105049 |
| Bridgestone Corp. | 154800 | &nbsp;&nbsp; 3485207 |
| Canon, Inc. | 300800 | &nbsp;&nbsp; 9156014 |
| Chubu Electric Power Co., Inc. | 78200 | &nbsp;&nbsp; 1136137 |
| Dai-ichi Life Holdings, Inc. | 285100 | &nbsp;&nbsp; 2507210 |
| Daiichi Sankyo Co. Ltd. | 167000 | &nbsp;&nbsp; 3059376 |
| Daiwa Securities Group, Inc. | 612000 | &nbsp;&nbsp; 5963562 |
| ENEOS Holdings, Inc. | 1375700 | &nbsp;&nbsp; 11627296 |
| FUJIFILM Holdings Corp. | 213100 | &nbsp;&nbsp; 4256728 |
| Idemitsu Kosan Co. Ltd. | 741700 | &nbsp;&nbsp; 6293517 |
| Japan Exchange Group, Inc. | 449200 | &nbsp;&nbsp; 4901768 |
| Japan Post Insurance Co. Ltd. | 133300 | &nbsp;&nbsp; 4128575 |
| Japan Tobacco, Inc. | 135300 | &nbsp;&nbsp; 4889967 |
| JX Advanced Metals Corp. | 82300 | &nbsp;&nbsp; 1331726 |
| Kajima Corp. | 38400 | &nbsp;&nbsp; 1566557 |
| KDDI Corp. | 811000 | &nbsp;&nbsp; 13692905 |
| Keyence Corp. | 10600 | &nbsp;&nbsp; 3888720 |
| Kioxia Holdings Corp.<sup>(a)</sup> | 3900 | &nbsp;&nbsp; 533466 |
| Kyocera Corp. | 44600 | &nbsp;&nbsp; 669125 |
| LY Corp. | 1460600 | &nbsp;&nbsp; 3739749 |
| Murata Manufacturing Co. Ltd. | 138800 | &nbsp;&nbsp; 2819798 |
| NIDEC Corp. | 285800 | &nbsp;&nbsp; 4088301 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** |  |
| NTT, Inc. | 1764100 | &nbsp;&nbsp; $1772707 |
| Obayashi Corp. | 85100 | &nbsp;&nbsp; 1920990 |
| Obic Co. Ltd. | 298600 | &nbsp;&nbsp; 8299273 |
| Olympus Corp. | 93400 | &nbsp;&nbsp; 1115617 |
| Osaka Gas Co. Ltd. | 52500 | &nbsp;&nbsp; 1970990 |
| Otsuka Holdings Co. Ltd. | 72600 | &nbsp;&nbsp; 4346444 |
| Ryohin Keikaku Co. Ltd. | 37200 | &nbsp;&nbsp; 741947 |
| Sanrio Co. Ltd. | 109400 | &nbsp;&nbsp; 3384665 |
| Secom Co. Ltd. | 94600 | &nbsp;&nbsp; 3465537 |
| SoftBank Corp. | 4543600 | &nbsp;&nbsp; 6175929 |
| Sompo Holdings, Inc. | 91700 | &nbsp;&nbsp; 3162230 |
| Subaru Corp. | 99200 | &nbsp;&nbsp; 2129641 |
| Suzuki Motor Corp. | 87600 | &nbsp;&nbsp; 1194432 |
| Terumo Corp. | 235300 | &nbsp;&nbsp; 3078018 |
|  |  | &nbsp;&nbsp; 152112839 |
| **Mexico — 0.3%** | **Mexico — 0.3%** |  |
| Grupo Financiero Banorte SAB de CV, Class O | 165493 | &nbsp;&nbsp; 1870934 |
| Wal-Mart de Mexico SAB de CV | 875188 | &nbsp;&nbsp; 2777405 |
|  |  | &nbsp;&nbsp; 4648339 |
| **Netherlands — 0.0%** | **Netherlands — 0.0%** |  |
| Argenx SE, ADR<sup>(a)</sup> | 894 | &nbsp;&nbsp; 751407 |
| **Peru — 0.0%** | **Peru — 0.0%** |  |
| Cia de Minas Buenaventura SAA, ADR | 48 | &nbsp;&nbsp; 1644 |
| **Saudi Arabia — 1.1%** | **Saudi Arabia — 1.1%** |  |
| Al Rajhi Bank | 63007 | &nbsp;&nbsp; 1799246 |
| Bank Al-Jazira<sup>(a)</sup> | 324850 | &nbsp;&nbsp; 1085037 |
| Co. for Cooperative Insurance | 18872 | &nbsp;&nbsp; 689328 |
| Elm Co. | 16380 | &nbsp;&nbsp; 3387865 |
| Etihad Etisalat Co. | 28270 | &nbsp;&nbsp; 531988 |
| Jarir Marketing Co. | 721587 | &nbsp;&nbsp; 2745150 |
| Saudi Arabian Oil Co.<sup>(c)</sup> | 328620 | &nbsp;&nbsp; 2259008 |
| Saudi Investment Bank | 158372 | &nbsp;&nbsp; 591077 |
| Saudi National Bank | 245180 | &nbsp;&nbsp; 2932459 |
| Saudi Tadawul Group Holding Co. | 20023 | &nbsp;&nbsp; 857892 |
|  |  | &nbsp;&nbsp; 16879050 |
| **Singapore — 0.2%** | **Singapore — 0.2%** |  |
| DBS Group Holdings Ltd. | 50400 | &nbsp;&nbsp; 2342711 |
| **South Africa — 0.0%** | **South Africa — 0.0%** |  |
| Vodacom Group Ltd. | 26835 | &nbsp;&nbsp; 250114 |
| **South Korea — 0.5%** | **South Korea — 0.5%** |  |
| Krafton, Inc.<sup>(a)</sup> | 8992 | &nbsp;&nbsp; 1578599 |
| KT&G Corp. | 33438 | &nbsp;&nbsp; 3575176 |
| LG Electronics, Inc. | 8607 | &nbsp;&nbsp; 590128 |
| Samsung Electronics Co. Ltd. | 13736 | &nbsp;&nbsp; 1517480 |
|  |  | &nbsp;&nbsp; 7261383 |
| **Sweden — 0.1%** | **Sweden — 0.1%** |  |
| Boliden AB<sup>(a)</sup> | 14811 | &nbsp;&nbsp; 1037165 |
| **Switzerland — 0.1%** | **Switzerland — 0.1%** |  |
| Partners Group Holding AG | 762 | &nbsp;&nbsp; 1039021 |
| **Taiwan — 2.7%** | **Taiwan — 2.7%** |  |
| Accton Technology Corp. | 128000 | &nbsp;&nbsp; 4475295 |
| Advantech Co. Ltd. | 159898 | &nbsp;&nbsp; 1508989 |
| Bizlink Holding, Inc. | 27000 | &nbsp;&nbsp; 1096504 |
| Chunghwa Telecom Co. Ltd. | 242000 | &nbsp;&nbsp; 1026187 |
| E.Sun Financial Holding Co. Ltd. | 3977000 | &nbsp;&nbsp; 4211380 |
| eMemory Technology, Inc. | 36000 | &nbsp;&nbsp; 2073418 |
| Far EasTone Telecommunications Co. Ltd. | 1256000 | &nbsp;&nbsp; 3533279 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Taiwan (continued)** | **Taiwan (continued)** |  |
| Hon Hai Precision Industry Co. Ltd. | 316000 | &nbsp;&nbsp; $2184325 |
| International Games System Co. Ltd. | 43000 | &nbsp;&nbsp; 976508 |
| MediaTek, Inc. | 25000 | &nbsp;&nbsp; 1386763 |
| Realtek Semiconductor Corp. | 359000 | &nbsp;&nbsp; 5492623 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 180000 | &nbsp;&nbsp; 9953263 |
| TS Financial Holding Co. Ltd. | 2760000 | &nbsp;&nbsp; 1983655 |
| United Microelectronics Corp. | 536000 | &nbsp;&nbsp; 1066508 |
|  |  | &nbsp;&nbsp; 40968697 |
| **United Kingdom — 0.3%** | **United Kingdom — 0.3%** |  |
| NatWest Group PLC | 501189 | &nbsp;&nbsp; 4568228 |
| **United States — 69.3%** | **United States — 69.3%** |  |
| Abbott Laboratories | 62774 | &nbsp;&nbsp; 6861198 |
| AbbVie, Inc. | 3901 | &nbsp;&nbsp; 869962 |
| Accenture PLC, Class A | 27222 | &nbsp;&nbsp; 7176808 |
| Adobe, Inc.<sup>(a)</sup> | 41038 | &nbsp;&nbsp; 12034393 |
| Advanced Micro Devices, Inc.<sup>(a)</sup> | 2461 | &nbsp;&nbsp; 582593 |
| Aflac, Inc. | 31145 | &nbsp;&nbsp; 3455538 |
| Airbnb, Inc., Class A<sup>(a)</sup> | 41018 | &nbsp;&nbsp; 5306499 |
| Alnylam Pharmaceuticals, Inc.<sup>(a)</sup> | 8765 | &nbsp;&nbsp; 2963096 |
| Alphabet, Inc., Class C | 51124 | &nbsp;&nbsp; 17307008 |
| Altria Group, Inc. | 109821 | &nbsp;&nbsp; 6807804 |
| Amazon.com, Inc.<sup>(a)</sup> | 95224 | &nbsp;&nbsp; 22787103 |
| Ameren Corp. | 44896 | &nbsp;&nbsp; 4636859 |
| American Water Works Co., Inc. | 30480 | &nbsp;&nbsp; 3935882 |
| Amphenol Corp., Class A | 77409 | &nbsp;&nbsp; 11153089 |
| Analog Devices, Inc. | 3111 | &nbsp;&nbsp; 967148 |
| Apple, Inc. | 6917 | &nbsp;&nbsp; 1794823 |
| Arch Capital Group Ltd.<sup>(a)</sup> | 94364 | &nbsp;&nbsp; 9062719 |
| Atmos Energy Corp. | 27510 | &nbsp;&nbsp; 4576013 |
| Autodesk, Inc.<sup>(a)</sup> | 14449 | &nbsp;&nbsp; 3653719 |
| AutoNation, Inc.<sup>(a)</sup> | 4520 | &nbsp;&nbsp; 926510 |
| AutoZone, Inc.<sup>(a)</sup> | 2255 | &nbsp;&nbsp; 8353174 |
| Axsome Therapeutics, Inc.<sup>(a)</sup> | 6582 | &nbsp;&nbsp; 1212733 |
| Bank of America Corp. | 68835 | &nbsp;&nbsp; 3662022 |
| Berkshire Hathaway, Inc., Class B<sup>(a)</sup> | 17490 | &nbsp;&nbsp; 8404470 |
| Best Buy Co., Inc. | 26856 | &nbsp;&nbsp; 1748326 |
| Boeing Co.<sup>(a)</sup> | 18352 | &nbsp;&nbsp; 4289229 |
| Booking Holdings, Inc. | 2007 | &nbsp;&nbsp; 10038693 |
| Bristol-Myers Squibb Co. | 78352 | &nbsp;&nbsp; 4313278 |
| Broadcom, Inc. | 22089 | &nbsp;&nbsp; 7318086 |
| Cadence Design Systems, Inc.<sup>(a)</sup> | 16264 | &nbsp;&nbsp; 4819999 |
| Cardinal Health, Inc. | 3564 | &nbsp;&nbsp; 765832 |
| CDW Corp. | 17205 | &nbsp;&nbsp; 2174540 |
| Cencora, Inc. | 11367 | &nbsp;&nbsp; 4083254 |
| Centene Corp.<sup>(a)</sup> | 25201 | &nbsp;&nbsp; 1091707 |
| Charter Communications, Inc., Class A<sup>(a)(b)</sup> | 40929 | &nbsp;&nbsp; 8436285 |
| Chubb Ltd. | 32435 | &nbsp;&nbsp; 10040579 |
| Church & Dwight Co., Inc. | 41409 | &nbsp;&nbsp; 3985616 |
| Cisco Systems, Inc. | 171686 | &nbsp;&nbsp; 13446447 |
| Clean Harbors, Inc.<sup>(a)</sup> | 4058 | &nbsp;&nbsp; 1054715 |
| CMS Energy Corp. | 56998 | &nbsp;&nbsp; 4074787 |
| Coca-Cola Co. | 110144 | &nbsp;&nbsp; 8239873 |
| Comfort Systems USA, Inc. | 712 | &nbsp;&nbsp; 813175 |
| Consolidated Edison, Inc. | 109004 | &nbsp;&nbsp; 11623096 |
| Costco Wholesale Corp. | 13733 | &nbsp;&nbsp; 12912453 |
| Delta Air Lines, Inc. | 23836 | &nbsp;&nbsp; 1570554 |
| Devon Energy Corp. | 85038 | &nbsp;&nbsp; 3419378 |
| Docusign, Inc.<sup>(a)</sup> | 42805 | &nbsp;&nbsp; 2248975 |
| Dollar General Corp. | 55148 | &nbsp;&nbsp; 7909878 |
| Domino's Pizza, Inc. | 3675 | &nbsp;&nbsp; 1507963 |
| Duke Energy Corp. | 135442 | &nbsp;&nbsp; 16435887 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **United States (continued)** | **United States (continued)** |  |
| Eaton Corp. PLC | 10621 | &nbsp;&nbsp; $3732432 |
| eBay, Inc. | 77747 | &nbsp;&nbsp; 7092081 |
| Edwards Lifesciences Corp.<sup>(a)</sup> | 27456 | &nbsp;&nbsp; 2233820 |
| Elevance Health, Inc. | 14974 | &nbsp;&nbsp; 5177111 |
| EMCOR Group, Inc. | 3220 | &nbsp;&nbsp; 2320751 |
| Exelon Corp. | 66007 | &nbsp;&nbsp; 2955793 |
| F5, Inc.<sup>(a)</sup> | 13257 | &nbsp;&nbsp; 3653762 |
| Fair Isaac Corp.<sup>(a)</sup> | 1960 | &nbsp;&nbsp; 2867813 |
| FedEx Corp. | 9549 | &nbsp;&nbsp; 3077165 |
| Fifth Third Bancorp | 33525 | &nbsp;&nbsp; 1683625 |
| Flex Ltd.<sup>(a)</sup> | 88154 | &nbsp;&nbsp; 5557228 |
| Ford Motor Co. | 753185 | &nbsp;&nbsp; 10454208 |
| Fortinet, Inc.<sup>(a)</sup> | 43904 | &nbsp;&nbsp; 3567639 |
| Freeport-McMoRan, Inc. | 96974 | &nbsp;&nbsp; 5840744 |
| Gartner, Inc.<sup>(a)</sup> | 7701 | &nbsp;&nbsp; 1614207 |
| GE Vernova, Inc. | 3484 | &nbsp;&nbsp; 2530673 |
| General Electric Co. | 6824 | &nbsp;&nbsp; 2093535 |
| Gilead Sciences, Inc. | 83434 | &nbsp;&nbsp; 11843456 |
| GoDaddy, Inc., Class A<sup>(a)</sup> | 44763 | &nbsp;&nbsp; 4499577 |
| Halliburton Co. | 23928 | &nbsp;&nbsp; 802067 |
| HEICO Corp., Class A | 4226 | &nbsp;&nbsp; 1075897 |
| Hershey Co. | 35312 | &nbsp;&nbsp; 6877012 |
| Holcim AG | 25960 | &nbsp;&nbsp; 2675667 |
| Honeywell International, Inc. | 9455 | &nbsp;&nbsp; 2151202 |
| Howmet Aerospace, Inc. | 56825 | &nbsp;&nbsp; 11824146 |
| HubSpot, Inc.<sup>(a)</sup> | 6818 | &nbsp;&nbsp; 1909040 |
| Humana, Inc. | 6283 | &nbsp;&nbsp; 1226442 |
| Illinois Tool Works, Inc. | 35531 | &nbsp;&nbsp; 9282829 |
| Incyte Corp.<sup>(a)</sup> | 63785 | &nbsp;&nbsp; 6382965 |
| Insmed, Inc.<sup>(a)</sup> | 21383 | &nbsp;&nbsp; 3354351 |
| Insulet Corp.<sup>(a)</sup> | 9810 | &nbsp;&nbsp; 2509496 |
| Intel Corp.<sup>(a)</sup> | 132991 | &nbsp;&nbsp; 6180092 |
| Interactive Brokers Group, Inc., Class A | 18903 | &nbsp;&nbsp; 1415457 |
| International Business Machines Corp. | 5222 | &nbsp;&nbsp; 1601587 |
| Intuit, Inc. | 16303 | &nbsp;&nbsp; 8133893 |
| Intuitive Surgical, Inc.<sup>(a)</sup> | 9657 | &nbsp;&nbsp; 4869253 |
| Jabil, Inc. | 8710 | &nbsp;&nbsp; 2065925 |
| Johnson & Johnson | 88483 | &nbsp;&nbsp; 20107762 |
| JPMorgan Chase & Co. | 24867 | &nbsp;&nbsp; 7606567 |
| Keurig Dr. Pepper, Inc. | 356346 | &nbsp;&nbsp; 9778134 |
| Lam Research Corp. | 62744 | &nbsp;&nbsp; 14648214 |
| Las Vegas Sands Corp. | 38794 | &nbsp;&nbsp; 2045608 |
| Lockheed Martin Corp. | 16455 | &nbsp;&nbsp; 10436090 |
| Lululemon Athletica, Inc.<sup>(a)(b)</sup> | 23826 | &nbsp;&nbsp; 4157637 |
| Marsh & McLennan Cos., Inc. | 51143 | &nbsp;&nbsp; 9624601 |
| Marvell Technology, Inc. | 40 | &nbsp;&nbsp; 3157 |
| Masimo Corp.<sup>(a)</sup> | 50085 | &nbsp;&nbsp; 6878173 |
| MasTec, Inc.<sup>(a)</sup> | 4245 | &nbsp;&nbsp; 1020838 |
| Mastercard, Inc., Class A | 12106 | &nbsp;&nbsp; 6522592 |
| McDonald's Corp. | 25519 | &nbsp;&nbsp; 8038485 |
| McKesson Corp. | 12259 | &nbsp;&nbsp; 10189803 |
| Merck & Co., Inc. | 6922 | &nbsp;&nbsp; 763289 |
| Meta Platforms, Inc., Class A | 17988 | &nbsp;&nbsp; 12888402 |
| Micron Technology, Inc. | 1728 | &nbsp;&nbsp; 716913 |
| Microsoft Corp. | 52478 | &nbsp;&nbsp; 22580759 |
| Monolithic Power Systems, Inc. | 5282 | &nbsp;&nbsp; 5937760 |
| Monster Beverage Corp.<sup>(a)(b)</sup> | 23111 | &nbsp;&nbsp; 1866444 |
| Moody's Corp. | 2256 | &nbsp;&nbsp; 1163103 |
| Motorola Solutions, Inc. | 40352 | &nbsp;&nbsp; 16243294 |
| MSCI, Inc., Class A | 5880 | &nbsp;&nbsp; 3582214 |
| Mueller Industries, Inc. | 14348 | &nbsp;&nbsp; 1953337 |
| NetApp, Inc. | 63498 | &nbsp;&nbsp; 6118032 |
| Netflix, Inc.<sup>(a)</sup> | 76915 | &nbsp;&nbsp; 6421633 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **United States (continued)** | **United States (continued)** |  |
| Neurocrine Biosciences, Inc.<sup>(a)</sup> | 14109 | &nbsp;&nbsp; $1919671 |
| Newmont Corp. | 12501 | &nbsp;&nbsp; 1404487 |
| Northern Trust Corp. | 25533 | &nbsp;&nbsp; 3815396 |
| Northrop Grumman Corp. | 4359 | &nbsp;&nbsp; 3017561 |
| Nucor Corp. | 24 | &nbsp;&nbsp; 4265 |
| NVIDIA Corp. | 100939 | &nbsp;&nbsp; 19292471 |
| Omnicom Group, Inc. | 58426 | &nbsp;&nbsp; 4501139 |
| Otis Worldwide Corp. | 121538 | &nbsp;&nbsp; 10381776 |
| Palo Alto Networks, Inc.<sup>(a)</sup> | 5601 | &nbsp;&nbsp; 991209 |
| PepsiCo, Inc. | 118571 | &nbsp;&nbsp; 18216063 |
| Pfizer, Inc. | 240 | &nbsp;&nbsp; 6346 |
| PNC Financial Services Group, Inc. | 24172 | &nbsp;&nbsp; 5397608 |
| Principal Financial Group, Inc. | 38207 | &nbsp;&nbsp; 3618967 |
| Procter & Gamble Co. | 128435 | &nbsp;&nbsp; 19492580 |
| Progressive Corp. | 56224 | &nbsp;&nbsp; 11694592 |
| Prologis, Inc. | 76090 | &nbsp;&nbsp; 9934310 |
| Prudential Financial, Inc. | 29974 | &nbsp;&nbsp; 3330411 |
| Qnity Electronics, Inc. | 62054 | &nbsp;&nbsp; 5968354 |
| Regeneron Pharmaceuticals, Inc. | 7728 | &nbsp;&nbsp; 5729926 |
| Republic Services, Inc. | 22248 | &nbsp;&nbsp; 4785322 |
| ResMed, Inc. | 24 | &nbsp;&nbsp; 6199 |
| Robinhood Markets, Inc., Class A<sup>(a)(b)</sup> | 36109 | &nbsp;&nbsp; 3592123 |
| Rocket Cos., Inc., Class A | 170565 | &nbsp;&nbsp; 3058230 |
| Roper Technologies, Inc. | 32626 | &nbsp;&nbsp; 12111750 |
| Royalty Pharma PLC, Class A | 18067 | &nbsp;&nbsp; 753033 |
| RTX Corp. | 6589 | &nbsp;&nbsp; 1323928 |
| S&P Global, Inc. | 9693 | &nbsp;&nbsp; 5115868 |
| Salesforce, Inc. | 22927 | &nbsp;&nbsp; 4867173 |
| ServiceNow, Inc.<sup>(a)</sup> | 108170 | &nbsp;&nbsp; 12656972 |
| Snap, Inc., Class A<sup>(a)</sup> | 633042 | &nbsp;&nbsp; 4386981 |
| Snowflake, Inc., Class A<sup>(a)</sup> | 5 | &nbsp;&nbsp; 963 |
| Soleno Therapeutics, Inc.<sup>(a)</sup> | 30 | &nbsp;&nbsp; 1157 |
| Southern Co. | 159435 | &nbsp;&nbsp; 14239140 |
| State Street Corp. | 10136 | &nbsp;&nbsp; 1326397 |
| STERIS PLC | 4961 | &nbsp;&nbsp; 1302759 |
| Stryker Corp. | 30031 | &nbsp;&nbsp; 11098256 |
| Synchrony Financial | 30612 | &nbsp;&nbsp; 2223350 |
| Take-Two Interactive Software, Inc.<sup>(a)</sup> | 9808 | &nbsp;&nbsp; 2160702 |
| Tapestry, Inc. | 17796 | &nbsp;&nbsp; 2258490 |
| Target Corp. | 13939 | &nbsp;&nbsp; 1470146 |
| TD SYNNEX Corp. | 15098 | &nbsp;&nbsp; 2395600 |
| Tesla, Inc.<sup>(a)</sup> | 3567 | &nbsp;&nbsp; 1535272 |
| TJX Cos., Inc. | 42021 | &nbsp;&nbsp; 6295166 |
| T-Mobile U.S., Inc. | 78963 | &nbsp;&nbsp; 15572293 |
| Tractor Supply Co. | 80 | &nbsp;&nbsp; 4070 |
| Trane Technologies PLC | 20412 | &nbsp;&nbsp; 8584879 |
| TransDigm Group, Inc. | 2986 | &nbsp;&nbsp; 4262634 |
| Travelers Cos., Inc. | 11698 | &nbsp;&nbsp; 3328198 |
| Tyler Technologies, Inc.<sup>(a)</sup> | 25730 | &nbsp;&nbsp; 9504662 |
| United Therapeutics Corp.<sup>(a)</sup> | 8 | &nbsp;&nbsp; 3756 |
| Universal Health Services, Inc., Class B | 8284 | &nbsp;&nbsp; 1667238 |
| Veeva Systems, Inc., Class A<sup>(a)</sup> | 19102 | &nbsp;&nbsp; 3895280 |
| Ventas, Inc. | 100654 | &nbsp;&nbsp; 7817796 |
| VeriSign, Inc. | 7087 | &nbsp;&nbsp; 1730858 |
| Verisk Analytics, Inc. | 14703 | &nbsp;&nbsp; 3197314 |
| Verizon Communications, Inc. | 467713 | &nbsp;&nbsp; 20822583 |
| Vertex Pharmaceuticals, Inc.<sup>(a)</sup> | 23346 | &nbsp;&nbsp; 10970285 |
| Vertiv Holdings Co., Class A | 28671 | &nbsp;&nbsp; 5337967 |
| Viking Holdings Ltd.<sup>(a)</sup> | 9998 | &nbsp;&nbsp; 721356 |
| Visa, Inc., Class A | 26005 | &nbsp;&nbsp; 8369189 |
| Walt Disney Co. | 43273 | &nbsp;&nbsp; 4881194 |
| Warner Bros Discovery, Inc., Class A<sup>(a)</sup> | 606 | &nbsp;&nbsp; 16689 |
| Waste Management, Inc. | 46741 | &nbsp;&nbsp; 10387720 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **United States (continued)** | **United States (continued)** |  |
| WEC Energy Group, Inc. | 76229 | &nbsp;&nbsp; $8436263 |
| Wells Fargo & Co. | 80 | &nbsp;&nbsp; 7239 |
| Welltower, Inc. | 20956 | &nbsp;&nbsp; 3947272 |
| West Pharmaceutical Services, Inc. | 19035 | &nbsp;&nbsp; 4399369 |
| Workday, Inc., Class A<sup>(a)</sup> | 23233 | &nbsp;&nbsp; 4080412 |
| Yum! Brands, Inc. | 19187 | &nbsp;&nbsp; 2983578 |
| Zimmer Biomet Holdings, Inc. | 24794 | &nbsp;&nbsp; 2158814 |
| Zoetis, Inc., Class A | 89467 | &nbsp;&nbsp; 11167271 |
| Zoom Communications, Inc., Class A<sup>(a)</sup> | 76936 | &nbsp;&nbsp; 7085806 |
|  |  | &nbsp;&nbsp; 1038303644 |
| **Total Common Stocks — 96.2%** <br>**(Cost: $1,346,856,022)** | **Total Common Stocks — 96.2%** <br>**(Cost: $1,346,856,022)** | &nbsp;&nbsp; 1441004624 |
| **Investment Companies** | **Investment Companies** | **Investment Companies** |
| **United States — 3.2%** | **United States — 3.2%** |  |
| iShares MSCI India ETF<sup>(d)</sup> | 932569 | &nbsp;&nbsp; 48251120 |
| **Total Investment Companies — 3.2%** <br>**(Cost: $49,565,762)** | **Total Investment Companies — 3.2%** <br>**(Cost: $49,565,762)** | &nbsp;&nbsp; 48251120 |
| **Total Long-Term Investments — 99.4%** <br>**(Cost: $1,396,421,784)** | **Total Long-Term Investments — 99.4%** <br>**(Cost: $1,396,421,784)** | &nbsp;&nbsp; 1489255744 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 0.8%** | **Money Market Funds — 0.8%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency Shares, <br> 3.82%<sup>(d)(e)(f)</sup><br>| 7477980 | &nbsp;&nbsp; $7481719 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency Shares, <br> 3.64%<sup>(d)(e)</sup><br>| 4880000 | &nbsp;&nbsp; 4880000 |
| **Total Short-Term Securities — 0.8%** <br>**(Cost: $12,361,719)** | **Total Short-Term Securities — 0.8%** <br>**(Cost: $12,361,719)** | &nbsp;&nbsp; 12361719 |
| **Total Investments — 100.2%** <br>**(Cost: $1,408,783,503)** | **Total Investments — 100.2%** <br>**(Cost: $1,408,783,503)** | &nbsp;&nbsp; 1501617463 |
| **Liabilities in Excess of Other Assets — (0.2)%** | **Liabilities in Excess of Other Assets — (0.2)%** | &nbsp;&nbsp; (2545777)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $1499071686 |

---

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

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

<sup>(b)</sup> All or a portion of this security is on loan.

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

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

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

<sup>(f)</sup> All or a portion of this security was purchased with the cash collateral from loaned securities. 

**Affiliates**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*04/30/25*<br>| *Purchases* <br>*at Cost*<br>| *Proceeds* <br>*from Sales*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Income* | *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares<br>| &nbsp;&nbsp; $— | $7482289 <br><sup>(a)</sup><br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(570)<br>| $— | $7481719 | 7477980 | $61509 <br><sup>(b)</sup><br>| &nbsp;&nbsp; $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | &nbsp;&nbsp; — | 4880000 <br><sup>(a)</sup><br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — |  | 4880000 | 4880000 | 281181 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity Funds, T-Fund, Institutional <br> Shares<sup>(c)</sup><br>| &nbsp;&nbsp; 3910098 |  | &nbsp;&nbsp; (3910098 )<sup>(a)</sup><br>| &nbsp;&nbsp; — |  |  |  | 358033 | &nbsp;&nbsp; — |
| iShares MSCI Brazil ETF<sup>(c)</sup> | &nbsp;&nbsp; — | 19880370 | &nbsp;&nbsp; (20879692)<br>| &nbsp;&nbsp; 999322 |  |  |  |  | &nbsp;&nbsp; — |
| iShares MSCI India ETF | &nbsp;&nbsp; — | 63694116 | &nbsp;&nbsp; (13874213)<br>| &nbsp;&nbsp; (254141)<br>| (1314642)<br>| 48251120 | 932569 |  | &nbsp;&nbsp; — |
| iShares MSCI South Korea ETF<sup>(c)</sup> | &nbsp;&nbsp; — | 24422390 | &nbsp;&nbsp; (27242171)<br>| &nbsp;&nbsp; 2819781 |  |  |  |  | &nbsp;&nbsp; — |
|  |  |  |  | &nbsp;&nbsp; $3564392 | $(1314642)<br>| $60612839 |  | $700723 | &nbsp;&nbsp; $— |

---

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

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

<sup>(b)</sup> All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of collateral investment fees, and other payments to and from borrowers of securities. 

<sup>(c)</sup> As of period end, the entity is no longer held.

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

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp;&nbsp; *Expiration* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)*<br>| &nbsp;&nbsp;&nbsp; *Value/* <br>*Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| Long Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; S&P 500 E-Mini Index | &nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; $12538 | &nbsp;&nbsp;&nbsp;&nbsp; $66182 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| AUD | 5137400 | USD | 3443159 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $133897 |
| CAD | 2548400 | USD | 1870775 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4271 |
| CAD | 5238800 | USD | 3774274 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80298 |
| CHF | 978288 | USD | 1224483 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46857 |
| CHF | 122894 | USD | 156960 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2747 |
| CHF | 2798400 | USD | 3563224 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73452 |
| CHF | 4300300 | USD | 5494555 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93923 |
| CHF | 58027 | USD | 73460 | Natwest Markets PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1949 |
| CHF | 103218 | USD | 131508 | Natwest Markets PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2630 |
| CHF | 1019100 | USD | 1290138 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34240 |
| CHF | 1035400 | USD | 1308758 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36802 |
| CNY | 12127700 | USD | 1740285 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2852 |
| CNY | 21076900 | USD | 3017797 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11625 |
| DKK | 8196200 | USD | 1287337 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16807 |
| EUR | 1439800 | USD | 1699200 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10926 |
| EUR | 432419 | USD | 509719 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3888 |
| EUR | 1358600 | USD | 1591845 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21836 |
| EUR | 1497000 | USD | 1739633 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38433 |
| GBP | 1274200 | USD | 1720208 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23249 |
| JPY | 35852044 | USD | 230694 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1823 |
| JPY | 27910812 | USD | 180959 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
| JPY | 84748400 | USD | 536730 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12902 |
| JPY | 171777322 | USD | 1106285 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7771 |
| JPY | 189100151 | USD | 1204050 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22352 |
| JPY | 72761903 | USD | 471791 | Natwest Markets PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| JPY | 113044019 | USD | 724762 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8381 |
| JPY | 158035361 | USD | 1023830 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1103 |
| JPY | 802893728 | USD | 5106398 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100739 |
| JPY | 4116501830 | USD | 26654307 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43113 |
| MXN | 79061730 | USD | 4306559 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199905 |
| MYR | 20462100 | USD | 4993801 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204284 |
| NOK | 24478900 | USD | 2437904 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103389 |
| NZD | 1546100 | USD | 900793 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31598 |
| PHP | 80451300 | USD | 1355456 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8015 |
| SEK | 14451200 | USD | 1574272 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51619 |
| SEK | 66603134 | USD | 7205796 | Royal Bank of Canada | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287662 |
| SGD | 18346654 | USD | 14278352 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187075 |
| THB | 142666904 | USD | 4508626 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38736 |
| TRY | 94914449 | USD | 2068272 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43753 |
| TWD | 77568100 | USD | 2444375 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6096 |
| USD | 372258 | CHF | 285161 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1675 |
| USD | 222908 | GBP | 162752 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
| USD | 245920 | HKD | 1908504 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1270 |
| USD | 1155883 | HKD | 8996200 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2664 |
| USD | 1959083 | HKD | 15205433 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9905 |
| USD | 2211527 | HKD | 17167400 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10846 |
| USD | 4648284 | HKD | 36196900 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8218 |
| USD | 5131148 | HKD | 39836362 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24541 |
| USD | 5214454 | JPY | 803712260 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2008 |
| USD | 206136 | JPY | 31514504 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1750 |
| USD | 2386973 | JPY | 365635911 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15655 |
| USD | 1277665 | MXN | 22103533 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17779 |
| USD | 119157 | SEK | 1053439 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635 |
| USD | 4605723 | TWD | 144449300 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42393 |
| USD | 4130063 | TWD | 130475300 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8188 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2148902 |
| CAD | 3436104 | USD | 2550762 | Royal Bank of Canada | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22567)<br>|
| CLP | 2181953200 | USD | 2511936 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15669)<br>|
| CNY | 11316300 | USD | 1628010 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1498)<br>|
| EUR | 344981 | USD | 411151 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1399)<br>|
| EUR | 1256883 | USD | 1507044 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14178)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| GBP | 111116 | USD | 152774 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(736)<br>|
| HKD | 8098658 | USD | 1040790 | Canadian Imperial Bank of Commerce | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2627)<br>|
| HKD | 304323703 | USD | 39210060 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198934)<br>|
| HKD | 3610457 | USD | 465412 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2589)<br>|
| HKD | 17579949 | USD | 2255787 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2220)<br>|
| HKD | 24102206 | USD | 3091523 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1872)<br>|
| HKD | 9993500 | USD | 1285430 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4368)<br>|
| HKD | 1647240 | USD | 211344 | Natwest Markets PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (185)<br>|
| HKD | 2979692 | USD | 383873 | Natwest Markets PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1907)<br>|
| HKD | 41704882 | USD | 5355949 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9818)<br>|
| HKD | 10188179 | USD | 1308588 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2570)<br>|
| INR | 219117100 | USD | 2418225 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36741)<br>|
| INR | 6339736109 | USD | 70038789 | Wells Fargo Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1135082)<br>|
| JPY | 349653800 | USD | 2271624 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3957)<br>|
| JPY | 636839800 | USD | 4157271 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27070)<br>|
| JPY | 72653857 | USD | 472303 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1110)<br>|
| KRW | 3623269400 | USD | 2519795 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18533)<br>|
| PLN | 5229600 | USD | 1480137 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8391)<br>|
| SGD | 361605 | USD | 286017 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (909)<br>|
| TWD | 65239000 | USD | 2066422 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5442)<br>|
| TWD | 62979600 | USD | 2003467 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13865)<br>|
| TWD | 521756068 | USD | 16813323 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (330408)<br>|
| USD | 6407267 | AUD | 9609137 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (283359)<br>|
| USD | 141597 | AUD | 213218 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6861)<br>|
| USD | 191980 | AUD | 286953 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7819)<br>|
| USD | 2219037 | AUD | 3198700 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8145)<br>|
| USD | 7948992 | BRL | 44392354 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (403477)<br>|
| USD | 1609238 | BRL | 8567900 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2822)<br>|
| USD | 461587 | CAD | 634899 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5554)<br>|
| USD | 2354574 | CAD | 3228400 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20798)<br>|
| USD | 9985788 | CAD | 13732452 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118192)<br>|
| USD | 1593231 | CAD | 2204200 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28562)<br>|
| USD | 1923475 | CAD | 2637000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16761)<br>|
| USD | 1478747 | CHF | 1172170 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44552)<br>|
| USD | 9075148 | CNY | 63687576 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78785)<br>|
| USD | 8308589 | DKK | 52735106 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82393)<br>|
| USD | 1939281 | EUR | 1643100 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12316)<br>|
| USD | 25618779 | EUR | 21794241 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (267391)<br>|
| USD | 214577 | EUR | 183474 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3344)<br>|
| USD | 5324319 | EUR | 4501600 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22469)<br>|
| USD | 3402535 | EUR | 2888000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27695)<br>|
| USD | 726157 | GBP | 538663 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10883)<br>|
| USD | 242242 | GBP | 178560 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2077)<br>|
| USD | 1050939 | GBP | 785973 | Natwest Markets PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24489)<br>|
| USD | 1825056 | GBP | 1362201 | Natwest Markets PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38812)<br>|
| USD | 596139 | GBP | 443344 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10478)<br>|
| USD | 3891788 | GBP | 2912719 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93615)<br>|
| USD | 175231 | ILS | 563300 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6563)<br>|
| USD | 180289 | JPY | 28073654 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1782)<br>|
| USD | 1599705 | JPY | 251823800 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33489)<br>|
| USD | 936674 | JPY | 144814189 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2513)<br>|
| USD | 2612276 | JPY | 410200100 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48062)<br>|
| USD | 870816 | JPY | 137472964 | Natwest Markets PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20760)<br>|
| USD | 1813553 | KRW | 2645393300 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12650)<br>|
| USD | 3842938 | MXN | 69424500 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114210)<br>|
| USD | 921075 | MXN | 16418531 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14770)<br>|
| USD | 1397638 | MXN | 24873454 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20132)<br>|
| USD | 1095164 | MXN | 19250492 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2101)<br>|
| USD | 2794919 | NOK | 28294702 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142514)<br>|
| USD | 184688 | PLN | 668900 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3558)<br>|
| USD | 3297461 | PLN | 11837500 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33921)<br>|
| USD | 112011 | SEK | 1031030 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3989)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| USD | 126675 | SEK | 1161600 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(4015)<br>|
| USD | 477802 | SEK | 4354097 | Natwest Markets PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12074)<br>|
| USD | 2218201 | SEK | 19950900 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26456)<br>|
| USD | 1665517 | SGD | 2135500 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18219)<br>|
| USD | 102034 | SGD | 130806 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1099)<br>|
| USD | 2373499 | SGD | 3041499 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24572)<br>|
| USD | 2033968 | SGD | 2595699 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12612)<br>|
| USD | 744439 | ZAR | 12706756 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39687)<br>|
| USD | 2280059 | ZAR | 38260100 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80946)<br>|
| IDR | 76576326300 | USD | 4580691 | BNP Paribas SA | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20892)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4187880)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(2038978)<br>|

---

**Equity Swap Contracts** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination* <br>*Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment* <br>*Frequency*<br>| *Value/ Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> |
| Admiral Group PLC | Citibank N.A. | $378788 | 02/26/26 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(2674)<br>|
| Admiral Group PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 703060 | 02/10/26 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58089)<br>|
| Adyen NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5695690 | 02/10/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (659953)<br>|
| Agnico Eagle Mines Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2294445 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (273757)<br>|
| Alimentation Couche-Tard, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596373 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44231)<br>|
| Alimentation Couche-Tard, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499853 | 02/10/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22419)<br>|
| America Movil SAB de C.V. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3738008 | 02/24/28 | 0.50% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24805)<br>|
| Argenx SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2286639 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 57987 |
| Argenx SE | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 591164 | 02/10/26 | 0.29% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20222 |
| ASM International NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1811744 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6495 |
| ASML Holding NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7293658 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 283097 |
| Banco Bradesco SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4266838 | 02/24/28 | 0.30% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 239824 |
| Banco Bradesco SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2763129 | 02/10/26 | 0.40% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 492743 |
| Bankinter SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2040812 | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 77623 |
| BCE, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2637890 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 87865 |
| BHP Group Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1590721 | 02/25/26 | 0.30% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 64682 |
| British American Tobacco PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2497907 | 02/26/26 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 98005 |
| CD Projekt SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2001423 | 02/26/26 | 0.50% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (65481)<br>|
| CD Projekt SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58363 | 02/10/26 | 0.55% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7115 |
| CGI, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4773195 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (117451)<br>|
| CGI, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1002888 | 02/10/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (93046)<br>|
| Coloplast A/S | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4417380 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (82930)<br>|
| Coloplast A/S | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1848670 | 02/10/26 | 0.32% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58441)<br>|
| Constellation Software Inc/Canada | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15337580 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (936944)<br>|
| Danske Bank A/S | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1805435 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8977 |
| Deutsche Boerse AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1855816 | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14758 |
| Deutsche Lufthansa AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 830684 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18001)<br>|
| Deutsche Telekom AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7733554 | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 504158 |
| Deutsche Telekom AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7340245 | 02/10/26 | 0.40% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 117876 |
| Elisa OYJ | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2419193 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 67257 |
| Engie SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2821160 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 182424 |
| EXOR NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2940618 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38334)<br>|
| Ferrari NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1156355 | 02/26/26 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16963)<br>|
| First Quantum Minerals Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 714724 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4902 |
| &nbsp;&nbsp;&nbsp; Fomento Economico Mexicano SAB <br> de CV<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1562454 | 02/24/28 | 0.50% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23400)<br>|
| &nbsp;&nbsp;&nbsp; Fomento Economico Mexicano SAB <br> de CV<br>| JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174893 | 02/10/26 | 0.50% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3614 |
| Fortis Inc/Canada | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5248403 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 109330 |
| Fortis Inc/Canada | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 709628 | 02/10/26 | 0.27% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22957 |
| Fresnillo PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 538297 | 02/26/26 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (56715)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Galderma Group AG | Citibank N.A. | $3670987 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(110767)<br>|
| Harmony Gold Mining Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4982975 | 02/26/26 | 0.55% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (284938)<br>|
| Harmony Gold Mining Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1090895 | 02/10/26 | 0.40% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50493 |
| Impala Platinum Holdings Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1013078 | 02/26/26 | 0.55% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (124639)<br>|
| Intact Financial Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2121846 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3509)<br>|
| J Sainsbury PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1741581 | 02/26/26 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50093 |
| KBC Group NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3817154 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 104384 |
| Kinross Gold Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3610986 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (501135)<br>|
| Klabin SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1179650 | 02/24/28 | 0.30% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2902)<br>|
| Kongsberg Gruppen ASA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1558763 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 60066 |
| Leonardo SpA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2465582 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4062 |
| &nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton <br> SE<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1527238 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (117029)<br>|
| &nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton <br> SE<br>| JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1578191 | 02/10/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (202189)<br>|
| Macquarie Group Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4194355 | 02/25/26 | 0.30% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 96313 |
| Naturgy Energy Group SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2158457 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 69184 |
| Nemetschek SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2621497 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (71564)<br>|
| Novartis AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1927818 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37488 |
| Novartis AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1568126 | 02/10/26 | 0.28% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 65277 |
| Orange SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4797439 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 288437 |
| Partners Group Holding AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7017737 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26847)<br>|
| Renault SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1432631 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7366)<br>|
| Renault SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148061 | 02/10/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6275)<br>|
| Rio Tinto Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 687271 | 02/25/26 | 0.30% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9621 |
| Rio Tinto Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1193882 | 02/10/26 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17474 |
| Rolls-Royce Holdings PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10547458 | 02/26/26 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31628)<br>|
| RWE AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2901175 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 159584 |
| Sanofi SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153388 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1208 |
| Sanofi SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1361007 | 02/10/26 | 0.40% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33496)<br>|
| Scout24 SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2948665 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7926)<br>|
| Scout24 SE | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1018829 | 02/10/26 | 0.39% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15014 |
| Siemens Energy AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1047552 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 58725 |
| Sun Life Financial, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1419206 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10720 |
| Symrise AG, Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024572 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35231)<br>|
| Symrise AG, Class A | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302425 | 02/10/26 | 0.40% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11762 |
| Tele2 AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1961628 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 75824 |
| Tele2 AB | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18549 | 02/10/26 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1800 |
| &nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, <br> Class B<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4263471 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 306284 |
| &nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, <br> Class B<br>| JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74452 | 02/10/26 | 0.24% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10749 |
| Tenaris SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1530627 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5197)<br>|
| Toromont Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1432775 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45837)<br>|
| Transurban Group | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6779786 | 02/25/26 | 0.30% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 199979 |
| Transurban Group | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2209761 | 02/10/26 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 64530 |
| Vodacom Group Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1791761 | 02/10/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25035)<br>|
| Vonovia SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1537736 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 45921 |
| Wolters Kluwer NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3163748 | 02/26/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (124202)<br>|
| Wolters Kluwer NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 723253 | 02/10/26 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (77576)<br>|
| WSP Global, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1340967 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16746)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total long positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total long positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total long positions of equity swaps |  |  |  |  | &nbsp;&nbsp; (168765)<br>|
| Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> |
| Air Products and Chemicals, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2233667) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (96208)<br>|
| Alexandria Real Estate Equities, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3343254) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 198558 |
| Alexandria Real Estate Equities, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6799383) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (174867)<br>|
| Alfa SAB de CV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3422048) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15867)<br>|
| &nbsp;&nbsp;&nbsp; Alibaba Health Information <br> Technology Ltd.<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (693498) | 02/25/26 | (1.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26671 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| &nbsp;&nbsp;&nbsp; Alibaba Health Information <br> Technology Ltd.<br>| JPMorgan Chase Bank N.A. | $(92730) | 02/10/26 | (0.30)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $3156 |
| Alstom SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1137964) | 02/10/26 | (0.26)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (68673)<br>|
| Ares Management Corp., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2319104) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 170142 |
| Barratt Developments PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1508948) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (49931)<br>|
| Barratt Developments PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1369028) | 02/10/26 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (61541)<br>|
| Barry Callebaut AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3137991) | 02/26/26 | 0.50% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (128968)<br>|
| Barry Callebaut AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (320541) | 02/10/26 | (0.57)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32262)<br>|
| Baxter International, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3231350) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Baxter International, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6808189) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 204015 |
| Block, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1647391) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 117001 |
| Boston Properties, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1422581) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15879 |
| Boston Properties, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3819421) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 105035 |
| Builders FirstSource, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3639890) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 315312 |
| Builders FirstSource, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1172663) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32770)<br>|
| Bunge Global SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1641907) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17780)<br>|
| &nbsp;&nbsp;&nbsp; C&D International Investment Group <br> Ltd.<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (652012) | 02/25/26 | (0.66)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32488)<br>|
| &nbsp;&nbsp;&nbsp; C&D International Investment Group <br> Ltd.<br>| JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1655070) | 02/10/26 | (0.32)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1971)<br>|
| Carlyle Group Inc/the | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6408582) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 366939 |
| Carlyle Group Inc/the | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (321848) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29358 |
| CF Industries Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2640048) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (118348)<br>|
| China Literature Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (246300) | 02/25/26 | (1.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10122 |
| China Literature Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (349717) | 02/10/26 | (0.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 941 |
| Ciena Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1158598) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40773)<br>|
| Ciena Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1055110) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (66200)<br>|
| Cloudflare, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86997) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2033)<br>|
| Cloudflare, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1568635) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 78186 |
| CNH Industrial NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2564694) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 67309 |
| CNH Industrial NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104884) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4578)<br>|
| Constellation Energy Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1707822) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42267 |
| Continental AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1881356) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7893)<br>|
| Continental AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (668482) | 02/10/26 | (0.26)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3367)<br>|
| CSPC Pharmaceutical Group Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1971919) | 02/25/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26316 |
| CSPC Pharmaceutical Group Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (740154) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (37597)<br>|
| Delivery Hero SE, Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5327978) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 346078 |
| Dongfeng Motor Group Co., Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (715558) | 02/10/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12674 |
| DraftKings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2453720) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 228381 |
| DraftKings, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1280672) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 301481 |
| Entain PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2452344) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 224036 |
| Entegris, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (200062) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 760 |
| Entegris, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (972040) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (177372)<br>|
| Holmen AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1087965) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27723 |
| Holmen AB | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (252745) | 02/10/26 | (0.26)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2658 |
| Horizon Robotics | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4226786) | 02/25/26 | (2.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 333623 |
| Horizon Robotics | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (519034) | 02/10/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24434 |
| Hyatt Hotels Corp., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8681464) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 475948 |
| Hyatt Hotels Corp., Class A | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2364291) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 125542 |
| IMCD NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2745753) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (79545)<br>|
| IMCD NV | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1497489) | 02/10/26 | (0.26)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57050)<br>|
| Imperial Oil Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4635414) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25185)<br>|
| Inpost SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2736369) | 02/26/26 | (0.11)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23452 |
| Inpost SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2428642) | 02/10/26 | (0.26)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 84781 |
| Intercontinental Exchange, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3868317) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32870)<br>|
| International Paper Co. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4426547) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 160811 |
| International Paper Co. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4271120) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 178640 |
| IonQ, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1421247) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 269383 |
| IonQ, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (681669) | 02/10/26 | (0.51)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 127786 |
| Iron Mountain, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1685074) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23233 |
| Iron Mountain, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (380192) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4543)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| J&T Global Express Ltd. | Citibank N.A. | $(265821) | 02/25/26 | (2.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $23161 |
| J&T Global Express Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (255680) | 02/10/26 | (1.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36973 |
| JD Sports Fashion PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2878290) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 51169 |
| JD Sports Fashion PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (373691) | 02/10/26 | (0.46)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3736 |
| Kawasaki Heavy Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2752545) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 72960 |
| Kering SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4627955) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 231246 |
| &nbsp;&nbsp;&nbsp; Kingdee International Software Group <br> Co., Ltd.<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3485873) | 02/25/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 393858 |
| KKR & Co., Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7244448) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 540928 |
| KKR & Co., Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4053007) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 436678 |
| Leidos Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2351458) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7691)<br>|
| Lennar Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2760955) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 129010 |
| Lennar Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (431641) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42683 |
| Li Auto, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2372295) | 02/25/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13961 |
| Lynas Rare Earths Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4296764) | 02/25/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 501373 |
| Lynas Rare Earths Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (416738) | 02/10/26 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21149)<br>|
| M3, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3101523) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17999 |
| M3, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1060551) | 02/10/26 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 105510 |
| Meitu, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (995106) | 02/25/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 70527 |
| Meitu, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6361) | 02/10/26 | (0.79)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60)<br>|
| Mitsui OSK Lines Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1642735) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (68699)<br>|
| Mitsui OSK Lines Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1710284) | 02/10/26 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (88915)<br>|
| MMG, Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1438484) | 02/25/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (104799)<br>|
| Natera, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1527175) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73998 |
| Natera, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85762) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3014 |
| Nebius Group NV, Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3150554) | 02/24/28 | (0.48)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 382816 |
| Neste OYJ | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1141443) | 02/10/26 | (0.26)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (51020)<br>|
| Nibe Industrier AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6639539) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 277826 |
| Nibe Industrier AB | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1616866) | 02/10/26 | (0.26)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 67857 |
| NIKE, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3849375) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 214638 |
| NIKE, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (387108) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21378 |
| Nissan Motor Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (712872) | 02/26/26 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 38210 |
| Northern Star Resources Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192329) | 02/25/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6174)<br>|
| Northern Star Resources Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2170355) | 02/10/26 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (240468)<br>|
| Nutanix, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4524877) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 367460 |
| Nutanix, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (728791) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 99000 |
| Oklo, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (588226) | 02/24/28 | (0.34)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73164 |
| Oklo, Inc., Class A | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (347591) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53077 |
| Okta, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1320796) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 95244 |
| Open Text Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2749709) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 277344 |
| Open Text Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (226028) | 02/10/26 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26566 |
| Orsted A/S | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (955456) | 02/10/26 | (0.28)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (105915)<br>|
| Pan American Silver Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2026510) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 338171 |
| Panasonic Holdings Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1447926) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12416 |
| Phillips 66 | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3270777) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (37563)<br>|
| Phillips 66 | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116207) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1368)<br>|
| Pure Storage, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3701126) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 109177 |
| Pure Storage, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4637008) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (262015)<br>|
| Quanta Services, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3636326) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45378)<br>|
| Quanta Services, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (797418) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (118618)<br>|
| Rakuten Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1158873) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5494)<br>|
| Roche Holding AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3839943) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (129478)<br>|
| Roche Holding AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (207742) | 02/10/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3257)<br>|
| ROCKWOOL A/S | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (865817) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6327)<br>|
| ROCKWOOL A/S | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (185772) | 02/10/26 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5035 |
| Salmar ASA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1579547) | 02/26/26 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (99149)<br>|
| Salmar ASA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95389) | 02/10/26 | (0.26)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3438)<br>|
| Sasol Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (148519) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 332 |
| Sasol Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2812611) | 02/10/26 | (0.40)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (392071)<br>|
| SBA Communications Corp., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1488620) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9480 |
| SBA Communications Corp., Class A | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (336864) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13935 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| SBI Holdings, Inc. | Citibank N.A. | $(2504670) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(34884)<br>|
| SBI Holdings, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26429) | 02/10/26 | (0.18)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (708)<br>|
| Sembcorp Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (613786) | 02/25/26 | (0.19)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11693)<br>|
| SGH Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5541702) | 02/10/26 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 45297 |
| Shiseido Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2873846) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9578 |
| Shiseido Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (581494) | 02/10/26 | (0.19)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53872)<br>|
| Shopify, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1267394) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 57322 |
| Smurfit WestRock PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3137828) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12664 |
| Smurfit WestRock PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (414463) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7529 |
| SoftBank Group Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2968407) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21752)<br>|
| SoftBank Group Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1444899) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26969)<br>|
| Super Micro Computer, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5270035) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 460335 |
| Texas Pacific Land Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (803593) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5996)<br>|
| Tokyo Metro Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3871292) | 02/26/26 | (3.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29317)<br>|
| TOPPAN Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3373101) | 02/26/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30949)<br>|
| Tourmaline Oil Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3668251) | 02/24/28 | (0.12)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (224699)<br>|
| Tourmaline Oil Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1027253) | 02/10/26 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (123831)<br>|
| Trade Desk, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1369728) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 70512 |
| TransUnion | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1987557) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 157059 |
| TransUnion | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1019121) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42829 |
| Watsco, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1303508) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5809 |
| Watsco, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1689800) | 02/10/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (120332)<br>|
| Western Digital Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4419363) | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (126065)<br>|
| Western Digital Corp. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173207) | 02/10/26 | (0.05)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19065 |
| Xinyi Solar Holdings Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1841667) | 02/25/26 | (1.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (80079)<br>|
| XPeng, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3937500) | 02/25/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 345862 |
| XPeng, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1434757) | 02/10/26 | (0.30)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 116022 |
| Zijin Mining Group Co., Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1497148) | 02/25/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25346)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total short positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total short positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total short positions of equity swaps |  |  |  |  | &nbsp;&nbsp; 7244206 |
| Total long and short positions of equity swaps | Total long and short positions of equity swaps | Total long and short positions of equity swaps |  |  |  |  | &nbsp;&nbsp; 7075441 |
| Net dividends and financing fees | Net dividends and financing fees | Net dividends and financing fees |  |  |  |  | &nbsp;&nbsp; 792464 |
| Total equity swap contracts including dividends and financing fees | Total equity swap contracts including dividends and financing fees | Total equity swap contracts including dividends and financing fees |  |  |  |  | &nbsp;&nbsp; $7867905 |

---

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

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

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

**Fair Value Hierarchy as of Period End**

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

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

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

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

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

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $1374111 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $1374111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 501883 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 501883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp; 10027945 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10027945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp; 5932807 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5932807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp; 4179266 | &nbsp;&nbsp;&nbsp;&nbsp; 101692501 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 105871767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp; 940124 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 940124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1808551 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1808551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 18449364 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 18449364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7994516 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7994516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10308073 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10308073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp; 980480 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 980480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp; 5599208 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5599208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1051553 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1051553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 152112839 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 152112839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | &nbsp;&nbsp; 4648339 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4648339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp; 751407 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 751407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Peru | &nbsp;&nbsp; 1644 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | &nbsp;&nbsp; 4479679 | &nbsp;&nbsp;&nbsp;&nbsp; 12399371 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16879050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2342711 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2342711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp; 250114 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 250114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp; 3575176 | &nbsp;&nbsp;&nbsp;&nbsp; 3686207 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7261383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1037165 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1037165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1039021 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1039021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 40968697 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 40968697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4568228 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4568228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp; 1035627977 | &nbsp;&nbsp;&nbsp;&nbsp; 2675667 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1038303644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | &nbsp;&nbsp; 48251120 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 48251120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 12361719 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12361719 |
|  | &nbsp;&nbsp; $1137607005 | &nbsp;&nbsp;&nbsp;&nbsp; $364010458 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $1501617463 |
| Derivative Financial Instruments<sup>(a)</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; $66182 | &nbsp;&nbsp;&nbsp;&nbsp; $16409791 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $16475973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2148902 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2148902 |
| &nbsp;&nbsp;&nbsp; Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8541886)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8541886)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4187880)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4187880)<br>|
|  | &nbsp;&nbsp; $66182 | &nbsp;&nbsp;&nbsp;&nbsp; $5828927 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $5895109 |

---

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

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

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

---

| | |
|:---|:---|
| **Currency Abbreviation**  | **Currency Abbreviation**  |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNY | Chinese Yuan |
| DKK | Danish Krone |

---

---

| | |
|:---|:---|
| **Currency Abbreviation (continued)** | **Currency Abbreviation (continued)** |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Disciplined Volatility Equity Active ETF** 

---

| | |
|:---|:---|
| **Currency Abbreviation (continued)** | **Currency Abbreviation (continued)** |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | New Taiwan Dollar |
| USD | United States Dollar |
| ZAR | South African Rand |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation**  | **Portfolio Abbreviation**  |
| 1D OBFR01 | USD - 1D Overnight Bank Funding Rate |
| ADR | American Depositary Receipt |
| CD | Certificate of Deposit  |
| ETF | Exchange-Traded Fund |
| MSCI | Morgan Stanley Capital International |
| S&P | Standard & Poor's |
| SAB | Special Assessment Bonds |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock ETF Trust

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

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

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

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** iShares Disciplined Volatility Equity Active ETF

- **b. EDGAR series identifier (if any):** S000090467

- **c. LEI of Series:** 529900FK45YO9WWSBQ69

**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:** $1944737837.34

**Total Liabilities:** $445546137.18

**Net Assets:** $1499191700.16

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000257712 | 1.32%                | 0.50%                | 1.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $173018.66               | $8927984.40                                |
| Month 2  | $11901166.63             | $-11104271.40                              |
| Month 3  | $19304378.41             | $10788042.73                               |

**Designated Index Information**

- **Index Name:** MSCI ACWI Minimum Volatility (USD) Index

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Inc                                           | Aflac Inc                                             | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     31145 | NS      | $3455537.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     62774 | NS      | $6861198.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                          | AbbVie Inc                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3901 | NS      | $869962.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                           | Adobe Inc                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     41038 | NS      | $12034393.50  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                          | Advanced Micro Devices Inc                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2461 | NS      | $582592.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                          | Airbnb Inc                                            | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     41018 | NS      | $5306498.66   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                           | Alibaba Group Holding Ltd                             | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      6640 | NS      | $1125878.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                         | Alnylam Pharmaceuticals Inc                           | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      8765 | NS      | $2963095.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     51124 | NS      | $17307007.72  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                    | Altria Group Inc                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    109821 | NS      | $6807803.79   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com Inc                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     95224 | NS      | $22787103.20  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                         | Ameren Corp                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     44896 | NS      | $4636858.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                         | American Water Works Co Inc                           | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     30480 | NS      | $3935882.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                         | Cencora Inc                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     11367 | NS      | $4083253.74   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                       | Amphenol Corp                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     77409 | NS      | $11153088.72  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                  | Analog Devices Inc                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3111 | NS      | $967147.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                 | Elevance Health Inc                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     14974 | NS      | $5177110.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                           | Apple Inc                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6917 | NS      | $1794823.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                           | Argenx SE                                             | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       894 | NS      | $751407.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                 | Ascendis Pharma A/S                                   | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      4158 | NS      | $940123.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                   | Atmos Energy Corp                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     27510 | NS      | $4576013.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                        | Autodesk Inc                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     14449 | NS      | $3653718.63   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                      | AutoNation Inc                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4520 | NS      | $926509.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                        | AutoZone Inc                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      2255 | NS      | $8353173.95   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                             | Axsome Therapeutics Inc                               | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      6582 | NS      | $1212733.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     68835 | NS      | $3662022.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                              | Berkshire Hathaway Inc                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     17490 | NS      | $8404469.70   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                     | Best Buy Co Inc                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     26856 | NS      | $1748325.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilibili Inc                                        | Bilibili Inc                                          | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |     18824 | NS      | $640768.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Boeing Co/The                                       | Boeing Co/The                                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     18352 | NS      | $4289229.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                | Booking Holdings Inc                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2007 | NS      | $10038692.88  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                             | Bristol-Myers Squibb Co                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     78352 | NS      | $4313277.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                        | Broadcom Inc                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     22089 | NS      | $7318085.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                         | CDW Corp/DE                                           | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     17205 | NS      | $2174539.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                     | CMS Energy Corp                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     56998 | NS      | $4074787.02   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                          | Cadence Design Systems Inc                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     16264 | NS      | $4819999.04   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                 | Cardinal Health Inc                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3564 | NS      | $765832.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                        | Centene Corp                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     25201 | NS      | $1091707.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                          | Charter Communications Inc                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     40929 | NS      | $8436285.48   | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| Church & Dwight Co Inc                              | Church & Dwight Co Inc                                | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     41409 | NS      | $3985616.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                   | Cisco Systems Inc                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    171686 | NS      | $13446447.52  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                   | Clean Harbors Inc                                     | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      4058 | NS      | $1054714.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                    | Coca-Cola Co/The                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    110144 | NS      | $8239872.64   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                             | Comfort Systems USA Inc                               | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       712 | NS      | $813175.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia de Minas Buenaventura SAA                       | Cia de Minas Buenaventura SAA                         | CUSIP: 204448104<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | EC               | CORP              | PE        |        48 | NS      | $1644.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                             | Consolidated Edison Inc                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    109004 | NS      | $11623096.52  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                               | Costco Wholesale Corp                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     13733 | NS      | $12912453.25  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                  | Grupo Financiero Banorte SAB de CV                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    165493 | NS      | $1870934.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                 | Delta Air Lines Inc                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     23836 | NS      | $1570554.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                   | Devon Energy Corp                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     85038 | NS      | $3419377.98   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                  | Walt Disney Co/The                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     43273 | NS      | $4881194.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                        | Docusign Inc                                          | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     42805 | NS      | $2248974.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                 | Dollar General Corp                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     55148 | NS      | $7909877.64   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                  | Domino's Pizza Inc                                    | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      3675 | NS      | $1507962.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED USD / SOLD HKD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $1269.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $55.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $1823.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-6861.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-267390.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD DKK                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-82393.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED SGD / SOLD USD                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |         1 | NC      | $187075.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD PLN                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3558.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED TWD / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |         1 | NC      | $-330407.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED USD / SOLD ZAR                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-39686.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED MXN / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $199904.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-93615.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                | PURCHASED SEK / SOLD USD                              | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |         1 | NC      | $287662.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED NZD / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $31597.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED USD / SOLD ILS                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-6562.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED HKD / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $-198933.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-283359.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD NOK                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-142513.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD CHF                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-44552.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | PURCHASED THB / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $38736.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-118191.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $43112.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED USD / SOLD HKD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $9904.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-3344.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED TRY / SOLD USD                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |         1 | NC      | $43752.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | PURCHASED PHP / SOLD USD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |         1 | NC      | $8014.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | PURCHASED USD / SOLD BRL                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-403477.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED MYR / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $204284.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                 | PURCHASED INR / SOLD USD                              | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | IN        |         1 | NC      | $-1135082.42  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | PURCHASED IDR / SOLD USD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-20891.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | PURCHASED USD / SOLD KRW                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-12649.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD CNY                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-78785.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED EUR / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $10926.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $-3957.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED USD / SOLD HKD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $24541.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-2513.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $-1109.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED USD / SOLD HKD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $10845.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-12315.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED USD / SOLD TWD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $8188.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-18218.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-20798.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |         1 | NC      | $104.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $1102.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-38811.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-24488.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED HKD / SOLD USD                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HK        |         1 | NC      | $-1907.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-24572.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $8380.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED CHF / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $2746.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-10882.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $7770.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED USD / SOLD SEK                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-12073.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-12612.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-114210.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED CHF / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $93923.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD ZAR                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-80946.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD PLN                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-33920.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED NOK / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |         1 | NC      | $103388.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED INR / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |         1 | NC      | $-36741.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED GBP / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $23249.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | PURCHASED CNY / SOLD USD                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |         1 | NC      | $11624.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED TWD / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |         1 | NC      | $-13864.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED AUD / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $133897.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-22468.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |         1 | NC      | $4271.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED HKD / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $-2588.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                    | Duke Energy Corp                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    135442 | NS      | $16435886.70  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED CHF / SOLD USD                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $1949.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-5554.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED DKK / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | DK        |         1 | NC      | $16807.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | PURCHASED CHF / SOLD USD                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CH        |         1 | NC      | $34239.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED HKD / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HK        |         1 | NC      | $-4367.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED SEK / SOLD USD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $51619.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1781.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD SEK                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-4015.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD SGD                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1099.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                  | PURCHASED HKD / SOLD USD                              | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | HK        |         1 | NC      | $-2626.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $22352.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-48061.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED EUR / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $21835.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-28561.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED USD / SOLD HKD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $2663.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED CHF / SOLD USD                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $36802.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED TWD / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |         1 | NC      | $6096.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-14769.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED CHF / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |         1 | NC      | $46856.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-7818.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-20759.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD SEK                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-3989.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED CNY / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $2851.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-33489.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |         1 | NC      | $80297.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED USD / SOLD HKD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $8218.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | PURCHASED EUR / SOLD USD                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $38432.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-20131.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $100739.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED HKD / SOLD USD                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |         1 | NC      | $-2569.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-10477.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $12902.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-2101.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-2076.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED CHF / SOLD USD                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |         1 | NC      | $2629.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED EUR / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $3888.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD CAD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-16760.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD SEK                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-26456.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED CHF / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $73452.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD EUR                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-27694.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED CLP / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |         1 | NC      | $-15669.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED TWD / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |         1 | NC      | $-5441.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $15654.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD GBP                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $218.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | PURCHASED HKD / SOLD USD                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | HK        |         1 | NC      | $-9817.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED SGD / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $-909.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD AUD                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-8145.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED PLN / SOLD USD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |         1 | NC      | $-8390.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED KRW / SOLD USD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $-18532.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED CNY / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $-1497.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED JPY / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $-27070.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED USD / SOLD TWD                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $42392.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | PURCHASED USD / SOLD BRL                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2821.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED USD / SOLD MXN                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $17778.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD CHF                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $1675.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD JPY                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $1749.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD SEK                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $635.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED GBP / SOLD USD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-736.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED HKD / SOLD USD                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | HK        |         1 | NC      | $-185.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                | PURCHASED CAD / SOLD USD                              | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |         1 | NC      | $-22566.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | PURCHASED EUR / SOLD USD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-14177.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | PURCHASED HKD / SOLD USD                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $-2220.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                            | eBay Inc                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     77747 | NS      | $7092081.34   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                           | Edwards Lifesciences Corp                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     27456 | NS      | $2233820.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                     | EMCOR Group Inc                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      3220 | NS      | $2320750.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                         | Exelon Corp                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     66007 | NS      | $2955793.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                  | Meta Platforms Inc                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     17988 | NS      | $12888402.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                     | Fair Isaac Corp                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      1960 | NS      | $2867813.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| FedEx Corp                                          | FedEx Corp                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      9549 | NS      | $3077165.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                              | F5 Inc                                                | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     13257 | NS      | $3653761.77   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     33525 | NS      | $1683625.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                       | Ford Motor Co                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    753185 | NS      | $10454207.80  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                        | Fortinet Inc                                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     43904 | NS      | $3567639.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                | Freeport-McMoRan Inc                                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     96974 | NS      | $5840744.02   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                         | Gartner Inc                                           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      7701 | NS      | $1614206.61   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                      | GE Vernova Inc                                        | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      3484 | NS      | $2530673.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                 | General Electric Co                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      6824 | NS      | $2093534.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                 | Gilead Sciences Inc                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     83434 | NS      | $11843456.30  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                         | GoDaddy Inc                                           | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     44763 | NS      | $4499576.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                           | Airbus SE                                             | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     38181 | NS      | $8741529.61   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                      | Halliburton Co                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     23928 | NS      | $802066.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                           | Thales SA                                             | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |     20807 | NS      | $6369555.49   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                          | HEICO Corp                                            | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      4226 | NS      | $1075897.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                      | Hershey Co/The                                        | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     35312 | NS      | $6877012.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                         | Honeywell International Inc                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      9455 | NS      | $2151201.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                | Howmet Aerospace Inc                                  | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     56825 | NS      | $11824146.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                         | HubSpot Inc                                           | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      6818 | NS      | $1909040.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                          | Humana Inc                                            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      6283 | NS      | $1226441.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                             | Illinois Tool Works Inc                               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     35531 | NS      | $9282829.06   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                         | Incyte Corp                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     63785 | NS      | $6382964.95   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                          | Insmed Inc                                            | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     21383 | NS      | $3354351.21   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                        | Insulet Corp                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      9810 | NS      | $2509496.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                          | Intel Corp                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    132991 | NS      | $6180091.77   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                       | Interactive Brokers Group Inc                         | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     18903 | NS      | $1415456.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                | International Business Machines Corp                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      5222 | NS      | $1601587.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                          | Intuit Inc                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     16303 | NS      | $8133892.76   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                              | Intuitive Surgical Inc                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      9657 | NS      | $4869252.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI India ETF                              | iShares MSCI India ETF                                | CUSIP: 46429B598<br>LEI: 549300282VMCFH7S5848 | Long             | EC               | RF                | US        |    932569 | NS      | $48251120.06  | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     24867 | NS      | $7606566.63   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                           | Jabil Inc                                             | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      8710 | NS      | $2065924.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     88483 | NS      | $20107761.75  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                | Keurig Dr Pepper Inc                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    356346 | NS      | $9778134.24   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                   | Kinross Gold Corp                                     | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     32148 | NS      | $1012379.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                   | Lam Research Corp                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     62744 | NS      | $14648214.24  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                | Las Vegas Sands Corp                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     38794 | NS      | $2045607.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                          | Allianz SE                                            | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      2702 | NS      | $1189748.99   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                | Lockheed Martin Corp                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     16455 | NS      | $10436090.10  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                             | Lululemon Athletica Inc                               | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     23826 | NS      | $4157637.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| MSCI Inc                                            | MSCI Inc                                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      5880 | NS      | $3582213.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                              | UCB SA                                                | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      1647 | NS      | $501882.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                           | Sanofi SA                                             | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      3433 | NS      | $323813.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                            | Marsh & McLennan Cos Inc                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     51143 | NS      | $9624601.17   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                              | Marvell Technology Inc                                | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $3156.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                         | Masimo Corp                                           | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     50085 | NS      | $6878173.05   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                          | MasTec Inc                                            | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      4245 | NS      | $1020837.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                      | Mastercard Inc                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     12106 | NS      | $6522591.74   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                     | McDonald's Corp                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     25519 | NS      | $8038485.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                       | McKesson Corp                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     12259 | NS      | $10189803.39  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                 | Deutsche Telekom AG                                   | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     42596 | NS      | $1429447.37   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                    | MercadoLibre Inc                                      | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      2050 | NS      | $4402969.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                      | Merck & Co Inc                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6922 | NS      | $763288.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     52478 | NS      | $22580758.62  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                               | Micron Technology Inc                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1728 | NS      | $716912.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corp                              | Accton Technology Corp                                | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |    128000 | NS      | $4475294.67   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                          | Realtek Semiconductor Corp                            | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |    359000 | NS      | $5492623.43   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                    | Asahi Kasei Corp                                      | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    174300 | NS      | $1690885.57   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp                                             | LY Corp                                               | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |   1460600 | NS      | $3739749.41   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                        | Monolithic Power Systems Inc                          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      5282 | NS      | $5937760.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Monster Beverage Corp                               | Monster Beverage Corp                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     23111 | NS      | $1866444.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Bridgestone Corp                                    | Bridgestone Corp                                      | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |    154800 | NS      | $3485207.06   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                         | Obic Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    298600 | NS      | $8299273.15   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                        | Moody's Corp                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2256 | NS      | $1163103.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc                                           | Canon Inc                                             | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |    300800 | NS      | $9156014.29   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                           | KT&G Corp                                             | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |     33438 | NS      | $3575175.91   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                              | DBS Group Holdings Ltd                                | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     50400 | NS      | $2342710.66   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| China Overseas Land & Investment Ltd                | China Overseas Land & Investment Ltd                  | CUSIP: 000000000<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |   1533500 | NS      | $2748359.97   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                         | Chubu Electric Power Co Inc                           | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |     78200 | NS      | $1136136.83   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Ltd                                           | CITIC Ltd                                             | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | HK        |    621000 | NS      | $992469.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                              | Motorola Solutions Inc                                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     40352 | NS      | $16243294.08  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantech Co Ltd                                    | Advantech Co Ltd                                      | CUSIP: 000000000<br>LEI: 2549002OSTKE9HB9IY03 | Long             | EC               | CORP              | TW        |    159898 | NS      | $1508989.45   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                    | Lenovo Group Ltd                                      | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |   2054000 | NS      | $2314269.39   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                   | PetroChina Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |   4588000 | NS      | $5450355.60   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries Inc                              | Mueller Industries Inc                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     14348 | NS      | $1953336.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                           | KDDI Corp                                             | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    811000 | NS      | $13692904.51  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                          | Daiwa Securities Group Inc                            | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |    612000 | NS      | $5963561.83   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Chunghwa Telecom Co Ltd                             | Chunghwa Telecom Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    242000 | NS      | $1026187.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                         | Subaru Corp                                           | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     99200 | NS      | $2129641.23   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                              | FUJIFILM Holdings Corp                                | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |    213100 | NS      | $4256727.84   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                        | MediaTek Inc                                          | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     25000 | NS      | $1386763.39   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                          | NetApp Inc                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     63498 | NS      | $6118032.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                         | Netflix Inc                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     76915 | NS      | $6421633.35   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                          | Neurocrine Biosciences Inc                            | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     14109 | NS      | $1919670.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Far EasTone Telecommunications Co Ltd               | Far EasTone Telecommunications Co Ltd                 | CUSIP: 000000000<br>LEI: 529900L7W7BWDLVZL253 | Long             | EC               | CORP              | TW        |   1256000 | NS      | $3533278.98   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| E.Sun Financial Holding Co Ltd                      | E.Sun Financial Holding Co Ltd                        | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |   3977000 | NS      | $4211380.01   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                   | Hon Hai Precision Industry Co Ltd                     | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    316000 | NS      | $2184324.48   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TS Financial Holding Co Ltd                         | TS Financial Holding Co Ltd                           | CUSIP: 000000000<br>LEI: 254900NDEO99JV07HK17 | Long             | EC               | CORP              | TW        |   2760000 | NS      | $1983655.41   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                   | Japan Tobacco Inc                                     | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |    135300 | NS      | $4889967.02   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                         | Kajima Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38400 | NS      | $1566557.06   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                        | Keyence Corp                                          | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |     10600 | NS      | $3888719.87   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                        | Kyocera Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     44600 | NS      | $669125.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                        | Newmont Corp                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     12501 | NS      | $1404487.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Electronics Inc                                  | LG Electronics Inc                                    | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |      8607 | NS      | $590127.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd                       | Geely Automobile Holdings Ltd                         | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |   2294000 | NS      | $4722182.01   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                          | BOC Hong Kong Holdings Ltd                            | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |    119500 | NS      | $629285.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JX Advanced Metals Corp                             | JX Advanced Metals Corp                               | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |     82300 | NS      | $1331726.37   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                         | Murata Manufacturing Co Ltd                           | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |    138800 | NS      | $2819798.26   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                          | NIDEC CORP                                            | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |    285800 | NS      | $4088300.72   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Inc                                             | NTT Inc                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |   1764100 | NS      | $1772707.42   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp                                       | Obayashi Corp                                         | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     85100 | NS      | $1920989.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                 | Northern Trust Corp                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     25533 | NS      | $3815396.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                        | Olympus Corp                                          | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     93400 | NS      | $1115616.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                    | Osaka Gas Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     52500 | NS      | $1970989.47   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                               | Northrop Grumman Corp                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      4359 | NS      | $3017561.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                          | Nucor Corp                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        24 | NS      | $4265.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC Property & Casualty Co Ltd                     | PICC Property & Casualty Co Ltd                       | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |   1170000 | NS      | $2422129.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                         | NVIDIA Corp                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    100939 | NS      | $19292471.07  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group Inc                            | Japan Exchange Group Inc                              | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |    449200 | NS      | $4901767.94   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co Ltd                                | Weichai Power Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |   1164000 | NS      | $3945526.71   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co Ltd                   | International Games System Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     43000 | NS      | $976507.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co Ltd                               | Ryohin Keikaku Co Ltd                                 | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |     37200 | NS      | $741946.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                          | Samsung Electronics Co Ltd                            | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     13736 | NS      | $1517480.65   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanrio Co Ltd                                       | Sanrio Co Ltd                                         | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |    109400 | NS      | $3384665.34   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                        | Secom Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |     94600 | NS      | $3465536.50   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                   | Omnicom Group Inc                                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     58426 | NS      | $4501139.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                   | Suzuki Motor Corp                                     | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     87600 | NS      | $1194432.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                      | Advantest Corp                                        | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     47300 | NS      | $7822780.36   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp                                         | Terumo Corp                                           | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |    235300 | NS      | $3078018.23   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd           | Taiwan Semiconductor Manufacturing Co Ltd             | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    180000 | NS      | $9953262.58   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                 | Otis Worldwide Corp                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    121538 | NS      | $10381775.96  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Tingyi Cayman Islands Holding Corp                  | Tingyi Cayman Islands Holding Corp                    | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | KY        |   2644000 | NS      | $4007325.68   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp                        | United Microelectronics Corp                          | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |    536000 | NS      | $1066507.59   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                | PNC Financial Services Group Inc/The                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     24172 | NS      | $5397607.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                              | Palo Alto Networks Inc                                | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      5601 | NS      | $991208.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Astellas Pharma Inc                                 | Astellas Pharma Inc                                   | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    438900 | NS      | $6105048.86   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                           | Holcim AG                                             | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     25960 | NS      | $2675667.03   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                         | PepsiCo Inc                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    118571 | NS      | $18216062.73  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                          | Pfizer Inc                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     90034 | NS      | $2380498.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                       | Principal Financial Group Inc                         | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     38207 | NS      | $3618967.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                             | Procter & Gamble Co/The                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    128435 | NS      | $19492579.95  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                | Progressive Corp/The                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     56224 | NS      | $11694592.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                        | Prologis Inc                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     76090 | NS      | $9934310.40   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                            | Prudential Financial Inc                              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     29974 | NS      | $3330411.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                               | Qnity Electronics Inc                                 | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |     62054 | NS      | $5968353.72   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                            | RTX Corp                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      6589 | NS      | $1323927.77   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                       | Regeneron Pharmaceuticals Inc                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      7728 | NS      | $5729925.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                               | Republic Services Inc                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     22248 | NS      | $4785322.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                          | ResMed Inc                                            | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        24 | NS      | $6199.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                               | Robinhood Markets Inc                                 | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     36109 | NS      | $3592123.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Rocket Cos Inc                                      | Rocket Cos Inc                                        | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170565 | NS      | $3058230.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                              | Roper Technologies Inc                                | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     32626 | NS      | $12111749.98  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                      | S&P Global Inc                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      9693 | NS      | $5115868.47   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                      | Salesforce Inc                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     22927 | NS      | $4867172.83   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                      | ServiceNow Inc                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |    108170 | NS      | $12656971.70  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                            | Snap Inc                                              | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |    633042 | NS      | $4386981.06   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                       | Snowflake Inc                                         | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |         5 | NS      | $963.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                             | Soleno Therapeutics Inc                               | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |        30 | NS      | $1156.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                     | Southern Co/The                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    159435 | NS      | $14239139.85  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                   | State Street Corp                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     10136 | NS      | $1326396.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                        | Stryker Corp                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     30031 | NS      | $11098256.36  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                      | TD SYNNEX Corp                                        | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     15098 | NS      | $2395599.66   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                 | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     30612 | NS      | $2223349.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                     | TJX Cos Inc/The                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     42021 | NS      | $6295166.01   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                     | T-Mobile US Inc                                       | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     78963 | NS      | $15572293.23  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                   | Take-Two Interactive Software Inc                     | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      9808 | NS      | $2160702.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                        | Tapestry Inc                                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     17796 | NS      | $2258490.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                         | Target Corp                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     13939 | NS      | $1470146.33   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                           | Tesla Inc                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3567 | NS      | $1535272.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                  | Teva Pharmaceutical Industries Ltd                    | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    164296 | NS      | $5599207.68   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                   | Tractor Supply Co                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        80 | NS      | $4070.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                 | TransDigm Group Inc                                   | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2986 | NS      | $4262634.44   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                               | Travelers Cos Inc/The                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     11698 | NS      | $3328197.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                              | Tyler Technologies Inc                                | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |     25730 | NS      | $9504662.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                            | United Therapeutics Corp                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         8 | NS      | $3755.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                       | Universal Health Services Inc                         | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      8284 | NS      | $1667237.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                             | Vale SA                                               | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    238526 | NS      | $3833112.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                   | Veeva Systems Inc                                     | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     19102 | NS      | $3895279.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                          | Ventas Inc                                            | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |    100654 | NS      | $7817796.18   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                        | VeriSign Inc                                          | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      7087 | NS      | $1730858.01   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                          | Verizon Communications Inc                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    467713 | NS      | $20822582.76  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                | Verisk Analytics Inc                                  | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     14703 | NS      | $3197314.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                          | Vertex Pharmaceuticals Inc                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     23346 | NS      | $10970285.40  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                  | Vertiv Holdings Co                                    | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     28671 | NS      | $5337966.78   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                            | Visa Inc                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     26005 | NS      | $8369189.15   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global Inc                                      | WSP Global Inc                                        | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |      6500 | NS      | $1256560.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                | WEC Energy Group Inc                                  | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     76229 | NS      | $8436263.43   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                           | Warner Bros Discovery Inc                             | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       606 | NS      | $16689.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                               | Waste Connections Inc                                 | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     21851 | NS      | $3662227.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                | Waste Management Inc                                  | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     46741 | NS      | $10387719.84  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                    | Wells Fargo & Co                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        80 | NS      | $7239.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                       | Welltower Inc                                         | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |     20956 | NS      | $3947272.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                    | West Pharmaceutical Services Inc                      | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     19035 | NS      | $4399369.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                                 | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  16329948 | NS      | $16338112.88  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuxi Biologics Cayman Inc                           | Wuxi Biologics Cayman Inc                             | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |    267000 | NS      | $1263537.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES      | BlackRock Cash Funds: Treasury, SL Agency Shares      | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   4880000 | NS      | $4880000.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                         | Workday Inc                                           | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     23233 | NS      | $4080411.79   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc                           | Xenon Pharmaceuticals Inc                             | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |        40 | NS      | $1640.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                     | Yum! Brands Inc                                       | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     19187 | NS      | $2983578.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                          | Zimmer Biomet Holdings Inc                            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     24794 | NS      | $2158813.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                          | Zoetis Inc                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     89467 | NS      | $11167270.94  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                             | Zoom Communications Inc                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     76936 | NS      | $7085805.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Airtac International Group                          | Airtac International Group                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    118000 | NS      | $4270490.64   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                   | Siemens Energy AG                                     | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     31549 | NS      | $5375319.23   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Krafton Inc                                         | Krafton Inc                                           | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |      8992 | NS      | $1578598.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Elm Co                                              | Elm Co                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     16380 | NS      | $3387864.49   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                          | Boliden AB                                            | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     14811 | NS      | $1037165.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd              | Contemporary Amperex Technology Co Ltd                | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     35200 | NS      | $2196391.83   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | S+P500 EMINI FUT MAR26                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        36 | NC      | $66182.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                        | Techtronic Industries Co Ltd                          | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |    217500 | NS      | $2969200.69   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                           | Safran SA                                             | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      8437 | NS      | $3014465.43   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                            | Kone Oyj                                              | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |     25166 | NS      | $1808551.35   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                               | Daiichi Sankyo Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |    167000 | NS      | $3059375.61   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Ltd           | Shenzhou International Group Holdings Ltd             | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |    226400 | NS      | $1800639.82   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                           | Partners Group Holding AG                             | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       762 | NS      | $1039020.49   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Jarir Marketing Co                                  | Jarir Marketing Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |    721587 | NS      | $2745149.58   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Co for Cooperative Insurance/The                    | Co for Cooperative Insurance/The                      | CUSIP: 000000000<br>LEI: 549300J2GTNKWJRJ8581 | Long             | EC               | CORP              | SA        |     18872 | NS      | $689328.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Etihad Etisalat Co                                  | Etihad Etisalat Co                                    | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |     28270 | NS      | $531987.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                       | Al Rajhi Bank                                         | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |     63007 | NS      | $1799246.42   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Al-Jazira                                      | Bank Al-Jazira                                        | CUSIP: 000000000<br>LEI: 558600FGNP3JML7WY215 | Long             | EC               | CORP              | SA        |    324850 | NS      | $1085037.45   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Investment Bank/The                           | Saudi Investment Bank/The                             | CUSIP: 000000000<br>LEI: 558600V3J4M5TUY9HR70 | Long             | EC               | CORP              | SA        |    158372 | NS      | $591077.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Ltd                                   | Bank of China Ltd                                     | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |   8813000 | NS      | $5262975.68   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                               | Idemitsu Kosan Co Ltd                                 | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |    741700 | NS      | $6293517.30   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd           | Industrial & Commercial Bank of China Ltd             | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |   2931000 | NS      | $2431254.01   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd               | Yangzijiang Shipbuilding Holdings Ltd                 | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |   1842800 | NS      | $4839767.04   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                        | Prysmian SpA                                          | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      3996 | NS      | $473299.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunny Optical Technology Group Co Ltd               | Sunny Optical Technology Group Co Ltd                 | CUSIP: 000000000<br>LEI: 3003004QIVP0DFVVWM94 | Long             | EC               | CORP              | KY        |     78500 | NS      | $629064.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd                            | ANTA Sports Products Ltd                              | CUSIP: 000000000<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | KY        |    325200 | NS      | $3248724.90   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosideng International Holdings Ltd                 | Bosideng International Holdings Ltd                   | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | KY        |    992000 | NS      | $605413.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingsoft Corp Ltd                                   | Kingsoft Corp Ltd                                     | CUSIP: 000000000<br>LEI: 529900UVT35D3Q7YQY41 | Long             | EC               | CORP              | KY        |    441000 | NS      | $1691870.72   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                 | Macquarie Group Ltd                                   | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      9363 | NS      | $1374111.38   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinotruk Hong Kong Ltd                              | Sinotruk Hong Kong Ltd                                | CUSIP: 000000000<br>LEI: 529900BB4WA4W576X724 | Long             | EC               | CORP              | HK        |    166000 | NS      | $762301.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| eMemory Technology Inc                              | eMemory Technology Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     36000 | NS      | $2073417.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                            | China Hongqiao Group Ltd                              | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |    528000 | NS      | $2414898.34   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                 | HKT Trust & HKT Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   3032000 | NS      | $4543816.50   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                              | Otsuka Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     72600 | NS      | $4346444.11   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Bizlink Holding Inc                                 | Bizlink Holding Inc                                   | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | KY        |     27000 | NS      | $1096504.15   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                          | Dai-ichi Life Holdings Inc                            | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    285100 | NS      | $2507210.09   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                  | ENEOS Holdings Inc                                    | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |   1375700 | NS      | $11627296.26  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                  | Sompo Holdings Inc                                    | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     91700 | NS      | $3162229.57   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd                                   | Vodacom Group Ltd                                     | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |     26835 | NS      | $250113.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAC Technologies Holdings Inc                       | AAC Technologies Holdings Inc                         | CUSIP: 000000000<br>LEI: 549300SKEDE1VKS0A552 | Long             | EC               | CORP              | KY        |    290000 | NS      | $1376639.18   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co Ltd                      | China Galaxy Securities Co Ltd                        | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |   1929500 | NS      | $2594591.77   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelink Technologies Co Ltd                        | Accelink Technologies Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     78400 | NS      | $812796.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunwoda Electronic Co Ltd                           | Sunwoda Electronic Co Ltd                             | CUSIP: 000000000<br>LEI: 836800CQGW5QDXND0Q43 | Long             | EC               | CORP              | CN        |    966684 | NS      | $3254869.21   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanjin International Gold Co Ltd                   | Shanjin International Gold Co Ltd                     | CUSIP: 000000000<br>LEI: 655600QGA2EHH1HUDW82 | Long             | EC               | CORP              | CN        |    301200 | NS      | $1449229.63   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| XCMG Construction Machinery Co Ltd                  | XCMG Construction Machinery Co Ltd                    | CUSIP: 000000000<br>LEI: 300300QGG1VFJ0WTJE78 | Long             | EC               | CORP              | CN        |   1475093 | NS      | $2275783.96   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GF Securities Co Ltd                                | GF Securities Co Ltd                                  | CUSIP: 000000000<br>LEI: 3003007E0Y3ZJ5HNA936 | Long             | EC               | CORP              | CN        |    482400 | NS      | $1556989.31   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                       | SoftBank Corp                                         | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |   4543600 | NS      | $6175929.05   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongcheng Travel Holdings Ltd                       | Tongcheng Travel Holdings Ltd                         | CUSIP: 000000000<br>LEI: 2549004WGGNOPL8NUL61 | Long             | EC               | CORP              | KY        |    379200 | NS      | $1127930.57   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                | Saudi Arabian Oil Co                                  | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | EC               | CORP              | SA        |    328620 | NS      | $2259007.49   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                          | JD.com Inc                                            | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |    433700 | NS      | $6184836.14   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                        | WH Group Ltd                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   2368500 | NS      | $2795056.17   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                   | NatWest Group PLC                                     | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    501189 | NS      | $4568228.14   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                | Kioxia Holdings Corp                                  | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |      3900 | NS      | $533466.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                | Tencent Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     38900 | NS      | $2989924.03   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Tadawul Group Holding Co                      | Saudi Tadawul Group Holding Co                        | CUSIP: 000000000<br>LEI: 894500BXFAWZK686TP37 | Long             | EC               | CORP              | SA        |     20023 | NS      | $857892.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                              | Yum China Holdings Inc                                | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     80176 | NS      | $3986558.89   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Wizz Air Holdings Plc                               | Wizz Air Holdings Plc                                 | CUSIP: 000000000<br>LEI: 213800COXGZCORLJZA85 | Long             | EC               | CORP              | JE        |     29814 | NS      | $578253.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd                    | Pop Mart International Group Ltd                      | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |     75000 | NS      | $2143990.86   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Cambricon Technologies Corp Ltd                     | Cambricon Technologies Corp Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3923 | NS      | $708719.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                  | Trip.com Group Ltd                                    | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |     27650 | NS      | $1697035.69   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIC Motor Corp Ltd                                 | SAIC Motor Corp Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   2126950 | NS      | $4317034.87   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaxia Bank Co Ltd                                  | Huaxia Bank Co Ltd                                    | CUSIP: 000000000<br>LEI: 300300AKNDEHIGVDZW37 | Long             | EC               | CORP              | CN        |   1774400 | NS      | $1616207.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wall Motor Co Ltd                             | Great Wall Motor Co Ltd                               | CUSIP: 000000000<br>LEI: 254900CR8AHWTMFZHH60 | Long             | EC               | CORP              | CN        |    891533 | NS      | $2649304.39   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co Ltd              | Jiangsu Hengrui Pharmaceuticals Co Ltd                | CUSIP: 000000000<br>LEI: 2549003BT1XS3SE3E448 | Long             | EC               | CORP              | CN        |    145200 | NS      | $1212360.02   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NARI Technology Co Ltd                              | NARI Technology Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    259800 | NS      | $938095.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yutong Bus Co Ltd                                   | Yutong Bus Co Ltd                                     | CUSIP: 000000000<br>LEI: 300300OMPRVW0Q75F037 | Long             | EC               | CORP              | CN        |    179400 | NS      | $796411.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MINISO Group Holding Ltd                            | MINISO Group Holding Ltd                              | CUSIP: 000000000<br>LEI: 2549006PIKT2YKNBL092 | Long             | EC               | CORP              | KY        |    259200 | NS      | $1203625.81   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Changzhou Xingyu Automotive Lighting Systems Co Ltd | Changzhou Xingyu Automotive Lighting Systems Co Ltd   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     28400 | NS      | $562950.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                             | Saudi National Bank/The                               | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |    245180 | NS      | $2932459.22   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                        | Wal-Mart de Mexico SAB de CV                          | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | MX        |    875188 | NS      | $2777404.81   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                         | Japan Post Insurance Co Ltd                           | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |    133300 | NS      | $4128575.36   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                              | Arch Capital Group Ltd                                | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     94364 | NS      | $9062718.56   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                       | Accenture PLC                                         | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     27222 | NS      | $7176808.08   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                      | Eaton Corp PLC                                        | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     10621 | NS      | $3732431.82   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                  | Royalty Pharma PLC                                    | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     50390 | NS      | $2100255.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                          | STERIS PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4961 | NS      | $1302758.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                         | StoneCo Ltd                                           | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |    111020 | NS      | $1791862.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                              | Trane Technologies PLC                                | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     20412 | NS      | $8584878.96   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                                 | Viking Holdings Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      9998 | NS      | $721355.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                           | Chubb Ltd                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     32435 | NS      | $10040578.60  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                          | Garmin Ltd                                            | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       108 | NS      | $21777.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                  | AerCap Holdings NV                                    | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      6655 | NS      | $956057.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                              | BARRATT REDROW PLC                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    268665 | OU      | $-1430568.97  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | BARRATT REDROW PLC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    292762 | OU      | $-1558879.02  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | BRITISH AMERICAN TOBACCO                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     42969 | OU      | $2595912.40   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | ALEXANDRIA REAL ESTATE EQUITIES RE                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |    127640 | OU      | $-6974249.60  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ALEXANDRIA REAL ESTATE EQUITIES RE                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     57553 | OU      | $-3144695.92  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | AGNICO EAGLE MINES LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     10630 | OU      | $2020687.55   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | AIR PRODUCTS AND CHEMICALS INC                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8550 | OU      | $-2329875.00  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | BXP INC                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     57436 | OU      | $-3714386.12  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | BXP INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     21752 | OU      | $-1406701.84  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ALFA A                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | MX        |   3478923 | OU      | $-3437914.87  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | BAXTER INTERNATIONAL INC                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    329057 | OU      | $-6604173.99  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | BAXTER INTERNATIONAL INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    161004 | OU      | $-3231350.28  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | QUANTA SERVICES INC                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      1930 | OU      | $-916035.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | QUANTA SERVICES INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7757 | OU      | $-3681704.91  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | FOMENTO ECONOMICO MEXICANO                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | MX        |     17103 | OU      | $178506.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | FOMENTO ECONOMICO MEXICANO                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | MX        |    147459 | OU      | $1539054.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | OPEN TEXT CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      7809 | OU      | $-199461.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | OPEN TEXT CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     96794 | OU      | $-2472364.65  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | FORTIS INC                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |     13740 | OU      | $732584.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | FORTIS INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |    100487 | OU      | $5357732.31   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | FIRST QUANTUM MINERALS LTD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     25458 | OU      | $719625.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | IMPERIAL OIL LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     46130 | OU      | $-4660598.61  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | INTL PAPER                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |    101500 | OU      | $-4092480.00  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | INTL PAPER                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    105797 | OU      | $-4265735.04  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | LENNAR A CORP CLASS A                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      3557 | OU      | $-388957.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | LENNAR A CORP CLASS A                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     24069 | OU      | $-2631945.15  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SUN LIFE FINANCIAL INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     22693 | OU      | $1429926.49   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | ENTEGRIS INC                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      9735 | OU      | $-1149411.45  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | ENTEGRIS INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1688 | OU      | $-199302.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | NIKE INC CLASS B                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      5917 | OU      | $-365729.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | NIKE INC CLASS B                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     58805 | OU      | $-3634737.05  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | PAN AMERICAN SILVER CORP                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     30987 | OU      | $-1688338.07  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | TOROMONT INDUSTRIES LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     10888 | OU      | $1386937.61   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | WATSCO INC                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      4684 | OU      | $-1810131.80  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | WATSCO INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3358 | OU      | $-1297699.10  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | WESTERN DIGITAL CORP                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       616 | OU      | $-154141.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | WESTERN DIGITAL CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     18165 | OU      | $-4545427.95  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | LVMH                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      2132 | OU      | $1376001.91   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | LVMH                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      2185 | OU      | $1410208.33   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | KBC GROEP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |     27829 | OU      | $3921537.78   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | DANSKE BANK                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |     35613 | OU      | $1814412.20   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | CONTINENTAL AG                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      8538 | OU      | $-671848.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | CONTINENTAL AG                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     24009 | OU      | $-1889249.83  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | RENAULT SA                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      3757 | OU      | $141786.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | RENAULT SA                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     37766 | OU      | $1425264.83   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | RWE AG                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     48198 | OU      | $3060758.82   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ASM INTERNATIONAL NV                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      2165 | OU      | $1818238.88   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ORANGE SA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |    273581 | OU      | $5085875.18   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | DEUTSCHE LUFTHANSA AG                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     78890 | OU      | $812682.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | BANKINTER SA                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |    124103 | OU      | $2118434.78   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | BARRY CALLEBAUT AG                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       200 | OU      | $-352803.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | BARRY CALLEBAUT AG                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      1852 | OU      | $-3266959.07  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | KERING SA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     14084 | OU      | $-4396709.92  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | NEMETSCHEK                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     29184 | OU      | $2549932.89   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | NATURGY ENERGY GROUP SA                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     70971 | OU      | $2227641.74   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | WOLTERS KLUWER NV                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      6876 | OU      | $645676.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | WOLTERS KLUWER NV                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     32369 | OU      | $3039545.72   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | SANOFI SA                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     14074 | OU      | $1327510.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SANOFI SA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      1639 | OU      | $154596.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ELISA                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |     56210 | OU      | $2486449.97   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | DEUTSCHE TELEKOM N AG                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |    222244 | OU      | $7458120.47   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | DEUTSCHE TELEKOM N AG                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |    245475 | OU      | $8237712.26   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | ERICSSON B                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      7867 | OU      | $85200.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ERICSSON B                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |    421947 | OU      | $4569754.74   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | LYNAS RARE EARTHS LTD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |     43501 | OU      | $-437886.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | LYNAS RARE EARTHS LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |    377046 | OU      | $-3795391.54  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | BHP GROUP LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     48063 | OU      | $1655402.85   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | CSPC PHARMACEUTICAL GROUP LTD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |    634000 | OU      | $-777750.44   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | CSPC PHARMACEUTICAL GROUP LTD                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |   1586000 | OU      | $-1945602.83  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | TRANSURBAN GROUP STAPLED UNITS                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |    235123 | OU      | $2274290.96   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | TRANSURBAN GROUP STAPLED UNITS                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |    721589 | OU      | $6979765.23   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | RIO TINTO LTD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |     11627 | OU      | $1211356.22   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | RIO TINTO LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      6689 | OU      | $696891.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | RAKUTEN GROUP INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    194200 | OU      | $-1164367.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | SBI HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      1200 | OU      | $-27136.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SBI HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    112300 | OU      | $-2539553.33  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | KINGDEE INT L SOFTWARE GROUP LTD                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |   1872000 | OU      | $-3092014.61  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | HARMONY GOLD MINING COMPANY LIMITE                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ZA        |     53716 | OU      | $1141387.95   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | HARMONY GOLD MINING COMPANY LIMITE                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ZA        |    221099 | OU      | $4698036.63   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | KAWASAKI HEAVY INDUSTRIES LTD                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     32100 | OU      | $-2679585.66  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | PANASONIC HOLDINGS CORP                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    104700 | OU      | $-1435509.65  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | MITSUI OSK LINES LTD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     57400 | OU      | $-1799199.46  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | MITSUI OSK LINES LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     54600 | OU      | $-1711433.63  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | NISSAN MOTOR LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    276800 | OU      | $-674662.31   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | NORTHERN STAR RESOURCES LTD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |    131142 | OU      | $-2410822.60  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | NORTHERN STAR RESOURCES LTD                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     10798 | OU      | $-198502.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ZIJIN MINING GROUP LTD H                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    292000 | OU      | $-1522494.23  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | MMG LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |   1192000 | OU      | $-1543282.88  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | SOFTBANK GROUP CORP                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     53900 | OU      | $-1471868.18  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SOFTBANK GROUP CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    109500 | OU      | $-2990158.92  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | SASOL LTD                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ZA        |    453710 | OU      | $-3204681.35  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SASOL LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ZA        |     20980 | OU      | $-148187.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | SHISEIDO LTD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     37200 | OU      | $-635365.49   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SHISEIDO LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    167700 | OU      | $-2864268.61  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | TOPPAN HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    110200 | OU      | $-3404050.47  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | DEUTSCHE BOERSE AG                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      7387 | OU      | $1870574.43   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | NOVARTIS AG                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |     11009 | OU      | $1633402.83   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | NOVARTIS AG                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |     13246 | OU      | $1965306.01   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | ROCHE HOLDING PAR AG                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       464 | OU      | $-210999.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ROCHE HOLDING PAR AG                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      8729 | OU      | $-3969421.64  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | CD PROJEKT SA                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | PL        |       897 | OU      | $65477.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | CD PROJEKT SA                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | PL        |     26521 | OU      | $1935941.79   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | BANCO BRADESCO PREF SA                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BR        |    804075 | OU      | $3255871.60   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | BANCO BRADESCO PREF SA                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |   1112972 | OU      | $4506661.60   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SAINSBURY(J) PLC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    408898 | OU      | $1791673.38   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | ADMIRAL GROUP PLC                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     17138 | OU      | $644970.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ADMIRAL GROUP PLC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      9994 | OU      | $376113.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | M3 INC                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     77400 | OU      | $-955041.13   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | M3 INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    249900 | OU      | $-3083524.26  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | KINROSS GOLD CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     98753 | OU      | $3109851.02   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | INTACT FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     11635 | OU      | $2118336.47   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | NESTE                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |     46681 | OU      | $-1192463.43  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SEMBCORP INDUSTRIES LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |    132000 | OU      | $-625479.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | BUILDERS FIRSTSOURCE INC                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     10537 | OU      | $-1205432.80  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | BUILDERS FIRSTSOURCE INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     29061 | OU      | $-3324578.40  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ENGIE SA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |    100601 | OU      | $3003584.38   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | ALSTOM SA                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     37792 | OU      | $-1206637.20  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | LEONARDO FINMECCANICA SPA                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |     36956 | OU      | $2469644.09   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | CF INDUSTRIES HOLDINGS INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     29587 | OU      | $-2758396.01  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | DONGFENG MOTOR GROUP LTD H                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |    608000 | OU      | $-702884.61   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | PARTNERS GROUP HOLDING AG                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      5127 | OU      | $6990889.83   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | CONSTELLATION SOFTWARE INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      7803 | OU      | $14400636.64  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | BCE INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |    105441 | OU      | $2725754.20   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | IMPALA PLATINUM LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ZA        |     47665 | OU      | $888439.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | CIENA CORP                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      4453 | OU      | $-1121309.93  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | CIENA CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4763 | OU      | $-1199371.03  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | SYMRISE AG                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      3732 | OU      | $314186.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SYMRISE AG                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     23630 | OU      | $1989340.09   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | SALMAR                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NO        |      1659 | OU      | $-98827.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SALMAR                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |     28180 | OU      | $-1678695.61  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | MACQUARIE GROUP LTD DEF                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     29236 | OU      | $4290667.55   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | FRESNILLO PLC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      9779 | OU      | $481582.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | TOURMALINE OIL CORP                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |     24323 | OU      | $-1151084.43  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | TOURMALINE OIL CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     82260 | OU      | $-3892949.29  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | HYATT HOTELS CORP CLASS A                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     14317 | OU      | $-2238749.29  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | HYATT HOTELS CORP CLASS A                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     52475 | OU      | $-8205515.75  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | NEBIUS NV CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     32489 | OU      | $-2767737.91  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ENTAIN PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    268593 | OU      | $-2228308.22  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ROLLS-ROYCE HOLDINGS PLC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    629051 | OU      | $10515829.54  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | VODACOM GROUP LTD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ZA        |    189554 | OU      | $1766726.01   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | PHILLIPS                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       819 | OU      | $-117575.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | PHILLIPS                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     23045 | OU      | $-3308340.20  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | COLOPLAST B                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |     21001 | OU      | $1790229.37   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | COLOPLAST B                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |     50847 | OU      | $4334450.39   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ASML HOLDING NV                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      5284 | OU      | $7576755.12   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | TELE2 B                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      1106 | OU      | $20348.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | TELE2 B                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |    110740 | OU      | $2037452.44   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | VONOVIA SE                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     54088 | OU      | $1583657.13   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | FERRARI NV                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      3416 | OU      | $1139392.44   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | TRADE DESK INC CLASS A                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     42836 | OU      | $-1299215.88  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | OKTA INC CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     14507 | OU      | $-1225551.36  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | HOLMEN CLASS B                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      6672 | OU      | $-250086.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | HOLMEN CLASS B                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     28286 | OU      | $-1060241.88  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | LEIDOS HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     12530 | OU      | $-2359148.40  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | CNH INDUSTRIAL N.V. NV                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     10173 | OU      | $-109461.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | CNH INDUSTRIAL N.V. NV                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    232099 | OU      | $-2497385.24  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | ARES MANAGEMENT CORP CLASS A                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     14358 | OU      | $-2148961.86  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | INTERCONTINENTAL EXCHANGE INC                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     22449 | OU      | $-3901187.22  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | KKR AND CO INC                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     31650 | OU      | $-3616329.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | KKR AND CO INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     58669 | OU      | $-6703519.94  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | MEITUAN                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    111900 | OU      | $-1383361.77  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | XINYI SOLAR HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |   4446000 | OU      | $-1921745.81  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | WSP GLOBAL INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      6850 | OU      | $1324220.98   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | KLABIN UNITS SA                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |    323222 | OU      | $1176748.57   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | CGI INC CLASS A                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |     10616 | OU      | $909842.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | CGI INC CLASS A                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     54323 | OU      | $4655744.21   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | CLOUDFLARE INC CLASS A                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      8404 | OU      | $-1490449.40  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | CLOUDFLARE INC CLASS A                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       502 | OU      | $-89029.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | CARLYLE GROUP INC                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      4976 | OU      | $-292489.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | CARLYLE GROUP INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    102784 | OU      | $-6041643.52  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | ALIMENTATION COUCHE TARD INC                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      9177 | OU      | $477434.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ALIMENTATION COUCHE TARD INC                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     10613 | OU      | $552142.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | DRAFTKINGS INC CLASS A                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     35594 | OU      | $-979190.94   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | DRAFTKINGS INC CLASS A                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     80892 | OU      | $-2225338.92  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | JD SPORTS FASHION PLC                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    330574 | OU      | $-369954.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | JD SPORTS FASHION PLC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |   2526184 | OU      | $-2827121.26  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | TEXAS PACIFIC LAND CORP                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2324 | OU      | $-809588.64   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | OKLO INC CLASS A                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      3699 | OU      | $-294514.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | OKLO INC CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6469 | OU      | $-515061.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | CONSTELLATION ENERGY CORP                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5934 | OU      | $-1665555.12  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | TENARIS SA                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |     68673 | OU      | $1525429.29   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | EXOR NV                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     35348 | OU      | $2902284.10   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SIEMENS ENERGY N AG                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      6493 | OU      | $1106277.47   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | AMERICA MOVIL B                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | MX        |   3603106 | OU      | $3713203.20   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | LI AUTO CLASS A INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    282200 | OU      | $-2358334.61  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | INPOST SA                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |    149540 | OU      | $-2343861.13  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | INPOST SA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |    173086 | OU      | $-2712916.60  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | NIBE INDUSTRIER CLASS B                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    404359 | OU      | $-1549008.97  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | NIBE INDUSTRIER CLASS B                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |   1660685 | OU      | $-6361713.13  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | IMCD NV                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |     16631 | OU      | $-1554539.78  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | IMCD NV                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     30226 | OU      | $-2825297.29  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | ARGENX                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |       727 | OU      | $611385.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ARGENX                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |      2788 | OU      | $2344625.92   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | IONQ INC                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     13854 | OU      | $-553882.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | IONQ INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     28811 | OU      | $-1151863.78  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | XPENG CLASS A INC                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |    146500 | OU      | $-1318734.30  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | XPENG CLASS A INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    399000 | OU      | $-3591638.13  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | BUNGE GLOBAL SA                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     14574 | OU      | $-1659687.12  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | TOKYO METRO LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    365300 | OU      | $-3900609.01  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | SGH LTD                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |    171505 | OU      | $-5496404.68  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | J&T GLOBAL EXPRESS LTD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |    168000 | OU      | $-218706.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | J T GLOBAL EXPRESS LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    186400 | OU      | $-242660.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | GALDERMA GROUP N AG                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |     19100 | OU      | $3560219.84   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | SUPER MICRO COMPUTER INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    165225 | OU      | $-4809699.75  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | ROCKWOOL CLASS B                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |      5352 | OU      | $-180736.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ROCKWOOL CLASS B                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |     25826 | OU      | $-872143.29   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | SMURFIT WESTROCK PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      9775 | OU      | $-406933.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | SMURFIT WESTROCK PLC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     75070 | OU      | $-3125164.10  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | ALIBABA HEALTH INFORMATION TECH LT                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |    108000 | OU      | $-89573.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | ALIBABA HEALTH INFORMATION TECH LT                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    804000 | OU      | $-666827.34   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | HORIZON ROBOTICS                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |    471000 | OU      | $-494599.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | HORIZON ROBOTICS                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |   3707400 | OU      | $-3893162.47  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | KONGSBERG GRUPPEN                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |     47126 | OU      | $1618829.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | IRON MOUNTAIN INC                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      4176 | OU      | $-384734.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | IRON MOUNTAIN INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     18038 | OU      | $-1661840.94  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SHOPIFY SUBORDINATE VOTING INC CLA                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      9222 | OU      | $-1210072.15  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | TRANSUNION                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     12355 | OU      | $-976292.10   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | TRANSUNION                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     23165 | OU      | $-1830498.30  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | BLOCK INC CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     25325 | OU      | $-1530389.75  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | CHINA LITERATURE LTD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |     76200 | OU      | $-348775.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | CHINA LITERATURE LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     51600 | OU      | $-236178.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | NUTANIX INC CLASS A                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     16013 | OU      | $-629791.29   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | NUTANIX INC CLASS A                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    105706 | OU      | $-4157416.98  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | NATERA INC                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       358 | OU      | $-82748.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | NATERA INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6287 | OU      | $-1453177.18  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | ORSTED A/S                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |     47182 | OU      | $-1061371.32  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | SCOUT24 N                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |     10384 | OU      | $1033843.31   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | SCOUT24 N                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     29537 | OU      | $2940738.61   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | MEITU INC                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      6500 | OU      | $-6420.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | MEITU INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    936000 | OU      | $-924579.32   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | PURE STORAGE INC CLASS A                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     70449 | OU      | $-4899023.46  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | PURE STORAGE INC CLASS A                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     51653 | OU      | $-3591949.62  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | ADYEN NV                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      3396 | OU      | $5035737.39   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | SBA COMMUNICATIONS REIT CORP CLASS                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      1754 | OU      | $-322928.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                         | SBA COMMUNICATIONS REIT CORP CLASS                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8034 | OU      | $-1479139.74  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                              | C D INTERNATIONAL INVESTMENT GROUP                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |    804424 | OU      | $-1657041.15  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | C D INTERNATIONAL INVESTMENT GROUP                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    332296 | OU      | $-684499.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                         | DELIVERY HERO                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |    178632 | OU      | $-4981899.88  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd                                            | Flex Ltd                                              | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     88154 | NS      | $5557228.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock ETF Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer