# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0002071691-26-007320
**Filing Date:** 2026-3
**Character Count:** 102672
**Document Hash:** c87d2d3e6fb627db45174eecd4a10681
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007320.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0002071691-26-007320

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 26803314

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

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

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

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

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

## Series and Classes Contracts Data

### BlackRock Sustainable Aware Advantage Emerging Markets Equity Fund (Series ID: S000069108)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000220890 | Institutional |  |
| C000220891 | Class K       |  |
| C000220892 | Investor A    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Sustainable Aware Advantage Emerging Markets Equity Fund

- **b. EDGAR series identifier (if any):** S000069108

- **c. LEI of Series:** 549300WEROAOHPEE5K06

**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:** $15838617.71

**Total Liabilities:** $233360.08

**Net Assets:** $15605257.63

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000220892 | -1.84%               | 2.93%                | 8.11%                |
| Class ID C000220891 | -1.84%               | 2.94%                | 8.20%                |
| Class ID C000220890 | -1.75%               | 2.91%                | 8.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6876.10                | $-241734.08                                |
| Month 2  | $58307.53                | $304017.93                                 |
| Month 3  | $79079.02                | $1045507.51                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                  | Title                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Mexican Peso                                          | Mexican Peso                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |      1806 | OU      | $103.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Oil PCL                                          | Thai Oil PCL                                                   | CUSIP: N/A<br>LEI: 549300HG5527UPZLTT69       | Long             | EC               | CORP              | TH        |      6700 | NS      | $9112.44      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadyan Technology Corp.                             | Arcadyan Technology Corp.                                      | CUSIP: N/A<br>LEI: 254900R5W61G3GO1Q067       | Long             | EC               | CORP              | TW        |      7000 | NS      | $39753.69     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Petrochemical Corp.                           | Formosa Petrochemical Corp.                                    | CUSIP: N/A<br>LEI: 529900UWWAOQ8470E792       | Long             | EC               | CORP              | TW        |     16000 | NS      | $27185.10     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Wipro Ltd.                                            | Wipro Ltd.                                                     | CUSIP: N/A<br>LEI: 335800IFS1IJHESG8362       | Long             | EC               | CORP              | IN        |      5751 | NS      | $14838.69     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Lal PathLabs Ltd.                                  | Dr Lal PathLabs Ltd.                                           | CUSIP: N/A<br>LEI: 984500E8E9CY102B9718       | Long             | EC               | CORP              | IN        |      2196 | NS      | $33685.85     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuwait Finance House KSCP                             | Kuwait Finance House KSCP                                      | CUSIP: N/A<br>LEI: 2549007KX0N057S9BC98       | Long             | EC               | CORP              | KW        |     40618 | NS      | $106868.58    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.           | Taiwan Semiconductor Manufacturing Co. Ltd.                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       301 | NS      | $99498.56     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ganfeng Lithium Group Co. Ltd.                        | Ganfeng Lithium Group Co. Ltd., Class A                        | CUSIP: N/A<br>LEI: 3003006BE6UOHWEOOR42       | Long             | EC               | CORP              | CN        |       390 | NS      | $3814.49      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Bank PSQC (The)                            | Commercial Bank PSQC (The)                                     | CUSIP: N/A<br>LEI: 2138004FUUD4I7X8H721       | Long             | EC               | CORP              | QA        |      2766 | NS      | $3605.07      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.            | Industrial & Commercial Bank of China Ltd., Class H            | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |     61000 | NS      | $50599.32     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek PJSC                                          | Novatek PJSC                                                   | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |      1500 | NS      | $0.20         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sino Biopharmaceutical Ltd.                           | Sino Biopharmaceutical Ltd.                                    | CUSIP: N/A<br>LEI: 529900LPR4ADFEJAR786       | Long             | EC               | CORP              | KY        |     72000 | NS      | $61092.46     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd.                                    | Vodacom Group Ltd.                                             | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |      8422 | NS      | $78496.72     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi National Bank (The)                             | Saudi National Bank (The)                                      | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |      2307 | NS      | $27592.72     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Etihad Etisalat Co.                                   | Etihad Etisalat Co.                                            | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |       747 | NS      | $14057.13     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rand                                                  | Rand                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |         0 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weichai Power Co. Ltd.                                | Weichai Power Co. Ltd., Class H                                | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |      3000 | NS      | $10168.89     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                              | KB Financial Group, Inc.                                       | CUSIP: 48241A105<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |       167 | NS      | $15692.99     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysian Ringgit                                     | Malaysian Ringgit                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MY        |         2 | OU      | $0.38         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qatar National Bank QPSC                              | Qatar National Bank QPSC                                       | CUSIP: N/A<br>LEI: 549300FFSRVBS0SQXY75       | Long             | EC               | CORP              | QA        |      6851 | NS      | $37291.64     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Malayan Banking Bhd.                                  | Malayan Banking Bhd.                                           | CUSIP: N/A<br>LEI: 5493004OT3TOY404V310       | Long             | EC               | CORP              | MY        |     49900 | NS      | $149344.69    | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ CheilJedang Corp.                                  | CJ CheilJedang Corp.                                           | CUSIP: N/A<br>LEI: 9884008938PK154I3A92       | Long             | EC               | CORP              | KR        |       169 | NS      | $24992.80     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KEC International Ltd.                                | KEC International Ltd.                                         | CUSIP: N/A<br>LEI: 335800UCWKGDJBU7ZT31       | Long             | EC               | CORP              | IN        |      2802 | NS      | $20381.43     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                            | Alibaba Group Holding Ltd.                                     | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     20292 | NS      | $431683.62    | 2.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                               | Meituan, Class B                                               | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |      3610 | NS      | $44628.57     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd.                                    | Bajaj Finance Ltd.                                             | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |      1753 | NS      | $17735.74     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co. Ltd.                | China Pacific Insurance Group Co. Ltd., Class H                | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |      2000 | NS      | $10073.67     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Info Service PCL                             | Advanced Info Service PCL                                      | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |      8500 | NS      | $94268.42     | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Kwality Wall's India Ltd.                             | Kwality Wall's India Ltd.                                      | CUSIP: N/A<br>LEI: 3358004HTUS7E8UHI349       | Long             | EC               | CORP              | IN        |      1222 | NS      | $523.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                   | Hon Hai Precision Industry Co. Ltd.                            | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |     17000 | NS      | $117511.16    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| TS Financial Holding Co., Ltd.                        | TS Financial Holding Co. Ltd.                                  | CUSIP: N/A<br>LEI: 254900NDEO99JV07HK17       | Long             | EC               | CORP              | TW        |     11000 | NS      | $7905.87      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunway Construction Group Bhd.                        | Sunway Construction Group Bhd.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     36600 | NS      | $54963.23     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| HUTCHMED China Ltd.                                   | HUTCHMED China Ltd.                                            | CUSIP: N/A<br>LEI: 2138006X34YDQ6OBYE79       | Long             | EC               | CORP              | KY        |      7000 | NS      | $20937.95     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Compeq Manufacturing Co. Ltd.                         | Compeq Manufacturing Co. Ltd.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      6000 | NS      | $31990.68     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV             | Grupo Aeroportuario del Sureste SAB de CV, Class B             | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |       240 | NS      | $8303.18      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstRand Ltd.                                        | FirstRand Ltd.                                                 | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |     23483 | NS      | $133943.65    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Biopharmaceuticals Co. Ltd.                        | SK Biopharmaceuticals Co. Ltd.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       144 | NS      | $11749.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Co. Ltd.                                   | HD Hyundai Co. Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       161 | NS      | $26128.35     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                   | Kuaishou Technology                                            | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |       600 | NS      | $6130.27      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil SA                                      | Raia Drogasil SA                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      2560 | NS      | $11888.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synnex Technology International Corp.                 | Synnex Technology International Corp.                          | CUSIP: N/A<br>LEI: 529900GMBJ3R4A2WBC71       | Long             | EC               | CORP              | TW        |      7000 | NS      | $14506.06     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                          | JD.com, Inc., Class A                                          | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |      4900 | NS      | $69877.14     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung E&A Co. Ltd.                                  | Samsung E&A Co. Ltd.                                           | CUSIP: N/A<br>LEI: 988400HDAY5KIVHGZ188       | Long             | EC               | CORP              | KR        |      5758 | NS      | $122566.58    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co. Ltd.                  | HD Hyundai Heavy Industries Co. Ltd.                           | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | EC               | CORP              | KR        |        55 | NS      | $21891.66     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                   | BlackRock Cash Funds: Institutional, SL Agency Shares          | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |     68255 | NS      | $68288.91     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins India Ltd.                                    | Cummins India Ltd.                                             | CUSIP: N/A<br>LEI: 3358002PR6NKJRU4YS77       | Long             | EC               | CORP              | IN        |       440 | NS      | $19690.63     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp.                                           | NAVER Corp.                                                    | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |       197 | NS      | $37446.10     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co. Ltd.                                    | TVS Motor Co. Ltd.                                             | CUSIP: N/A<br>LEI: 335800URVL13UQEWM152       | Long             | EC               | CORP              | IN        |       826 | NS      | $33064.23     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Rupiah                                                | Rupiah                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ID        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Elxsi Ltd.                                       | Tata Elxsi Ltd.                                                | CUSIP: N/A<br>LEI: 335800OWLDKWXSI48N33       | Long             | EC               | CORP              | IN        |       232 | NS      | $13432.23     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corp.                          | Saudi Basic Industries Corp.                                   | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               | CORP              | SA        |      2106 | NS      | $31921.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| XP, Inc.                                              | XP, Inc., Class A                                              | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |      1859 | NS      | $36269.09     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuwaiti Dinar                                         | Kuwaiti Dinar                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KW        |         0 | OU      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                  | Fomento Economico Mexicano SAB de CV                           | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |      2546 | NS      | $26573.04     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Persistent Systems Ltd.                               | Persistent Systems Ltd.                                        | CUSIP: N/A<br>LEI: 3358006QYD77Z66S1J89       | Long             | EC               | CORP              | IN        |        93 | NS      | $6115.01      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.           | Taiwan Semiconductor Manufacturing Co. Ltd.                    | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     34000 | NS      | $1880061.86   | 12.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova T&D India Ltd.                             | GE Vernova T&D India Ltd.                                      | CUSIP: N/A<br>LEI: 549300NMRD6VZDFLN355       | Long             | EC               | CORP              | IN        |       969 | NS      | $34028.11     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Health International, Inc.                         | JD Health International, Inc.                                  | CUSIP: N/A<br>LEI: 254900OM3MAXYK8PCC84       | Long             | EC               | CORP              | KY        |      2000 | NS      | $16091.27     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd.                     | Pop Mart International Group Ltd.                              | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |       400 | NS      | $11434.62     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tripod Technology Corp.                               | Tripod Technology Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4000 | NS      | $47141.27     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Auto, Inc.                                         | Li Auto, Inc., Class A                                         | CUSIP: N/A<br>LEI: 2549003R73Q70J5H4I65       | Long             | EC               | CORP              | KY        |      1800 | NS      | $15042.54     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| New Turkish Lira                                      | New Turkish Lira                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangchak Corp. PCL                                    | Bangchak Corp. PCL                                             | CUSIP: N/A<br>LEI: 254900M7L6ML94L1YX58       | Long             | EC               | CORP              | TH        |     42300 | NS      | $40680.72     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                          | Bank Mandiri Persero Tbk. PT                                   | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |    113600 | NS      | $32687.98     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovent Biologics, Inc.                              | Innovent Biologics, Inc.                                       | CUSIP: N/A<br>LEI: 25490058ONL9SCIE1R22       | Long             | EC               | CORP              | KY        |      8000 | NS      | $83040.64     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                      | Kasikornbank PCL                                               | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |      2600 | NS      | $15528.53     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.              | Contemporary Amperex Technology Co. Ltd., Class H              | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |      1300 | NS      | $81116.78     | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                 | Emaar Properties PJSC                                          | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |     13341 | NS      | $54573.95     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                           | Baidu, Inc., Class A                                           | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |      3028 | NS      | $58039.37     | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                              | ORLEN SA                                                       | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |       848 | NS      | $25772.92     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Solar Holdings Ltd.                             | Xinyi Solar Holdings Ltd.                                      | CUSIP: N/A<br>LEI: 529900QF7VIH03SB7Q08       | Long             | EC               | CORP              | KY        |     12000 | NS      | $5186.90      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd.                                      | NU Holdings Ltd., Class A                                      | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |      2758 | NS      | $48954.50     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                        | Abu Dhabi Commercial Bank PJSC                                 | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               | CORP              | AE        |      7458 | NS      | $30935.02     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Grid Corp. of India Ltd.                        | Power Grid Corp. of India Ltd.                                 | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |      6333 | NS      | $17678.72     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Yadea Group Holdings Ltd.                             | Yadea Group Holdings Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22000 | NS      | $31084.08     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Innotek Co. Ltd.                                   | LG Innotek Co. Ltd.                                            | CUSIP: N/A<br>LEI: 988400KTHH2LMUX7EB48       | Long             | EC               | CORP              | KR        |       577 | NS      | $97975.54     | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Strides Pharma Science Ltd.                           | Strides Pharma Science Ltd.                                    | CUSIP: N/A<br>LEI: 335800WHFYXUCHR9DD10       | Long             | EC               | CORP              | IN        |       471 | NS      | $4500.75      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd.                                 | Vipshop Holdings Ltd.                                          | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |      4754 | NS      | $81340.94     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd.                                          | Infosys Ltd.                                                   | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |      2465 | NS      | $43334.70     | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Powszechny Zaklad Ubezpieczen SA                      | Powszechny Zaklad Ubezpieczen SA                               | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |      2756 | NS      | $54227.99     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ ENM Co. Ltd.                                       | CJ ENM Co. Ltd.                                                | CUSIP: N/A<br>LEI: 9884005N1TS61ILH6840       | Long             | EC               | CORP              | KR        |       474 | NS      | $24555.79     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| DL E&C Co. Ltd.                                       | DL E&C Co. Ltd.                                                | CUSIP: N/A<br>LEI: 988400UU0MCCBS1YP242       | Long             | EC               | CORP              | KR        |       336 | NS      | $10315.49     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | MSCI Emerging Markets E-Mini Index                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6 | NC      | $44829.78     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk. PT                             | Bank Central Asia Tbk. PT                                      | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |    263700 | NS      | $116515.70    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| United Integrated Services Co. Ltd.                   | United Integrated Services Co. Ltd.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      2000 | NS      | $57032.35     | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan Co. Ltd.                                        | Titan Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 549300RO9VJWPK37FE54       | Long             | EC               | CORP              | IN        |       476 | NS      | $20596.65     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                        | HDFC Bank Ltd.                                                 | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |     15442 | NS      | $156138.32    | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bizlink Holding, Inc.                                 | Bizlink Holding, Inc.                                          | CUSIP: N/A<br>LEI: 213800YAKRFVU5XOX138       | Long             | EC               | CORP              | KY        |         9 | NS      | $365.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Engineering & Construction Corp.                   | GS Engineering & Construction Corp.                            | CUSIP: N/A<br>LEI: 988400BQ69DJXXFA0D28       | Long             | EC               | CORP              | KR        |      1263 | NS      | $16396.26     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd.                                      | Gold Fields Ltd.                                               | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      1667 | NS      | $83550.04     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                      | Shinhan Financial Group Co. Ltd.                               | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |       586 | NS      | $34248.03     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                       | Agricultural Bank of China Ltd., Class H                       | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |     40000 | NS      | $27964.68     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Redington Ltd.                                        | Redington Ltd.                                                 | CUSIP: N/A<br>LEI: 335800DTFNX7F2LM5227       | Long             | EC               | CORP              | IN        |      1844 | NS      | $5463.62      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co. Ltd.                         | China Merchants Bank Co. Ltd., Class A                         | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |     17000 | NS      | $94392.48     | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk.                                    | Aneka Tambang Tbk.                                             | CUSIP: N/A<br>LEI: 529900LRE2NALSSHMB80       | Long             | EC               | CORP              | ID        |     69900 | NS      | $17208.28     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Ltd.                                          | Kanzhun Ltd.                                                   | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | KY        |       510 | NS      | $9445.20      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sime Darby Bhd.                                       | Sime Darby Bhd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    144900 | NS      | $79359.62     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rayan Bank                                         | Al Rayan Bank                                                  | CUSIP: N/A<br>LEI: 254900KFL51VLXABR231       | Long             | EC               | CORP              | QA        |      5545 | NS      | $3460.57      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Winbond Electronics Corp.                             | Winbond Electronics Corp.                                      | CUSIP: N/A<br>LEI: 254900STBMBTLA91J410       | Long             | EC               | CORP              | TW        |     15000 | NS      | $59315.14     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                              | Itau Unibanco Holding SA (Preference)                          | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EP               | CORP              | BR        |     15378 | NS      | $132164.16    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Industries Qatar QSC                                  | Industries Qatar QSC                                           | CUSIP: N/A<br>LEI: 2763E5KI3B6J7HLSFX16       | Long             | EC               | CORP              | QA        |      2125 | NS      | $7410.24      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BeOne Medicines Ltd.                                  | BeOne Medicines Ltd., Class H                                  | CUSIP: N/A<br>LEI: 549300JFUK6FRD5MH739       | Long             | EC               | CORP              | CH        |      1600 | NS      | $42196.71     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd.                                       | CMOC Group Ltd., Class H                                       | CUSIP: N/A<br>LEI: 2549008KG3638J59U652       | Long             | EC               | CORP              | CN        |     36000 | NS      | $101180.36    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Marico Ltd.                                           | Marico Ltd.                                                    | CUSIP: N/A<br>LEI: 3358003SFDQFGJPC5O84       | Long             | EC               | CORP              | IN        |      4105 | NS      | $32633.50     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Securities Co. Ltd.                           | Samsung Securities Co. Ltd.                                    | CUSIP: N/A<br>LEI: 988400RBTJTHNUOHE716       | Long             | EC               | CORP              | KR        |      2052 | NS      | $128800.28    | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                         | PhosAgro PJSC                                                  | CUSIP: N/A<br>LEI: 25340053KRUNNYUWF472       | Long             | EC               | CORP              | RU        |      1413 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Yuan Renminbi                                         | Yuan Renminbi                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |         0 | OU      | $0.05         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanya Technology Corp.                                | Nanya Technology Corp.                                         | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |     10000 | NS      | $101227.41    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co. Ltd.                    | Korea Investment Holdings Co. Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        62 | NS      | $9274.87      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman, Inc.                           | Wuxi Biologics Cayman, Inc.                                    | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |      1500 | NS      | $7098.53      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldwind Science & Technology Co. Ltd.                | Goldwind Science & Technology Co. Ltd., Class A                | CUSIP: N/A<br>LEI: 3003008X6GR2ZPYM2V54       | Long             | EC               | CORP              | CN        |       361 | NS      | $1352.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                             | First Abu Dhabi Bank PJSC                                      | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | EC               | CORP              | AE        |     27662 | NS      | $140098.90    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd.                                 | Tencent Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     10200 | NS      | $783990.44    | 5.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGi Green Energy Technology Co. Ltd.                | LONGi Green Energy Technology Co. Ltd., Class A                | CUSIP: N/A<br>LEI: 300300NRGAITUP1EZ248       | Long             | EC               | CORP              | CN        |       760 | NS      | $1952.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                             | BlackRock Liquidity Funds, T-Fund, Institutional Class         | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    491348 | NS      | $491348.37    | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoomlion Heavy Industry Science & Technology Co. Ltd. | Zoomlion Heavy Industry Science & Technology Co. Ltd., Class A | CUSIP: N/A<br>LEI: 529900QZ3EMAU0QKFK85       | Long             | EC               | CORP              | CN        |     12400 | NS      | $15623.79     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LIC Housing Finance Ltd.                              | LIC Housing Finance Ltd.                                       | CUSIP: N/A<br>LEI: 335800NFSMJ2ZKBCYP06       | Long             | EC               | CORP              | IN        |      2259 | NS      | $12941.77     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                                   | State Bank of India                                            | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | EC               | CORP              | IN        |      8366 | NS      | $98054.92     | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Oil Corp. Ltd.                                 | Indian Oil Corp. Ltd.                                          | CUSIP: N/A<br>LEI: 335800J8OBWE4VFUDG88       | Long             | EC               | CORP              | IN        |      3594 | NS      | $6382.67      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                     | Lenovo Group Ltd.                                              | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |     84000 | NS      | $94643.94     | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                         | Al Rajhi Bank                                                  | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |      5775 | NS      | $164912.70    | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp.                              | Phison Electronics Corp.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $74160.63     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongsung Finetec Co. Ltd.                             | Dongsung Finetec Co. Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       341 | NS      | $6679.68      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                         | NetEase, Inc.                                                  | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |      2470 | NS      | $64047.31     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Baoshan Iron & Steel Co. Ltd.                         | Baoshan Iron & Steel Co. Ltd., Class A                         | CUSIP: N/A<br>LEI: 300300PYAP4PEHORZT21       | Long             | EC               | CORP              | CN        |     82700 | NS      | $86402.25     | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co. Ltd.                       | ASE Technology Holding Co. Ltd.                                | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |      3000 | NS      | $27891.33     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                  | Midea Group Co. Ltd., Class A                                  | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |      9900 | NS      | $110378.11    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Sungrow Power Supply Co. Ltd.                         | Sungrow Power Supply Co. Ltd., Class A                         | CUSIP: N/A<br>LEI: 30030052IWC7RGVFG505       | Long             | EC               | CORP              | CN        |      1100 | NS      | $23855.49     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                        | MediaTek, Inc.                                                 | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |      1000 | NS      | $55470.54     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Zinc Ltd.                                   | Hindustan Zinc Ltd.                                            | CUSIP: N/A<br>LEI: 335800LB39TLJ8YTWM98       | Long             | EC               | CORP              | IN        |      7260 | NS      | $49245.92     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd.                                          | Vedanta Ltd.                                                   | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |      5446 | NS      | $40277.51     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property & Casualty Co. Ltd.                     | PICC Property & Casualty Co. Ltd., Class H                     | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |     12000 | NS      | $24842.37     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                      | Hong Kong Dollar                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |         0 | OU      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Rotem Co. Ltd.                                | Hyundai Rotem Co. Ltd.                                         | CUSIP: N/A<br>LEI: 988400HB939UNHXTFY36       | Long             | EC               | CORP              | KR        |        99 | NS      | $15829.64     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlam Ltd.                                           | Sanlam Ltd.                                                    | CUSIP: N/A<br>LEI: 37890014418406D9FC23       | Long             | EC               | CORP              | ZA        |      4933 | NS      | $30843.18     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ganfeng Lithium Group Co. Ltd.                        | Ganfeng Lithium Group Co. Ltd.                                 | CUSIP: N/A<br>LEI: 3003006BE6UOHWEOOR42       | Long             | EC               | CORP              | CN        |       800 | NS      | $6107.20      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| New Taiwan Dollar                                     | New Taiwan Dollar                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |         1 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippine Peso                                       | Philippine Peso                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PH        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunonwealth Electric Machine Industry Co. Ltd.        | Sunonwealth Electric Machine Industry Co. Ltd.                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      6000 | NS      | $26984.62     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings, Inc.                                  | POSCO Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |       114 | NS      | $27355.86     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegro.eu SA                                         | Allegro.eu SA                                                  | CUSIP: N/A<br>LEI: 222100VRLXV3FPMG4982       | Long             | EC               | CORP              | LU        |      4077 | NS      | $33491.99     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                          | BYD Co. Ltd., Class A                                          | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |       497 | NS      | $6489.01      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Guotai Haitong Securities Co. Ltd.                    | Guotai Haitong Securities Co. Ltd., Class H                    | CUSIP: N/A<br>LEI: 300300E1005431000017       | Long             | EC               | CORP              | CN        |      3600 | NS      | $7662.47      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.             | Ping An Insurance Group Co. of China Ltd., Class H             | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |     18500 | NS      | $171594.00    | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp. Ltd.                           | Bharat Petroleum Corp. Ltd.                                    | CUSIP: N/A<br>LEI: 8GRDBX1TJ0PU5NCSHT72       | Long             | EC               | CORP              | IN        |      5931 | NS      | $23513.75     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Koruna                                          | Czech Koruna                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |     20340 | OU      | $990.61       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chroma ATE, Inc.                                      | Chroma ATE, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $30706.41     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                   | Trip.com Group Ltd.                                            | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |       750 | NS      | $46031.74     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.              | Contemporary Amperex Technology Co. Ltd., Class A              | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |      2000 | NS      | $100739.53    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                              | Reliance Industries Ltd.                                       | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |      8810 | NS      | $133867.38    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.             | Ping An Insurance Group Co. of China Ltd., Class A             | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |      3600 | NS      | $34495.89     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| National Aluminium Co. Ltd.                           | National Aluminium Co. Ltd.                                    | CUSIP: N/A<br>LEI: 335800OM1V78CX7SSC72       | Long             | EC               | CORP              | IN        |     12076 | NS      | $50318.97     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd.                              | Maruti Suzuki India Ltd.                                       | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |        32 | NS      | $5083.79      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldwind Science & Technology Co. Ltd.                | Goldwind Science & Technology Co. Ltd., Class H                | CUSIP: N/A<br>LEI: 3003008X6GR2ZPYM2V54       | Long             | EC               | CORP              | CN        |      7000 | NS      | $13070.67     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| China Medical System Holdings Ltd.                    | China Medical System Holdings Ltd.                             | CUSIP: N/A<br>LEI: 529900Z57DVJXUBLHX66       | Long             | EC               | CORP              | KY        |      3000 | NS      | $5381.29      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA           | Powszechna Kasa Oszczednosci Bank Polski SA                    | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |       417 | NS      | $10846.53     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd.              | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A              | CUSIP: N/A<br>LEI: 2549003BT1XS3SE3E448       | Long             | EC               | CORP              | CN        |     13300 | NS      | $111049.51    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Geopark Ltd.                                          | Geopark Ltd.                                                   | CUSIP: N/A<br>LEI: 529900ZR5QI19AH4KZ07       | Long             | EC               | CORP              | BM        |      1082 | NS      | $9175.36      | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Qatar Islamic Bank QPSC                               | Qatar Islamic Bank QPSC                                        | CUSIP: N/A<br>LEI: 254900CFGPXJI71OHT95       | Long             | EC               | CORP              | QA        |      1752 | NS      | $12021.19     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| E.Sun Financial Holding Co. Ltd.                      | E.Sun Financial Holding Co. Ltd.                               | CUSIP: N/A<br>LEI: 549300X6CNQE512OPC90       | Long             | EC               | CORP              | TW        |     29222 | NS      | $30944.17     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Rupee                                          | Indian Rupee                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |    737746 | OU      | $8020.07      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merry Electronics Co. Ltd.                            | Merry Electronics Co. Ltd.                                     | CUSIP: N/A<br>LEI: 254900TUK5GIZWBLM571       | Long             | EC               | CORP              | TW        |      7000 | NS      | $22045.22     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltronic Power Technology Corp.                      | Voltronic Power Technology Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      2000 | NS      | $53719.91     | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                        | Tata Consultancy Services Ltd.                                 | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |      1399 | NS      | $47577.33     | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co. Ltd.                          | HD Hyundai Electric Co. Ltd.                                   | CUSIP: N/A<br>LEI: 988400CSDKM9UHLHGB91       | Long             | EC               | CORP              | KR        |        23 | NS      | $14090.83     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group, Inc.                           | Woori Financial Group, Inc.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       746 | NS      | $15605.48     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Auto, Inc.                                         | Li Auto, Inc.                                                  | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |      2515 | NS      | $41824.45     | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.          | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |       116 | NS      | $33226.33     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentera SAB de CV                                     | Gentera SAB de CV                                              | CUSIP: N/A<br>LEI: 4469000001ECOWXFNE33       | Long             | EC               | CORP              | MX        |     36742 | NS      | $102493.28    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Eternal Ltd.                                          | Eternal Ltd.                                                   | CUSIP: N/A<br>LEI: 335800T4VOF9ETHF8W59       | Long             | EC               | CORP              | IN        |      1334 | NS      | $3976.34      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                        | HDFC Bank Ltd.                                                 | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       630 | NS      | $20399.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group, Inc.                              | KB Financial Group, Inc.                                       | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |      1111 | NS      | $103988.73    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Primax Electronics Ltd.                               | Primax Electronics Ltd.                                        | CUSIP: N/A<br>LEI: 254900JO4CQFFG7AIQ15       | Long             | EC               | CORP              | TW        |     15000 | NS      | $37414.05     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd.                                    | Hero MotoCorp Ltd.                                             | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |       397 | NS      | $23912.21     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chilean Peso                                          | Chilean Peso                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CL        |    674071 | OU      | $771.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Holdings Corp.                                     | GS Holdings Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       518 | NS      | $24672.76     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Unilever Ltd.                               | Hindustan Unilever Ltd.                                        | CUSIP: N/A<br>LEI: 5493007IW5N37IKRPM32       | Long             | EC               | CORP              | IN        |      1222 | NS      | $31549.08     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd.                              | ENN Energy Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |      3900 | NS      | $33574.10     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Forint                                                | Forint                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itau Unibanco Holding SA                              | Itau Unibanco Holding SA                                       | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |      4614 | NS      | $39634.26     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare, Inc.                                       | Costamare, Inc.                                                | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |      1167 | NS      | $19582.26     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Escorts Kubota Ltd.                                   | Escorts Kubota Ltd.                                            | CUSIP: N/A<br>LEI: 335800FPEJC7WFBUBF07       | Long             | EC               | CORP              | IN        |       714 | NS      | $26299.57     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                         | China Construction Bank Corp., Class H                         | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |    219000 | NS      | $221130.95    | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogna Educacao SA                                     | Cogna Educacao SA                                              | CUSIP: N/A<br>LEI: 549300BTP1E45NJ6R194       | Long             | EC               | CORP              | BR        |      7498 | NS      | $6496.77      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                       | Cemex SAB de CV                                                | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | EC               | CORP              | MX        |     20541 | NS      | $25482.31     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Construction Equipment Co. Ltd.                    | HD Construction Equipment Co. Ltd.                             | CUSIP: N/A<br>LEI: 988400SUTJA1BDSX0Y30       | Long             | EC               | CORP              | KR        |       542 | NS      | $40800.96     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BeOne Medicines Ltd.                                  | BeOne Medicines Ltd.                                           | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | CH        |        56 | NS      | $19061.28     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOL Hungarian Oil & Gas plc                           | MOL Hungarian Oil & Gas plc                                    | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | EC               | CORP              | HU        |       651 | NS      | $7950.63      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GMR Airports Ltd.                                     | GMR Airports Ltd.                                              | CUSIP: N/A<br>LEI: 3358008S2MTRWZ255P70       | Long             | EC               | CORP              | IN        |      9160 | NS      | $9357.76      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Thailand PCL                        | Delta Electronics Thailand PCL                                 | CUSIP: N/A<br>LEI: 529900JKLVG9Y2SVWL93       | Long             | EC               | CORP              | TH        |     10200 | NS      | $65995.98     | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                     | Banco Bradesco SA (Preference)                                 | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |     10432 | NS      | $42122.46     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics, Inc.                               | Delta Electronics, Inc.                                        | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |      6000 | NS      | $228974.09    | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                        | SK hynix, Inc.                                                 | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       964 | NS      | $601899.89    | 3.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                          | Xiaomi Corp., Class B                                          | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |     13200 | NS      | $59750.72     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA                              | Santander Bank Polska SA                                       | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |        78 | NS      | $12236.98     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Simcere Pharmaceutical Group Ltd.                     | Simcere Pharmaceutical Group Ltd.                              | CUSIP: N/A<br>LEI: 254900WU599EZJIML194       | Long             | EC               | CORP              | HK        |     25000 | NS      | $37429.55     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd.                                      | Gold Fields Ltd.                                               | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |      1468 | NS      | $72599.46     | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Crompton Greaves Consumer Electricals Ltd.            | Crompton Greaves Consumer Electricals Ltd.                     | CUSIP: N/A<br>LEI: 335800DIIEEWMH3UDH51       | Long             | EC               | CORP              | IN        |      4840 | NS      | $11667.21     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                 | Saudi Arabian Oil Co.                                          | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               | CORP              | SA        |     17836 | NS      | $122608.69    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Oil & Retail Business PCL                         | PTT Oil & Retail Business PCL                                  | CUSIP: N/A<br>LEI: 254900E86F1OANU6B371       | Long             | EC               | CORP              | TH        |     21200 | NS      | $9130.38      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                        | Brazilian Real                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | BR        |        -3 | OU      | $-0.49        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coupang, Inc.                                         | Coupang, Inc., Class A                                         | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      3371 | NS      | $67959.36     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti plc                                 | Anglogold Ashanti plc                                          | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |       854 | NS      | $76986.06     | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                         | PhosAgro PJSC                                                  | CUSIP: 71922G407<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |        27 | NS      | $0.27         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cathay Financial Holding Co. Ltd.                     | Cathay Financial Holding Co. Ltd.                              | CUSIP: N/A<br>LEI: 5299009XR1QLFAMQ3X77       | Long             | EC               | CORP              | TW        |     51000 | NS      | $121506.61    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                  | WuXi AppTec Co. Ltd., Class A                                  | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |       700 | NS      | $9577.16      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp.                         | United Microelectronics Corp.                                  | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |     17000 | NS      | $33825.82     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                              | Reliance Industries Ltd.                                       | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       140 | NS      | $8498.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Americas SA                                      | Enel Americas SA                                               | CUSIP: N/A<br>LEI: 549300LKH11TFCJLZK20       | Long             | EC               | CORP              | CL        |    954461 | NS      | $90123.45     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Bank SA                                       | Piraeus Bank SA                                                | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | EC               | CORP              | GR        |      1165 | NS      | $11751.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Bank Co. Ltd.                              | Industrial Bank Co. Ltd., Class A                              | CUSIP: N/A<br>LEI: 300300C1030935001303       | Long             | EC               | CORP              | CN        |     10500 | NS      | $28208.98     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co. Ltd.                                          | BYD Co. Ltd., Class H                                          | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      5000 | NS      | $62334.33     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| JK Cement Ltd.                                        | JK Cement Ltd.                                                 | CUSIP: N/A<br>LEI: 335800IECEF3EIDGF809       | Long             | EC               | CORP              | IN        |        40 | NS      | $2404.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                       | ICICI Bank Ltd.                                                | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |      7068 | NS      | $104200.90    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Tech Mahindra Ltd.                                    | Tech Mahindra Ltd.                                             | CUSIP: N/A<br>LEI: 3358005FZUZ1I25XQH69       | Long             | EC               | CORP              | IN        |       278 | NS      | $5274.78      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                       | Lojas Renner SA                                                | CUSIP: N/A<br>LEI: 52990032N7OAAM138D78       | Long             | EC               | CORP              | BR        |     40693 | NS      | $115906.72    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Topsports International Holdings Ltd.                 | Topsports International Holdings Ltd.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     49000 | NS      | $17765.69     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemindia Projects Ltd.                                | Cemindia Projects Ltd.                                         | CUSIP: N/A<br>LEI: 3358006KHK78LNJLYY13       | Long             | EC               | CORP              | IN        |       612 | NS      | $4259.97      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                        | Axis Bank Ltd.                                                 | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |      5299 | NS      | $79057.58     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Xtep International Holdings Ltd.                      | Xtep International Holdings Ltd.                               | CUSIP: N/A<br>LEI: 529900ZZZZBTOKZQI549       | Long             | EC               | CORP              | KY        |     95000 | NS      | $62438.84     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Won                                                   | Won                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | KR        |      -136 | OU      | $-0.09        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Turk Telekomunikasyon A/S                             | Turk Telekomunikasyon A/S                                      | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | EC               | CORP              | TR        |     36098 | NS      | $54990.03     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                               | OPAP SA, Class R                                               | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |      2331 | NS      | $46971.86     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                      | Shinhan Financial Group Co. Ltd.                               | CUSIP: 824596100<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |       369 | NS      | $21523.77     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TAL Education Group                                   | TAL Education Group                                            | CUSIP: 874080104<br>LEI: 5493003PJZS0EC085V72 | Long             | EC               | CORP              | KY        |      1423 | NS      | $18072.10     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd.                        | Geely Automobile Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |     20000 | NS      | $41169.88     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Tyres Ltd.                                     | Apollo Tyres Ltd.                                              | CUSIP: N/A<br>LEI: 335800W2PJ4XBSHQYC34       | Long             | EC               | CORP              | IN        |      5432 | NS      | $29092.65     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd.                    | Chow Tai Fook Jewellery Group Ltd.                             | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | KY        |     18400 | NS      | $33817.20     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Holding Co. Ltd.                      | First Financial Holding Co. Ltd.                               | CUSIP: N/A<br>LEI: 529900BC1U046Q2GUZ64       | Long             | EC               | CORP              | TW        |     42752 | NS      | $39029.08     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| WPG Holdings Ltd.                                     | WPG Holdings Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     22000 | NS      | $44743.73     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                    | Bharti Airtel Ltd.                                             | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |      4451 | NS      | $95460.46     | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co. Ltd.                           | Zijin Mining Group Co. Ltd., Class H                           | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        |     18000 | NS      | $93852.41     | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                           | B3 SA - Brasil Bolsa Balcao                                    | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      9036 | NS      | $27780.62     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Zloty                                                 | Zloty                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |         0 | OU      | $0.13         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uae Dirham                                            | Uae Dirham                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AE        |         0 | OU      | $0.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd.                              | Hindalco Industries Ltd.                                       | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |      6356 | NS      | $66161.58     | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd.                                   | Kumba Iron Ore Ltd.                                            | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |      1406 | NS      | $31333.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobile Telecommunications Co. Saudi Arabia            | Mobile Telecommunications Co. Saudi Arabia                     | CUSIP: N/A<br>LEI: 254900XHCET9KD2D4R78       | Long             | EC               | CORP              | SA        |     23238 | NS      | $68562.04     | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Memory Technology Corp.                            | AP Memory Technology Corp.                                     | CUSIP: N/A<br>LEI: 529900A63PT4N736VY17       | Long             | EC               | CORP              | TW        |      1000 | NS      | $13465.77     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group, Inc.                            | Hana Financial Group, Inc.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       174 | NS      | $12089.88     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chunghwa Telecom Co. Ltd.                             | Chunghwa Telecom Co. Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      6000 | NS      | $25442.67     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co. Ltd.                                | Weichai Power Co. Ltd., Class A                                | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |     11500 | NS      | $39212.97     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co. Ltd.                                    | TVS Motor Co. Ltd.                                             | CUSIP: N/A<br>LEI: 335800URVL13UQEWM152       | Long             | EP               | CORP              | IN        |      1676 | NS      | $182.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Ltd.                                     | Asian Paints Ltd.                                              | CUSIP: N/A<br>LEI: 335800HEHXGYRUNERD75       | Long             | EC               | CORP              | IN        |      1248 | NS      | $32955.10     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                    | Grupo Financiero Banorte SAB de CV, Class O                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      9038 | NS      | $102176.57    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| LUKOIL PJSC                                           | LUKOIL PJSC                                                    | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |      2410 | NS      | $0.32         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LG Electronics, Inc.                                  | LG Electronics, Inc.                                           | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | EC               | CORP              | KR        |       202 | NS      | $13849.88     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd.                                 | HCL Technologies Ltd.                                          | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |      2599 | NS      | $47958.37     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung C&T Corp.                                     | Samsung C&T Corp.                                              | CUSIP: N/A<br>LEI: 988400GFRE4IDFPE9E64       | Long             | EC               | CORP              | KR        |        89 | NS      | $18552.46     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| InnoCare Pharma Ltd.                                  | InnoCare Pharma Ltd., Class H                                  | CUSIP: N/A<br>LEI: 3003001NYJPPWIEOJT79       | Long             | EC               | CORP              | KY        |      4000 | NS      | $6001.07      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Passenger Vehicles Ltd.                   | Tata Motors Passenger Vehicles Ltd.                            | CUSIP: N/A<br>LEI: 335800BO2LHWJJ8TZI32       | Long             | EC               | CORP              | IN        |      2120 | NS      | $8079.07      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co. Ltd.                            | Doosan Enerbility Co. Ltd.                                     | CUSIP: N/A<br>LEI: 988400TK5NA3GLSTN506       | Long             | EC               | CORP              | KR        |       134 | NS      | $8365.09      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                  | EURO                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |         0 | OU      | $0.30         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd.                                          | Infosys Ltd.                                                   | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |      4358 | NS      | $77948.42     | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| UPL Ltd.                                              | UPL Ltd.                                                       | CUSIP: N/A<br>LEI: 335800RJSM1SLHO4UA95       | Long             | EC               | CORP              | IN        |      4670 | NS      | $35781.58     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NCSoft Corp.                                          | NCSoft Corp.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       278 | NS      | $45208.52     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Ltd.                                        | MTN Group Ltd.                                                 | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |      1677 | NS      | $18622.37     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| APL Apollo Tubes Ltd.                                 | APL Apollo Tubes Ltd.                                          | CUSIP: N/A<br>LEI: 335800ZU4GXSB7Q4IU95       | Long             | EC               | CORP              | IN        |       301 | NS      | $6693.61      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Migros Ticaret A/S                                    | Migros Ticaret A/S                                             | CUSIP: N/A<br>LEI: 789000L1JHPL1R9B2J15       | Long             | EC               | CORP              | TR        |      1550 | NS      | $22702.92     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd.                                    | Eicher Motors Ltd.                                             | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |        95 | NS      | $7362.61      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Authority of India Ltd.                         | Steel Authority of India Ltd.                                  | CUSIP: N/A<br>LEI: 335800ZJXMF183ZCQI90       | Long             | EC               | CORP              | IN        |     33571 | NS      | $54971.39     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| China Life Insurance Co. Ltd.                         | China Life Insurance Co. Ltd., Class H                         | CUSIP: N/A<br>LEI: 549300J6TFLDXGH6S048       | Long             | EC               | CORP              | CN        |     25000 | NS      | $111255.99    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Zabka Group SA                                        | Zabka Group SA                                                 | CUSIP: N/A<br>LEI: 549300TU2RZ35E4ET914       | Long             | EC               | CORP              | LU        |      4131 | NS      | $25112.61     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co. Ltd.                     | Yuanta Financial Holding Co. Ltd.                              | CUSIP: N/A<br>LEI: 21380045JG57LJEFFE13       | Long             | EC               | CORP              | TW        |     98000 | NS      | $133498.66    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                          | Samsung Electronics Co. Ltd.                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      8414 | NS      | $929534.79    | 5.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd.                              | Mahindra & Mahindra Ltd.                                       | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |      1828 | NS      | $68257.03     | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Radico Khaitan Ltd.                                   | Radico Khaitan Ltd.                                            | CUSIP: N/A<br>LEI: 335800P7T5DW332M7E19       | Long             | EC               | CORP              | IN        |       561 | NS      | $17253.40     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fosun International Ltd.                              | Fosun International Ltd.                                       | CUSIP: N/A<br>LEI: 213800Z99WQEXDF82F09       | Long             | EC               | CORP              | HK        |     69500 | NS      | $36975.97     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Steel Co.                                     | Hyundai Steel Co.                                              | CUSIP: N/A<br>LEI: 9884006EYA94IB2C3132       | Long             | EC               | CORP              | KR        |       668 | NS      | $14497.78     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| XPeng, Inc.                                           | XPeng, Inc., Class A                                           | CUSIP: N/A<br>LEI: 549300TZNMIREMWQU857       | Long             | EC               | CORP              | KY        |      1700 | NS      | $15302.72     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer