Schedule of Investments (unaudited) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund (Percentages shown are based on Net Assets) |
Security |
Shares |
Value | ||||||
Common Stocks |
| |||||||
United States 6.8% |
| |||||||
CG oncology, Inc. (a) |
13,813 | $ | 514,674 | |||||
Citigroup, Inc. |
255,000 | 14,323,350 | ||||||
Invesco S&P 500 Equal Weight ETF |
269,746 | 42,204,459 | ||||||
Klaviyo, Inc., Class A (a) |
6,918 | 178,830 | ||||||
Netflix, Inc. (a) |
27,000 | 15,230,970 | ||||||
Palantir Technologies, Inc., Class A (a) |
4 | 64 | ||||||
Procter & Gamble Co. |
74,000 | 11,628,360 | ||||||
|
|
|||||||
Total Common Stocks 6.8% |
|
84,080,707 | ||||||
|
|
|||||||
Preferred Securities |
| |||||||
Preferred Stocks 0.4%(b) |
| |||||||
United States 0.4% | ||||||||
AliphCom |
||||||||
Series 6, (Acquired 12/15/15, Cost: $)(c) |
8,264 | | ||||||
Series 8 |
823,530 | 8 | ||||||
Illumio, Inc., Series C, (Acquired 03/10/15, Cost: $1,500,001)(c) |
466,730 | 4,891,330 | ||||||
|
|
|||||||
4,891,338 | ||||||||
|
|
|||||||
Total Preferred Securities 0.4% |
|
4,891,338 |
| |||||
|
|
|||||||
Par (000) |
||||||||
U.S. Government Sponsored Agency Securities |
| |||||||
Agency Obligations 0.3% |
| |||||||
Federal Home Loan Bank Discount Notes, 4.81%, 12/30/24 |
$ | 3,090 | 2,960,993 | |||||
|
|
|||||||
Total U.S. Government Sponsored Agency Securities 0.3% |
|
2,960,993 | ||||||
|
|
|||||||
U.S. Treasury Obligations |
| |||||||
U.S. Treasury Floating Rate Notes, (3-mo. U.S.Treasury Money Market Yield + 0.25%), 5.57%, 01/31/26(d) |
11,265 | 11,271,117 | ||||||
|
|
|||||||
Total U.S. Treasury Obligations 0.9% |
|
11,271,117 | ||||||
|
|
|||||||
Total Long-Term Investments 8.4% |
|
103,204,155 | ||||||
|
|
|||||||
Shares | ||||||||
Short-Term Securities |
| |||||||
Money Market Funds 0.5% |
||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class, 5.21%(e)(f) |
6,471,362 | 6,471,362 | ||||||
|
|
Security | Par (000) |
Value | ||||||
U.S. Treasury Obligations 88.0% |
| |||||||
U.S. Treasury Bills(g) |
||||||||
5.23%, 02/01/24 |
$ | 8,206 | $ | 8,206,000 | ||||
5.40%, 02/06/24 - 03/26/24 |
396,506 | 395,031,746 | ||||||
5.41%, 02/08/24 - 02/15/24 |
155,408 | 155,192,203 | ||||||
5.39%, 02/13/24 - 04/18/24 |
96,231 | 95,755,236 | ||||||
5.43%, 02/20/24 |
69,000 | 68,808,371 | ||||||
5.44%, 02/29/24 |
23,139 | 23,044,357 | ||||||
5.38%, 03/14/24 - 04/25/24 |
53,173 | 52,755,825 | ||||||
5.42%, 03/19/24 |
38,049 | 37,787,007 | ||||||
5.58%, 04/04/24 |
9,350 | 9,264,301 | ||||||
5.49%, 05/09/24 |
17,456 | 17,210,202 | ||||||
5.36%, 05/21/24 - 05/28/24 |
2,436 | 2,396,936 | ||||||
5.33%, 06/04/24(h) |
5,253 | 5,163,315 | ||||||
5.25%, 06/13/24 |
3,960 | 3,885,656 | ||||||
5.35%, 06/20/24 |
15,749 | 15,440,076 | ||||||
5.26%, 07/05/24 |
19,799 | 19,369,351 | ||||||
5.24%, 07/11/24 |
14,795 | 14,462,083 | ||||||
5.19%, 07/18/24 |
24,450 | 23,880,641 | ||||||
5.20%, 07/25/24 - 08/01/24 |
12,694 | 12,375,065 | ||||||
5.22%, 07/25/24 |
17,122 | 16,705,618 | ||||||
5.13%, 11/29/24 |
5,000 | 4,805,399 | ||||||
4.83%, 12/26/24 |
4,916 | 4,711,449 | ||||||
4.81%, 01/23/25 |
4,542 | 4,339,553 | ||||||
U.S. Treasury Floating Rate Notes(d) |
||||||||
(3-mo. U.S.Treasury Money Market Yield - 0.08%), 5.25%, 04/30/24 |
4,885 | 4,883,184 | ||||||
(3-mo. U.S.Treasury Money Market Yield + 0.14%), 5.47%, 10/31/24 |
54,540 | 54,530,772 | ||||||
(3-mo. U.S.Treasury Money Market Yield + 0.20%), 5.53%, 01/31/25 |
20,175 | 20,180,564 | ||||||
(3-mo. U.S.Treasury Money Market Yield + 0.17%), 5.50%, 10/31/25 |
15,182 | 15,173,519 | ||||||
|
|
|||||||
1,085,358,429 | ||||||||
|
|
|||||||
Total Short-Term Securities 88.5% |
|
1,091,829,791 | ||||||
|
|
|||||||
Total Investments 96.9% |
|
1,195,033,946 | ||||||
Other Assets Less Liabilities 3.1% |
|
37,908,874 | ||||||
|
|
|||||||
Net Assets 100.0% |
|
$ | 1,232,942,820 | |||||
|
|
(a) | Non-income producing security. |
(b) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(c) | Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $4,891,330, representing 0.4% of its net assets as of period end, and an original cost of $1,500,001. |
(d) | Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. |
(e) | Affiliate of the Fund. |
(f) | Annualized 7-day yield as of period end. |
(g) | Rates are discount rates or a range of discount rates as of period end. |
(h) | When-issued security. |
1 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2024 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
Affiliated Issuer | Value at 04/30/23 |
Purchases at Cost |
Proceeds from Sale |
Net Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value at 01/31/24 |
Shares Held at 01/31/24 |
Income | Capital Gain Distributions from Underlying Funds |
|||||||||||||||||||||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class |
$ | 1,420,426 | $ | 5,050,936 | (a) | $ | | $ | | $ | | $ | 6,471,362 | 6,471,362 | $ | 190,700 | $ | | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(a) | Represents net amount purchased (sold). |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
Description | Number of Contracts |
Expiration Date |
Notional Amount (000) |
Value/ Unrealized Appreciation (Depreciation) |
||||||||||||
Long Contracts |
||||||||||||||||
S&P 500 E-Mini Index |
262 | 03/15/24 | $ | 63,804 | $ | (705,947 | ) | |||||||||
S&P 500 Annual Dividend Index |
188 | 12/20/24 | 3,356 | 91,258 | ||||||||||||
S&P 500 Annual Dividend Index |
190 | 12/19/25 | 3,413 | 213,788 | ||||||||||||
|
|
|||||||||||||||
(400,901 | ) | |||||||||||||||
|
|
|||||||||||||||
Short Contracts |
||||||||||||||||
CBOE Volatility Index |
194 | 02/14/24 | 2,885 | 42,654 | ||||||||||||
|
|
|||||||||||||||
$ | (358,247 | ) | ||||||||||||||
|
|
OTC Total Return Swaps Future
Reference Entity | Fixed Amount Paid (Received) by the Fund(a) |
Counterparty | |
Termination Date |
|
|
Notional Amount (000) |
Value | |
Upfront Premium Paid (Received) |
|
|
Unrealized Appreciation (Depreciation) |
| ||||||||||||||
Nikkei Dividend XSIM Future December 2023 |
JPY | 93,210,000 | BNP Paribas SA |
04/01/24 | JPY | 15 | $ | 20,281 | $ | | $ | 20,281 | ||||||||||||||||
Nikkei Dividend XSIM Future December 2023 |
JPY | 149,280,000 | BNP Paribas SA |
04/01/24 | JPY | 24 | 31,472 | | 31,472 | |||||||||||||||||||
Nikkei Dividend XSIM Future December 2023 |
JPY | 243,360,000 | BNP Paribas SA |
04/01/24 | JPY | 39 | 45,842 | | 45,842 | |||||||||||||||||||
FTSE 100 Dividend Index Future December 2024 |
GBP | 1,279,872 | BNP Paribas SA |
12/19/24 | GBP | 404 | (35,808 | ) | | (35,808 | ) | |||||||||||||||||
FTSE 100 Dividend Index Future December 2024 |
GBP | 812,914 | Morgan Stanley & Co. International PLC |
12/19/24 | GBP | 263 | 2,378 | | 2,378 | |||||||||||||||||||
Euro Stoxx 50 Dividend Future December 2024 |
EUR | 1,426,920 | BNP Paribas SA |
12/20/24 | EUR | 94 | 45,420 | | 45,420 | |||||||||||||||||||
Euro Stoxx 50 Dividend Future December 2024 |
EUR | 592,178 | Morgan Stanley & Co. International PLC |
12/20/24 | EUR | 40 | 35,562 | | 35,562 | |||||||||||||||||||
Euro Stoxx 50 Dividend Future December 2024 |
EUR | 932,050 | Morgan Stanley & Co. International PLC |
12/20/24 | EUR | 63 | 56,692 | | 56,692 | |||||||||||||||||||
FTSE 100 Dividend Index Future December 2024 |
GBP | 336,911 | Morgan Stanley & Co. International PLC |
12/20/24 | GBP | 109 | 985 | | 985 | |||||||||||||||||||
FTSE 100 Dividend Index Future December 2024 |
GBP | 240,697 | Morgan Stanley & Co. International PLC |
12/20/24 | GBP | 77 | (2,720 | ) | | (2,720 | ) | |||||||||||||||||
Nikkei Dividend XSIM Future December 2024 |
JPY | 81,237,000 | BNP Paribas SA |
04/01/25 | JPY | 13 | 39,306 | | 39,306 | |||||||||||||||||||
Nikkei Dividend XSIM Future December 2024 |
JPY | 155,000,000 | BNP Paribas SA |
04/01/25 | JPY | 25 | 83,911 | | 83,911 | |||||||||||||||||||
Nikkei Dividend XSIM Future December 2024 |
JPY | 230,130,000 | BNP Paribas SA |
04/01/25 | JPY | 36 | 73,746 | | 73,746 |
S C H E D U L E O F I N V E S T M E N T S |
2 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
OTC Total Return Swaps Future (continued)
Reference Entity | Fixed Amount Paid (Received) by the Fund(a) |
Counterparty | |
Termination Date |
|
|
Notional Amount (000) |
Value | |
Upfront Premium Paid (Received) |
|
|
Unrealized Appreciation (Depreciation) |
| ||||||||||||||
FTSE 100 Dividend Index Future December 2025 |
GBP | 1,270,080 | BNP Paribas SA |
12/18/25 | GBP | 441 | $ | 88,466 | $ | | $ | 88,466 | ||||||||||||||||
FTSE 100 Dividend Index Future December 2025 |
GBP | 486,641 | Morgan Stanley & Co. International PLC |
12/18/25 | GBP | 171 | 41,703 | | 41,703 | |||||||||||||||||||
FTSE 100 Dividend Index Future December 2025 |
GBP | 809,643 | Morgan Stanley & Co. International PLC |
12/18/25 | GBP | 285 | 71,311 | | 71,311 | |||||||||||||||||||
Euro Stoxx 50 Dividend Future December 2025 |
EUR | 1,404,340 | BNP Paribas SA |
12/19/25 | EUR | 98 | 108,858 | | 108,858 | |||||||||||||||||||
Euro Stoxx 50 Dividend Future December 2025 |
EUR | 512,974 | Morgan Stanley & Co. International PLC |
12/19/25 | EUR | 37 | 59,727 | | 59,727 | |||||||||||||||||||
Euro Stoxx 50 Dividend Future December 2025 |
EUR | 926,218 | Morgan Stanley & Co. International PLC |
12/19/25 | EUR | 67 | 111,051 | | 111,051 | |||||||||||||||||||
|
|
|
|
|
|
|||||||||||||||||||||||
$ | 878,183 | $ | | $ | 878,183 | |||||||||||||||||||||||
|
|
|
|
|
|
(a) | At termination, the fixed amount paid (received) will be exchanged for the total return of the reference entity. |
OTC Total Return Swaps
Reference Entity | Payment Frequency |
Counterparty(a) | Termination Date |
Net Notional | Accrued Unrealized Appreciation (Depreciation) |
Net Value of Reference Entity |
Gross Notional Amount Net Asset Percentage |
|||||||||||||||||
Equity Securities Long/Short |
Monthly | Bank of America N.A.(b) | 02/15/28 | $ | (9,515,459 | ) | $ | 3,301,652 | (c) | $ | (6,260,845 | ) | 54.4 | % | ||||||||||
Monthly | Bank of America N.A.(d) | 02/15/28 | (940,458 | ) | 98,997 | (e) | (469,681 | ) | 48.1 | |||||||||||||||
Monthly | Barclays Bank PLC(f) | 11/11/24 01/02/25 | 26,976,320 | (2,868,007 | )(g) | 25,497,952 | 117.6 | |||||||||||||||||
Monthly | Barclays Bank PLC(h) | 11/11/24 12/24/24 | 319,523 | (693,661 | )(i) | (77,361 | ) | 58.1 | ||||||||||||||||
Monthly | BNP Paribas SA(j) | 03/21/25 12/15/26 | (18,651,455 | ) | 1,645,747 | (k) | (16,889,286 | ) | 73.5 | |||||||||||||||
Monthly | BNP Paribas SA(l) | 03/17/25 11/17/25 | (1,273,781 | ) | 1,724,530 | (m) | 691,778 | 21.7 | ||||||||||||||||
Monthly | Goldman Sachs Bank USA(n) | 08/19/26 | (806,436 | ) | 1,895,199 | (o) | 1,585,430 | 58.9 | ||||||||||||||||
Monthly | Goldman Sachs Bank USA(p) | 08/09/24 08/19/26 | (10,100,227 | ) | (352,470 | )(q) | (10,108,717 | ) | 83.6 | |||||||||||||||
Monthly | UBS AG(r) | 04/18/28 | (16,068,175 | ) | 3,725,310 | (s) | (12,225,128 | ) | 46.9 | |||||||||||||||
Monthly | UBS AG(t) | 04/18/28 | (531,588 | ) | 322,043 | (u) | (3,703 | ) | 19.9 | |||||||||||||||
|
|
|
|
|||||||||||||||||||||
$ | 8,799,340 | $ | (18,259,561 | ) | ||||||||||||||||||||
|
|
|
|
(a) | The Fund receives the total return on a portfolio of long positions underlying the total return swap. The Fund pays the total return on a portfolio of short positions underlying the total return swap. In addition, the Fund pays or receives a variable rate of interest, based on a specified benchmark. The benchmark and spread are determined based upon the country and/or currency of the individual underlying positions. |
(c) | Amount includes $47,038 of net dividends and financing fees. |
(e) | Amount includes $(371,780) of net dividends and financing fees. |
(g) | Amount includes $(1,389,639) of net dividends and financing fees. |
(i) | Amount includes $(296,777) of net dividends and financing fees. |
(k) | Amount includes $(116,422) of net dividends and financing fees. |
(m) | Amount includes $(241,029) of net dividends and financing fees. |
(o) | Amount includes $(496,667) of net dividends and financing fees. |
(q) | Amount includes $(343,980) of net dividends and financing fees. |
(s) | Amount includes $(117,737) of net dividends and financing fees. |
(u) | Amount includes $(205,842) of net dividends and financing fees. |
3 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Equity Securities Long/Short (continued)
The following are the specified benchmarks (plus or minus a range) used in determining the variable rate of interest:
(b) | (d) | (f) | ||||
Range: |
0-150 basis points | 0-885 basis points | 0-50 basis points | |||
Benchmarks: |
AUD - 1D Overnight Reserve Bank of Australia Rate (AONIA) Bank of Canada Overnight Rate Target (CABROVER) CHF - Swiss Average Rate O/N (SSARON) DKK - 1W Copenhagen Interbank Swap Rate (CIBOR) EUR - 1D Euro Short Term Rate (ESTR) GBP - 1D Sterling Overnight Index Average (SONIA) HKD - Overnight Index Average (HONIA) ILS - 1M Tel Aviv Interbank Offer Rate (TELBOR) JPY - Provisional 1D Overnight Tokyo Average Rate (TONA) NOK - Norwegian Overnight Weighted Average (NOWA) SEK - 1D Overnight Stockholm Interbank Offer Rate (STIBOR) SGD - Overnight Rate Average (SORA) USD - 1D Overnight Bank Funding Rate (OBFR01) |
AUD - 1D Overnight Reserve Bank of Australia Rate (AONIA) Bank of Canada Overnight Rate Target (CABROVER) CHF - Swiss Average Rate O/N (SSARON) DKK - 1W Copenhagen Interbank Swap Rate (CIBOR) EUR - 1D Euro Short Term Rate (ESTR) GBP - 1D Sterling Overnight Index Average (SONIA) HKD - Overnight Index Average (HONIA) ILS - 1M Tel Aviv Interbank Offer Rate (TELBOR) JPY - Provisional 1D Overnight Tokyo Average Rate (TONA) NOK - Norwegian Overnight Weighted Average (NOWA) SEK - 1D Overnight Stockholm Interbank Offer Rate (STIBOR) SGD - Overnight Rate Average (SORA) USD - 1D Overnight Bank Funding Rate (OBFR01) |
AUD - 1D Overnight Reserve Bank of Australia Rate (AONIA) Bank of Canada Overnight Rate Target (CABROVER) CHF - Swiss Average Rate O/N (SSARON) EUR - 1D Euro Short Term Rate (ESTR) GBP - 1D Sterling Overnight Index Average (SONIA) HKD - Overnight Index Average (HONIA) JPY - Provisional 1D Overnight Tokyo Average Rate (TONA) NOK - Norwegian Overnight Weighted Average (NOWA) SEK - 1D Overnight Stockholm Interbank Offer Rate (STIBOR) USD - 1D Overnight Bank Funding Rate (OBFR01) | |||
(h) | (j) | (l) | ||||
15-900 basis points | 0-350 basis points | 0-825 basis points | ||||
AUD - 1D Overnight Reserve Bank of Australia Rate (AONIA) Bank of Canada Overnight Rate Target (CABROVER) CHF - Swiss Average Rate O/N (SSARON) EUR - 1D Euro Short Term Rate (ESTR) GBP - 1D Sterling Overnight Index Average (SONIA) JPY - Provisional 1D Overnight Tokyo Average Rate (TONA) NOK - Norwegian Overnight Weighted Average (NOWA) SEK - 1D Overnight Stockholm Interbank Offer Rate (STIBOR) SGD - Overnight Rate Average (SORA) USD - 1D Overnight Bank Funding Rate (OBFR01) |
AUD - 1D Overnight Reserve Bank of Australia Rate (AONIA) Bank of Canada Overnight Rate Target (CABROVER) CHF - Swiss Average Rate O/N (SSARON) DKK - Danish Tom/Next Reference Rate (DETNT/N) EUR - 1D Euro Short Term Rate (ESTR) GBP - 1D Sterling Overnight Index Average (SONIA) HKD - Overnight Index Average (HONIA) ILS - 1M Tel Aviv Interbank Offer Rate (TELBOR) JPY - 1D Overnight Tokyo Average Rate (TONA) NOK - Norwegian Overnight Weighted Average (NOWA) NZD - 1D New Zealand Official Overnight Deposit Rate (NZOCO) SEK - 1D Overnight Stockholm Interbank Offer Rate (STIBOR) SGD - Overnight Rate Average (SORA) USD - 1D Overnight Bank Funding Rate (OBFR01) |
AUD - 1D Overnight Reserve Bank of Australia Rate (AONIA) CAD - 1D Overnight Bank of Canada Repo Rate (CORRA) CHF - Swiss Average Rate O/N (SSARON) DKK - Danish Tom/Next Reference Rate (DETNT/N) EUR - 1D Euro Short Term Rate (ESTR) GBP - 1D Sterling Overnight Index Average (SONIA) HKD - Overnight Index Average (HONIA) ILS - 1D Overnight Tel Aviv Interbank Offer Rate (TELBOR) JPY - Provisional 1D Overnight Tokyo Average Rate (TONA) NOK - Norwegian Overnight Weighted Average (NOWA) SEK - 1D Overnight Stockholm Interbank Offer Rate (STIBOR) SGD - Overnight Rate Average (SORA) USD - 1D Overnight Fed Funds Effective Rate (FEDL01) |
S C H E D U L E O F I N V E S T M E N T S |
4 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
(n) | (p) | (r) | ||||
0-1,414 basis points | 0-93 basis points | 15-200 basis points | ||||
AUD - 1D Overnight Reserve Bank of Australia Rate (AONIA) CAD - 1D Overnight Bank of Canada Repo Rate (CORRA) CHF - Swiss Average Rate O/N (SSARON) DKK - Danish Tom/Next Reference Rate (DETNT/N) EUR - 1D Euro Short Term Rate (ESTR) GBP - 1D Sterling Overnight Index Average (SONIA) HKD - Overnight Index Average (HONIA) ILS - 1D Overnight Tel Aviv Interbank Offer Rate (TELBOR) JPY - Provisional 1D Overnight Tokyo Average Rate (TONA) NOK - Norwegian Overnight Weighted Average (NOWA) NZD - 1D New Zealand Official Overnight Deposit Rate (NZOCO) SEK - 1D Overnight Stockholm Interbank Offer Rate (STIBOR) SGD - Overnight Rate Average (SORA) USD - 1D Overnight Fed Funds Effective Rate (FEDL01) |
AUD - 1D Overnight Reserve Bank of Australia Rate (AONIA) CAD - 1D Overnight Bank of Canada Repo Rate (CORRA) CHF - Swiss Average Rate O/N (SSARON) DKK - Danish Tom/Next Reference Rate (DETNT/N) EUR - 1D Euro Short Term Rate (ESTR) GBP - 1D Sterling Overnight Index Average (SONIA) HKD - Overnight Index Average (HONIA) ILS - 1D Overnight Tel Aviv Interbank Offer Rate (TELBOR) JPY - Provisional 1D Overnight Tokyo Average Rate (TONA) NOK - Norwegian Overnight Weighted Average (NOWA) SEK - 1D Overnight Stockholm Interbank Offer Rate (STIBOR) SGD - Overnight Rate Average (SORA) USD - 1D Overnight Fed Funds Effective Rate (FEDL01) |
AUD - 1D Overnight Reserve Bank of Australia Rate (AONIA) CAD - 1D Overnight Bank of Canada Repo Rate (CORRA) DKK - 1W Copenhagen Interbank Swap Rate (CIBOR) EUR - 1D Euro Short Term Rate (ESTR) GBP - 1D Sterling Overnight Index Average (SONIA) HKD - Overnight Index Average (HONIA) ILS - 1D Overnight Tel Aviv Interbank Offer Rate (TELBOR) JPY - Provisional 1D Overnight Tokyo Average Rate (TONA) NOK - Norwegian Overnight Weighted Average (NOWA) NZD - 1M New Zealand Bank Bill Rate (BBR) SEK - TN Stockholm Interbank Offer Rate (STIBOR) SGD - Overnight Rate Average (SORA) USD - 1D Overnight Bank Funding Rate (OBFR01) | ||||
(t) | ||||||
15-760 basis points | ||||||
AUD - 1D Overnight Reserve Bank of Australia Rate (AONIA) CAD - 1D Overnight Bank of Canada Repo Rate (CORRA) DKK - 1W Copenhagen Interbank Swap Rate (CIBOR) EUR - 1D Euro Short Term Rate (ESTR) GBP - 1D Sterling Overnight Index Average (SONIA) HKD - Overnight Index Average (HONIA) ILS - 1D Overnight Tel Aviv Interbank Offer Rate (TELBOR) JPY - Provisional 1D Overnight Tokyo Average Rate (TONA) NOK - Norwegian Overnight Weighted Average (NOWA) NZD - 1M New Zealand Bank Bill Rate (BBR) SEK - TN Stockholm Interbank Offer Rate (STIBOR) SGD - Overnight Rate Average (SORA) USD - 1D Overnight Bank Funding Rate (OBFR01) |
The following table represents the individual long and short positions and related values of the equity securities underlying the total return swap with Bank of America N.A. as of period end, termination date 02/15/28:
Security | Shares | Value | % of Basket Value |
|||||||||
Reference Entity Long |
|
|||||||||||
Common Stocks |
|
|||||||||||
Australia | ||||||||||||
AGL Energy Ltd. |
90,672 | $ | 520,162 | (8.3 | )% | |||||||
Aristocrat Leisure Ltd. |
53,901 | 1,575,616 | (25.2 | ) | ||||||||
Charter Hall Group |
36,547 | 289,253 | (4.6 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Australia (continued) | ||||||||||||
Flight Centre Travel Group Ltd. |
10,821 | $ | 151,703 | (2.4 | )% | |||||||
Worley Ltd. |
117,977 | 1,151,752 | (18.4 | ) | ||||||||
|
|
|
|
|||||||||
3,688,486 | ||||||||||||
Austria | ||||||||||||
ams-OSRAM AG |
175,718 | 414,699 | (6.6 | ) | ||||||||
BAWAG Group AG |
13,534 | 704,643 | (11.3 | ) | ||||||||
|
|
|
|
|||||||||
1,119,342 | ||||||||||||
Belgium | ||||||||||||
Liberty Global Ltd., Class C |
52,543 | 1,100,250 | (17.6 | ) | ||||||||
Sofina SA |
3,820 | 925,338 | (14.8 | ) |
5 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Belgium (continued) | ||||||||||||
Syensqo SA |
32,432 | $ | 2,932,431 | (46.8 | )% | |||||||
Warehouses De Pauw CVA |
5,038 | 149,395 | (2.4 | ) | ||||||||
|
|
|
|
|||||||||
5,107,414 | ||||||||||||
Canada | ||||||||||||
Algonquin Power & Utilities Corp. |
28,634 | 169,046 | (2.7 | ) | ||||||||
Barrick Gold Corp. |
47,126 | 733,254 | (11.7 | ) | ||||||||
Capital Power Corp. |
5,509 | 150,850 | (2.4 | ) | ||||||||
Cenovus Energy, Inc. |
16,450 | 265,516 | (4.2 | ) | ||||||||
CGI, Inc. |
3,440 | 384,386 | (6.1 | ) | ||||||||
Element Fleet Management Corp. |
22,181 | 372,732 | (6.0 | ) | ||||||||
Enerplus Corp. |
23,987 | 346,952 | (5.5 | ) | ||||||||
FirstService Corp. |
24 | 4,002 | (0.1 | ) | ||||||||
Gibson Energy, Inc. |
7,299 | 116,068 | (1.9 | ) | ||||||||
Imperial Oil Ltd. |
5,272 | 302,922 | (4.8 | ) | ||||||||
Keyera Corp. |
27,180 | 654,936 | (10.5 | ) | ||||||||
Kinaxis, Inc. |
3,614 | 438,485 | (7.0 | ) | ||||||||
Magna International, Inc. |
18,786 | 1,063,685 | (17.0 | ) | ||||||||
Manulife Financial Corp. |
712 | 15,710 | (0.2 | ) | ||||||||
Pembina Pipeline Corp. |
31,296 | 1,073,886 | (17.2 | ) | ||||||||
TELUS Corp. |
58,265 | 1,039,429 | (16.6 | ) | ||||||||
TransAlta Corp. |
10,533 | 75,992 | (1.2 | ) | ||||||||
West Fraser Timber Co. Ltd. |
1,725 | 136,603 | (2.2 | ) | ||||||||
WSP Global, Inc. |
479 | 70,107 | (1.1 | ) | ||||||||
|
|
|
|
|||||||||
7,414,561 | ||||||||||||
Denmark | ||||||||||||
AP Moller - Maersk A/S, Class B |
243 | 453,917 | (7.2 | ) | ||||||||
DSV A/S |
6,101 | 1,105,668 | (17.7 | ) | ||||||||
Genmab A/S |
1,732 | 485,550 | (7.8 | ) | ||||||||
Novo Nordisk A/S, Class B |
213,411 | 24,665,174 | (394.0 | ) | ||||||||
Novozymes A/S, B Shares |
13,880 | 720,589 | (11.5 | ) | ||||||||
Orsted A/S |
5,965 | 340,549 | (5.4 | ) | ||||||||
Pandora A/S |
2,549 | 375,091 | (6.0 | ) | ||||||||
|
|
|
|
|||||||||
28,146,538 | ||||||||||||
France | ||||||||||||
Alstom SA |
2,146 | 27,430 | (0.4 | ) | ||||||||
Amundi SA |
4,176 | 286,256 | (4.6 | ) | ||||||||
Bouygues SA |
28,960 | 1,075,723 | (17.2 | ) | ||||||||
Dassault Aviation SA |
885 | 169,896 | (2.7 | ) | ||||||||
Eiffage SA |
38,050 | 4,033,603 | (64.4 | ) | ||||||||
Engie SA |
128,513 | 2,079,189 | (33.2 | ) | ||||||||
Eurazeo SE |
11,228 | 968,053 | (15.5 | ) | ||||||||
Forvia SE |
4,324 | 75,528 | (1.2 | ) | ||||||||
Gaztransport Et Technigaz SA |
1,195 | 169,479 | (2.7 | ) | ||||||||
Gecina SA |
2,294 | 256,491 | (4.1 | ) | ||||||||
Hermes International SCA |
4,761 | 10,155,747 | (162.2 | ) | ||||||||
Rexel SA |
18,631 | 502,057 | (8.0 | ) | ||||||||
Ubisoft Entertainment SA |
7,606 | 170,241 | (2.7 | ) | ||||||||
Valeo SE |
42,677 | 564,783 | (9.0 | ) | ||||||||
Vallourec SA |
7,608 | 110,270 | (1.8 | ) | ||||||||
Vinci SA |
12,343 | 1,575,832 | (25.2 | ) | ||||||||
|
|
|
|
|||||||||
22,220,578 | ||||||||||||
Germany | ||||||||||||
Adidas AG, Class N |
6,062 | 1,159,821 | (18.5 | ) | ||||||||
Aroundtown SA |
21,027 | 47,583 | (0.8 | ) | ||||||||
Bayerische Motoren Werke AG |
40,279 | 4,233,769 | (67.6 | ) | ||||||||
Heidelberg Materials AG |
15,381 | 1,439,117 | (23.0 | ) | ||||||||
HUGO BOSS AG, Ordinary Shares |
391 | 24,794 | (0.4 | ) | ||||||||
K&S AG, Class N |
8,558 | 121,674 | (1.9 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Germany (continued) | ||||||||||||
KION Group AG |
5,140 | $ | 237,350 | (3.8 | )% | |||||||
Knorr-Bremse AG |
93 | 5,757 | (0.1 | ) | ||||||||
LANXESS AG |
8,224 | 222,706 | (3.6 | ) | ||||||||
Mercedes-Benz Group AG, Class N |
59,520 | 4,071,184 | (65.0 | ) | ||||||||
Nemetschek SE |
5,102 | 476,420 | (7.6 | ) | ||||||||
RWE AG |
69,975 | 2,621,260 | (41.9 | ) | ||||||||
Siemens AG, Class N |
51,281 | 9,293,319 | (148.4 | ) | ||||||||
Wacker Chemie AG |
2,665 | 290,874 | (4.7 | ) | ||||||||
|
|
|
|
|||||||||
24,245,628 | ||||||||||||
Hong Kong | ||||||||||||
Hang Lung Properties Ltd. |
101,000 | 117,172 | (1.9 | ) | ||||||||
Hongkong Land Holdings Ltd. |
300 | 936 | (0.0 | ) | ||||||||
New World Development Co. Ltd. |
20,000 | 24,496 | (0.4 | ) | ||||||||
Swire Pacific Ltd., Class A |
25,000 | 193,300 | (3.1 | ) | ||||||||
Swire Properties Ltd. |
115,000 | 214,764 | (3.4 | ) | ||||||||
|
|
|
|
|||||||||
550,668 | ||||||||||||
Ireland | ||||||||||||
Kerry Group PLC, Class A |
7,423 | 669,830 | (10.7 | ) | ||||||||
Smurfit Kappa Group PLC |
63,232 | 2,378,781 | (38.0 | ) | ||||||||
|
|
|
|
|||||||||
3,048,611 | ||||||||||||
Israel | ||||||||||||
Nova Ltd. |
6,282 | 909,696 | (14.6 | ) | ||||||||
Wix.com Ltd. |
7,119 | 903,259 | (14.4 | ) | ||||||||
|
|
|
|
|||||||||
1,812,955 | ||||||||||||
Italy | ||||||||||||
Ferrari NV |
474 | 167,447 | (2.7 | ) | ||||||||
Intesa Sanpaolo SpA |
419,354 | 1,308,653 | (20.9 | ) | ||||||||
Saipem SpA |
36,357 | 52,895 | (0.8 | ) | ||||||||
Telecom Italia SpA |
185,515 | 56,671 | (0.9 | ) | ||||||||
|
|
|
|
|||||||||
1,585,666 | ||||||||||||
Japan | ||||||||||||
ABC-Mart, Inc. |
13,700 | 239,721 | (3.8 | ) | ||||||||
Aeon Co. Ltd. |
8,100 | 195,329 | (3.1 | ) | ||||||||
Amada Co. Ltd. |
127,800 | 1,392,451 | (22.2 | ) | ||||||||
Asahi Kasei Corp. |
40,400 | 308,664 | (4.9 | ) | ||||||||
Central Japan Railway Co. |
80,500 | 2,028,208 | (32.4 | ) | ||||||||
ENEOS Holdings, Inc. |
202,300 | 824,663 | (13.2 | ) | ||||||||
Fast Retailing Co. Ltd. |
5,900 | 1,590,194 | (25.4 | ) | ||||||||
Hulic Co. Ltd. |
68,800 | 766,829 | (12.3 | ) | ||||||||
ITOCHU Corp. |
13,800 | 632,277 | (10.1 | ) | ||||||||
J Front Retailing Co. Ltd. |
25,600 | 239,360 | (3.8 | ) | ||||||||
Japan Post Holdings Co. Ltd. |
106,300 | 1,026,790 | (16.4 | ) | ||||||||
JFE Holdings, Inc. |
51,100 | 814,404 | (13.0 | ) | ||||||||
JGC Holdings Corp. |
6,100 | 71,601 | (1.1 | ) | ||||||||
Kakaku.com, Inc. |
77,500 | 890,112 | (14.2 | ) | ||||||||
Komatsu Ltd. |
29,400 | 843,848 | (13.5 | ) | ||||||||
Kubota Corp. |
64,400 | 984,064 | (15.7 | ) | ||||||||
Kyowa Kirin Co. Ltd. |
26,500 | 421,639 | (6.7 | ) | ||||||||
Lawson, Inc. |
29,200 | 1,684,682 | (26.9 | ) | ||||||||
M3, Inc. |
83,600 | 1,331,969 | (21.3 | ) | ||||||||
Makita Corp. |
2,300 | 62,511 | (1.0 | ) | ||||||||
MEIJI Holdings Co. Ltd. |
32,700 | 798,338 | (12.8 | ) | ||||||||
Mitsubishi Chemical Group Corp. |
9,900 | 60,273 | (1.0 | ) | ||||||||
Mitsui & Co. Ltd. |
39,800 | 1,629,509 | (26.0 | ) | ||||||||
Mizuho Financial Group, Inc. |
56,800 | 1,040,989 | (16.6 | ) | ||||||||
Nihon M&A Center Holdings, Inc. |
50,700 | 307,273 | (4.9 | ) | ||||||||
Nikon Corp. |
30,200 | 311,060 | (5.0 | ) | ||||||||
Nippon Express Holdings, Inc. |
7,600 | 456,631 | (7.3 | ) |
S C H E D U L E O F I N V E S T M E N T S |
6 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Nippon Shinyaku Co. Ltd. |
26,200 | $ | 934,390 | (14.9 | )% | |||||||
Nissan Motor Co. Ltd. |
131,000 | 519,092 | (8.3 | ) | ||||||||
Nisshin Seifun Group, Inc. |
36,300 | 511,163 | (8.2 | ) | ||||||||
NSK Ltd. |
174,100 | 958,110 | (15.3 | ) | ||||||||
Obayashi Corp. |
19,700 | 184,064 | (2.9 | ) | ||||||||
OBIC Business Consultants Co. Ltd. |
44,000 | 1,991,967 | (31.8 | ) | ||||||||
Obic Co. Ltd. |
6,900 | 1,071,078 | (17.1 | ) | ||||||||
Ono Pharmaceutical Co. Ltd. |
11,400 | 207,448 | (3.3 | ) | ||||||||
Oracle Corp. Japan |
6,500 | 517,285 | (8.3 | ) | ||||||||
Otsuka Corp. |
39,700 | 1,686,513 | (26.9 | ) | ||||||||
Otsuka Holdings Co. Ltd. |
6,000 | 238,137 | (3.8 | ) | ||||||||
Panasonic Holdings Corp. |
102,600 | 975,388 | (15.6 | ) | ||||||||
Resona Holdings, Inc. |
245,900 | 1,369,475 | (21.9 | ) | ||||||||
Sankyo Co. Ltd. |
78,100 | 4,821,874 | (77.0 | ) | ||||||||
SCREEN Holdings Co. Ltd. |
7,100 | 702,050 | (11.2 | ) | ||||||||
Sega Sammy Holdings, Inc. |
31,400 | 466,500 | (7.5 | ) | ||||||||
Seiko Epson Corp. |
26,500 | 390,681 | (6.2 | ) | ||||||||
Sekisui House Ltd. |
106,200 | 2,420,466 | (38.7 | ) | ||||||||
Shimadzu Corp. |
15,500 | 432,878 | (6.9 | ) | ||||||||
Shiseido Co. Ltd. |
174,400 | 4,897,779 | (78.2 | ) | ||||||||
Skylark Holdings Co. Ltd. |
85,000 | 1,394,291 | (22.3 | ) | ||||||||
SoftBank Group Corp. |
14,900 | 648,565 | (10.4 | ) | ||||||||
Sumitomo Corp. |
63,500 | 1,474,122 | (23.6 | ) | ||||||||
Sumitomo Mitsui Trust Holdings, Inc. |
38,800 | 802,492 | (12.8 | ) | ||||||||
TIS, Inc. |
20,400 | 458,239 | (7.3 | ) | ||||||||
Tokyo Tatemono Co. Ltd. |
19,400 | 301,874 | (4.8 | ) | ||||||||
|
|
|
|
|||||||||
51,329,310 | ||||||||||||
Luxembourg | ||||||||||||
ArcelorMittal SA |
61,499 | 1,715,389 | (27.4 | ) | ||||||||
|
|
|
|
|||||||||
Macau | ||||||||||||
Galaxy Entertainment Group Ltd. |
37,000 | 191,908 | (3.1 | ) | ||||||||
Sands China Ltd. |
60,800 | 159,480 | (2.5 | ) | ||||||||
|
|
|
|
|||||||||
351,388 | ||||||||||||
Netherlands | ||||||||||||
ABN AMRO Bank NV, CVA |
76,984 | 1,148,070 | (18.3 | ) | ||||||||
ASR Nederland NV |
3,516 | 167,860 | (2.7 | ) | ||||||||
ING Groep NV |
48,317 | 695,500 | (11.1 | ) | ||||||||
Koninklijke DSM NV |
1,376 | 137,884 | (2.2 | ) | ||||||||
NN Group NV |
45,764 | 1,891,417 | (30.2 | ) | ||||||||
Redcare Pharmacy NV |
1,462 | 205,359 | (3.3 | ) | ||||||||
|
|
|
|
|||||||||
4,246,090 | ||||||||||||
New Zealand | ||||||||||||
Xero Ltd. |
13,658 | 992,439 | (15.8 | ) | ||||||||
|
|
|
|
|||||||||
Norway | ||||||||||||
Aker BP ASA |
51,432 | 1,385,147 | (22.1 | ) | ||||||||
Equinor ASA |
33,513 | 973,703 | (15.6 | ) | ||||||||
Gjensidige Forsikring ASA |
4,108 | 67,135 | (1.1 | ) | ||||||||
Var Energi ASA |
6,753 | 19,882 | (0.3 | ) | ||||||||
|
|
|
|
|||||||||
2,445,867 | ||||||||||||
Puerto Rico | ||||||||||||
Popular, Inc. |
2,427 | 207,387 | (3.3 | ) | ||||||||
|
|
|
|
|||||||||
Singapore | ||||||||||||
Singapore Airlines Ltd. |
71,200 | 355,439 | (5.7 | ) | ||||||||
|
|
|
|
|||||||||
Spain | ||||||||||||
Banco de Sabadell SA |
484,298 | 636,653 | (10.2 | ) | ||||||||
Banco Santander SA |
306,395 | 1,248,066 | (19.9 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Spain (continued) | ||||||||||||
Bankinter SA |
81,315 | $ | 509,239 | (8.1 | )% | |||||||
Fluidra SA |
4,082 | 89,491 | (1.4 | ) | ||||||||
Grifols SA, Class A |
21,944 | 241,851 | (3.9 | ) | ||||||||
Industria de Diseno Textil SA |
37,179 | 1,610,569 | (25.7 | ) | ||||||||
Repsol SA |
4,823 | 72,150 | (1.2 | ) | ||||||||
Telefonica SA |
1,604,748 | 6,608,925 | (105.6 | ) | ||||||||
|
|
|
|
|||||||||
11,016,944 | ||||||||||||
Sweden | ||||||||||||
Electrolux AB, Class B |
4,923 | 46,425 | (0.8 | ) | ||||||||
Telia Co. AB |
115,861 | 300,291 | (4.8 | ) | ||||||||
Trelleborg AB, Class B |
49,341 | 1,511,239 | (24.1 | ) | ||||||||
Volvo Car AB, Class B |
5,180 | 13,613 | (0.2 | ) | ||||||||
|
|
|
|
|||||||||
1,871,568 | ||||||||||||
Switzerland | ||||||||||||
ABB Ltd., Class N |
48,139 | 2,053,463 | (32.8 | ) | ||||||||
Chocoladefabriken Lindt & Spruengli AG, Participation Certificates |
88 | 1,126,888 | (18.0 | ) | ||||||||
Flughafen Zurich AG, Class N |
5,364 | 1,115,817 | (17.8 | ) | ||||||||
Kuehne and Nagel International AG, Registered Shares |
51,335 | 17,519,012 | (279.8 | ) | ||||||||
Temenos AG, Class N |
3,306 | 338,790 | (5.4 | ) | ||||||||
|
|
|
|
|||||||||
22,153,970 | ||||||||||||
United Arab Emirates | ||||||||||||
Dubai Taxi Co.PJSC |
4,562,971 | 2,807,638 | (44.8 | ) | ||||||||
|
|
|
|
|||||||||
United Kingdom | ||||||||||||
Auto Trader Group PLC |
96,946 | 895,665 | (14.3 | ) | ||||||||
Aviva PLC |
226,960 | 1,243,901 | (19.9 | ) | ||||||||
British Land Co. PLC |
326,844 | 1,577,045 | (25.2 | ) | ||||||||
Burberry Group PLC |
19,826 | 327,894 | (5.2 | ) | ||||||||
Darktrace PLC |
5,759 | 25,082 | (0.4 | ) | ||||||||
Drax Group PLC |
76,299 | 494,601 | (7.9 | ) | ||||||||
easyJet PLC |
274,844 | 1,931,792 | (30.9 | ) | ||||||||
Informa PLC |
18,699 | 184,194 | (2.9 | ) | ||||||||
J Sainsbury PLC |
424,109 | 1,454,683 | (23.2 | ) | ||||||||
Just Eat Takeaway.com NV |
64,325 | 981,000 | (15.7 | ) | ||||||||
Land Securities Group PLC |
111,177 | 941,379 | (15.0 | ) | ||||||||
Marks & Spencer Group PLC |
282,299 | 885,912 | (14.1 | ) | ||||||||
Moneysupermarket.com Group PLC |
2 | 7 | (0.0 | ) | ||||||||
Smiths Group PLC |
180,310 | 3,711,915 | (59.3 | ) | ||||||||
Spectris PLC |
56,901 | 2,660,074 | (42.5 | ) | ||||||||
Tate & Lyle PLC |
28 | 222 | (0.0 | ) | ||||||||
Tesco PLC |
285,448 | 1,038,787 | (16.6 | ) | ||||||||
Tritax Big Box REIT PLC |
49,244 | 103,544 | (1.7 | ) | ||||||||
Vodafone Group PLC |
1,313,158 | 1,121,220 | (17.9 | ) | ||||||||
Weir Group PLC |
14,411 | 332,707 | (5.3 | ) | ||||||||
Wise PLC, Class A |
18,101 | 185,503 | (3.0 | ) | ||||||||
|
|
|
|
|||||||||
20,097,127 | ||||||||||||
United States | ||||||||||||
A O Smith Corp. |
9,288 | 720,842 | (11.5 | ) | ||||||||
Academy Sports & Outdoors, Inc. |
1,306 | 81,925 | (1.3 | ) | ||||||||
Adient PLC |
15,984 | 554,805 | (8.9 | ) | ||||||||
Adobe, Inc. |
2,222 | 1,372,707 | (21.9 | ) | ||||||||
Advanced Drainage Systems, Inc. |
567 | 73,948 | (1.2 | ) | ||||||||
AECOM |
10,920 | 963,035 | (15.4 | ) | ||||||||
Agilent Technologies, Inc. |
16,090 | 2,093,309 | (33.4 | ) | ||||||||
Alaska Air Group, Inc. |
8,846 | 316,952 | (5.1 | ) | ||||||||
Alcoa Corp. |
21,421 | 637,275 | (10.2 | ) | ||||||||
Align Technology, Inc. |
1,820 | 486,522 | (7.8 | ) |
7 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Alkermes PLC |
641 | $ | 17,339 | (0.3 | )% | |||||||
Alnylam Pharmaceuticals, Inc. |
34 | 5,879 | (0.1 | ) | ||||||||
Amdocs Ltd. |
12,547 | 1,150,309 | (18.4 | ) | ||||||||
AMETEK, Inc. |
17,951 | 2,908,960 | (46.5 | ) | ||||||||
Amgen, Inc. |
1,998 | 627,891 | (10.0 | ) | ||||||||
Antero Resources Corp. |
6,633 | 148,181 | (2.4 | ) | ||||||||
Asbury Automotive Group, Inc. |
138 | 28,850 | (0.5 | ) | ||||||||
AT&T, Inc. |
14,102 | 249,464 | (4.0 | ) | ||||||||
Atlassian Corp., Class A |
1,538 | 384,146 | (6.1 | ) | ||||||||
AutoNation, Inc. |
2,863 | 399,847 | (6.4 | ) | ||||||||
Avnet, Inc. |
12,114 | 548,764 | (8.8 | ) | ||||||||
Axis Capital Holdings Ltd. |
5,878 | 349,859 | (5.6 | ) | ||||||||
Block, Inc., Class A |
11,315 | 735,588 | (11.7 | ) | ||||||||
Booking Holdings, Inc. |
6 | 21,045 | (0.3 | ) | ||||||||
Box, Inc., Class A |
45,619 | 1,185,182 | (18.9 | ) | ||||||||
Boyd Gaming Corp. |
3,117 | 197,898 | (3.2 | ) | ||||||||
BRP, Inc. |
4,217 | 265,021 | (4.2 | ) | ||||||||
Bunge Global SA |
1,052 | 92,671 | (1.5 | ) | ||||||||
Cable One, Inc. |
416 | 228,355 | (3.6 | ) | ||||||||
CACI International, Inc., Class A |
1,812 | 622,839 | (9.9 | ) | ||||||||
Cadence Design Systems, Inc. |
1,189 | 342,979 | (5.5 | ) | ||||||||
Camden Property Trust |
25,296 | 2,373,777 | (37.9 | ) | ||||||||
Carnival Corp. |
8,967 | 148,673 | (2.4 | ) | ||||||||
Cencora, Inc. |
390 | 90,745 | (1.5 | ) | ||||||||
Ceridian HCM Holding, Inc. |
5,461 | 379,649 | (6.1 | ) | ||||||||
CH Robinson Worldwide, Inc. |
14,753 | 1,240,580 | (19.8 | ) | ||||||||
Chemed Corp. |
4,071 | 2,413,248 | (38.5 | ) | ||||||||
Ciena Corp. |
19,649 | 1,041,397 | (16.6 | ) | ||||||||
Cincinnati Financial Corp. |
6,520 | 722,416 | (11.5 | ) | ||||||||
Cirrus Logic, Inc. |
11,961 | 923,389 | (14.7 | ) | ||||||||
Cognex Corp. |
7,491 | 270,725 | (4.3 | ) | ||||||||
Colgate-Palmolive Co. |
10,116 | 851,767 | (13.6 | ) | ||||||||
Coterra Energy, Inc. |
25,593 | 636,754 | (10.2 | ) | ||||||||
Credit Acceptance Corp. |
4,014 | 2,171,855 | (34.7 | ) | ||||||||
Curtiss-Wright Corp. |
7,461 | 1,660,595 | (26.5 | ) | ||||||||
Deckers Outdoor Corp. |
421 | 317,320 | (5.1 | ) | ||||||||
Dominos Pizza, Inc. |
648 | 276,191 | (4.4 | ) | ||||||||
eBay, Inc. |
36,054 | 1,480,738 | (23.7 | ) | ||||||||
EMCOR Group, Inc. |
158 | 36,041 | (0.6 | ) | ||||||||
EOG Resources, Inc. |
23,398 | 2,662,458 | (42.5 | ) | ||||||||
Equity Residential |
12,950 | 779,460 | (12.5 | ) | ||||||||
Exact Sciences Corp. |
3,897 | 254,864 | (4.1 | ) | ||||||||
F5, Inc. |
1,285 | 236,054 | (3.8 | ) | ||||||||
Fidelity National Information Services, Inc. |
29,974 | 1,866,181 | (29.8 | ) | ||||||||
First American Financial Corp. |
2,728 | 164,635 | (2.6 | ) | ||||||||
Flex Ltd. |
65,786 | 1,561,760 | (24.9 | ) | ||||||||
Flowserve Corp. |
35,563 | 1,420,031 | (22.7 | ) | ||||||||
Fox Corp., Class A |
6,332 | 204,524 | (3.3 | ) | ||||||||
Franklin Resources, Inc. |
5,356 | 142,630 | (2.3 | ) | ||||||||
GoDaddy, Inc., Class A |
5,810 | 619,695 | (9.9 | ) | ||||||||
Graco, Inc. |
10,102 | 861,701 | (13.8 | ) | ||||||||
H&R Block, Inc. |
14,680 | 687,611 | (11.0 | ) | ||||||||
Halozyme Therapeutics, Inc. |
10,042 | 339,922 | (5.4 | ) | ||||||||
Harley-Davidson, Inc. |
13,160 | 427,042 | (6.8 | ) | ||||||||
Helmerich & Payne, Inc. |
32,034 | 1,289,689 | (20.6 | ) | ||||||||
Hilton Grand Vacations, Inc. |
2,123 | 88,529 | (1.4 | ) | ||||||||
HP, Inc. |
63,861 | 1,833,449 | (29.3 | ) | ||||||||
Incyte Corp. |
536 | 31,501 | (0.5 | ) | ||||||||
Independence Realty Trust, Inc. |
3,042 | 44,687 | (0.7 | ) | ||||||||
International Paper Co. |
8,562 | 306,776 | (4.9 | ) | ||||||||
Invesco Ltd. |
16,564 | 262,208 | (4.2 | ) | ||||||||
Invitation Homes, Inc. |
8,614 | 283,659 | (4.5 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Iridium Communications, Inc. |
18,720 | $ | 678,787 | (10.8 | )% | |||||||
ITT, Inc. |
5,442 | 657,285 | (10.5 | ) | ||||||||
Jack Henry & Associates, Inc. |
9,823 | 1,628,948 | (26.0 | ) | ||||||||
James Hardie Industries PLC, CDI |
38,294 | 1,459,848 | (23.3 | ) | ||||||||
Jones Lang LaSalle, Inc. |
9,457 | 1,674,456 | (26.7 | ) | ||||||||
KeyCorp |
27,917 | 405,634 | (6.5 | ) | ||||||||
KLA Corp. |
169 | 100,393 | (1.6 | ) | ||||||||
Lamar Advertising Co., Class A |
1,035 | 108,344 | (1.7 | ) | ||||||||
Landstar System, Inc. |
390 | 74,771 | (1.2 | ) | ||||||||
Lattice Semiconductor Corp. |
4,049 | 246,422 | (3.9 | ) | ||||||||
Liberty Media Corp.-Liberty SiriusXM |
8,558 | 259,821 | (4.2 | ) | ||||||||
Lockheed Martin Corp. |
3,829 | 1,644,211 | (26.3 | ) | ||||||||
Louisiana-Pacific Corp. |
25,649 | 1,706,941 | (27.3 | ) | ||||||||
Lyft, Inc., Class A |
84,561 | 1,056,167 | (16.9 | ) | ||||||||
Manhattan Associates, Inc. |
5,094 | 1,235,601 | (19.7 | ) | ||||||||
Marathon Oil Corp. |
28,368 | 648,209 | (10.4 | ) | ||||||||
Marsh & McLennan Cos., Inc. |
3,124 | 605,556 | (9.7 | ) | ||||||||
Masco Corp. |
13,958 | 939,234 | (15.0 | ) | ||||||||
Mettler-Toledo International, Inc. |
1,061 | 1,270,219 | (20.3 | ) | ||||||||
MGIC Investment Corp. |
22,873 | 453,800 | (7.2 | ) | ||||||||
MSCI, Inc., Class A |
768 | 459,740 | (7.3 | ) | ||||||||
Murphy USA, Inc. |
823 | 290,124 | (4.6 | ) | ||||||||
NetApp, Inc. |
9,121 | 795,351 | (12.7 | ) | ||||||||
New Jersey Resources Corp. |
22,305 | 910,713 | (14.5 | ) | ||||||||
Nutanix, Inc., Class A |
6,276 | 352,711 | (5.6 | ) | ||||||||
NVR, Inc. |
24 | 169,807 | (2.7 | ) | ||||||||
OGE Energy Corp. |
10,149 | 337,353 | (5.4 | ) | ||||||||
OneMain Holdings, Inc. |
4,067 | 193,589 | (3.1 | ) | ||||||||
Oshkosh Corp. |
25,842 | 2,845,204 | (45.4 | ) | ||||||||
Paramount Global, Class B |
75,532 | 1,102,012 | (17.6 | ) | ||||||||
Penske Automotive Group, Inc. |
7,717 | 1,144,971 | (18.3 | ) | ||||||||
Perrigo Co. PLC |
605 | 19,408 | (0.3 | ) | ||||||||
Pool Corp. |
741 | 275,096 | (4.4 | ) | ||||||||
Post Holdings, Inc. |
22,700 | 2,108,149 | (33.7 | ) | ||||||||
Primo Water Corp. |
10,552 | 153,405 | (2.5 | ) | ||||||||
Prudential Financial, Inc. |
121 | 12,697 | (0.2 | ) | ||||||||
PulteGroup, Inc. |
16,236 | 1,697,636 | (27.1 | ) | ||||||||
Pure Storage, Inc., Class A |
25,503 | 1,019,865 | (16.3 | ) | ||||||||
Qualys, Inc. |
4,947 | 935,824 | (14.9 | ) | ||||||||
Regions Financial Corp. |
364 | 6,796 | (0.1 | ) | ||||||||
Reinsurance Group of America, Inc. |
21,699 | 3,773,239 | (60.3 | ) | ||||||||
RH |
1,658 | 420,270 | (6.7 | ) | ||||||||
Robert Half, Inc. |
8,869 | 705,440 | (11.3 | ) | ||||||||
Roche Holding AG - BR |
194 | 59,266 | (0.9 | ) | ||||||||
S&P Global, Inc. |
92 | 41,248 | (0.7 | ) | ||||||||
SEI Investments Co. |
13,555 | 857,218 | (13.7 | ) | ||||||||
Service Corp. International |
12,325 | 827,254 | (13.2 | ) | ||||||||
Signify NV |
205 | 6,234 | (0.1 | ) | ||||||||
Silicon Laboratories, Inc. |
2,914 | 359,471 | (5.7 | ) | ||||||||
Skechers USA, Inc., Class A |
7,585 | 473,607 | (7.6 | ) | ||||||||
Spotify Technology SA |
3,332 | 717,546 | (11.5 | ) | ||||||||
Stellantis NV |
13,724 | 306,287 | (4.9 | ) | ||||||||
Synovus Financial Corp. |
26,848 | 1,011,096 | (16.2 | ) | ||||||||
Sysco Corp. |
26,080 | 2,110,654 | (33.7 | ) | ||||||||
T Rowe Price Group, Inc. |
1,461 | 158,445 | (2.5 | ) | ||||||||
TD SYNNEX Corp. |
747 | 74,685 | (1.2 | ) | ||||||||
TE Connectivity Ltd. |
9,061 | 1,288,384 | (20.6 | ) | ||||||||
Tenet Healthcare Corp. |
2,941 | 243,338 | (3.9 | ) | ||||||||
Teradata Corp. |
2,322 | 107,230 | (1.7 | ) | ||||||||
Teradyne, Inc. |
24,230 | 2,340,376 | (37.4 | ) | ||||||||
Toll Brothers, Inc. |
11,932 | 1,185,444 | (18.9 | ) | ||||||||
Transocean Ltd. |
117,784 | 643,101 | (10.3 | ) |
8 |
S C H E D U L E O F I N V E S T M E N T S |
8 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
Trex Co., Inc. |
13,867 | $ | 1,129,883 | (18.0 | )% | |||||||
U.S. Foods Holding Corp. |
2,244 | 103,246 | (1.6 | ) | ||||||||
UFP Industries, Inc. |
480 | 54,456 | (0.9 | ) | ||||||||
UGI Corp. |
145,839 | 3,228,875 | (51.6 | ) | ||||||||
Ulta Beauty, Inc. |
106 | 53,217 | (0.9 | ) | ||||||||
Unum Group |
7,941 | 383,868 | (6.1 | ) | ||||||||
Valero Energy Corp. |
2,892 | 401,699 | (6.4 | ) | ||||||||
Valmont Industries, Inc. |
5,732 | 1,293,770 | (20.7 | ) | ||||||||
Veeva Systems, Inc., Class A |
4,899 | 1,016,102 | (16.2 | ) | ||||||||
VeriSign, Inc. |
7,853 | 1,561,805 | (24.9 | ) | ||||||||
Visteon Corp. |
1,300 | 149,877 | (2.4 | ) | ||||||||
Wayfair, Inc., Class A |
4,972 | 249,843 | (4.0 | ) | ||||||||
West Pharmaceutical Services, Inc. |
1,114 | 415,555 | (6.6 | ) | ||||||||
Westinghouse Air Brake Technologies Corp. |
11,565 | 1,521,607 | (24.3 | ) | ||||||||
Westlake Corp. |
9,105 | 1,259,677 | (20.1 | ) | ||||||||
WeWork, Inc., Class A |
1 | 0 | 0.0 | |||||||||
Workday, Inc., Class A |
830 | 241,588 | (3.9 | ) | ||||||||
Xylem, Inc./New York |
5,731 | 644,394 | (10.3 | ) | ||||||||
Zions Bancorp NA |
20,978 | 878,978 | (14.0 | ) | ||||||||
Zoetis, Inc., Class A |
3,492 | 655,833 | (10.5 | ) | ||||||||
|
|
|
|
|||||||||
115,856,517 | ||||||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Bayerische Motoren Werke AG |
738 | 72,668 | (1.2 | ) | ||||||||
|
|
|
|
|||||||||
Rights | ||||||||||||
Spain | ||||||||||||
Iberdrola SA, (Expires 02/09/24) |
558 | 116 | (0.0 | ) | ||||||||
|
|
|
|
|||||||||
Total Reference Entity Long |
334,460,304 | |||||||||||
|
|
|||||||||||
Reference Entity Short |
|
|||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
Endeavour Group Ltd. |
(9,273 | ) | (34,436 | ) | 0.5 | |||||||
NEXTDC Ltd. |
(50,393 | ) | (463,146 | ) | 7.4 | |||||||
Pilbara Minerals Ltd. |
(23,515 | ) | (54,388 | ) | 0.9 | |||||||
|
|
|
|
|||||||||
(551,970 | ) | |||||||||||
Belgium | ||||||||||||
Anheuser-Busch InBev SA |
(127,428 | ) | (7,980,343 | ) | 127.5 | |||||||
Dieteren Group |
(16,190 | ) | (3,299,792 | ) | 52.7 | |||||||
Elia Group SA/NV |
(8,079 | ) | (986,390 | ) | 15.7 | |||||||
KBC Group NV |
(2,151 | ) | (141,442 | ) | 2.3 | |||||||
|
|
|
|
|||||||||
(12,407,967 | ) | |||||||||||
Bermuda | ||||||||||||
RenaissanceRe Holdings Ltd. |
(5,113 | ) | (1,170,008 | ) | 18.7 | |||||||
|
|
|
|
|||||||||
Brazil | ||||||||||||
Yara International ASA |
(125 | ) | (4,193 | ) | 0.1 | |||||||
|
|
|
|
|||||||||
Canada | ||||||||||||
ARC Resources Ltd. |
(6,935 | ) | (107,285 | ) | 1.7 | |||||||
Canadian Apartment Properties REIT |
(17,147 | ) | (592,859 | ) | 9.5 | |||||||
CCL Industries, Inc., Class B |
(7,681 | ) | (327,486 | ) | 5.2 | |||||||
Fairfax Financial Holdings Ltd. |
(1,967 | ) | (2,043,289 | ) | 32.6 | |||||||
Hydro One Ltd. |
(24,728 | ) | (731,101 | ) | 11.7 | |||||||
iA Financial Corp., Inc. |
(14,467 | ) | (979,915 | ) | 15.6 | |||||||
Intact Financial Corp. |
(4,201 | ) | (654,521 | ) | 10.5 | |||||||
Loblaw Cos. Ltd. |
(10,577 | ) | (1,052,927 | ) | 16.8 | |||||||
Metro, Inc. |
(31,672 | ) | (1,661,415 | ) | 26.5 |
Security | Shares | Value | % of Basket Value |
|||||||||
Canada (continued) |
||||||||||||
National Bank of Canada |
(24,461 | ) | $ | (1,864,031 | ) | 29.8 | % | |||||
Parex Resources, Inc. |
(7,435 | ) | (122,639 | ) | 2.0 | |||||||
Peyto Exploration & Development Corp. |
(93,504 | ) | (898,541 | ) | 14.4 | |||||||
Quebecor, Inc., Class B |
(13,924 | ) | (337,235 | ) | 5.4 | |||||||
SNC-Lavalin Group, Inc. |
(6,940 | ) | (229,315 | ) | 3.7 | |||||||
TMX Group Ltd. |
(26,941 | ) | (663,806 | ) | 10.6 | |||||||
Vermilion Energy, Inc. |
(40,565 | ) | (434,263 | ) | 6.9 | |||||||
|
|
|
|
|||||||||
(12,700,628 | ) | |||||||||||
China | ||||||||||||
Wharf Holdings Ltd. |
(1,000 | ) | (2,921 | ) | 0.0 | |||||||
Wilmar International Ltd. |
(73,000 | ) | (179,863 | ) | 2.9 | |||||||
|
|
|
|
|||||||||
(182,784 | ) | |||||||||||
Denmark | ||||||||||||
Carlsberg A/S, Class B |
(3,700 | ) | (482,310 | ) | 7.7 | |||||||
Coloplast A/S, Class B |
(20,414 | ) | (2,383,148 | ) | 38.1 | |||||||
Danske Bank A/S |
(135,597 | ) | (3,678,593 | ) | 58.7 | |||||||
Vestas Wind Systems A/S |
(14,175 | ) | (404,835 | ) | 6.5 | |||||||
|
|
|
|
|||||||||
(6,948,886 | ) | |||||||||||
Finland | ||||||||||||
Elisa OYJ |
(11,509 | ) | (531,569 | ) | 8.5 | |||||||
Fortum OYJ |
(4,366 | ) | (60,522 | ) | 1.0 | |||||||
Kesko OYJ, Class B |
(16,914 | ) | (334,757 | ) | 5.3 | |||||||
Neste OYJ |
(47,617 | ) | (1,662,440 | ) | 26.6 | |||||||
Nokia OYJ |
(518,958 | ) | (1,898,828 | ) | 30.3 | |||||||
Nordea Bank Abp |
(33,666 | ) | (416,351 | ) | 6.7 | |||||||
Orion OYJ, Class B |
(4,718 | ) | (220,118 | ) | 3.5 | |||||||
Stora Enso OYJ, Class R |
(18,128 | ) | (233,918 | ) | 3.7 | |||||||
UPM-Kymmene OYJ |
(49,694 | ) | (1,832,470 | ) | 29.3 | |||||||
|
|
|
|
|||||||||
(7,190,973 | ) | |||||||||||
France | ||||||||||||
Adevinta ASA, Class B |
(52,729 | ) | (574,991 | ) | 9.2 | |||||||
Biomerieux |
(11,947 | ) | (1,302,956 | ) | 20.8 | |||||||
Bollore SE |
(542,328 | ) | (3,626,917 | ) | 57.9 | |||||||
Capgemini SE |
(2,821 | ) | (634,560 | ) | 10.1 | |||||||
Covivio SA/France |
(4,108 | ) | (201,654 | ) | 3.2 | |||||||
Ipsen SA |
(1,082 | ) | (126,381 | ) | 2.0 | |||||||
Kering SA |
(4,433 | ) | (1,843,469 | ) | 29.5 | |||||||
Klepierre SA |
(16,942 | ) | (444,581 | ) | 7.1 | |||||||
Renault SA |
(2,422 | ) | (92,424 | ) | 1.5 | |||||||
Sartorius Stedim Biotech |
(4,607 | ) | (1,256,715 | ) | 20.1 | |||||||
TotalEnergies SE |
(10,466 | ) | (688,053 | ) | 11.0 | |||||||
Unibail-Rodamco-Westfield |
(9,660 | ) | (699,840 | ) | 11.2 | |||||||
|
|
|
|
|||||||||
(11,492,541 | ) | |||||||||||
Germany | ||||||||||||
AIXTRON SE |
(6,086 | ) | (229,404 | ) | 3.7 | |||||||
Bechtle AG |
(12,294 | ) | (645,493 | ) | 10.3 | |||||||
Carl Zeiss Meditec AG |
(547 | ) | (58,463 | ) | 0.9 | |||||||
Commerzbank AG |
(10,328 | ) | (119,270 | ) | 1.9 | |||||||
Hannover Rueck SE, Class N |
(1,053 | ) | (255,835 | ) | 4.1 | |||||||
HelloFresh SE |
(6,462 | ) | (86,628 | ) | 1.4 | |||||||
Symrise AG, Class A |
(20,619 | ) | (2,154,750 | ) | 34.4 | |||||||
|
|
|
|
|||||||||
(3,549,843 | ) | |||||||||||
Ireland | ||||||||||||
Kingspan Group PLC |
(2,511 | ) | (206,623 | ) | 3.3 | |||||||
|
|
|
|
|||||||||
Israel | ||||||||||||
Elbit Systems Ltd. |
(1,297 | ) | (259,671 | ) | 4.1 |
9 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Israel (continued) |
||||||||||||
Global-e Online Ltd. |
(52,205 | ) | $ | (1,971,783 | ) | 31.5 | % | |||||
ICL Group Ltd. |
(162,889 | ) | (719,031 | ) | 11.5 | |||||||
Mobileye Global, Inc., Class A |
(24,132 | ) | (624,053 | ) | 10.0 | |||||||
|
|
|
|
|||||||||
(3,574,538 | ) | |||||||||||
Italy | ||||||||||||
Assicurazioni Generali SpA |
(5,030 | ) | (113,643 | ) | 1.8 | |||||||
Banca Monte Dei Paschi Siena SpA |
(90,736 | ) | (322,512 | ) | 5.2 | |||||||
DiaSorin SpA |
(1,636 | ) | (152,525 | ) | 2.4 | |||||||
Eni SpA |
(60,837 | ) | (983,006 | ) | 15.7 | |||||||
Leonardo SpA |
(45,977 | ) | (813,806 | ) | 13.0 | |||||||
Nexi SpA |
(12,878 | ) | (100,103 | ) | 1.6 | |||||||
Poste Italiane SpA |
(21,235 | ) | (233,379 | ) | 3.7 | |||||||
|
|
|
|
|||||||||
(2,718,974 | ) | |||||||||||
Japan | ||||||||||||
Asahi Group Holdings Ltd. |
(3,400 | ) | (127,625 | ) | 2.0 | |||||||
Bridgestone Corp. |
(25,900 | ) | (1,132,459 | ) | 18.1 | |||||||
Chiba Bank Ltd. |
(17,000 | ) | (127,160 | ) | 2.0 | |||||||
Chubu Electric Power Co., Inc. |
(12,000 | ) | (157,196 | ) | 2.5 | |||||||
Concordia Financial Group Ltd. |
(80,200 | ) | (385,729 | ) | 6.2 | |||||||
FANUC Corp. |
(2,900 | ) | (81,047 | ) | 1.3 | |||||||
Fukuoka Financial Group, Inc. |
(11,000 | ) | (272,789 | ) | 4.4 | |||||||
GLP J-REIT |
(75 | ) | (67,653 | ) | 1.1 | |||||||
Harmonic Drive Systems, Inc. |
(12,800 | ) | (313,623 | ) | 5.0 | |||||||
Ibiden Co. Ltd. |
(7,700 | ) | (391,618 | ) | 6.3 | |||||||
Iida Group Holdings Co. Ltd. |
(1,200 | ) | (18,301 | ) | 0.3 | |||||||
Japan Metropolitan Fund Invest |
(537 | ) | (368,133 | ) | 5.9 | |||||||
Japan Real Estate Investment Corp. |
(695 | ) | (2,690,687 | ) | 43.0 | |||||||
JMDC, Inc. |
(15,900 | ) | (425,010 | ) | 6.8 | |||||||
Keisei Electric Railway Co. Ltd. |
(33,000 | ) | (1,508,728 | ) | 24.1 | |||||||
Kintetsu Group Holdings Co. Ltd. |
(27,800 | ) | (866,333 | ) | 13.8 | |||||||
Kyushu Electric Power Co., Inc. |
(18,200 | ) | (137,568 | ) | 2.2 | |||||||
Kyushu Railway Co. |
(42,000 | ) | (931,954 | ) | 14.9 | |||||||
Macnica Holdings, Inc. |
(22,500 | ) | (1,202,803 | ) | 19.2 | |||||||
MatsukiyoCocokara & Co. |
(31,100 | ) | (570,788 | ) | 9.1 | |||||||
Mercari, Inc. |
(4,000 | ) | (66,790 | ) | 1.1 | |||||||
MinebeaMitsumi, Inc. |
(2,300 | ) | (47,984 | ) | 0.8 | |||||||
Mitsui High-Tec, Inc. |
(21,300 | ) | (992,894 | ) | 15.9 | |||||||
Mitsui OSK Lines Ltd. |
(24,600 | ) | (891,689 | ) | 14.2 | |||||||
Nippon Building Fund, Inc. |
(180 | ) | (735,514 | ) | 11.7 | |||||||
Nippon Yusen KK |
(13,800 | ) | (479,933 | ) | 7.7 | |||||||
Nissan Chemical Corp. |
(5,700 | ) | (229,588 | ) | 3.7 | |||||||
Niterra Co. Ltd. |
(66,900 | ) | (1,817,794 | ) | 29.0 | |||||||
Oji Holdings Corp. |
(269,800 | ) | (1,065,082 | ) | 17.0 | |||||||
Osaka Gas Co. Ltd. |
(1,900 | ) | (40,401 | ) | 0.6 | |||||||
Rakuten Bank Ltd. |
(3,500 | ) | (55,066 | ) | 0.9 | |||||||
Resonac Holdings Corp. |
(56,600 | ) | (1,139,527 | ) | 18.2 | |||||||
Secom Co. Ltd. |
(9,200 | ) | (674,416 | ) | 10.8 | |||||||
Seven & i Holdings Co. Ltd. |
(1,100 | ) | (43,857 | ) | 0.7 | |||||||
SG Holdings Co. Ltd. |
(36,500 | ) | (477,699 | ) | 7.6 | |||||||
Sharp Corp. |
(21,400 | ) | (145,375 | ) | 2.3 | |||||||
SHIFT, Inc. |
(200 | ) | (36,417 | ) | 0.6 | |||||||
Shimano, Inc. |
(2,000 | ) | (290,042 | ) | 4.6 | |||||||
Shinko Electric Industries Co. Ltd. |
(300 | ) | (11,198 | ) | 0.2 | |||||||
Shizuoka Financial Group, Inc. |
(44,200 | ) | (407,657 | ) | 6.5 | |||||||
SMC Corp. |
(5,700 | ) | (3,203,954 | ) | 51.2 | |||||||
Socionext, Inc. |
(1,700 | ) | (39,270 | ) | 0.6 | |||||||
Sony Group Corp. |
(10,200 | ) | (1,009,856 | ) | 16.1 | |||||||
Square Enix Holdings Co. Ltd. |
(500 | ) | (19,727 | ) | 0.3 | |||||||
SUMCO Corp. |
(155,900 | ) | (2,386,748 | ) | 38.1 |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) |
||||||||||||
Taiyo Yuden Co. Ltd. |
(9,600 | ) | $ | (234,159 | ) | 3.7 | % | |||||
TDK Corp. |
(1,700 | ) | (85,371 | ) | 1.4 | |||||||
Tobu Railway Co. Ltd. |
(700 | ) | (18,724 | ) | 0.3 | |||||||
Tohoku Electric Power Co., Inc. |
(50,400 | ) | (339,713 | ) | 5.4 | |||||||
Tokyo Electric Power Co.Holdings, Inc. |
(248,900 | ) | (1,338,480 | ) | 21.4 | |||||||
Tokyo Gas Co. Ltd. |
(11,800 | ) | (273,752 | ) | 4.4 | |||||||
Tokyo Seimitsu Co. Ltd. |
(2,200 | ) | (143,819 | ) | 2.3 | |||||||
Tokyu Corp. |
(25,800 | ) | (305,733 | ) | 4.9 | |||||||
Ulvac, Inc. |
(1,800 | ) | (88,894 | ) | 1.4 | |||||||
Visional, Inc. |
(300 | ) | (18,964 | ) | 0.3 | |||||||
West Japan Railway Co. |
(14,000 | ) | (588,668 | ) | 9.4 | |||||||
Yamato Holdings Co. Ltd. |
(10,700 | ) | (186,801 | ) | 3.0 | |||||||
Yaskawa Electric Corp. |
(8,900 | ) | (338,892 | ) | 5.4 | |||||||
Yokohama Rubber Co. Ltd. |
(11,900 | ) | (284,261 | ) | 4.5 | |||||||
|
|
|
|
|||||||||
(32,331,913 | ) | |||||||||||
Netherlands | ||||||||||||
BE Semiconductor Industries NV |
(544 | ) | (82,762 | ) | 1.3 | |||||||
Heineken Holding NV |
(31,719 | ) | (2,697,170 | ) | 43.1 | |||||||
Heineken NV |
(42,446 | ) | (4,327,236 | ) | 69.1 | |||||||
IMCD NV |
(1,149 | ) | (177,854 | ) | 2.8 | |||||||
JDE Peets NV |
(41,039 | ) | (1,026,618 | ) | 16.4 | |||||||
Koninklijke Ahold Delhaize NV |
(25,412 | ) | (724,429 | ) | 11.6 | |||||||
OCI NV |
(5,957 | ) | (172,327 | ) | 2.7 | |||||||
Universal Music Group NV |
(19,201 | ) | (573,471 | ) | 9.2 | |||||||
|
|
|
|
|||||||||
(9,781,867 | ) | |||||||||||
Norway | ||||||||||||
Orkla ASA |
(173,434 | ) | (1,379,096 | ) | 22.0 | |||||||
Salmar ASA |
(13,720 | ) | (773,078 | ) | 12.4 | |||||||
|
|
|
|
|||||||||
(2,152,174 | ) | |||||||||||
Portugal | ||||||||||||
Jeronimo Martins SGPS SA |
(4,002 | ) | (92,249 | ) | 1.5 | |||||||
|
|
|
|
|||||||||
Singapore | ||||||||||||
CapitaLand Ascendas REIT |
(177,600 | ) | (387,028 | ) | 6.2 | |||||||
City Developments Ltd. |
(21,300 | ) | (97,283 | ) | 1.5 | |||||||
Oversea-Chinese Banking Corp. Ltd. |
(192,200 | ) | (1,844,730 | ) | 29.4 | |||||||
Singapore Exchange Ltd. |
(8,700 | ) | (61,128 | ) | 1.0 | |||||||
UOL Group Ltd. |
(58,600 | ) | (273,728 | ) | 4.4 | |||||||
|
|
|
|
|||||||||
(2,663,897 | ) | |||||||||||
Spain | ||||||||||||
Amadeus IT Group SA |
(16,509 | ) | (1,172,205 | ) | 18.7 | |||||||
Corp. ACCIONA Energias Renovables SA |
(7,328 | ) | (193,049 | ) | 3.1 | |||||||
Solaria Energia y Medio Ambiente SA |
(1,017 | ) | (15,123 | ) | 0.2 | |||||||
|
|
|
|
|||||||||
(1,380,377 | ) | |||||||||||
Sweden | ||||||||||||
Beijer Ref AB, Class B |
(785 | ) | (10,765 | ) | 0.2 | |||||||
Boliden AB |
(23,721 | ) | (634,935 | ) | 10.1 | |||||||
Epiroc AB, Class A |
(54,197 | ) | (965,685 | ) | 15.4 | |||||||
Epiroc AB, Class B |
(8,920 | ) | (140,247 | ) | 2.2 | |||||||
EQT AB |
(37,577 | ) | (1,016,776 | ) | 16.2 | |||||||
Evolution Ab |
(20,923 | ) | (2,461,993 | ) | 39.3 | |||||||
Getinge AB, Class B |
(5,976 | ) | (128,795 | ) | 2.1 | |||||||
Industrivarden AB, Class A |
(143 | ) | (4,538 | ) | 0.1 | |||||||
Investment AB Latour, Class B |
(23,764 | ) | (598,806 | ) | 9.6 | |||||||
Investor AB, Class B |
(20,500 | ) | (486,377 | ) | 7.8 | |||||||
Lifco AB, Class B |
(4,756 | ) | (115,681 | ) | 1.9 | |||||||
Sandvik Ab |
(173,558 | ) | (3,675,465 | ) | 58.7 | |||||||
Skandinaviska Enskilda Banken AB, Class A |
(362,833 | ) | (5,193,650 | ) | 83.0 |
S C H E D U L E O F I N V E S T M E N T S |
10 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Sweden (continued) | ||||||||||||
Svenska Cellulosa AB SCA, Class B |
(127,798 | ) | $ | (1,754,303 | ) | 28.0 | % | |||||
Svenska Handelsbanken AB, A Shares |
(178,488 | ) | (1,936,634 | ) | 30.9 | |||||||
Swedbank AB, A Shares |
(17,001 | ) | (347,037 | ) | 5.5 | |||||||
|
|
|
|
|||||||||
(19,471,687 | ) | |||||||||||
Switzerland | ||||||||||||
Alcon, Inc. |
(14,399 | ) | (1,093,150 | ) | 17.5 | |||||||
Bachem Holding AG, Class N |
(6,394 | ) | (431,668 | ) | 6.9 | |||||||
Baloise Holding AG, Class N |
(19,330 | ) | (3,104,108 | ) | 49.6 | |||||||
Georg Fischer AG, Registered Shares |
(504 | ) | (34,013 | ) | 0.5 | |||||||
Helvetia Holding AG, Registered Shares |
(7,792 | ) | (1,127,721 | ) | 18.0 | |||||||
SIG Group AG |
(9,573 | ) | (202,071 | ) | 3.2 | |||||||
Straumann Holding AG, Registered Shares |
(2,530 | ) | (387,367 | ) | 6.2 | |||||||
Swiss Life Holding AG, Class N |
(6,276 | ) | (4,541,509 | ) | 72.5 | |||||||
Swisscom AG, Class N |
(5,049 | ) | (3,045,328 | ) | 48.6 | |||||||
UBS Group AG, Registered Shares |
(72,745 | ) | (2,194,889 | ) | 35.1 | |||||||
VAT Group AG |
(93 | ) | (43,639 | ) | 0.7 | |||||||
|
|
|
|
|||||||||
(16,205,463 | ) | |||||||||||
Thailand | ||||||||||||
Fabrinet |
(457 | ) | (97,574 | ) | 1.6 | |||||||
|
|
|
|
|||||||||
United Kingdom | ||||||||||||
Ashtead Group PLC |
(46,271 | ) | (3,037,137 | ) | 48.5 | |||||||
BAE Systems PLC |
(42,126 | ) | (630,258 | ) | 10.1 | |||||||
Barratt Developments PLC |
(28,429 | ) | (194,601 | ) | 3.1 | |||||||
Beazley PLC |
(33,853 | ) | (233,982 | ) | 3.7 | |||||||
Berkeley Group Holdings PLC |
(1,016 | ) | (61,786 | ) | 1.0 | |||||||
Croda International PLC |
(19,100 | ) | (1,160,794 | ) | 18.5 | |||||||
DS Smith PLC |
(176,917 | ) | (633,667 | ) | 10.1 | |||||||
Howden Joinery Group PLC |
(47,391 | ) | (481,943 | ) | 7.7 | |||||||
HSBC Holdings PLC |
(1,219,253 | ) | (9,544,721 | ) | 152.4 | |||||||
JD Sports Fashion PLC |
(596,167 | ) | (884,629 | ) | 14.1 | |||||||
Lloyds Banking Group PLC |
(390,655 | ) | (210,160 | ) | 3.4 | |||||||
Melrose Industries PLC |
(46,828 | ) | (350,532 | ) | 5.6 | |||||||
Ocado Group PLC |
(109,376 | ) | (752,940 | ) | 12.0 | |||||||
Persimmon PLC |
(2,558 | ) | (47,318 | ) | 0.8 | |||||||
Rentokil Initial PLC |
(152,744 | ) | (790,118 | ) | 12.6 | |||||||
RS Group PLC |
(98,607 | ) | (980,865 | ) | 15.7 | |||||||
Unilever PLC |
(21,111 | ) | (1,031,698 | ) | 16.5 | |||||||
|
|
|
|
|||||||||
(21,027,149 | ) | |||||||||||
United States | ||||||||||||
10X Genomics, Inc., Class A |
(13,183 | ) | (549,336 | ) | 8.8 | |||||||
Accenture PLC, Class A |
(783 | ) | (284,918 | ) | 4.6 | |||||||
Aflac, Inc. |
(5,202 | ) | (438,737 | ) | 7.0 | |||||||
Agree Realty Corp. |
(32,924 | ) | (1,962,600 | ) | 31.3 | |||||||
Air Lease Corp., Class A |
(5,650 | ) | (236,227 | ) | 3.8 | |||||||
Airbnb, Inc., Class A |
(6,746 | ) | (972,368 | ) | 15.5 | |||||||
Albemarle Corp. |
(16,089 | ) | (1,846,052 | ) | 29.5 | |||||||
Ally Financial, Inc. |
(26,193 | ) | (960,759 | ) | 15.3 | |||||||
American Electric Power Co., Inc. |
(51,007 | ) | (3,985,687 | ) | 63.7 | |||||||
Amkor Technology, Inc. |
(8,936 | ) | (282,914 | ) | 4.5 | |||||||
Analog Devices, Inc. |
(34,298 | ) | (6,597,563 | ) | 105.4 | |||||||
Antero Midstream Corp. |
(16,074 | ) | (196,746 | ) | 3.1 | |||||||
Apellis Pharmaceuticals, Inc. |
(2,913 | ) | (184,364 | ) | 2.9 | |||||||
Aramark |
(10,890 | ) | (316,681 | ) | 5.1 | |||||||
Asana, Inc., Class A |
(10,407 | ) | (181,290 | ) | 2.9 | |||||||
Aspen Technology, Inc. |
(25,941 | ) | (4,980,413 | ) | 79.6 | |||||||
ATI, Inc. |
(23,933 | ) | (978,142 | ) | 15.6 | |||||||
Avantor, Inc. |
(33,415 | ) | (768,211 | ) | 12.3 | |||||||
Ball Corp. |
(7,111 | ) | (394,305 | ) | 6.3 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
BJs Wholesale Club Holdings, Inc. |
(21,550 | ) | $ | (1,386,527 | ) | 22.1 | % | |||||
Boston Scientific Corp. |
(26,729 | ) | (1,690,877 | ) | 27.0 | |||||||
Braze, Inc., Class A |
(3,370 | ) | (182,149 | ) | 2.9 | |||||||
BWX Technologies, Inc. |
(12,151 | ) | (990,063 | ) | 15.8 | |||||||
Cboe Global Markets, Inc. |
(2,377 | ) | (437,011 | ) | 7.0 | |||||||
CF Industries Holdings, Inc. |
(6,147 | ) | (464,160 | ) | 7.4 | |||||||
Chesapeake Energy Corp. |
(4,231 | ) | (326,252 | ) | 5.2 | |||||||
Chord Energy Corp. |
(16,838 | ) | (2,589,011 | ) | 41.4 | |||||||
Churchill Downs, Inc. |
(9,374 | ) | (1,133,973 | ) | 18.1 | |||||||
Civitas Resources, Inc. |
(10,423 | ) | (675,515 | ) | 10.8 | |||||||
Coca-Cola Consolidated, Inc. |
(1,464 | ) | (1,261,075 | ) | 20.1 | |||||||
Columbia Sportswear Co. |
(853 | ) | (67,609 | ) | 1.1 | |||||||
Concentrix Corp. |
(3,510 | ) | (311,934 | ) | 5.0 | |||||||
Confluent, Inc., Class A |
(5,695 | ) | (127,340 | ) | 2.0 | |||||||
Core & Main, Inc., Class A |
(3,057 | ) | (126,285 | ) | 2.0 | |||||||
Corteva, Inc. |
(1,554 | ) | (70,676 | ) | 1.1 | |||||||
Coty, Inc., Class A |
(123,233 | ) | (1,488,655 | ) | 23.8 | |||||||
Crane Co. |
(11,965 | ) | (1,484,976 | ) | 23.7 | |||||||
Danaher Corp. |
(2,743 | ) | (658,073 | ) | 10.5 | |||||||
Diamondback Energy, Inc. |
(431 | ) | (66,262 | ) | 1.1 | |||||||
Dollar General Corp. |
(2,014 | ) | (265,989 | ) | 4.3 | |||||||
Dollar Tree, Inc. |
(18,740 | ) | (2,447,819 | ) | 39.1 | |||||||
DoorDash, Inc., Class A |
(8,519 | ) | (887,680 | ) | 14.2 | |||||||
DoubleVerify Holdings, Inc. |
(10,998 | ) | (440,030 | ) | 7.0 | |||||||
Doximity, Inc., Class A |
(67,836 | ) | (1,828,180 | ) | 29.2 | |||||||
Duke Energy Corp. |
(8,311 | ) | (796,443 | ) | 12.7 | |||||||
Element Solutions, Inc. |
(9,322 | ) | (207,228 | ) | 3.3 | |||||||
Endeavor Group Holdings, Inc., Class A |
(5,117 | ) | (126,646 | ) | 2.0 | |||||||
Entegris, Inc. |
(4,911 | ) | (578,025 | ) | 9.2 | |||||||
Envista Holdings Corp. |
(2,005 | ) | (47,118 | ) | 0.8 | |||||||
Equifax, Inc. |
(7,266 | ) | (1,775,374 | ) | 28.4 | |||||||
Erie Indemnity Co., Class A |
(2,360 | ) | (816,159 | ) | 13.0 | |||||||
Estee Lauder Cos., Inc., Class A |
(1,330 | ) | (175,547 | ) | 2.8 | |||||||
Eversource Energy |
(21,734 | ) | (1,178,417 | ) | 18.8 | |||||||
Extra Space Storage, Inc. |
(607 | ) | (87,675 | ) | 1.4 | |||||||
Ferguson PLC |
(4,630 | ) | (869,438 | ) | 13.9 | |||||||
Fifth Third Bancorp |
(17,684 | ) | (605,500 | ) | 9.7 | |||||||
Fluence Energy, Inc., Class A |
(29,538 | ) | (586,920 | ) | 9.4 | |||||||
Freshworks, Inc., Class A |
(67,243 | ) | (1,492,795 | ) | 23.8 | |||||||
FTI Consulting, Inc. |
(910 | ) | (174,365 | ) | 2.8 | |||||||
Gaming and Leisure Properties, Inc. |
(49,326 | ) | (2,251,732 | ) | 36.0 | |||||||
GE HealthCare, Inc. |
(5,392 | ) | (395,557 | ) | 6.3 | |||||||
Goldman Sachs Group, Inc. |
(2,726 | ) | (1,046,811 | ) | 16.7 | |||||||
Graphic Packaging Holding Co. |
(31,426 | ) | (801,677 | ) | 12.8 | |||||||
Haleon PLC |
(570,331 | ) | (2,327,030 | ) | 37.2 | |||||||
Hasbro, Inc. |
(14,793 | ) | (724,117 | ) | 11.6 | |||||||
HB Fuller Co. |
(821 | ) | (62,207 | ) | 1.0 | |||||||
Healthcare Realty Trust, Inc. |
(41,068 | ) | (661,605 | ) | 10.6 | |||||||
Hexcel Corp. |
(5,595 | ) | (371,452 | ) | 5.9 | |||||||
Howmet Aerospace, Inc. |
(50,514 | ) | (2,841,918 | ) | 45.4 | |||||||
Hyatt Hotels Corp., Class A |
(5,421 | ) | (695,894 | ) | 11.1 | |||||||
Immunovant, Inc. |
(4,314 | ) | (157,073 | ) | 2.5 | |||||||
Inari Medical, Inc. |
(7,876 | ) | (448,538 | ) | 7.2 | |||||||
Ingersoll Rand, Inc. |
(10,612 | ) | (847,474 | ) | 13.5 | |||||||
Interactive Brokers Group, Inc., Class A |
(16,702 | ) | (1,482,303 | ) | 23.7 | |||||||
International Flavors & Fragrances, Inc. |
(18,127 | ) | (1,462,486 | ) | 23.4 | |||||||
Intra-Cellular Therapies, Inc. |
(6,736 | ) | (453,602 | ) | 7.2 | |||||||
Jacobs Solutions, Inc. |
(3,830 | ) | (516,169 | ) | 8.2 | |||||||
Keurig Dr. Pepper, Inc. |
(116,571 | ) | (3,664,992 | ) | 58.5 | |||||||
KKR & Co., Inc., Class A |
(20,986 | ) | (1,816,968 | ) | 29.0 | |||||||
Kroger Co. |
(5,609 | ) | (258,799 | ) | 4.1 |
11 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
L3Harris Technologies, Inc. |
(7,786 | ) | $ | (1,622,758 | ) | 25.9 | % | |||||
Laboratory Corp. of America Holdings |
(19,869 | ) | (4,416,879 | ) | 70.5 | |||||||
Lantheus Holdings, Inc. |
(18,360 | ) | (953,435 | ) | 15.2 | |||||||
Levi Strauss & Co., Class A |
(24,518 | ) | (399,153 | ) | 6.4 | |||||||
Loews Corp. |
(7,331 | ) | (534,137 | ) | 8.5 | |||||||
MACOM Technology Solutions Holdings, Inc., Class H |
(3,975 | ) | (342,764 | ) | 5.5 | |||||||
Madison Square Garden Sports Corp., Class A |
(16,058 | ) | (2,972,336 | ) | 47.5 | |||||||
MarketAxess Holdings, Inc. |
(7,507 | ) | (1,692,904 | ) | 27.0 | |||||||
Marriott International, Inc., Class A |
(7,947 | ) | (1,905,134 | ) | 30.4 | |||||||
Masimo Corp. |
(9,647 | ) | (1,243,884 | ) | 19.9 | |||||||
Matador Resources Co. |
(3,586 | ) | (196,836 | ) | 3.1 | |||||||
Morgan Stanley |
(17,269 | ) | (1,506,548 | ) | 24.1 | |||||||
Mueller Industries, Inc. |
(66,848 | ) | (3,208,704 | ) | 51.3 | |||||||
Murphy Oil Corp. |
(2,582 | ) | (99,923 | ) | 1.6 | |||||||
National Storage Affiliates Trust |
(59,732 | ) | (2,230,990 | ) | 35.6 | |||||||
New Fortress Energy, Inc., Class A |
(10,961 | ) | (364,234 | ) | 5.8 | |||||||
New York Community Bancorp, Inc., Class A |
(82,178 | ) | (531,692 | ) | 8.5 | |||||||
Nexstar Media Group, Inc., Class A |
(1,977 | ) | (351,333 | ) | 5.6 | |||||||
Nordson Corp. |
(3,820 | ) | (961,570 | ) | 15.4 | |||||||
Omega Healthcare Investors, Inc. |
(4,173 | ) | (121,017 | ) | 1.9 | |||||||
Omnicom Group, Inc. |
(10,439 | ) | (943,477 | ) | 15.1 | |||||||
Onto Innovation, Inc. |
(5,950 | ) | (960,925 | ) | 15.3 | |||||||
Organon & Co. |
(5,052 | ) | (84,116 | ) | 1.3 | |||||||
Parsons Corp. |
(23,705 | ) | (1,544,381 | ) | 24.7 | |||||||
PayPal Holdings, Inc. |
(2,394 | ) | (146,872 | ) | 2.3 | |||||||
PBF Energy, Inc., Class A |
(26,463 | ) | (1,336,646 | ) | 21.4 | |||||||
Penumbra, Inc. |
(692 | ) | (174,515 | ) | 2.8 | |||||||
Permian Resources Corp., Class A |
(140,455 | ) | (1,893,333 | ) | 30.2 | |||||||
PG&E Corp. |
(157,656 | ) | (2,659,657 | ) | 42.5 | |||||||
Pinnacle Financial Partners, Inc. |
(23,282 | ) | (2,057,663 | ) | 32.9 | |||||||
Planet Fitness, Inc., Class A |
(820 | ) | (55,563 | ) | 0.9 | |||||||
Procore Technologies, Inc. |
(4,278 | ) | (305,406 | ) | 4.9 | |||||||
PTC, Inc. |
(2,681 | ) | (484,323 | ) | 7.7 | |||||||
QIAGEN NV |
(57,255 | ) | (2,489,753 | ) | 39.8 | |||||||
Quest Diagnostics, Inc. |
(3,906 | ) | (501,648 | ) | 8.0 | |||||||
R1 RCM, Inc. |
(18,164 | ) | (185,999 | ) | 3.0 | |||||||
Rambus, Inc. |
(2,223 | ) | (152,342 | ) | 2.4 | |||||||
Raymond James Financial, Inc. |
(9,622 | ) | (1,060,152 | ) | 16.9 | |||||||
Regal Rexnord Corp. |
(1,968 | ) | (262,649 | ) | 4.2 | |||||||
Repligen Corp. |
(4,624 | ) | (875,786 | ) | 14.0 | |||||||
Rivian Automotive, Inc., Class A |
(2,476 | ) | (37,908 | ) | 0.6 | |||||||
RLI Corp. |
(3,330 | ) | (454,112 | ) | 7.3 | |||||||
Robinhood Markets, Inc., Class A |
(46,414 | ) | (498,486 | ) | 8.0 | |||||||
Roche Holding AG - Genusschein |
(11,075 | ) | (3,146,415 | ) | 50.3 | |||||||
Ryman Hospitality Properties, Inc. |
(3,564 | ) | (391,684 | ) | 6.3 | |||||||
Samsara, Inc., Class A |
(16,796 | ) | (527,394 | ) | 8.4 | |||||||
Sanofi SA |
(30,378 | ) | (3,083,450 | ) | 49.3 | |||||||
Selective Insurance Group, Inc. |
(4,327 | ) | (453,729 | ) | 7.2 | |||||||
SentinelOne, Inc., Class A |
(9,850 | ) | (263,980 | ) | 4.2 | |||||||
SharkNinja, Inc. |
(4,048 | ) | (189,123 | ) | 3.0 | |||||||
Shockwave Medical, Inc. |
(4,558 | ) | (1,031,248 | ) | 16.5 | |||||||
Simpson Manufacturing Co., Inc. |
(892 | ) | (161,443 | ) | 2.6 | |||||||
Sinch AB |
(101,101 | ) | (312,677 | ) | 5.0 | |||||||
SoFi Technologies, Inc. |
(22,485 | ) | (176,058 | ) | 2.8 | |||||||
SolarEdge Technologies, Inc. |
(13,792 | ) | (917,168 | ) | 14.7 | |||||||
SouthState Corp. |
(1,296 | ) | (107,698 | ) | 1.7 | |||||||
SPS Commerce, Inc. |
(5,338 | ) | (981,124 | ) | 15.7 | |||||||
STAG Industrial, Inc. |
(7,531 | ) | (278,195 | ) | 4.4 | |||||||
Starwood Property Trust, Inc. |
(14,494 | ) | (294,663 | ) | 4.7 | |||||||
State Street Corp. |
(2,015 | ) | (148,848 | ) | 2.4 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Surgery Partners, Inc. |
(5 | ) | $ | (153 | ) | 0.0 | % | |||||
Take-Two Interactive Software, Inc. |
(15,551 | ) | (2,564,826 | ) | 41.0 | |||||||
Teledyne Technologies, Inc. |
(4,894 | ) | (2,047,992 | ) | 32.7 | |||||||
Teleflex, Inc. |
(3,598 | ) | (873,702 | ) | 14.0 | |||||||
Tenable Holdings, Inc. |
(5,489 | ) | (258,532 | ) | 4.1 | |||||||
Tenaris SA |
(20,739 | ) | (331,922 | ) | 5.3 | |||||||
TKO Group Holdings, Inc., Class A |
(37,421 | ) | (3,131,763 | ) | 50.0 | |||||||
Toro Co. |
(7,943 | ) | (734,569 | ) | 11.7 | |||||||
Tradeweb Markets, Inc., Class A |
(11,494 | ) | (1,096,413 | ) | 17.5 | |||||||
Tyler Technologies, Inc. |
(4,275 | ) | (1,807,256 | ) | 28.9 | |||||||
Union Pacific Corp. |
(18,013 | ) | (4,393,911 | ) | 70.2 | |||||||
United Rentals, Inc. |
(1,678 | ) | (1,049,421 | ) | 16.8 | |||||||
Valaris Ltd. |
(27,950 | ) | (1,729,267 | ) | 27.6 | |||||||
Valvoline, Inc. |
(37,254 | ) | (1,359,398 | ) | 21.7 | |||||||
Veralto Corp. |
(16,733 | ) | (1,283,254 | ) | 20.5 | |||||||
Warner Music Group Corp., Class A |
(693 | ) | (25,288 | ) | 0.4 | |||||||
Webster Financial Corp. |
(20,028 | ) | (990,985 | ) | 15.8 | |||||||
Welltower, Inc. |
(47,625 | ) | (4,120,039 | ) | 65.8 | |||||||
Whirlpool Corp. |
(10,364 | ) | (1,135,065 | ) | 18.1 | |||||||
Wyndham Hotels & Resorts, Inc. |
(5,367 | ) | (418,250 | ) | 6.7 | |||||||
Wynn Resorts Ltd. |
(6,621 | ) | (625,221 | ) | 10.0 | |||||||
XPO, Inc. |
(21,551 | ) | (1,841,317 | ) | 29.4 | |||||||
YETI Holdings, Inc. |
(37,278 | ) | (1,639,114 | ) | 26.2 | |||||||
Zebra Technologies Corp., Class A |
(2,222 | ) | (532,280 | ) | 8.5 | |||||||
ZoomInfo Technologies, Inc., CLass A |
(20,812 | ) | (333,824 | ) | 5.3 | |||||||
|
|
|
|
|||||||||
(171,942,090 | ) | |||||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Sartorius AG |
(2,369 | ) | (874,781 | ) | 14.0 | |||||||
|
|
|
|
|||||||||
Total Reference Entity Short |
|
(340,721,149 | ) | |||||||||
|
|
|||||||||||
Net Value of Reference Entity Bank of America N.A |
|
$ | (6,260,845 | ) | ||||||||
|
|
The following table represents the individual long and short positions and related values of the equity securities underlying the total return swap with Bank of America N.A. as of period end, termination date 02/15/28:
Security | Shares | Value | % of Basket Value |
|||||||||
Reference Entity Long |
||||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
Abacus Group |
66,569 | $ | 48,101 | (10.2 | )% | |||||||
Accent Group Ltd. |
152,467 | 203,526 | (43.3 | ) | ||||||||
Alumina Ltd. |
1,190,221 | 907,851 | (193.3 | ) | ||||||||
AMP Ltd. |
3,824,459 | 2,349,268 | (500.2 | ) | ||||||||
Arena REIT |
33,761 | 77,803 | (16.6 | ) | ||||||||
AUB Group Ltd. |
1,813 | 36,586 | (7.8 | ) | ||||||||
Austal Ltd. |
138,860 | 186,952 | (39.8 | ) | ||||||||
Bega Cheese Ltd. |
130,164 | 321,654 | (68.5 | ) | ||||||||
Boral Ltd. |
302,063 | 1,056,836 | (225.0 | ) | ||||||||
Charter Hall Retail REIT |
136,351 | 334,305 | (71.2 | ) | ||||||||
Charter Hall Social Infrastructure REIT |
78,534 | 143,944 | (30.6 | ) | ||||||||
Credit Corp. Group Ltd. |
17,655 | 199,156 | (42.4 | ) | ||||||||
CSR Ltd. |
242,763 | 1,109,184 | (236.2 | ) | ||||||||
Data#3 Ltd. |
133,415 | 858,896 | (182.9 | ) | ||||||||
Downer EDI Ltd. |
183,671 | 507,302 | (108.0 | ) |
S C H E D U L E O F I N V E S T M E N T S |
12 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Australia (continued) | ||||||||||||
GrainCorp Ltd., Class A |
75,960 | $ | 404,643 | (86.1 | )% | |||||||
Growthpoint Properties Australia Ltd. |
237,300 | 376,996 | (80.3 | ) | ||||||||
Netwealth Group Ltd. |
22,724 | 250,451 | (53.3 | ) | ||||||||
NRW Holdings Ltd. |
47,664 | 85,548 | (18.2 | ) | ||||||||
Perenti Ltd. |
555,777 | 300,789 | (64.0 | ) | ||||||||
Pinnacle Investment Management Group Ltd. |
14,635 | 97,990 | (20.9 | ) | ||||||||
Regis Resources Ltd., Registered Shares |
525,960 | 728,691 | (155.1 | ) | ||||||||
Ridley Corp. Ltd. |
64,988 | 120,489 | (25.7 | ) | ||||||||
Silver Lake Resources Ltd. |
405,182 | 323,616 | (68.9 | ) | ||||||||
SiteMinder Ltd. |
23,517 | 81,669 | (17.4 | ) | ||||||||
Star Entertainment Grp Ltd. |
1,316,641 | 484,294 | (103.1 | ) | ||||||||
Technology One Ltd. |
167,927 | 1,741,094 | (370.7 | ) | ||||||||
Ventia Services Group Pty Ltd. |
319,064 | 694,462 | (147.9 | ) | ||||||||
Waypoint REIT Ltd. |
138,150 | 225,637 | (48.0 | ) | ||||||||
|
|
|
|
|||||||||
14,257,733 | ||||||||||||
Austria | ||||||||||||
ANDRITZ AG |
17,598 | 1,097,235 | (233.6 | ) | ||||||||
Kontron AG |
27,958 | 656,966 | (139.9 | ) | ||||||||
Raiffeisen Bank International AG |
148,726 | 3,143,785 | (669.4 | ) | ||||||||
Telekom Austria AG, Class A |
15,385 | 135,809 | (28.9 | ) | ||||||||
UNIQA Insurance Group AG |
42,076 | 357,607 | (76.1 | ) | ||||||||
Wienerberger AG |
6,344 | 217,651 | (46.3 | ) | ||||||||
|
|
|
|
|||||||||
5,609,053 | ||||||||||||
Belgium | ||||||||||||
Barco NV |
48,288 | 813,643 | (173.2 | ) | ||||||||
Proximus SADP |
101,762 | 976,604 | (207.9 | ) | ||||||||
Shurgard Self Storage Ltd. |
3,724 | 174,971 | (37.3 | ) | ||||||||
|
|
|
|
|||||||||
1,965,218 | ||||||||||||
Canada | ||||||||||||
AbCellera Biologics, Inc. |
82,653 | 422,357 | (89.9 | ) | ||||||||
Advantage Energy Ltd. |
21,164 | 138,300 | (29.4 | ) | ||||||||
Aecon Group, Inc. |
108,923 | 1,115,300 | (237.5 | ) | ||||||||
Ag Growth International, Inc. |
3,164 | 132,373 | (28.2 | ) | ||||||||
Artis Real Estate Investment Trust |
47,537 | 229,254 | (48.8 | ) | ||||||||
B2Gold Corp. |
5 | 14 | (0.0 | ) | ||||||||
Boralex, Inc., Class A |
17,269 | 414,943 | (88.4 | ) | ||||||||
Canfor Corp. |
59,152 | 713,165 | (151.8 | ) | ||||||||
Centerra Gold, Inc. |
56,279 | 295,600 | (62.9 | ) | ||||||||
Crombie Real Estate Investment Trust |
38,197 | 384,578 | (81.9 | ) | ||||||||
Doman Building Materials Group Ltd. |
12,906 | 75,050 | (16.0 | ) | ||||||||
DREAM Unlimited Corp., Class A |
12,805 | 224,942 | (47.9 | ) | ||||||||
Fortuna Silver Mines, Inc. |
161,108 | 489,782 | (104.3 | ) | ||||||||
Freehold Royalties Ltd. |
16,454 | 169,830 | (36.2 | ) | ||||||||
H&R Real Estate Investment Trust |
65,920 | 481,046 | (102.4 | ) | ||||||||
Interfor Corp. |
40,483 | 623,583 | (132.8 | ) | ||||||||
Laurentian Bank of Canada |
22,530 | 442,866 | (94.3 | ) | ||||||||
Major Drilling Group International, Inc. |
22,174 | 136,310 | (29.0 | ) | ||||||||
Nexus Industrial REIT |
3,556 | 21,233 | (4.5 | ) | ||||||||
North American Construction Group Ltd. |
30,691 | 704,700 | (150.0 | ) | ||||||||
Novagold Resources, Inc. |
67,859 | 172,192 | (36.7 | ) | ||||||||
Obsidian Energy Ltd. |
24,261 | 164,855 | (35.1 | ) | ||||||||
Pason Systems, Inc. |
42,006 | 458,825 | (97.7 | ) | ||||||||
Russel Metals, Inc. |
35,257 | 1,151,831 | (245.2 | ) | ||||||||
Silvercorp Metals, Inc. |
19,003 | 44,917 | (9.6 | ) | ||||||||
Stelco Holdings, Inc. |
47,908 | 1,531,777 | (326.1 | ) | ||||||||
Topaz Energy Corp. |
53,026 | 763,746 | (162.6 | ) | ||||||||
|
|
|
|
|||||||||
11,503,369 |
Security | Shares | Value | % of Basket Value |
|||||||||
Channel Islands | ||||||||||||
Balanced Commercial Property Trust Ltd. |
613,243 | $ | 590,564 | (125.7 | )% | |||||||
|
|
|
|
|||||||||
Denmark | ||||||||||||
H Lundbeck A/S, Class B |
85,395 | 438,125 | (93.3 | ) | ||||||||
|
|
|
|
|||||||||
Finland | ||||||||||||
Citycon OYJ |
31,762 | 167,826 | (35.7 | ) | ||||||||
|
|
|
|
|||||||||
France | ||||||||||||
CGG SA |
651,042 | 316,716 | (67.4 | ) | ||||||||
Cie Plastic Omnium SE |
63,611 | 739,332 | (157.4 | ) | ||||||||
Clariane SE |
55,123 | 141,037 | (30.0 | ) | ||||||||
Derichebourg SA |
10,764 | 55,611 | (11.8 | ) | ||||||||
Etablissements Maurel et Prom SA |
26,634 | 159,640 | (34.0 | ) | ||||||||
ICADE |
47,361 | 1,627,280 | (346.5 | ) | ||||||||
Rubis SCA |
28,378 | 727,014 | (154.8 | ) | ||||||||
Television Francaise 1 SA |
143,540 | 1,281,075 | (272.8 | ) | ||||||||
|
|
|
|
|||||||||
5,047,705 | ||||||||||||
Georgia | ||||||||||||
Bank of Georgia Group PLC |
23,981 | 1,158,326 | (246.6 | ) | ||||||||
TBC Bank Group PLC |
15,656 | 580,823 | (123.7 | ) | ||||||||
|
|
|
|
|||||||||
1,739,149 | ||||||||||||
Germany | ||||||||||||
Atoss Software AG |
1,969 | 545,768 | (116.2 | ) | ||||||||
Aurubis AG |
4,089 | 298,198 | (63.5 | ) | ||||||||
Auto1 Group SE |
51,213 | 215,836 | (45.9 | ) | ||||||||
Bilfinger SE |
23,609 | 1,013,477 | (215.8 | ) | ||||||||
CompuGroup Medical SE & Co. KgaA |
4,157 | 180,343 | (38.4 | ) | ||||||||
Deutsche Pfandbriefbank AG |
25,107 | 153,180 | (32.6 | ) | ||||||||
Deutsche Wohnen SE |
12,632 | 310,934 | (66.2 | ) | ||||||||
Deutz AG |
153,793 | 939,888 | (200.1 | ) | ||||||||
Duerr AG |
59,371 | 1,375,098 | (292.8 | ) | ||||||||
Grand City Properties SA |
40,085 | 394,199 | (83.9 | ) | ||||||||
Hypoport SE |
750 | 161,032 | (34.3 | ) | ||||||||
Krones AG |
1,710 | 214,664 | (45.7 | ) | ||||||||
METRO AG |
7,278 | 49,730 | (10.6 | ) | ||||||||
SAF-Holland SE |
27,977 | 457,761 | (97.5 | ) | ||||||||
Salzgitter AG |
10,867 | 306,900 | (65.3 | ) | ||||||||
Suedzucker AG |
28,464 | 407,098 | (86.7 | ) | ||||||||
TUI AG |
276,923 | 1,931,368 | (411.2 | ) | ||||||||
Uniper SE |
190 | 12,236 | (2.6 | ) | ||||||||
United Internet AG, Class N |
78,007 | 2,074,228 | (441.6 | ) | ||||||||
|
|
|
|
|||||||||
11,041,938 | ||||||||||||
Hong Kong | ||||||||||||
Fortune Real Estate Investment Trust |
36,000 | 20,600 | (4.4 | ) | ||||||||
|
|
|
|
|||||||||
Ireland | ||||||||||||
Cimpress PLC |
5,621 | 422,812 | (90.0 | ) | ||||||||
Glanbia PLC |
107,772 | 1,950,258 | (415.2 | ) | ||||||||
Greencore Group PLC |
294,127 | 383,202 | (81.6 | ) | ||||||||
|
|
|
|
|||||||||
2,756,272 | ||||||||||||
Israel | ||||||||||||
Alony Hetz Properties & Investments Ltd. |
20,059 | 147,487 | (31.4 | ) | ||||||||
Delek Group Ltd. |
4,515 | 543,029 | (115.6 | ) | ||||||||
Kornit Digital Ltd. |
17,811 | 304,746 | (64.9 | ) | ||||||||
|
|
|
|
|||||||||
995,262 | ||||||||||||
Italy | ||||||||||||
Banca IFIS SpA |
8,187 | 143,554 | (30.6 | ) | ||||||||
Banca Mediolanum SpA |
31,556 | 327,086 | (69.6 | ) |
13 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Italy (continued) |
||||||||||||
Banca Popolare di Sondrio SpA |
220,640 | $ | 1,695,218 | (360.9 | )% | |||||||
Brunello Cucinelli SpA |
9,914 | 993,627 | (211.6 | ) | ||||||||
Buzzi SpA |
22,752 | 782,999 | (166.7 | ) | ||||||||
Credito Emiliano SpA |
19,975 | 183,965 | (39.2 | ) | ||||||||
De Longhi SpA |
11,021 | 361,745 | (77.0 | ) | ||||||||
Hera SpA |
126,218 | 450,145 | (95.8 | ) | ||||||||
Iren SpA |
94,108 | 200,209 | (42.6 | ) | ||||||||
Maire Tecnimont SpA |
48,897 | 257,595 | (54.9 | ) | ||||||||
Piaggio & C SpA |
46,348 | 156,135 | (33.3 | ) | ||||||||
PRADA SpA |
94,900 | 588,175 | (125.2 | ) | ||||||||
Sesa SpA |
2,182 | 299,747 | (63.8 | ) | ||||||||
Unipol Gruppo SpA |
78,346 | 492,262 | (104.8 | ) | ||||||||
Webuild SpA |
340,613 | 725,706 | (154.5 | ) | ||||||||
|
|
|
|
|||||||||
7,658,168 | ||||||||||||
Japan | ||||||||||||
77 Bank Ltd. |
18,500 | 449,159 | (95.6 | ) | ||||||||
Acom Co. Ltd. |
70,000 | 180,944 | (38.5 | ) | ||||||||
Adastria Co. Ltd. |
10,800 | 254,084 | (54.1 | ) | ||||||||
Aeon Delight Co. Ltd. |
19,700 | 509,218 | (108.4 | ) | ||||||||
Aisan Industry Co. Ltd. |
32,500 | 306,001 | (65.2 | ) | ||||||||
Alfresa Holdings Corp. |
66,800 | 1,104,127 | (235.1 | ) | ||||||||
Amano Corp. |
6,000 | 139,615 | (29.7 | ) | ||||||||
Anicom Holdings, Inc. |
55,400 | 221,992 | (47.3 | ) | ||||||||
Avex, Inc. |
18,800 | 182,070 | (38.8 | ) | ||||||||
AZ-COM MARUWA Holdings, Inc. |
45,000 | 467,964 | (99.6 | ) | ||||||||
Bic Camera, Inc. |
170,400 | 1,602,042 | (341.1 | ) | ||||||||
BML, Inc. |
13,800 | 269,314 | (57.3 | ) | ||||||||
Bunka Shutter Co. Ltd. |
35,700 | 359,049 | (76.4 | ) | ||||||||
Cellebrite Di Ltd. |
37,648 | 340,338 | (72.5 | ) | ||||||||
Coca-Cola Bottlers Japan Holdings, Inc. |
37,900 | 515,666 | (109.8 | ) | ||||||||
Comture Corp. |
7,700 | 96,161 | (20.5 | ) | ||||||||
Create Restaurants Holdings, Inc. |
110,000 | 833,767 | (177.5 | ) | ||||||||
Create SD Holdings Co. Ltd. |
29,500 | 647,976 | (138.0 | ) | ||||||||
Daicel Corp. |
110,200 | 1,088,605 | (231.8 | ) | ||||||||
Daiichikosho Co. Ltd. |
25,300 | 350,043 | (74.5 | ) | ||||||||
Daio Paper Corp. |
30,400 | 231,221 | (49.2 | ) | ||||||||
Daiseki Co. Ltd. |
11,500 | 332,088 | (70.7 | ) | ||||||||
Dentsu Soken, Inc. |
5,300 | 199,932 | (42.6 | ) | ||||||||
dip Corp. |
8,700 | 150,007 | (31.9 | ) | ||||||||
Doutor Nichires Holdings Co. Ltd. |
24,000 | 357,835 | (76.2 | ) | ||||||||
Dowa Holdings Co. Ltd. |
6,600 | 232,436 | (49.5 | ) | ||||||||
DTS Corp. |
3,200 | 79,494 | (16.9 | ) | ||||||||
eGuarantee, Inc. |
41,500 | 546,335 | (116.3 | ) | ||||||||
Eiken Chemical Co. Ltd. |
10,400 | 130,848 | (27.9 | ) | ||||||||
Eizo Corp. |
22,200 | 773,909 | (164.8 | ) | ||||||||
Elecom Co. Ltd. |
40,000 | 469,776 | (100.0 | ) | ||||||||
Elematec Corp. |
13,500 | 165,071 | (35.1 | ) | ||||||||
FCC Co. Ltd. |
17,800 | 234,035 | (49.8 | ) | ||||||||
Financial Partners Group Co. Ltd. |
140,000 | 1,621,154 | (345.2 | ) | ||||||||
FP Corp. |
21,600 | 422,702 | (90.0 | ) | ||||||||
Fukuoka REIT Corp. |
323 | 385,633 | (82.1 | ) | ||||||||
FULLCAST Holdings Co. Ltd. |
25,400 | 309,662 | (65.9 | ) | ||||||||
Funai Soken Holdings, Inc. |
17,400 | 306,011 | (65.2 | ) | ||||||||
Furukawa Electric Co. Ltd. |
54,900 | 1,007,057 | (214.4 | ) | ||||||||
Futaba Industrial Co. Ltd. |
20,400 | 124,041 | (26.4 | ) | ||||||||
Fuyo General Lease Co. Ltd. |
11,500 | 1,037,936 | (221.0 | ) | ||||||||
Glory Ltd. |
73,700 | 1,536,845 | (327.2 | ) | ||||||||
Hanwa Co. Ltd. |
10,100 | 372,904 | (79.4 | ) | ||||||||
Hazama Ando Corp. |
30,200 | 246,229 | (52.4 | ) | ||||||||
Heiwa Real Estate Co. Ltd. |
14,500 | 387,039 | (82.4 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) |
||||||||||||
Heiwado Co. Ltd. |
36,100 | $ | 544,273 | (115.9 | )% | |||||||
Hiday Hidaka Corp. |
36,500 | 742,683 | (158.1 | ) | ||||||||
Hokuriku Electric Power Co. |
59,100 | 291,837 | (62.1 | ) | ||||||||
Inaba Denki Sangyo Co. Ltd. |
31,500 | 759,913 | (161.8 | ) | ||||||||
Infomart Corp. |
45,000 | 122,087 | (26.0 | ) | ||||||||
Ishihara Sangyo Kaisha Ltd. |
33,200 | 357,982 | (76.2 | ) | ||||||||
Itoham Yonekyu Holdings, Inc. |
13,240 | 374,478 | (79.7 | ) | ||||||||
JAC Recruitment Co. Ltd. |
108,100 | 498,469 | (106.1 | ) | ||||||||
Japan Elevator Service Holdings Co. Ltd. |
23,800 | 363,199 | (77.3 | ) | ||||||||
JCU Corp. |
5,400 | 137,605 | (29.3 | ) | ||||||||
JINS Holdings, Inc. |
600 | 17,088 | (3.6 | ) | ||||||||
JTEKT Corp. |
242,000 | 2,234,387 | (475.7 | ) | ||||||||
Kaken Pharmaceutical Co. Ltd. |
28,700 | 684,296 | (145.7 | ) | ||||||||
Kandenko Co. Ltd. |
30,600 | 317,490 | (67.6 | ) | ||||||||
Kaneka Corp. |
5,400 | 132,581 | (28.2 | ) | ||||||||
Kanematsu Corp. |
28,500 | 445,969 | (95.0 | ) | ||||||||
Kato Sangyo Co. Ltd. |
8,800 | 289,658 | (61.7 | ) | ||||||||
Kewpie Corp. |
25,600 | 459,744 | (97.9 | ) | ||||||||
Kissei Pharmaceutical Co. Ltd. |
18,500 | 398,952 | (84.9 | ) | ||||||||
Kitz Corp. |
33,500 | 276,561 | (58.9 | ) | ||||||||
Kokuyo Co. Ltd. |
28,100 | 455,571 | (97.0 | ) | ||||||||
Kyoritsu Maintenance Co. Ltd. |
93,800 | 3,873,066 | (824.6 | ) | ||||||||
Link And Motivation, Inc. |
48,500 | 183,674 | (39.1 | ) | ||||||||
Lion Corp. |
442,800 | 3,959,790 | (843.1 | ) | ||||||||
Mandom Corp. |
61,100 | 536,718 | (114.3 | ) | ||||||||
Mani, Inc. |
31,800 | 446,505 | (95.1 | ) | ||||||||
Maxell Ltd. |
45,400 | 504,020 | (107.3 | ) | ||||||||
Megmilk Snow Brand Co. Ltd. |
21,600 | 341,835 | (72.8 | ) | ||||||||
Meidensha Corp. |
35,200 | 636,799 | (135.6 | ) | ||||||||
MEITEC Group Holdings, Inc. |
21,300 | 425,046 | (90.5 | ) | ||||||||
Menicon Co. Ltd. |
20,200 | 296,454 | (63.1 | ) | ||||||||
METAWATER Co. Ltd. |
24,400 | 358,991 | (76.4 | ) | ||||||||
Micronics Japan Co. Ltd. |
6,500 | 194,601 | (41.4 | ) | ||||||||
MIRAIT ONE Corp. |
18,500 | 246,759 | (52.5 | ) | ||||||||
Mitsubishi Materials Corp. |
131,100 | 2,417,349 | (514.7 | ) | ||||||||
Mitsubishi Shokuhin Co. Ltd. |
19,600 | 671,618 | (143.0 | ) | ||||||||
Modec, Inc. |
48,800 | 768,864 | (163.7 | ) | ||||||||
Monogatari Corp. |
11,200 | 398,481 | (84.8 | ) | ||||||||
Morinaga & Co. Ltd. |
44,000 | 847,481 | (180.4 | ) | ||||||||
Nakanishi, Inc. |
9,500 | 157,035 | (33.4 | ) | ||||||||
Nichicon Corp. |
36,900 | 325,584 | (69.3 | ) | ||||||||
Nippon Gas Co. Ltd. |
9,800 | 153,351 | (32.7 | ) | ||||||||
Nippon Light Metal Holdings Co. Ltd. |
56,700 | 705,135 | (150.1 | ) | ||||||||
Nippon Road Co. Ltd. |
10,000 | 145,533 | (31.0 | ) | ||||||||
Nissha Co. Ltd. |
96,900 | 1,084,087 | (230.8 | ) | ||||||||
Nisshin Oillio Group Ltd. |
16,400 | 505,181 | (107.6 | ) | ||||||||
Nisshinbo Holdings, Inc. |
165,100 | 1,375,533 | (292.9 | ) | ||||||||
Nittetsu Mining Co. Ltd. |
12,300 | 442,752 | (94.3 | ) | ||||||||
NOK Corp. |
13,400 | 179,207 | (38.2 | ) | ||||||||
Nomura Co. Ltd. |
66,500 | 396,788 | (84.5 | ) | ||||||||
Noritz Corp. |
16,000 | 170,144 | (36.2 | ) | ||||||||
North Pacific Bank Ltd. |
153,600 | 393,637 | (83.8 | ) | ||||||||
NSD Co. Ltd. |
16,600 | 314,540 | (67.0 | ) | ||||||||
NTN Corp. |
749,900 | 1,383,712 | (294.6 | ) | ||||||||
Okamura Corp. |
21,400 | 323,758 | (68.9 | ) | ||||||||
Oki Electric Industry Co. Ltd. |
176,300 | 1,248,756 | (265.9 | ) | ||||||||
Okinawa Cellular Telephone Co. |
9,200 | 226,355 | (48.2 | ) | ||||||||
Onward Holdings Co. Ltd. |
98,500 | 365,071 | (77.7 | ) | ||||||||
Optex Group Co. Ltd. |
14,400 | 180,455 | (38.4 | ) | ||||||||
PALTAC Corp. |
37,400 | 1,147,602 | (244.3 | ) | ||||||||
Prima Meat Packers Ltd. |
24,800 | 409,493 | (87.2 | ) |
S C H E D U L E O F I N V E S T M E N T S |
14 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Raito Kogyo Co. Ltd. |
39,700 | $ | 560,663 | (119.4 | )% | |||||||
Relo Group, Inc. |
82,100 | 832,476 | (177.2 | ) | ||||||||
Saizeriya Co. Ltd. |
88,400 | 3,062,119 | (652.0 | ) | ||||||||
San-Ai Obbli Co. Ltd. |
1,700 | 19,357 | (4.1 | ) | ||||||||
Sanki Engineering Co. Ltd. |
26,300 | 340,563 | (72.5 | ) | ||||||||
Sanyo Chemical Industries Ltd. |
4,800 | 141,646 | (30.2 | ) | ||||||||
Sato Holdings Corp. |
8,200 | 121,727 | (25.9 | ) | ||||||||
Seino Holdings Co. Ltd. |
28,200 | 414,693 | (88.3 | ) | ||||||||
Shibaura Machine Co. Ltd. |
29,600 | 724,623 | (154.3 | ) | ||||||||
Shizuoka Gas Co. Ltd. |
11,900 | 82,100 | (17.5 | ) | ||||||||
SMS Co. Ltd. |
24,400 | 444,967 | (94.7 | ) | ||||||||
Sodick Co. Ltd. |
44,200 | 214,849 | (45.7 | ) | ||||||||
Sohgo Security Services Co. Ltd. |
70,100 | 386,452 | (82.3 | ) | ||||||||
Starts Corp., Inc. |
30,000 | 621,252 | (132.3 | ) | ||||||||
Sumitomo Mitsui Construction Co. Ltd. |
229,600 | 650,040 | (138.4 | ) | ||||||||
Sun Frontier Fudousan Co. Ltd. |
38,200 | 461,198 | (98.2 | ) | ||||||||
Suzuken Co. Ltd. |
24,700 | 772,016 | (164.4 | ) | ||||||||
Systena Corp. |
363,800 | 742,576 | (158.1 | ) | ||||||||
Tadano Ltd. |
64,400 | 529,235 | (112.7 | ) | ||||||||
Taikisha Ltd. |
4,500 | 135,415 | (28.8 | ) | ||||||||
Takuma Co. Ltd. |
27,200 | 323,224 | (68.8 | ) | ||||||||
Tamron Co. Ltd. |
32,900 | 1,258,710 | (268.0 | ) | ||||||||
TechMatrix Corp. |
6,400 | 69,097 | (14.7 | ) | ||||||||
Teijin Ltd. |
60,100 | 557,855 | (118.8 | ) | ||||||||
Toa Corp. |
13,900 | 370,915 | (79.0 | ) | ||||||||
Tokai Rika Co. Ltd. |
59,400 | 948,079 | (201.9 | ) | ||||||||
Tokuyama Corp. |
33,300 | 539,086 | (114.8 | ) | ||||||||
Tokyu Construction Co. Ltd. |
91,300 | 513,117 | (109.3 | ) | ||||||||
Topcon Corp. |
61,000 | 707,400 | (150.6 | ) | ||||||||
Tosei Corp. |
33,700 | 491,505 | (104.6 | ) | ||||||||
Toshiba TEC Corp. |
30,400 | 636,136 | (135.4 | ) | ||||||||
Towa Pharmaceutical Co. Ltd. |
48,400 | 853,728 | (181.8 | ) | ||||||||
Toyo Ink SC Holdings Co. Ltd. |
55,000 | 1,038,332 | (221.1 | ) | ||||||||
Toyo Seikan Group Holdings Ltd. |
19,900 | 319,186 | (68.0 | ) | ||||||||
Toyoda Gosei Co. Ltd. |
47,100 | 917,873 | (195.4 | ) | ||||||||
TS Tech Co. Ltd. |
46,300 | 591,421 | (125.9 | ) | ||||||||
TSI Holdings Co. Ltd. |
37,800 | 177,474 | (37.8 | ) | ||||||||
Tsubakimoto Chain Co. |
15,800 | 461,109 | (98.2 | ) | ||||||||
Tv Tokyo Holdings Corp. |
5,300 | 112,318 | (23.9 | ) | ||||||||
United Arrows Ltd. |
28,700 | 379,940 | (80.9 | ) | ||||||||
United Urban Investment Corp. |
258 | 263,746 | (56.2 | ) | ||||||||
Usen-Next Holdings Co. Ltd. |
3,200 | 93,823 | (20.0 | ) | ||||||||
UT Group Co. Ltd. |
13,200 | 212,042 | (45.1 | ) | ||||||||
Wacom Co. Ltd. |
123,600 | 573,528 | (122.1 | ) | ||||||||
YAMABIKO Corp. |
21,100 | 238,518 | (50.8 | ) | ||||||||
Yamazen Corp. |
45,800 | 394,713 | (84.0 | ) | ||||||||
Yaoko Co. Ltd. |
9,100 | 530,108 | (112.9 | ) | ||||||||
Yokogawa Bridge Holdings Corp. |
10,200 | 199,190 | (42.4 | ) | ||||||||
Yoshinoya Holdings Co. Ltd. |
7,500 | 168,844 | (36.0 | ) | ||||||||
Yuasa Trading Co. Ltd. |
9,600 | 322,884 | (68.7 | ) | ||||||||
|
|
|
|
|||||||||
85,746,786 | ||||||||||||
Netherlands | ||||||||||||
Eurocommercial Properties NV |
14,051 | 319,180 | (67.9 | ) | ||||||||
Koninklijke BAM Groep NV |
246,091 | 686,498 | (146.2 | ) | ||||||||
Koninklijke Vopak NV |
3,910 | 122,388 | (26.0 | ) | ||||||||
PostNL NV |
694,592 | 1,024,686 | (218.2 | ) | ||||||||
TomTom NV |
41,426 | 284,143 | (60.5 | ) | ||||||||
|
|
|
|
|||||||||
2,436,895 |
Security | Shares | Value | % of Basket Value |
|||||||||
Norway | ||||||||||||
Aker Solutions ASA |
243,381 | $ | 917,333 | (195.3 | )% | |||||||
DNO ASA |
207,000 | 184,297 | (39.3 | ) | ||||||||
Elkem ASA |
274,847 | 578,825 | (123.2 | ) | ||||||||
Wallenius Wilhelmsen ASA |
28,383 | 279,767 | (59.6 | ) | ||||||||
|
|
|
|
|||||||||
1,960,222 | ||||||||||||
Portugal | ||||||||||||
CTT-Correios de Portugal SA |
139,771 | 561,897 | (119.6 | ) | ||||||||
NOS SGPS SA |
70,592 | 253,573 | (54.0 | ) | ||||||||
Sonae SGPS SA |
194,834 | 190,885 | (40.7 | ) | ||||||||
|
|
|
|
|||||||||
1,006,355 | ||||||||||||
Singapore | ||||||||||||
BW LPG Ltd. |
60,356 | 757,219 | (161.2 | ) | ||||||||
IGG, Inc. |
437,000 | 155,423 | (33.1 | ) | ||||||||
Kulicke & Soffa Industries, Inc. |
31,175 | 1,568,726 | (334.0 | ) | ||||||||
|
|
|
|
|||||||||
2,481,368 | ||||||||||||
South Africa | ||||||||||||
Scatec ASA |
25,440 | 191,847 | (40.9 | ) | ||||||||
|
|
|
|
|||||||||
South Korea | ||||||||||||
Magnachip Semiconductor Corp. |
34,264 | 223,744 | (47.6 | ) | ||||||||
|
|
|
|
|||||||||
Spain | ||||||||||||
Almirall SA |
21,153 | 203,287 | (43.3 | ) | ||||||||
Atlantica Sustainable Infrastructure PLC |
49,237 | 944,366 | (201.1 | ) | ||||||||
Indra Sistemas SA |
128,858 | 2,316,280 | (493.1 | ) | ||||||||
Inmobiliaria Colonial Socimi SA |
101,812 | 620,746 | (132.2 | ) | ||||||||
Merlin Properties Socimi SA |
71,066 | 733,462 | (156.2 | ) | ||||||||
Obrascon Huarte Lain SA |
709,919 | 315,246 | (67.1 | ) | ||||||||
|
|
|
|
|||||||||
5,133,387 | ||||||||||||
Sweden | ||||||||||||
Attendo AB |
47 | 185 | (0.0 | ) | ||||||||
Corem Property Group AB, Class B |
111,831 | 113,522 | (24.2 | ) | ||||||||
MIPS AB |
4,778 | 159,901 | (34.1 | ) | ||||||||
Modern Times Group MTG AB, Class B |
13,488 | 104,067 | (22.2 | ) | ||||||||
Mycronic AB |
13,175 | 369,351 | (78.6 | ) | ||||||||
Nyfosa AB |
25,663 | 231,252 | (49.2 | ) | ||||||||
Sectra AB, Class B |
12,391 | 232,517 | (49.5 | ) | ||||||||
|
|
|
|
|||||||||
1,210,795 | ||||||||||||
Switzerland | ||||||||||||
DKSH Holding AG |
16,334 | 1,151,252 | (245.1 | ) | ||||||||
Inficon Holding AG, Class N |
172 | 263,096 | (56.0 | ) | ||||||||
IWG PLC |
83,901 | 199,644 | (42.5 | ) | ||||||||
Ypsomed Holding AG, Registered Shares |
591 | 210,271 | (44.8 | ) | ||||||||
|
|
|
|
|||||||||
1,824,263 | ||||||||||||
United Kingdom | ||||||||||||
Balfour Beatty PLC |
88,146 | 372,525 | (79.3 | ) | ||||||||
boohoo Group PLC |
3,949,850 | 1,828,756 | (389.4 | ) | ||||||||
Capricorn Energy PLC |
97,922 | 180,827 | (38.5 | ) | ||||||||
Chemring Group PLC |
139,424 | 623,575 | (132.8 | ) | ||||||||
Close Brothers Group PLC |
60,711 | 418,652 | (89.1 | ) | ||||||||
CVS Group PLC |
5,371 | 115,381 | (24.6 | ) | ||||||||
Deliveroo PLC, Class A |
678,871 | 1,015,675 | (216.2 | ) | ||||||||
Firstgroup PLC |
245,603 | 519,434 | (110.6 | ) | ||||||||
Gamma Communications PLC |
21,024 | 319,407 | (68.0 | ) | ||||||||
Grafton Group PLC, CDI |
6,328 | 78,260 | (16.7 | ) | ||||||||
Great Portland Estates PLC |
24,038 | 127,019 | (27.0 | ) | ||||||||
Halfords Group PLC |
35,406 | 80,421 | (17.1 | ) | ||||||||
Hunting PLC |
170,466 | 712,406 | (151.7 | ) |
15 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United Kingdom (continued) |
||||||||||||
Impax Asset Management Group PLC |
7,682 | $ | 53,031 | (11.3 | )% | |||||||
Investec PLC |
85,840 | 561,406 | (119.5 | ) | ||||||||
J D Wetherspoon PLC |
52,850 | 564,248 | (120.1 | ) | ||||||||
John Wood Group PLC |
333,527 | 664,266 | (141.4 | ) | ||||||||
Jupiter Fund Management PLC |
387,294 | 389,662 | (83.0 | ) | ||||||||
Just Group PLC |
619,342 | 670,248 | (142.7 | ) | ||||||||
Keller Group PLC |
10,754 | 119,610 | (25.5 | ) | ||||||||
Kier Group PLC |
53,187 | 86,475 | (18.4 | ) | ||||||||
Mitchells & Butlers PLC |
97,396 | 322,514 | (68.7 | ) | ||||||||
Mitie Group PLC |
474,672 | 624,610 | (133.0 | ) | ||||||||
Moneysupermarket.com Group PLC |
76,171 | 246,892 | (52.6 | ) | ||||||||
Morgan Sindall Group PLC |
23,524 | 678,075 | (144.4 | ) | ||||||||
NCC Group PLC |
65,514 | 101,075 | (21.5 | ) | ||||||||
Nomad Foods Ltd. |
15,552 | 279,780 | (59.6 | ) | ||||||||
OSB Group PLC |
223,971 | 1,279,581 | (272.4 | ) | ||||||||
Paragon Banking Group PLC |
120,225 | 1,075,415 | (229.0 | ) | ||||||||
Playtech Plc |
118,819 | 671,978 | (143.1 | ) | ||||||||
Redde Northgate PLC |
112,426 | 507,969 | (108.1 | ) | ||||||||
S4 Capital PLC |
48,559 | 27,192 | (5.8 | ) | ||||||||
Serco Group PLC |
200,419 | 439,098 | (93.5 | ) | ||||||||
SThree PLC |
46,995 | 244,181 | (52.0 | ) | ||||||||
TP ICAP Group PLC |
215,069 | 511,757 | (108.9 | ) | ||||||||
Vesuvius PLC |
123,979 | 749,783 | (159.6 | ) | ||||||||
|
|
|
|
|||||||||
17,261,184 | ||||||||||||
United States |
||||||||||||
1-800-Flowers.com, Inc., Class A |
42,170 | 438,568 | (93.4 | ) | ||||||||
Accel Entertainment, Inc., Class A |
38,804 | 397,741 | (84.7 | ) | ||||||||
Acushnet Holdings Corp. |
2,097 | 132,824 | (28.3 | ) | ||||||||
Addus HomeCare Corp. |
5,959 | 516,049 | (109.9 | ) | ||||||||
Advanced Energy Industries, Inc. |
6,945 | 723,530 | (154.0 | ) | ||||||||
Agilysys, Inc. |
3,437 | 287,711 | (61.3 | ) | ||||||||
Albany International Corp., Class A |
10,161 | 903,415 | (192.3 | ) | ||||||||
Allient, Inc. |
8,598 | 239,540 | (51.0 | ) | ||||||||
Alpha & Omega Semiconductor Ltd. |
13,807 | 354,288 | (75.4 | ) | ||||||||
Amalgamated Financial Corp. |
12,159 | 322,943 | (68.8 | ) | ||||||||
Ambarella, Inc. |
6,813 | 358,091 | (76.2 | ) | ||||||||
American Assets Trust, Inc. |
36,963 | 829,080 | (176.5 | ) | ||||||||
American Software, Inc., Class A |
11,338 | 128,460 | (27.3 | ) | ||||||||
American Vanguard Corp. |
24,113 | 263,314 | (56.1 | ) | ||||||||
American Woodmark Corp. |
4,023 | 367,219 | (78.2 | ) | ||||||||
Andersons, Inc. |
1,790 | 94,351 | (20.1 | ) | ||||||||
Anywhere Real Estate, Inc. |
82,137 | 584,815 | (124.5 | ) | ||||||||
Apogee Enterprises, Inc. |
53,431 | 2,821,691 | (600.8 | ) | ||||||||
Archrock, Inc. |
42,543 | 695,153 | (148.0 | ) | ||||||||
Argan, Inc. |
2,071 | 91,807 | (19.5 | ) | ||||||||
AssetMark Financial Holdings, Inc. |
6,646 | 203,833 | (43.4 | ) | ||||||||
Astec Industries, Inc. |
2,900 | 103,240 | (22.0 | ) | ||||||||
Atea Pharmaceuticals, Inc. |
22,228 | 92,468 | (19.7 | ) | ||||||||
AtriCure, Inc. |
9,505 | 323,740 | (68.9 | ) | ||||||||
Badger Meter, Inc. |
827 | 119,080 | (25.4 | ) | ||||||||
Bandwidth, Inc., Class A |
16,227 | 224,582 | (47.8 | ) | ||||||||
Beazer Homes USA, Inc. |
33,472 | 1,062,736 | (226.3 | ) | ||||||||
Benchmark Electronics, Inc. |
24,178 | 655,707 | (139.6 | ) | ||||||||
Berry Corp. |
91,427 | 613,475 | (130.6 | ) | ||||||||
BigCommerce Holdings, Inc., |
17,066 | 139,600 | (29.7 | ) | ||||||||
BlueLinx Holdings, Inc. |
4,893 | 564,359 | (120.2 | ) | ||||||||
Brady Corp., Class A |
16,802 | 1,011,984 | (215.5 | ) | ||||||||
Brandywine Realty Trust |
35,310 | 167,369 | (35.6 | ) | ||||||||
Brightsphere Investment Group, Inc. |
12,672 | 280,305 | (59.7 | ) | ||||||||
Bristow Group, Inc. |
17,872 | 471,463 | (100.4 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
Brookdale Senior Living, Inc. |
6,794 | $ | 37,163 | (7.9 | )% | |||||||
Cantaloupe, Inc. |
13,114 | 89,306 | (19.0 | ) | ||||||||
Cars.com, Inc. |
15,626 | 272,361 | (58.0 | ) | ||||||||
Castle Biosciences, Inc. |
4,086 | 94,305 | (20.1 | ) | ||||||||
Central Garden & Pet Co., Class A |
17,136 | 707,374 | (150.6 | ) | ||||||||
Century Communities, Inc. |
8,650 | 749,955 | (159.7 | ) | ||||||||
Cerence, Inc. |
10,553 | 211,271 | (45.0 | ) | ||||||||
CEVA, Inc. |
11,868 | 227,866 | (48.5 | ) | ||||||||
Chegg, Inc. |
261,317 | 2,573,972 | (548.0 | ) | ||||||||
Clean Energy Fuels Corp. |
52,755 | 155,627 | (33.1 | ) | ||||||||
Comstock Resources, Inc. |
52,143 | 407,237 | (86.7 | ) | ||||||||
ConnectOne Bancorp, Inc. |
28,987 | 662,063 | (141.0 | ) | ||||||||
Corcept Therapeutics, Inc. |
36,060 | 760,866 | (162.0 | ) | ||||||||
Core & Main, Inc., Class A |
4 | 165 | (0.0 | ) | ||||||||
Coursera, Inc. |
16,657 | 318,815 | (67.9 | ) | ||||||||
CRA International, Inc. |
4,533 | 486,119 | (103.5 | ) | ||||||||
Cracker Barrel Old Country Store, Inc. |
7,999 | 618,723 | (131.7 | ) | ||||||||
CrossFirst Bankshares, Inc. |
8,048 | 113,638 | (24.2 | ) | ||||||||
CS Disco, Inc. |
4,951 | 40,499 | (8.6 | ) | ||||||||
CSG Systems International, Inc. |
57,293 | 2,882,411 | (613.7 | ) | ||||||||
Customers Bancorp, Inc. |
2,993 | 159,946 | (34.1 | ) | ||||||||
Dana, Inc. |
49,669 | 673,512 | (143.4 | ) | ||||||||
Delek U.S. Holdings, Inc. |
53,878 | 1,456,322 | (310.1 | ) | ||||||||
Deluxe Corp. |
9,156 | 173,140 | (36.9 | ) | ||||||||
Digi International, Inc. |
13,556 | 329,546 | (70.2 | ) | ||||||||
Digital Turbine, Inc. |
11,553 | 62,271 | (13.3 | ) | ||||||||
Dime Community Bancshares, Inc. |
19,120 | 436,127 | (92.9 | ) | ||||||||
Diversified Energy Co.PLC |
3,354 | 38,867 | (8.3 | ) | ||||||||
Donnelley Financial Solutions, Inc. |
2,352 | 146,106 | (31.1 | ) | ||||||||
DXP Enterprises, Inc. |
5,431 | 174,987 | (37.3 | ) | ||||||||
Eagle Bancorp, Inc. |
6,183 | 153,277 | (32.6 | ) | ||||||||
El Pollo Loco Holdings, Inc. |
21,545 | 199,507 | (42.5 | ) | ||||||||
Enova International, Inc. |
31,726 | 1,726,846 | (367.7 | ) | ||||||||
Enovis Corp. |
17,839 | 1,047,149 | (222.9 | ) | ||||||||
Enviri Corp. |
18,400 | 158,424 | (33.7 | ) | ||||||||
Esab Corp. |
6,332 | 544,489 | (115.9 | ) | ||||||||
Ethan Allen Interiors, Inc. |
30,991 | 902,768 | (192.2 | ) | ||||||||
Eventbrite, Inc., Class A |
28,329 | 237,114 | (50.5 | ) | ||||||||
Everbridge, Inc. |
17,842 | 398,947 | (84.9 | ) | ||||||||
Everi Holdings, Inc. |
73,594 | 766,114 | (163.1 | ) | ||||||||
eXp World Holdings, Inc. |
48,039 | 594,723 | (126.6 | ) | ||||||||
Extreme Networks, Inc. |
22,835 | 308,501 | (65.7 | ) | ||||||||
EZCORP, Inc., Class A |
55,576 | 477,954 | (101.8 | ) | ||||||||
Federated Hermes, Inc., Class B |
22,950 | 802,332 | (170.8 | ) | ||||||||
Financial Institutions, Inc. |
2 | 42 | (0.0 | ) | ||||||||
First Interstate BancSystem, Inc., Class A |
31,557 | 868,449 | (184.9 | ) | ||||||||
Fiverr International Ltd. |
20,340 | 547,553 | (116.6 | ) | ||||||||
Flushing Financial Corp. |
21,523 | 345,014 | (73.5 | ) | ||||||||
Forestar Group, Inc. |
15,180 | 474,527 | (101.0 | ) | ||||||||
Forward Air Corp. |
4,124 | 182,817 | (38.9 | ) | ||||||||
Franklin Covey Co. |
27,451 | 1,110,118 | (236.4 | ) | ||||||||
Fulgent Genetics, Inc. |
12,193 | 299,826 | (63.8 | ) | ||||||||
Genesco, Inc. |
10,940 | 303,913 | (64.7 | ) | ||||||||
Gibraltar Industries, Inc. |
1,728 | 139,830 | (29.8 | ) | ||||||||
G-III Apparel Group Ltd. |
38,904 | 1,170,621 | (249.2 | ) | ||||||||
Global Industrial Co. |
17,404 | 740,192 | (157.6 | ) | ||||||||
GMS, Inc. |
13,245 | 1,114,699 | (237.3 | ) | ||||||||
GoPro, Inc., Class A |
177,437 | 528,762 | (112.6 | ) | ||||||||
Gray Television, Inc. |
29,921 | 285,746 | (60.8 | ) | ||||||||
Greif, Inc., Class A |
7,659 | 479,530 | (102.1 | ) | ||||||||
Griffon Corp. |
6,732 | 392,206 | (83.5 | ) |
S C H E D U L E O F I N V E S T M E N T S |
16 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
Grocery Outlet Holding Corp. |
25,106 | $ | 622,127 | (132.5 | )% | |||||||
Group 1 Automotive, Inc. |
5,804 | 1,509,388 | (321.4 | ) | ||||||||
Guess?, Inc. |
49,465 | 1,105,048 | (235.3 | ) | ||||||||
H&E Equipment Services, Inc. |
4,327 | 232,749 | (49.6 | ) | ||||||||
Hackett Group, Inc. |
15,362 | 355,169 | (75.6 | ) | ||||||||
Haverty Furniture Cos., Inc. |
6,260 | 212,214 | (45.2 | ) | ||||||||
HCI Group, Inc. |
6,610 | 592,719 | (126.2 | ) | ||||||||
Health Catalyst, Inc. |
30,984 | 302,714 | (64.4 | ) | ||||||||
Healthcare Services Group, Inc. |
21,328 | 201,336 | (42.9 | ) | ||||||||
HealthStream, Inc. |
11,518 | 306,609 | (65.3 | ) | ||||||||
Heartland Financial USA, Inc. |
15,167 | 537,974 | (114.5 | ) | ||||||||
Heidrick & Struggles International, Inc. |
23,916 | 716,763 | (152.6 | ) | ||||||||
Helix Energy Solutions Group, Inc. |
52,128 | 490,003 | (104.3 | ) | ||||||||
Hims & Hers Health, Inc., Class A |
27,299 | 234,225 | (49.9 | ) | ||||||||
Horizon Bancorp, Inc. |
39,118 | 512,837 | (109.2 | ) | ||||||||
Hudson Pacific Properties, Inc. |
31,658 | 259,279 | (55.2 | ) | ||||||||
Huron Consulting Group, Inc. |
3,612 | 373,950 | (79.6 | ) | ||||||||
Hyster-Yale Materials Handling, Inc., Class A |
3,542 | 232,780 | (49.6 | ) | ||||||||
I3 Verticals, Inc., Class A |
5,417 | 101,515 | (21.6 | ) | ||||||||
IES Holdings, Inc. |
1,327 | 108,761 | (23.2 | ) | ||||||||
Independent Bank Corp. |
17,605 | 447,871 | (95.4 | ) | ||||||||
Independent Bank Group, Inc. |
8,788 | 424,900 | (90.5 | ) | ||||||||
Infinera Corp. |
75,855 | 374,724 | (79.8 | ) | ||||||||
Innoviva, Inc. |
22,588 | 365,926 | (77.9 | ) | ||||||||
Insperity, Inc. |
7,763 | 890,338 | (189.6 | ) | ||||||||
Intapp, Inc. |
10,970 | 472,588 | (100.6 | ) | ||||||||
Integral Ad Science Holding Corp. |
24,772 | 360,433 | (76.7 | ) | ||||||||
iRadimed Corp. |
340 | 14,079 | (3.0 | ) | ||||||||
Itron, Inc. |
13,176 | 950,517 | (202.4 | ) | ||||||||
Janus International Group, Inc. |
67,548 | 955,804 | (203.5 | ) | ||||||||
JELD-WEN Holding, Inc. |
26,747 | 497,494 | (105.9 | ) | ||||||||
JetBlue Airways Corp. |
110,127 | 584,774 | (124.5 | ) | ||||||||
Johnson Outdoors, Inc., Class A |
1,995 | 89,296 | (19.0 | ) | ||||||||
Kelly Services, Inc., Class A |
15,539 | 319,326 | (68.0 | ) | ||||||||
Kimball Electronics, Inc. |
18,180 | 432,320 | (92.0 | ) | ||||||||
Kodiak Gas Services, Inc. |
3,522 | 82,485 | (17.6 | ) | ||||||||
Kohls Corp. |
24,453 | 629,909 | (134.1 | ) | ||||||||
Korn Ferry |
8,643 | 507,085 | (108.0 | ) | ||||||||
Laureate Education, Inc., Class A |
18,351 | 231,590 | (49.3 | ) | ||||||||
LeMaitre Vascular, Inc. |
2,287 | 132,737 | (28.3 | ) | ||||||||
LendingClub Corp. |
23,297 | 210,139 | (44.7 | ) | ||||||||
Light & Wonder, Inc., CDI |
2 | 165 | (0.0 | ) | ||||||||
Liquidity Services, Inc. |
5,444 | 94,998 | (20.2 | ) | ||||||||
LivaNova PLC |
8,525 | 414,997 | (88.4 | ) | ||||||||
LiveRamp Holdings, Inc. |
18,416 | 727,064 | (154.8 | ) | ||||||||
Lovesac Co. |
31,148 | 721,388 | (153.6 | ) | ||||||||
M/I Homes, Inc. |
2,593 | 330,400 | (70.3 | ) | ||||||||
Magnite, Inc. |
32,389 | 286,643 | (61.0 | ) | ||||||||
Manitowoc Co., Inc. |
44,304 | 713,294 | (151.9 | ) | ||||||||
MaxLinear, Inc. |
93,428 | 1,945,171 | (414.1 | ) | ||||||||
Mercury General Corp. |
8,659 | 346,793 | (73.8 | ) | ||||||||
Methode Electronics, Inc. |
23,334 | 484,414 | (103.1 | ) | ||||||||
MGP Ingredients, Inc. |
4,476 | 380,236 | (81.0 | ) | ||||||||
Midland States Bancorp, Inc. |
21,301 | 559,364 | (119.1 | ) | ||||||||
MillerKnoll, Inc. |
20,547 | 546,345 | (116.3 | ) | ||||||||
Minerals Technologies, Inc. |
4,385 | 286,560 | (61.0 | ) | ||||||||
Model N, Inc. |
20,704 | 557,973 | (118.8 | ) | ||||||||
Monro, Inc. |
2,733 | 87,073 | (18.5 | ) | ||||||||
N-able, Inc. |
25,588 | 332,132 | (70.7 | ) | ||||||||
Nabors Industries Ltd. |
576 | 48,718 | (10.4 | ) | ||||||||
National Vision Holdings, Inc. |
16,037 | 304,863 | (64.9 | ) | ||||||||
NCR Voyix Corp. |
244,027 | 3,587,197 | (763.7 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
NETGEAR, Inc. |
56,875 | $ | 807,625 | (171.9 | )% | |||||||
NetScout Systems, Inc. |
29,062 | 625,124 | (133.1 | ) | ||||||||
Nevro Corp. |
10,542 | 174,576 | (37.2 | ) | ||||||||
NexPoint Residential Trust, Inc. |
10,362 | 316,559 | (67.4 | ) | ||||||||
NMI Holdings, Inc., Class A |
14,565 | 464,915 | (99.0 | ) | ||||||||
Novocure Ltd. |
62,870 | 875,150 | (186.3 | ) | ||||||||
NOW, Inc. |
20,975 | 211,638 | (45.1 | ) | ||||||||
OceanFirst Financial Corp. |
3,527 | 60,770 | (12.9 | ) | ||||||||
Omega Flex, Inc. |
414 | 28,881 | (6.1 | ) | ||||||||
OmniAb, Inc., 12.50 Earnout Shares |
518 | | 0.0 | |||||||||
OmniAb, Inc., 15.00 Earnout Shares |
518 | | 0.0 | |||||||||
ON24, Inc. |
29,463 | 225,392 | (48.0 | ) | ||||||||
OSI Systems, Inc. |
1,445 | 185,003 | (39.4 | ) | ||||||||
Outfront Media, Inc. |
24,706 | 321,672 | (68.5 | ) | ||||||||
Owens & Minor, Inc. |
21,474 | 423,253 | (90.1 | ) | ||||||||
Pacific Biosciences of California, Inc. |
6,888 | 44,841 | (9.5 | ) | ||||||||
Palomar Holdings, Inc. |
11,453 | 685,691 | (146.0 | ) | ||||||||
Pegasystems, Inc. |
11,637 | 567,187 | (120.8 | ) | ||||||||
Pennant Group, Inc. |
1,731 | 25,982 | (5.5 | ) | ||||||||
Perella Weinberg Partners, Class A |
13,832 | 162,526 | (34.6 | ) | ||||||||
PetIQ, Inc., Class A |
8,881 | 159,592 | (34.0 | ) | ||||||||
Playtika Holding Corp. |
8,572 | 61,890 | (13.2 | ) | ||||||||
PRA Group, Inc. |
15,771 | 359,106 | (76.5 | ) | ||||||||
Premier Financial Corp. |
35,006 | 731,275 | (155.7 | ) | ||||||||
Primoris Services Corp. |
23,188 | 760,566 | (161.9 | ) | ||||||||
Progress Software Corp. |
16,340 | 928,275 | (197.6 | ) | ||||||||
Proto Labs, Inc. |
16,069 | 579,930 | (123.5 | ) | ||||||||
Q2 Holdings, Inc. |
16,198 | 689,225 | (146.7 | ) | ||||||||
Quaker Chemical Corp. |
680 | 129,159 | (27.5 | ) | ||||||||
RE/MAX Holdings, Inc., Class A |
17,474 | 187,496 | (39.9 | ) | ||||||||
Redfin Corp. |
83,190 | 678,830 | (144.5 | ) | ||||||||
REV Group, Inc. |
29,103 | 568,091 | (121.0 | ) | ||||||||
REX American Resources Corp. |
18,519 | 766,501 | (163.2 | ) | ||||||||
RHI Magnesita NV |
9,041 | 386,950 | (82.4 | ) | ||||||||
Riskified Ltd., Class A |
29,860 | 137,057 | (29.2 | ) | ||||||||
RLJ Lodging Trust |
50,396 | 583,586 | (124.2 | ) | ||||||||
Ryerson Holding Corp. |
1,891 | 64,899 | (13.8 | ) | ||||||||
Sandy Spring Bancorp, Inc. |
12,282 | 299,435 | (63.8 | ) | ||||||||
Schnitzer Steel Industries, Inc., Class A |
26,952 | 709,646 | (151.1 | ) | ||||||||
Scholastic Corp. |
3,258 | 125,238 | (26.7 | ) | ||||||||
SEMrush Holdings, Inc., Class A |
7,467 | 86,169 | (18.3 | ) | ||||||||
Semtech Corp. |
28,441 | 564,269 | (120.1 | ) | ||||||||
SI-BONE, Inc. |
2,155 | 43,553 | (9.3 | ) | ||||||||
Silk Road Medical, Inc. |
14,742 | 223,046 | (47.5 | ) | ||||||||
Sims Ltd. |
69,069 | 656,421 | (139.8 | ) | ||||||||
Simulations Plus, Inc. |
2,861 | 108,432 | (23.1 | ) | ||||||||
SolarWinds Corp. |
19,456 | 229,970 | (49.0 | ) | ||||||||
Sonic Automotive, Inc., Class A |
12,692 | 641,708 | (136.6 | ) | ||||||||
Sonos, Inc. |
15,788 | 245,977 | (52.4 | ) | ||||||||
Southside Bancshares, Inc. |
8,916 | 279,071 | (59.4 | ) | ||||||||
SpartanNash Co. |
20,807 | 466,701 | (99.4 | ) | ||||||||
Standard Motor Products, Inc. |
13,507 | 545,007 | (116.0 | ) | ||||||||
Strategic Education, Inc. |
2,010 | 189,061 | (40.3 | ) | ||||||||
Summit Hotel Properties, Inc. |
9,820 | 63,634 | (13.5 | ) | ||||||||
Supernus Pharmaceuticals, Inc. |
21,376 | 591,688 | (126.0 | ) | ||||||||
Tandem Diabetes Care, Inc. |
3,592 | 81,898 | (17.4 | ) | ||||||||
Tennant Co. |
7,117 | 672,699 | (143.2 | ) | ||||||||
Titan Machinery, Inc. |
19,401 | 518,589 | (110.4 | ) | ||||||||
TTEC Holdings, Inc. |
11,397 | 232,271 | (49.5 | ) | ||||||||
TTM Technologies, Inc. |
63,385 | 881,685 | (187.7 | ) | ||||||||
Turning Point Brands, Inc. |
60,293 | 1,464,517 | (311.8 | ) | ||||||||
Tutor Perini Corp. |
22,611 | 202,595 | (43.1 | ) |
17 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
Univest Financial Corp. |
11,738 | $ | 249,315 | (53.1 | )% | |||||||
Upbound Group, Inc. |
15,183 | 504,076 | (107.3 | ) | ||||||||
Upwork, Inc. |
57,014 | 781,662 | (166.4 | ) | ||||||||
Varex Imaging Corp. |
72,329 | 1,393,780 | (296.7 | ) | ||||||||
Verint Systems, Inc. |
65,890 | 1,956,274 | (416.5 | ) | ||||||||
Viad Corp. |
910 | 30,085 | (6.4 | ) | ||||||||
Vicor Corp. |
4,321 | 162,772 | (34.7 | ) | ||||||||
Vimeo, Inc. |
3,557 | 14,121 | (3.0 | ) | ||||||||
Vishay Precision Group, Inc. |
3,451 | 110,018 | (23.4 | ) | ||||||||
Vital Farms, Inc. |
52,977 | 761,809 | (162.2 | ) | ||||||||
Vizio Holding Corp., Class A |
2,137 | 14,959 | (3.2 | ) | ||||||||
Wabash National Corp. |
5,514 | 139,504 | (29.7 | ) | ||||||||
World Kinect Corp. |
59,053 | 1,332,826 | (283.8 | ) | ||||||||
Yext, Inc. |
9,119 | 54,076 | (11.5 | ) | ||||||||
Zeta Global Holdings Corp., Class A |
16,741 | 162,053 | (34.5 | ) | ||||||||
ZipRecruiter, Inc., Class A |
34,235 | 476,551 | (101.5 | ) | ||||||||
Zumiez, Inc. |
25,826 | 443,432 | (94.4 | ) | ||||||||
Zuora, Inc., Class A |
114,093 | 1,042,810 | (222.0 | ) | ||||||||
|
|
|
|
|||||||||
113,417,980 | ||||||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Schaeffler AG |
67,642 | 433,003 | (92.2 | ) | ||||||||
|
|
|
|
|||||||||
Total Reference Entity Long |
|
297,118,811 | ||||||||||
|
|
|||||||||||
Reference Entity Short |
|
|||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
ARB Corp. Ltd. |
(29,554 | ) | (655,716 | ) | 139.6 | |||||||
Bellevue Gold Ltd. |
(550,596 | ) | (484,589 | ) | 103.2 | |||||||
Boss Energy Ltd. |
(10,649 | ) | (39,121 | ) | 8.3 | |||||||
Brickworks Ltd. |
(3,081 | ) | (59,660 | ) | 12.7 | |||||||
Champion Iron Ltd. |
(166,557 | ) | (927,538 | ) | 197.5 | |||||||
Core Lithium Ltd. |
(465,273 | ) | (59,403 | ) | 12.7 | |||||||
Corporate Travel Management Ltd. |
(17,912 | ) | (240,499 | ) | 51.2 | |||||||
De Grey Mining Ltd. |
(180,490 | ) | (145,802 | ) | 31.0 | |||||||
Domain Holdings Australia Ltd. |
(58,360 | ) | (128,591 | ) | 27.4 | |||||||
EVT Ltd. |
(45,863 | ) | (379,719 | ) | 80.8 | |||||||
Genesis Minerals Ltd. |
(58,040 | ) | (62,469 | ) | 13.3 | |||||||
Gold Road Resources Ltd. |
(92,316 | ) | (92,771 | ) | 19.8 | |||||||
GUD Holdings Ltd. |
(65,627 | ) | (528,600 | ) | 112.5 | |||||||
HMC Capital Ltd. |
(50,607 | ) | (203,575 | ) | 43.3 | |||||||
Kelsian Group Ltd. |
(52,720 | ) | (248,792 | ) | 53.0 | |||||||
Liontown Resources Ltd. |
(628,465 | ) | (420,211 | ) | 89.5 | |||||||
Lovisa Holdings Ltd. |
(37 | ) | (551 | ) | 0.1 | |||||||
Neuren Pharmaceuticals Ltd. |
(2,405 | ) | (37,408 | ) | 8.0 | |||||||
Nine Entertainment Co. Holdings Ltd. |
(951,346 | ) | (1,239,410 | ) | 263.9 | |||||||
PEXA Group Ltd. |
(72,497 | ) | (549,642 | ) | 117.0 | |||||||
Sayona Mining Ltd. |
(15,749,598 | ) | (412,598 | ) | 87.9 | |||||||
Stanmore Resources Ltd. |
(328,321 | ) | (850,258 | ) | 181.0 | |||||||
|
|
|
|
|||||||||
(7,766,923 | ) | |||||||||||
Austria | ||||||||||||
CA Immobilien Anlagen AG |
(11,792 | ) | (392,288 | ) | 83.5 | |||||||
|
|
|
|
|||||||||
Belgium | ||||||||||||
Azelis Group NV |
(39,528 | ) | (825,806 | ) | 175.8 | |||||||
Bekaert SA |
(7,614 | ) | (374,969 | ) | 79.8 | |||||||
Xior Student Housing NV |
(8,389 | ) | (254,763 | ) | 54.3 | |||||||
|
|
|
|
|||||||||
(1,455,538 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Canada |
||||||||||||
Altius Minerals Corp. |
(6,490 | ) | $ | (85,382 | ) | 18.2 | % | |||||
Andlauer Healthcare Group, Inc. |
(16,740 | ) | (486,583 | ) | 103.6 | |||||||
Badger Infrastructure Solutions Ltd. |
(9,450 | ) | (327,191 | ) | 69.7 | |||||||
Canadian Western Bank |
(118,263 | ) | (2,594,463 | ) | 552.4 | |||||||
Choice Properties Real Estate Investment Trust |
(1,892 | ) | (19,680 | ) | 4.2 | |||||||
Cogeco Communications, Inc. |
(6,420 | ) | (295,140 | ) | 62.8 | |||||||
Definity Financial Corp. |
(92,530 | ) | (2,682,530 | ) | 571.1 | |||||||
Dream Industrial Real Estate Investment Trust |
(46,914 | ) | (466,410 | ) | 99.3 | |||||||
Filo Corp. |
(24,845 | ) | (380,433 | ) | 81.0 | |||||||
Headwater Exploration, Inc. |
(58,674 | ) | (274,341 | ) | 58.4 | |||||||
Lumine Group, Inc. |
(44,426 | ) | (1,032,209 | ) | 219.8 | |||||||
Maple Leaf Foods, Inc. |
(38,466 | ) | (730,730 | ) | 155.6 | |||||||
Martinrea International, Inc. |
(70,353 | ) | (719,955 | ) | 153.3 | |||||||
Minto Apartment REIT |
(584 | ) | (7,144 | ) | 1.5 | |||||||
North West Co., Inc. |
(32,039 | ) | (923,176 | ) | 196.5 | |||||||
Pet Valu Holdings Ltd. |
(60,030 | ) | (1,387,845 | ) | 295.5 | |||||||
Savaria Corp. |
(33,632 | ) | (402,561 | ) | 85.7 | |||||||
Spartan Delta Corp. |
(53,240 | ) | (122,679 | ) | 26.1 | |||||||
Spin Master Corp. |
(8,572 | ) | (219,664 | ) | 46.8 | |||||||
Stella-Jones, Inc. |
(31,475 | ) | (1,854,811 | ) | 394.9 | |||||||
StorageVault Canada, Inc. |
(84,625 | ) | (336,712 | ) | 71.7 | |||||||
Trican Well Service Ltd. |
(79,244 | ) | (257,233 | ) | 54.8 | |||||||
Trisura Group Ltd. |
(2,742 | ) | (76,239 | ) | 16.2 | |||||||
Winpak Ltd. |
(32,647 | ) | (1,020,225 | ) | 217.2 | |||||||
|
|
|
|
|||||||||
(16,703,336 | ) | |||||||||||
China | ||||||||||||
TI Fluid Systems PLC |
(154,018 | ) | (280,516 | ) | 59.7 | |||||||
|
|
|
|
|||||||||
Costa Rica | ||||||||||||
Establishment Labs Holdings, Inc. |
(16,832 | ) | (648,032 | ) | 138.0 | |||||||
|
|
|
|
|||||||||
Denmark | ||||||||||||
Alm Brand A/S |
(644,175 | ) | (1,183,664 | ) | 252.0 | |||||||
Chemometec A/S |
(16,406 | ) | (897,117 | ) | 191.0 | |||||||
Matas A/S |
(33,942 | ) | (615,393 | ) | 131.0 | |||||||
Netcompany Group A/S |
(10,591 | ) | (426,834 | ) | 90.9 | |||||||
NTG Nordic Transport Group A/S |
(4,579 | ) | (207,946 | ) | 44.3 | |||||||
Ringkjoebing Landbobank A/S |
(13,564 | ) | (2,211,420 | ) | 470.8 | |||||||
Royal Unibrew A/S |
(63,191 | ) | (4,191,500 | ) | 892.4 | |||||||
Scandinavian Tobacco Group A/S |
(51,114 | ) | (928,290 | ) | 197.7 | |||||||
Topdanmark A/S |
(66,660 | ) | (2,994,380 | ) | 637.5 | |||||||
|
|
|
|
|||||||||
(13,656,544 | ) | |||||||||||
Finland | ||||||||||||
Konecranes Oyj |
(9,364 | ) | (406,330 | ) | 86.5 | |||||||
Metsa Board OYJ, Class B |
(10,445 | ) | (85,243 | ) | 18.1 | |||||||
Tokmanni Group Corp. |
(46,726 | ) | (811,057 | ) | 172.7 | |||||||
|
|
|
|
|||||||||
(1,302,630 | ) | |||||||||||
France | ||||||||||||
Alten SA |
(8,018 | ) | (1,254,899 | ) | 267.2 | |||||||
Neoen SA |
(50,809 | ) | (1,488,819 | ) | 317.0 | |||||||
Societe BIC SA |
(23,516 | ) | (1,649,218 | ) | 351.1 | |||||||
Virbac SA |
(553 | ) | (202,368 | ) | 43.1 | |||||||
|
|
|
|
|||||||||
(4,595,304 | ) | |||||||||||
Germany | ||||||||||||
CTS Eventim AG & Co. KGaA |
(9,992 | ) | (677,520 | ) | 144.2 | |||||||
Dermapharm Holding SE |
(16,603 | ) | (716,050 | ) | 152.5 | |||||||
Eckert & Ziegler Strahlen- und Medizintechnik AG |
(8,327 | ) | (418,705 | ) | 89.1 | |||||||
Energiekontor AG |
(4,413 | ) | (365,556 | ) | 77.8 | |||||||
Fielmann Group AG |
(5,759 | ) | (303,677 | ) | 64.7 |
S C H E D U L E O F I N V E S T M E N T S |
18 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Germany (continued) | ||||||||||||
Hensoldt AG |
(66,613 | ) | $ | (2,020,824 | ) | 430.3 | % | |||||
Mercer International, Inc. |
(14,966 | ) | (126,612 | ) | 27.0 | |||||||
Pfeiffer Vacuum Technology AG |
(3,960 | ) | (673,230 | ) | 143.3 | |||||||
PVA Tepla AG |
(2,393 | ) | (54,788 | ) | 11.7 | |||||||
Schott Pharma AG & Co. KGaA |
(46,263 | ) | (1,822,333 | ) | 388.0 | |||||||
Sixt SE |
(4,297 | ) | (424,608 | ) | 90.4 | |||||||
Stabilus SE |
(684 | ) | (48,053 | ) | 10.2 | |||||||
SUESS MicroTec SE, Class N |
(6,488 | ) | (223,029 | ) | 47.5 | |||||||
|
|
|
|
|||||||||
(7,874,985 | ) | |||||||||||
Indonesia | ||||||||||||
Golden Agri-Resources Ltd. |
(3,307,400 | ) | (669,542 | ) | 142.5 | |||||||
Nickel Industries Ltd. |
(1,869,845 | ) | (970,142 | ) | 206.6 | |||||||
|
|
|
|
|||||||||
(1,639,684 | ) | |||||||||||
Ireland | ||||||||||||
Ardmore Shipping Corp. |
(10,812 | ) | (179,155 | ) | 38.2 | |||||||
C&C Group PLC |
(314,057 | ) | (613,985 | ) | 130.7 | |||||||
Keywords Studios PLC |
(18,205 | ) | (381,496 | ) | 81.2 | |||||||
|
|
|
|
|||||||||
(1,174,636 | ) | |||||||||||
Israel | ||||||||||||
Enlight Renewable Energy Ltd. |
(141,937 | ) | (2,488,310 | ) | 529.8 | |||||||
Israel Corp. Ltd. |
(70 | ) | (15,565 | ) | 3.3 | |||||||
OPC Energy Ltd. |
(41,068 | ) | (285,371 | ) | 60.8 | |||||||
Phoenix Holdings Ltd. |
(13,096 | ) | (129,433 | ) | 27.5 | |||||||
|
|
|
|
|||||||||
(2,918,679 | ) | |||||||||||
Italy | ||||||||||||
BFF Bank SpA |
(26,219 | ) | (287,185 | ) | 61.1 | |||||||
El.En. SpA |
(687 | ) | (6,874 | ) | 1.5 | |||||||
Eurogroup Laminations SpA |
(147,352 | ) | (487,474 | ) | 103.8 | |||||||
Industrie De Nora SpA |
(48,733 | ) | (776,913 | ) | 165.4 | |||||||
Salvatore Ferragamo SpA |
(16,870 | ) | (217,921 | ) | 46.4 | |||||||
Technogym SpA |
(17,602 | ) | (176,586 | ) | 37.6 | |||||||
Technoprobe SpA |
(45,368 | ) | (456,509 | ) | 97.2 | |||||||
|
|
|
|
|||||||||
(2,409,462 | ) | |||||||||||
Japan | ||||||||||||
Advance Logistics Investment Corp. |
(453 | ) | (397,406 | ) | 84.6 | |||||||
Advance Residence Investment Corp. |
(471 | ) | (1,045,321 | ) | 222.6 | |||||||
Aeon Fantasy Co. Ltd. |
(4,900 | ) | (83,808 | ) | 17.8 | |||||||
AEON REIT Investment Corp. |
(504 | ) | (479,536 | ) | 102.1 | |||||||
Aichi Financial Group, Inc. |
(29,600 | ) | (527,354 | ) | 112.3 | |||||||
Aiful Corp. |
(100,900 | ) | (255,518 | ) | 54.4 | |||||||
Amvis Holdings, Inc. |
(12,300 | ) | (228,890 | ) | 48.7 | |||||||
Arclands Corp. |
(58,200 | ) | (672,711 | ) | 143.2 | |||||||
Ariake Japan Co. Ltd. |
(13,700 | ) | (443,473 | ) | 94.4 | |||||||
Asahi Yukizai Corp. |
(8,400 | ) | (235,808 | ) | 50.2 | |||||||
Autobacs Seven Co. Ltd. |
(60,500 | ) | (663,949 | ) | 141.4 | |||||||
Base Co. Ltd. |
(2,800 | ) | (62,554 | ) | 13.3 | |||||||
C Uyemura & Co. Ltd. |
(4,300 | ) | (329,427 | ) | 70.1 | |||||||
Calbee, Inc. |
(5,000 | ) | (106,072 | ) | 22.6 | |||||||
Chikaranomoto Holdings Co. Ltd. |
(4,200 | ) | (41,394 | ) | 8.8 | |||||||
Chiyoda Corp. |
(42,400 | ) | (98,168 | ) | 20.9 | |||||||
Chubu Steel Plate Co. Ltd. |
(200 | ) | (3,390 | ) | 0.7 | |||||||
CUC, Inc. |
(1,300 | ) | (23,608 | ) | 5.0 | |||||||
Daido Steel Co. Ltd. |
(10,800 | ) | (113,593 | ) | 24.2 | |||||||
Daiei Kankyo Co. Ltd. |
(26,400 | ) | (453,554 | ) | 96.6 | |||||||
Daikoku Denki Co. Ltd. |
(3,775 | ) | (95,807 | ) | 20.4 | |||||||
Daikokutenbussan Co. Ltd. |
(8,000 | ) | (456,943 | ) | 97.3 | |||||||
Daiwa Office Investment Corp. |
(71 | ) | (305,781 | ) | 65.1 | |||||||
DCM Holdings Co. Ltd. |
(141,900 | ) | (1,333,504 | ) | 283.9 |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
DeNA Co. Ltd. |
(57,400 | ) | $ | (585,278 | ) | 124.6 | % | |||||
Descente Ltd. |
(33,100 | ) | (772,780 | ) | 164.5 | |||||||
Enplas Corp. |
(12,600 | ) | (1,033,896 | ) | 220.1 | |||||||
First Bank of Toyama Ltd. |
(11,300 | ) | (63,993 | ) | 13.6 | |||||||
Fuji Media Holdings, Inc. |
(24,200 | ) | (289,407 | ) | 61.6 | |||||||
Fukuyama Transporting Co. Ltd. |
(15,800 | ) | (441,450 | ) | 94.0 | |||||||
Furuya Metal Co. Ltd. |
(10,000 | ) | (626,682 | ) | 133.4 | |||||||
Fuso Chemical Co. Ltd. |
(12,600 | ) | (358,500 | ) | 76.3 | |||||||
Future Corp. |
(7,900 | ) | (94,703 | ) | 20.2 | |||||||
giftee, Inc. |
(82,391 | ) | (909,334 | ) | 193.6 | |||||||
Globeride, Inc. |
(13,200 | ) | (187,496 | ) | 39.9 | |||||||
GMO Financial Holdings, Inc. |
(68,000 | ) | (350,877 | ) | 74.7 | |||||||
Godo Steel Ltd. |
(1,800 | ) | (63,543 | ) | 13.5 | |||||||
gremz, Inc. |
(5,900 | ) | (85,338 | ) | 18.2 | |||||||
GungHo Online Entertainment, Inc. |
(29,100 | ) | (493,796 | ) | 105.1 | |||||||
Hakuto Co. Ltd. |
(18,400 | ) | (768,915 | ) | 163.7 | |||||||
Hankyu Hanshin REIT, Inc. |
(477 | ) | (476,682 | ) | 101.5 | |||||||
Heiwa Real Estate REIT, Inc. |
(428 | ) | (401,525 | ) | 85.5 | |||||||
Hirata Corp. |
(1,100 | ) | (50,793 | ) | 10.8 | |||||||
Hisamitsu Pharmaceutical Co., Inc. |
(15,700 | ) | (452,026 | ) | 96.2 | |||||||
Hokuetsu Corp. |
(97,900 | ) | (934,351 | ) | 198.9 | |||||||
Hokuhoku Financial Group, Inc. |
(48,100 | ) | (514,411 | ) | 109.5 | |||||||
Hoshino Resorts REIT, Inc. |
(29 | ) | (102,253 | ) | 21.8 | |||||||
House Foods Group, Inc. |
(14,500 | ) | (322,258 | ) | 68.6 | |||||||
Idec Corp. |
(33,500 | ) | (677,002 | ) | 144.1 | |||||||
Iino Kaiun Kaisha Ltd. |
(79,400 | ) | (700,320 | ) | 149.1 | |||||||
Insource Co. Ltd. |
(11,200 | ) | (63,905 | ) | 13.6 | |||||||
J Trust Co. Ltd. |
(143,600 | ) | (464,631 | ) | 98.9 | |||||||
Japan Aviation Electronics Industry Ltd. |
(34,800 | ) | (605,456 | ) | 128.9 | |||||||
Japan Communications, Inc. |
(135,700 | ) | (216,370 | ) | 46.1 | |||||||
Japan Material Co. Ltd. |
(9,100 | ) | (155,279 | ) | 33.1 | |||||||
Japan Prime Realty Investment Corp. |
(211 | ) | (510,103 | ) | 108.6 | |||||||
Kadokawa Corp. |
(71,700 | ) | (1,531,332 | ) | 326.0 | |||||||
Kagome Co. Ltd. |
(41,700 | ) | (1,035,448 | ) | 220.5 | |||||||
Kanto Denka Kogyo Co. Ltd. |
(100,200 | ) | (605,218 | ) | 128.9 | |||||||
KeePer Technical Laboratory Co. Ltd. |
(9,900 | ) | (441,249 | ) | 94.0 | |||||||
Keihan Holdings Co. Ltd. |
(38,000 | ) | (936,106 | ) | 199.3 | |||||||
KH Neochem Co. Ltd. |
(8,100 | ) | (127,466 | ) | 27.1 | |||||||
Kisoji Co. Ltd. |
(11,800 | ) | (216,018 | ) | 46.0 | |||||||
Kohnan Shoji Co. Ltd. |
(17,100 | ) | (458,559 | ) | 97.6 | |||||||
Komehyo Holdings Co. Ltd. |
(2,200 | ) | (65,864 | ) | 14.0 | |||||||
Komeri Co. Ltd. |
(23,000 | ) | (520,221 | ) | 110.8 | |||||||
Kosaido Holdings Co. Ltd. |
(57,000 | ) | (292,115 | ) | 62.2 | |||||||
Kumiai Chemical Industry Co. Ltd. |
(7,800 | ) | (45,164 | ) | 9.6 | |||||||
Kura Sushi, Inc. |
(22,600 | ) | (611,133 | ) | 130.1 | |||||||
KYB Corp. |
(11,000 | ) | (385,065 | ) | 82.0 | |||||||
Maruwa Co. Ltd. |
(2,400 | ) | (484,611 | ) | 103.2 | |||||||
Matsui Securities Co. Ltd. |
(104,700 | ) | (588,411 | ) | 125.3 | |||||||
Matsuya Co.Ltd. |
(11,700 | ) | (75,398 | ) | 16.1 | |||||||
MEC Co. Ltd. |
(12,000 | ) | (366,516 | ) | 78.0 | |||||||
Medley, Inc. |
(15,300 | ) | (484,159 | ) | 103.1 | |||||||
Meiko Electronics Co. Ltd. |
(1,600 | ) | (44,024 | ) | 9.4 | |||||||
Mitsubishi Estate Logistics REIT Investment Corp. |
(72 | ) | (182,162 | ) | 38.8 | |||||||
Mitsui Fudosan Logistics Park, Inc. |
(205 | ) | (616,438 | ) | 131.2 | |||||||
Mitsui-Soko Holdings Co. Ltd. |
(12,100 | ) | (408,077 | ) | 86.9 | |||||||
Mori Hills REIT Investment Corp. |
(635 | ) | (596,788 | ) | 127.1 | |||||||
Morinaga Milk Industry Co. Ltd. |
(47,000 | ) | (971,144 | ) | 206.8 | |||||||
m-up Holdings, Inc. |
(6,100 | ) | (41,677 | ) | 8.9 | |||||||
Musashino Bank Ltd. |
(8,800 | ) | (167,334 | ) | 35.6 | |||||||
Nankai Electric Railway Co. Ltd. |
(37,200 | ) | (732,536 | ) | 156.0 |
19 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Nanto Bank Ltd. |
(18,400 | ) | $ | (335,850 | ) | 71.5 | % | |||||
Nihon Kohden Corp. |
(21,200 | ) | (652,451 | ) | 138.9 | |||||||
Nikkiso Co. Ltd. |
(11,500 | ) | (85,203 | ) | 18.1 | |||||||
Nikkon Holdings Co. Ltd. |
(35,600 | ) | (772,105 | ) | 164.4 | |||||||
Nippon Accommodations Fund, Inc. |
(144 | ) | (605,170 | ) | 128.9 | |||||||
Nippon Carbon Co. Ltd. |
(9,000 | ) | (276,035 | ) | 58.8 | |||||||
Nippon Kanzai Holdings Co. Ltd. |
(13,300 | ) | (239,731 | ) | 51.0 | |||||||
Nippon Pillar Packing Co. Ltd. |
(6,600 | ) | (218,951 | ) | 46.6 | |||||||
Nippon REIT Investment Corp. |
(27 | ) | (63,121 | ) | 13.4 | |||||||
Nippon Yakin Kogyo Co. Ltd. |
(23,000 | ) | (747,350 | ) | 159.1 | |||||||
Nishimatsu Construction Co. Ltd. |
(23,800 | ) | (660,523 | ) | 140.6 | |||||||
Nishimatsuya Chain Co. Ltd. |
(15,000 | ) | (218,692 | ) | 46.6 | |||||||
Nitto Boseki Co. Ltd. |
(1,500 | ) | (51,709 | ) | 11.0 | |||||||
Nojima Corp. |
(37,800 | ) | (480,936 | ) | 102.4 | |||||||
NS United Kaiun Kaisha Ltd. |
(15,800 | ) | (560,852 | ) | 119.4 | |||||||
One REIT, Inc. |
(294 | ) | (545,833 | ) | 116.2 | |||||||
Orient Corp. |
(46,800 | ) | (356,564 | ) | 75.9 | |||||||
Osaka Soda Co. Ltd. |
(28,700 | ) | (2,031,481 | ) | 432.5 | |||||||
OSAKA Titanium Technologies Co. Ltd. |
(35,000 | ) | (668,148 | ) | 142.3 | |||||||
OSG Corp. |
(29,800 | ) | (409,594 | ) | 87.2 | |||||||
Piolax, Inc. |
(28,800 | ) | (492,399 | ) | 104.8 | |||||||
Rengo Co. Ltd. |
(212,900 | ) | (1,393,995 | ) | 296.8 | |||||||
Riken Keiki Co. Ltd. |
(11,400 | ) | (568,327 | ) | 121.0 | |||||||
Roland Corp. |
(9,800 | ) | (328,671 | ) | 70.0 | |||||||
Ryosan Co. Ltd. |
(1,200 | ) | (39,930 | ) | 8.5 | |||||||
Sangetsu Corp. |
(37,600 | ) | (836,321 | ) | 178.1 | |||||||
Sanyo Denki Co. Ltd. |
(800 | ) | (33,596 | ) | 7.2 | |||||||
Sawai Group Holdings Co. Ltd. |
(1,500 | ) | (57,303 | ) | 12.2 | |||||||
SBI Sumishin Net Bank Ltd. |
(4,900 | ) | (56,962 | ) | 12.1 | |||||||
Seiren Co. Ltd. |
(11,600 | ) | (196,580 | ) | 41.9 | |||||||
Senshu Ikeda Holdings, Inc. |
(18,900 | ) | (44,191 | ) | 9.4 | |||||||
Septeni Holdings Co. Ltd. |
(290,200 | ) | (980,571 | ) | 208.8 | |||||||
Shiga Bank Ltd. |
(27,600 | ) | (692,378 | ) | 147.4 | |||||||
Shin Nippon Biomedical Laboratories Ltd. |
(21,500 | ) | (251,851 | ) | 53.6 | |||||||
SKY Perfect JSAT Holdings, Inc. |
(144,200 | ) | (765,904 | ) | 163.1 | |||||||
Sotetsu Holdings, Inc. |
(15,700 | ) | (290,625 | ) | 61.9 | |||||||
SRE Holdings Corp. |
(5,600 | ) | (127,365 | ) | 27.1 | |||||||
Star Asia Investment Corp. |
(2,286 | ) | (902,477 | ) | 192.2 | |||||||
Star Micronics Co. Ltd. |
(14,100 | ) | (169,891 | ) | 36.2 | |||||||
SUNWELS Co. Ltd. |
(6,800 | ) | (107,212 | ) | 22.8 | |||||||
T Hasegawa Co. Ltd. |
(7,600 | ) | (172,150 | ) | 36.7 | |||||||
Taiheiyo Cement Corp. |
(2,300 | ) | (47,789 | ) | 10.2 | |||||||
Takara Holdings, Inc. |
(101,400 | ) | (866,252 | ) | 184.4 | |||||||
Takara Leben Real Estate Investment Corp. |
(957 | ) | (687,133 | ) | 146.3 | |||||||
Tamura Corp. |
(34,400 | ) | (124,673 | ) | 26.5 | |||||||
Tocalo Co. Ltd. |
(16,000 | ) | (171,782 | ) | 36.6 | |||||||
Toei Animation Co. Ltd. |
(1,500 | ) | (202,572 | ) | 43.1 | |||||||
Toho Bank Ltd. |
(127,900 | ) | (273,718 | ) | 58.3 | |||||||
TOKAI Holdings Corp. |
(46,400 | ) | (315,873 | ) | 67.3 | |||||||
Tokyo Kiraboshi Financial Group, Inc. |
(17,300 | ) | (510,738 | ) | 108.7 | |||||||
Tokyo Steel Manufacturing Co. Ltd. |
(116,000 | ) | (1,414,769 | ) | 301.2 | |||||||
TOMONY Holdings, Inc. |
(23,300 | ) | (64,735 | ) | 13.8 | |||||||
Topre Corp. |
(19,700 | ) | (289,299 | ) | 61.6 | |||||||
Toyo Gosei Co. Ltd. |
(9,300 | ) | (548,867 | ) | 116.9 | |||||||
Tri Chemical Laboratories, Inc. |
(55,500 | ) | (1,382,008 | ) | 294.2 | |||||||
Tsuburaya Fields Holdings, Inc. |
(15,817 | ) | (194,412 | ) | 41.4 | |||||||
Universal Entertainment Corp. |
(2,600 | ) | (37,980 | ) | 8.1 | |||||||
Valqua Ltd. |
(1,400 | ) | (42,959 | ) | 9.2 | |||||||
Wacoal Holdings Corp. |
(17,800 | ) | (419,361 | ) | 89.3 | |||||||
West Holdings Corp. |
(18,900 | ) | (438,529 | ) | 93.4 | |||||||
W-Scope Corp. |
(20,781 | ) | (108,518 | ) | 23.1 |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
YA-MAN Ltd. |
(76,093 | ) | $ | (527,774 | ) | 112.4 | % | |||||
Yamato Kogyo Co. Ltd. |
(16,000 | ) | (893,905 | ) | 190.3 | |||||||
Yodogawa Steel Works Ltd. |
(900 | ) | (23,938 | ) | 5.1 | |||||||
Yonex Co. Ltd. |
(41,100 | ) | (337,442 | ) | 71.8 | |||||||
Zojirushi Corp. |
(10,400 | ) | (101,675 | ) | 21.7 | |||||||
|
|
|
|
|||||||||
(63,776,854 | ) | |||||||||||
Jersey | ||||||||||||
JTC PLC |
(14,879 | ) | (150,204 | ) | 32.0 | |||||||
|
|
|
|
|||||||||
Netherlands | ||||||||||||
Alfen NV |
(525 | ) | (32,178 | ) | 6.9 | |||||||
AMG Critical Materials NV |
(22,851 | ) | (491,834 | ) | 104.7 | |||||||
Corbion NV, Class C |
(28,381 | ) | (556,927 | ) | 118.6 | |||||||
Flow Traders Ltd. |
(49,193 | ) | (895,749 | ) | 190.7 | |||||||
TKH Group NV |
(25,117 | ) | (1,024,869 | ) | 218.2 | |||||||
|
|
|
|
|||||||||
(3,001,557 | ) | |||||||||||
Norway | ||||||||||||
Crayon Group Holding ASA |
(108,529 | ) | (921,304 | ) | 196.2 | |||||||
Dof Group ASA |
(11,329 | ) | (62,040 | ) | 13.2 | |||||||
Entra ASA |
(80,886 | ) | (899,289 | ) | 191.5 | |||||||
Europris ASA |
(2,246 | ) | (17,089 | ) | 3.6 | |||||||
MPC Container Ships ASA |
(1,166,433 | ) | (1,777,950 | ) | 378.5 | |||||||
Norske Skog ASA |
(46,165 | ) | (161,720 | ) | 34.4 | |||||||
SpareBank 1 SMN |
(3,535 | ) | (48,850 | ) | 10.4 | |||||||
|
|
|
|
|||||||||
(3,888,242 | ) | |||||||||||
Portugal | ||||||||||||
Greenvolt-Energias Renovaveis SA |
(46,183 | ) | (408,725 | ) | 87.0 | |||||||
|
|
|
|
|||||||||
Puerto Rico | ||||||||||||
Liberty Latin America Ltd., Class C |
(3,228 | ) | (22,983 | ) | 4.9 | |||||||
|
|
|
|
|||||||||
Singapore | ||||||||||||
Kenon Holdings Ltd./Singapore |
(7,349 | ) | (176,209 | ) | 37.5 | |||||||
|
|
|
|
|||||||||
Spain | ||||||||||||
Befesa SA |
(5,022 | ) | (178,880 | ) | 38.1 | |||||||
|
|
|
|
|||||||||
Faes Farma SA |
(61,314 | ) | (204,280 | ) | 43.5 | |||||||
Laboratorios Farmaceuticos Rovi SA |
(4,014 | ) | (280,446 | ) | 59.7 | |||||||
Vidrala SA |
(10,724 | ) | (1,089,049 | ) | 231.9 | |||||||
Viscofan SA |
(8,465 | ) | (501,928 | ) | 106.8 | |||||||
|
|
|
|
|||||||||
(2,254,583 | ) | |||||||||||
Sweden | ||||||||||||
Addnode Group AB, Class B |
(23,295 | ) | (209,694 | ) | 44.7 | |||||||
Clas Ohlson AB, B Shares |
(56,723 | ) | (814,202 | ) | 173.4 | |||||||
Dometic Group AB |
(387,882 | ) | (3,109,499 | ) | 662.0 | |||||||
Hms Networks Ab |
(10,743 | ) | (476,787 | ) | 101.5 | |||||||
Hufvudstaden AB, Class A |
(36,533 | ) | (476,229 | ) | 101.4 | |||||||
Pandox AB |
(18,414 | ) | (254,558 | ) | 54.2 | |||||||
Paradox Interactive AB |
(43,904 | ) | (867,250 | ) | 184.7 | |||||||
Peab AB, Class B |
(35,130 | ) | (174,886 | ) | 37.2 | |||||||
Stillfront Group AB |
(383,509 | ) | (400,779 | ) | 85.3 | |||||||
Surgical Science Sweden AB |
(5,999 | ) | (103,377 | ) | 22.0 | |||||||
Thule Group AB |
(976 | ) | (24,750 | ) | 5.3 | |||||||
Wihlborgs Fastigheter AB |
(59,170 | ) | (533,173 | ) | 113.5 | |||||||
|
|
|
|
|||||||||
(7,445,184 | ) | |||||||||||
Switzerland | ||||||||||||
Allreal Holding AG, Class N |
(8,630 | ) | (1,547,576 | ) | 329.5 | |||||||
Cembra Money Bank AG |
(27,293 | ) | (2,120,075 | ) | 451.4 | |||||||
Daetwyler Holding AG |
(2,851 | ) | (584,304 | ) | 124.4 | |||||||
Emmi AG, Class N |
(840 | ) | (887,519 | ) | 189.0 | |||||||
Forbo Holding AG, Registered Shares |
(471 | ) | (558,221 | ) | 118.8 |
S C H E D U L E O F I N V E S T M E N T S |
20 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Switzerland (continued) |
||||||||||||
Garrett Motion, Inc. |
(13,955 | ) | $ | (119,873 | ) | 25.5 | % | |||||
Interroll Holding AG, Class N |
(437 | ) | (1,285,938 | ) | 273.8 | |||||||
Komax Holding AG, Class N |
(2,185 | ) | (420,808 | ) | 89.6 | |||||||
Leonteq AG |
(7,752 | ) | (290,747 | ) | 61.9 | |||||||
Meyer Burger Technology AG, |
(1,568,289 | ) | (203,935 | ) | 43.4 | |||||||
Mobimo Holding AG, Registered Shares |
(2,423 | ) | (721,817 | ) | 153.7 | |||||||
SFS Group AG |
(12,690 | ) | (1,535,943 | ) | 327.0 | |||||||
SKAN Group AG |
(3,197 | ) | (284,395 | ) | 60.5 | |||||||
St Galler Kantonalbank AG, |
(449 | ) | (261,972 | ) | 55.8 | |||||||
Swissquote Group Holding SA, Class N |
(7,552 | ) | (1,896,373 | ) | 403.8 | |||||||
Vontobel Holding AG, Class N |
(9,942 | ) | (659,398 | ) | 140.4 | |||||||
Zehnder Group AG |
(2,732 | ) | (164,126 | ) | 34.9 | |||||||
|
|
|
|
|||||||||
(13,543,020 | ) | |||||||||||
United Kingdom | ||||||||||||
888 Holdings PLC |
(2,263,965 | ) | (2,236,775 | ) | 476.2 | |||||||
Ascential PLC |
(538,614 | ) | (2,082,902 | ) | 443.5 | |||||||
Auction Technology Group PLC |
(22,953 | ) | (159,121 | ) | 33.9 | |||||||
Coats Group PLC |
(271,323 | ) | (246,959 | ) | 52.6 | |||||||
Elementis PLC |
(462,174 | ) | (831,387 | ) | 177.0 | |||||||
GB Group PLC |
(58,955 | ) | (211,411 | ) | 45.0 | |||||||
Genuit Group PLC |
(285,761 | ) | (1,534,318 | ) | 326.7 | |||||||
Home Reit PLC |
(319,295 | ) | (115,477 | ) | 24.6 | |||||||
Ibstock PLC |
(301,324 | ) | (588,157 | ) | 125.2 | |||||||
Marlowe PLC |
(28,035 | ) | (133,811 | ) | 28.5 | |||||||
Moonpig Group PLC |
(524,920 | ) | (1,115,379 | ) | 237.5 | |||||||
Next 15 Group PLC |
(6,805 | ) | (78,931 | ) | 16.8 | |||||||
Oxford Nanopore Technologies PLC |
(78,625 | ) | (160,388 | ) | 34.1 | |||||||
Rathbones Group PLC |
(32,784 | ) | (688,922 | ) | 146.7 | |||||||
Renewi PLC |
(13,830 | ) | (103,377 | ) | 22.0 | |||||||
Renishaw PLC |
(7,740 | ) | (343,812 | ) | 73.2 | |||||||
Softcat PLC |
(54,796 | ) | (1,007,787 | ) | 214.6 | |||||||
Trainline PLC |
(66,009 | ) | (277,433 | ) | 59.1 | |||||||
Victrex PLC |
(38,901 | ) | (674,617 | ) | 143.6 | |||||||
Volex PLC |
(129,625 | ) | (522,972 | ) | 111.3 | |||||||
WH Smith PLC |
(162,417 | ) | (2,492,189 | ) | 530.6 | |||||||
|
|
|
|
|||||||||
(15,606,125 | ) | |||||||||||
United States | ||||||||||||
Adeia, Inc. |
(18,371 | ) | (223,024 | ) | 47.5 | |||||||
ADT, Inc. |
(41,241 | ) | (269,304 | ) | 57.3 | |||||||
ADTRAN Holdings, Inc. |
(19,907 | ) | (124,717 | ) | 26.6 | |||||||
Aehr Test Systems |
(46,913 | ) | (696,658 | ) | 148.3 | |||||||
AeroVironment, Inc. |
(1,849 | ) | (223,063 | ) | 47.5 | |||||||
AerSale Corp. |
(39,707 | ) | (369,275 | ) | 78.6 | |||||||
Agiliti, Inc. |
(36,104 | ) | (255,977 | ) | 54.5 | |||||||
Allegiant Travel Co. |
(9,122 | ) | (715,165 | ) | 152.3 | |||||||
Altair Engineering, Inc., Class A |
(9,095 | ) | (773,257 | ) | 164.6 | |||||||
Altus Power, Inc., Class A |
(8,050 | ) | (43,390 | ) | 9.2 | |||||||
AMC Networks, Inc., Class A |
(7,776 | ) | (140,668 | ) | 30.0 | |||||||
Amerant Bancorp, Inc., Class A |
(7,272 | ) | (164,420 | ) | 35.0 | |||||||
Americas Car-Mart, Inc. |
(5,513 | ) | (335,687 | ) | 71.5 | |||||||
ANI Pharmaceuticals, Inc. |
(4,181 | ) | (233,383 | ) | 49.7 | |||||||
Anterix, Inc. |
(6,219 | ) | (185,451 | ) | 39.5 | |||||||
Apollo Commercial Real Estate Finance, Inc. |
(22,910 | ) | (255,676 | ) | 54.4 | |||||||
Applied Digital Corp. |
(53,135 | ) | (273,114 | ) | 58.2 | |||||||
Applied Optoelectronics, Inc. |
(3,088 | ) | (48,574 | ) | 10.3 | |||||||
Ares Commercial Real Estate Corp. |
(38,136 | ) | (362,673 | ) | 77.2 | |||||||
Arhaus, Inc., Class A |
(6,479 | ) | (75,740 | ) | 16.1 | |||||||
ARMOUR Residential REIT, Inc. |
(46,454 | ) | (884,949 | ) | 188.4 | |||||||
Artesian Resources Corp., Class A |
(1,797 | ) | (65,591 | ) | 14.0 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Astronics Corp. |
(947 | ) | $ | (16,014 | ) | 3.4 | % | |||||
Atlantic Union Bankshares Corp. |
(12,588 | ) | (430,006 | ) | 91.6 | |||||||
Axsome Therapeutics, Inc. |
(20,511 | ) | (1,846,605 | ) | 393.2 | |||||||
Balchem Corp. |
(1,883 | ) | (263,921 | ) | 56.2 | |||||||
BancFirst Corp. |
(1,466 | ) | (129,756 | ) | 27.6 | |||||||
Bank of Hawaii Corp. |
(40 | ) | (2,529 | ) | 0.5 | |||||||
Barnes Group, Inc. |
(11,864 | ) | (392,817 | ) | 83.6 | |||||||
Belden, Inc. |
(5,490 | ) | (407,248 | ) | 86.7 | |||||||
BGC Group, Inc., Class A |
(70,084 | ) | (494,793 | ) | 105.3 | |||||||
Bloomin Brands, Inc. |
(25,482 | ) | (678,331 | ) | 144.4 | |||||||
Boston Omaha Corp., Class A |
(32,229 | ) | (499,227 | ) | 106.3 | |||||||
Broadstone Net Lease, Inc. |
(25,731 | ) | (413,497 | ) | 88.0 | |||||||
BRP Group, Inc., Class A |
(49,731 | ) | (1,115,964 | ) | 237.6 | |||||||
Burford Capital Ltd. |
(30,994 | ) | (466,150 | ) | 99.2 | |||||||
Cadre Holdings, Inc. |
(17,959 | ) | (610,426 | ) | 130.0 | |||||||
Calavo Growers, Inc. |
(5,386 | ) | (140,521 | ) | 29.9 | |||||||
California Water Service Group |
(12,416 | ) | (562,072 | ) | 119.7 | |||||||
Cal-Maine Foods, Inc. |
(4,637 | ) | (256,983 | ) | 54.7 | |||||||
Cambridge Bancorp |
(4,363 | ) | (299,258 | ) | 63.7 | |||||||
Camping World Holdings, Inc., Class A |
(20,124 | ) | (500,081 | ) | 106.5 | |||||||
Casella Waste Systems, Inc., Class A |
(30,746 | ) | (2,623,864 | ) | 558.6 | |||||||
Cass Information Systems, Inc. |
(12,526 | ) | (540,622 | ) | 115.1 | |||||||
Cathay General Bancorp |
(21,950 | ) | (903,681 | ) | 192.4 | |||||||
CCC Intelligent Solutions Holdings, Inc. |
(134,945 | ) | (1,483,046 | ) | 315.8 | |||||||
Centrus Energy Corp., Class A |
(2,839 | ) | (142,575 | ) | 30.4 | |||||||
Certara, Inc. |
(58,759 | ) | (949,545 | ) | 202.2 | |||||||
Claros Mortgage Trust, Inc. |
(66,690 | ) | (782,941 | ) | 166.7 | |||||||
Cleanspark, Inc. |
(38,591 | ) | (310,658 | ) | 66.1 | |||||||
Clearfield, Inc. |
(22,414 | ) | (564,609 | ) | 120.2 | |||||||
CNB Financial Corp. |
(824 | ) | (17,592 | ) | 3.7 | |||||||
Coastal Financial Corp. |
(4,428 | ) | (176,677 | ) | 37.6 | |||||||
Collegium Pharmaceutical, Inc. |
(6,573 | ) | (216,646 | ) | 46.1 | |||||||
Columbia Financial, Inc. |
(26,775 | ) | (481,414 | ) | 102.5 | |||||||
Community Bank System, Inc. |
(8,139 | ) | (372,522 | ) | 79.3 | |||||||
Community Healthcare Trust, Inc. |
(9,213 | ) | (235,761 | ) | 50.2 | |||||||
Community Trust Bancorp, Inc. |
(1,805 | ) | (74,908 | ) | 16.0 | |||||||
Conduent, Inc. |
(45,307 | ) | (163,105 | ) | 34.7 | |||||||
Consensus Cloud Solutions, Inc. |
(30,536 | ) | (663,853 | ) | 141.3 | |||||||
CoreCivic, Inc. |
(11,578 | ) | (164,639 | ) | 35.1 | |||||||
Crescent Energy Co., Class A |
(20,772 | ) | (229,531 | ) | 48.9 | |||||||
CTS Corp. |
(22,797 | ) | (936,045 | ) | 199.3 | |||||||
Cytek Biosciences, Inc. |
(12,763 | ) | (96,361 | ) | 20.5 | |||||||
Definitive Healthcare Corp., Class A |
(28,069 | ) | (238,587 | ) | 50.8 | |||||||
Dennys Corp. |
(20,731 | ) | (220,371 | ) | 46.9 | |||||||
Diamond Hill Investment Group, Inc., Class A |
(145 | ) | (23,132 | ) | 4.9 | |||||||
DiamondRock Hospitality Co. |
(93,350 | ) | (853,219 | ) | 181.7 | |||||||
Dine Brands Global, Inc. |
(19,920 | ) | (929,268 | ) | 197.9 | |||||||
DocGo, Inc. |
(34,048 | ) | (125,978 | ) | 26.8 | |||||||
Domo, Inc., Class B |
(17,469 | ) | (189,888 | ) | 40.4 | |||||||
Dorman Products, Inc. |
(1,869 | ) | (152,155 | ) | 32.4 | |||||||
Easterly Government Properties, Inc. |
(193,372 | ) | (2,374,608 | ) | 505.6 | |||||||
Eastman Kodak Co. |
(70,243 | ) | (242,338 | ) | 51.6 | |||||||
Ecovyst, Inc. |
(9,754 | ) | (90,322 | ) | 19.2 | |||||||
Embecta Corp. |
(20,539 | ) | (352,038 | ) | 75.0 | |||||||
Encore Capital Group, Inc. |
(1,718 | ) | (86,037 | ) | 18.3 | |||||||
Energizer Holdings, Inc. |
(244 | ) | (7,715 | ) | 1.6 | |||||||
Enfusion, Inc., Class A |
(42,854 | ) | (338,547 | ) | 72.1 | |||||||
Enhabit, Inc. |
(5,231 | ) | (52,781 | ) | 11.2 | |||||||
Enliven Therapeutics, Inc. |
(24,585 | ) | (385,984 | ) | 82.2 | |||||||
Enpro, Inc. |
(6,957 | ) | (1,039,237 | ) | 221.3 | |||||||
European Wax Center, Inc., Class A |
(100,867 | ) | (1,496,866 | ) | 318.7 |
21 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
EverCommerce, Inc. |
(39,077 | ) | $ | (380,610 | ) | 81.0 | % | |||||
Evolus, Inc. |
(17,864 | ) | (226,694 | ) | 48.3 | |||||||
Evolv Technologies Holdings, Inc., Class A |
(3,025 | ) | (13,219 | ) | 2.8 | |||||||
Excelerate Energy, Inc., Class A |
(37,850 | ) | (579,862 | ) | 123.5 | |||||||
F&G Annuities & Life, Inc. |
(3,920 | ) | (175,773 | ) | 37.4 | |||||||
Farmland Partners, Inc. |
(119,512 | ) | (1,340,925 | ) | 285.5 | |||||||
First Advantage Corp. |
(18,855 | ) | (308,656 | ) | 65.7 | |||||||
First Bancorp/Southern Pines NC |
(29,932 | ) | (1,034,450 | ) | 220.2 | |||||||
First Bancshares, Inc. |
(5,255 | ) | (133,635 | ) | 28.5 | |||||||
First Commonwealth Financial Corp. |
(98,035 | ) | (1,373,470 | ) | 292.4 | |||||||
First Community Bankshares, Inc. |
(9,762 | ) | (334,641 | ) | 71.2 | |||||||
First Merchants Corp. |
(4,775 | ) | (161,443 | ) | 34.4 | |||||||
Fortrea Holdings, Inc. |
(40,493 | ) | (1,253,663 | ) | 266.9 | |||||||
Funko, Inc., Class A |
(21,724 | ) | (153,589 | ) | 32.7 | |||||||
GCM Grosvenor, Inc., Class A |
(17,773 | ) | (154,447 | ) | 32.9 | |||||||
GEO Group, Inc. |
(5,003 | ) | (55,633 | ) | 11.8 | |||||||
German American Bancorp, Inc. |
(7,177 | ) | (237,774 | ) | 50.6 | |||||||
Gladstone Land Corp. |
(9,270 | ) | (131,263 | ) | 27.9 | |||||||
Glaukos Corp. |
(1,875 | ) | (166,931 | ) | 35.5 | |||||||
Global Medical REIT, Inc. |
(21,617 | ) | (218,548 | ) | 46.5 | |||||||
Global Net Lease, Inc. |
(213,633 | ) | (1,805,199 | ) | 384.3 | |||||||
Great Southern Bancorp, Inc. |
(6,362 | ) | (331,397 | ) | 70.6 | |||||||
Grid Dynamics Holdings, Inc., Class A |
(20,695 | ) | (270,070 | ) | 57.5 | |||||||
Harrow, Inc. |
(8,402 | ) | (80,071 | ) | 17.0 | |||||||
Hawkins, Inc. |
(2,293 | ) | (152,645 | ) | 32.5 | |||||||
Haynes International, Inc. |
(3,329 | ) | (185,325 | ) | 39.5 | |||||||
HighPeak Energy, Inc. |
(1,299 | ) | (17,731 | ) | 3.8 | |||||||
Hillman Solutions Corp. |
(150,154 | ) | (1,319,854 | ) | 281.0 | |||||||
Hilltop Holdings, Inc. |
(20,879 | ) | (657,480 | ) | 140.0 | |||||||
Home BancShares, Inc. |
(38,385 | ) | (899,744 | ) | 191.6 | |||||||
Impinj, Inc. |
(4,096 | ) | (397,230 | ) | 84.6 | |||||||
International Bancshares Corp. |
(14,335 | ) | (757,748 | ) | 161.3 | |||||||
Intrepid Potash, Inc. |
(3,001 | ) | (55,218 | ) | 11.8 | |||||||
InvenTrust Properties Corp. |
(25,083 | ) | (622,811 | ) | 132.6 | |||||||
iRhythm Technologies, Inc. |
(14,027 | ) | (1,680,154 | ) | 357.7 | |||||||
Ivanhoe Electric, Inc. |
(9,014 | ) | (75,357 | ) | 16.0 | |||||||
Jack in the Box, Inc. |
(19,008 | ) | (1,482,054 | ) | 315.5 | |||||||
Jackson Financial, Inc., Class A |
(19,135 | ) | (958,089 | ) | 204.0 | |||||||
JBG SMITH Properties |
(20,320 | ) | (325,120 | ) | 69.2 | |||||||
John Bean Technologies Corp. |
(4,315 | ) | (426,149 | ) | 90.7 | |||||||
Kinetik Holdings, Inc., Class A |
(45,149 | ) | (1,468,245 | ) | 312.6 | |||||||
KKR Real Estate Finance Trust, Inc. |
(94 | ) | (1,151 | ) | 0.2 | |||||||
Krispy Kreme, Inc. |
(171,555 | ) | (2,279,966 | ) | 485.4 | |||||||
Lakeland Financial Corp. |
(2,131 | ) | (142,692 | ) | 30.4 | |||||||
Leonardo DRS, Inc. |
(6,110 | ) | (118,595 | ) | 25.3 | |||||||
Leslies, Inc. |
(111,469 | ) | (747,957 | ) | 159.2 | |||||||
Liberty Media Corp.-Liberty Live, Class C |
(14,965 | ) | (557,746 | ) | 118.8 | |||||||
Life Time Group Holdings, Inc. |
(5,567 | ) | (74,041 | ) | 15.8 | |||||||
Lightwave Logic, Inc. |
(65,430 | ) | (282,003 | ) | 60.0 | |||||||
Lindblad Expeditions Holdings, Inc. |
(1,735 | ) | (16,031 | ) | 3.4 | |||||||
LSI Industries, Inc. |
(2,117 | ) | (28,918 | ) | 6.2 | |||||||
LTC Properties, Inc. |
(4,909 | ) | (153,014 | ) | 32.6 | |||||||
Macerich Co. |
(121,112 | ) | (1,912,358 | ) | 407.2 | |||||||
Madison Square Garden Entertainment Corp. |
(12,274 | ) | (409,215 | ) | 87.1 | |||||||
Maravai LifeSciences Holdings, Inc., Class A |
(18,784 | ) | (108,947 | ) | 23.2 | |||||||
MaxCyte, Inc. |
(15,107 | ) | (76,895 | ) | 16.4 | |||||||
MediaAlpha, Inc., Class A |
(3,385 | ) | (43,159 | ) | 9.2 | |||||||
Medifast, Inc. |
(6,473 | ) | (353,749 | ) | 75.3 | |||||||
MeridianLink, Inc. |
(38,578 | ) | (877,649 | ) | 186.9 | |||||||
Mesa Laboratories, Inc. |
(862 | ) | (78,976 | ) | 16.8 | |||||||
Middlesex Water Co. |
(6,533 | ) | (365,652 | ) | 77.9 | |||||||
Mirion Technologies, Inc., Class A |
(143,964 | ) | (1,360,460 | ) | 289.7 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Mission Produce, Inc. |
(11,925 | ) | $ | (119,131 | ) | 25.4 | % | |||||
Montauk Renewables, Inc. |
(8,423 | ) | (58,203 | ) | 12.4 | |||||||
Movado Group, Inc. |
(13,831 | ) | (381,459 | ) | 81.2 | |||||||
Mueller Water Products, Inc., Class A |
(46,900 | ) | (642,999 | ) | 136.9 | |||||||
National Bank Holdings Corp., Class A |
(9,082 | ) | (317,870 | ) | 67.7 | |||||||
National Cinemedia, Inc. |
(27,209 | ) | (111,285 | ) | 23.7 | |||||||
National Presto Industries, Inc. |
(3,494 | ) | (276,620 | ) | 58.9 | |||||||
Navient Corp. |
(30,784 | ) | (530,100 | ) | 112.9 | |||||||
NBT Bancorp, Inc. |
(20,428 | ) | (726,624 | ) | 154.7 | |||||||
nCino, Inc. |
(10,519 | ) | (331,138 | ) | 70.5 | |||||||
NeoGenomics, Inc. |
(9,487 | ) | (140,882 | ) | 30.0 | |||||||
New York Mortgage Trust, Inc. |
(27,345 | ) | (214,385 | ) | 45.6 | |||||||
NextDecade Corp. |
(5,204 | ) | (26,488 | ) | 5.6 | |||||||
Nicolet Bankshares, Inc. |
(9,538 | ) | (741,770 | ) | 157.9 | |||||||
nLight, Inc. |
(76,249 | ) | (989,712 | ) | 210.7 | |||||||
Northern Oil and Gas, Inc. |
(25,549 | ) | (855,891 | ) | 182.2 | |||||||
Northfield Bancorp, Inc. |
(8,063 | ) | (96,998 | ) | 20.7 | |||||||
Novanta, Inc. |
(398 | ) | (61,511 | ) | 13.1 | |||||||
NV5 Global, Inc. |
(3,929 | ) | (412,113 | ) | 87.7 | |||||||
One Liberty Properties, Inc. |
(3,273 | ) | (66,246 | ) | 14.1 | |||||||
OneWater Marine, Inc., Class A |
(33,812 | ) | (853,077 | ) | 181.6 | |||||||
Open Lending Corp. |
(23,788 | ) | (174,604 | ) | 37.2 | |||||||
Origin Bancorp, Inc. |
(16,124 | ) | (491,782 | ) | 104.7 | |||||||
OrthoPediatrics Corp. |
(18,024 | ) | (470,787 | ) | 100.2 | |||||||
Papa Johns International, Inc. |
(19,072 | ) | (1,401,411 | ) | 298.4 | |||||||
Paragon 28, Inc. |
(6,055 | ) | (76,777 | ) | 16.3 | |||||||
Paycor HCM, Inc. |
(9,713 | ) | (188,724 | ) | 40.2 | |||||||
Paymentus Holdings, Inc., Class A |
(31,796 | ) | (504,285 | ) | 107.4 | |||||||
Peapack-Gladstone Financial Corp. |
(5,491 | ) | (151,442 | ) | 32.2 | |||||||
PennyMac Mortgage Investment Trust |
(45,411 | ) | (651,194 | ) | 138.6 | |||||||
Peoples Bancorp, Inc. |
(9,420 | ) | (276,006 | ) | 58.8 | |||||||
Phillips Edison & Co., Inc. |
(30,367 | ) | (1,054,039 | ) | 224.4 | |||||||
Phinia, Inc. |
(41,626 | ) | (1,258,770 | ) | 268.0 | |||||||
Piedmont Lithium, Inc. |
(33,045 | ) | (504,928 | ) | 107.5 | |||||||
Pitney Bowes, Inc. |
(53,919 | ) | (221,607 | ) | 47.2 | |||||||
Plymouth Industrial REIT, Inc. |
(33,112 | ) | (733,100 | ) | 156.1 | |||||||
PolyPeptide Group AG |
(22,150 | ) | (409,887 | ) | 87.3 | |||||||
PotlatchDeltic Corp. |
(8,264 | ) | (369,649 | ) | 78.7 | |||||||
Powell Industries, Inc. |
(2,275 | ) | (269,656 | ) | 57.4 | |||||||
Premier, Inc., Class A |
(23,873 | ) | (516,134 | ) | 109.9 | |||||||
ProAssurance Corp. |
(13,868 | ) | (186,663 | ) | 39.7 | |||||||
ProFrac Holding Corp., Class A |
(48,940 | ) | (387,115 | ) | 82.4 | |||||||
Pulmonx Corp. |
(27,688 | ) | (367,697 | ) | 78.3 | |||||||
Quanterix Corp. |
(2,282 | ) | (50,409 | ) | 10.7 | |||||||
Ramaco Resources, Inc., Class A |
(3,194 | ) | (60,303 | ) | 12.8 | |||||||
RCI Hospitality Holdings, Inc. |
(11,183 | ) | (690,662 | ) | 147.1 | |||||||
Ready Capital Corp. |
(79,144 | ) | (741,579 | ) | 157.9 | |||||||
Reliance Worldwide Corp. Ltd. |
(146,689 | ) | (407,437 | ) | 86.7 | |||||||
Retail Opportunity Investments Corp. |
(72,162 | ) | (980,682 | ) | 208.8 | |||||||
Rocket Lab USA, Inc., Class A |
(199,273 | ) | (966,474 | ) | 205.8 | |||||||
S&T Bancorp, Inc. |
(20,112 | ) | (670,534 | ) | 142.8 | |||||||
Sabra Health Care REIT, Inc. |
(56,576 | ) | (754,724 | ) | 160.7 | |||||||
Sabre Corp. |
(18,991 | ) | (77,863 | ) | 16.6 | |||||||
Seacoast Banking Corp. of Florida |
(17,534 | ) | (430,635 | ) | 91.7 | |||||||
Sensient Technologies Corp. |
(19,244 | ) | (1,193,705 | ) | 254.2 | |||||||
Seritage Growth Properties, Class A |
(47,920 | ) | (438,468 | ) | 93.4 | |||||||
Service Properties Trust |
(3,248 | ) | (25,107 | ) | 5.3 | |||||||
Shenandoah Telecommunications Co. |
(16,664 | ) | (341,445 | ) | 72.7 | |||||||
Silgan Holdings, Inc. |
(43,617 | ) | (2,003,765 | ) | 426.6 | |||||||
SilverBow Resources, Inc. |
(34,357 | ) | (912,522 | ) | 194.3 | |||||||
SITE Centers Corp. |
(8,488 | ) | (113,060 | ) | 24.1 | |||||||
Six Flags Entertainment Corp. |
(60,156 | ) | (1,516,533 | ) | 322.9 |
S C H E D U L E O F I N V E S T M E N T S |
22 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
Sotera Health Co. |
(38,853 | ) | $ | (571,916 | ) | 121.8 | % | |||||
Southern Missouri Bancorp, Inc. |
(446 | ) | (19,450 | ) | 4.1 | |||||||
Stellar Bancorp, Inc. |
(13,427 | ) | (336,078 | ) | 71.6 | |||||||
Stepan Co. |
(3,920 | ) | (349,938 | ) | 74.5 | |||||||
StepStone Group, Inc., Class A |
(18,366 | ) | (614,343 | ) | 130.8 | |||||||
Stericycle, Inc. |
(26,421 | ) | (1,268,208 | ) | 270.0 | |||||||
Sterling Check Corp. |
(9,581 | ) | (130,685 | ) | 27.8 | |||||||
Steven Madden Ltd. |
(43,289 | ) | (1,812,943 | ) | 386.0 | |||||||
Sun Country Airlines Holdings, Inc. |
(14,082 | ) | (191,656 | ) | 40.8 | |||||||
SunCoke Energy, Inc. |
(31,115 | ) | (318,929 | ) | 67.9 | |||||||
SunPower Corp. |
(8,988 | ) | (27,234 | ) | 5.8 | |||||||
Sunrun, Inc. |
(41,186 | ) | (596,373 | ) | 127.0 | |||||||
Tarsus Pharmaceuticals, Inc. |
(5,605 | ) | (152,680 | ) | 32.5 | |||||||
Tidewater, Inc. |
(12,045 | ) | (809,304 | ) | 172.3 | |||||||
TimkenSteel Corp. |
(19,986 | ) | (410,712 | ) | 87.4 | |||||||
Towne Bank |
(22,069 | ) | (620,360 | ) | 132.1 | |||||||
Transcat, Inc. |
(1,740 | ) | (191,470 | ) | 40.8 | |||||||
Triumph Financial, Inc. |
(5,643 | ) | (398,678 | ) | 84.9 | |||||||
Triumph Group, Inc. |
(92,633 | ) | (1,500,655 | ) | 319.5 | |||||||
Ubiquiti, Inc. |
(8,491 | ) | (1,067,658 | ) | 227.3 | |||||||
UFP Technologies, Inc. |
(2,307 | ) | (388,753 | ) | 82.8 | |||||||
Ultra Clean Holdings, Inc. |
(10,495 | ) | (400,909 | ) | 85.4 | |||||||
UniFirst Corp. |
(4,113 | ) | (696,824 | ) | 148.4 | |||||||
United Community Banks, Inc. |
(23,627 | ) | (645,962 | ) | 137.5 | |||||||
United Natural Foods, Inc. |
(48,940 | ) | (729,695 | ) | 155.4 | |||||||
Uniti Group, Inc. |
(58,626 | ) | (308,373 | ) | 65.7 | |||||||
Universal Corp. |
(6,270 | ) | (363,347 | ) | 77.4 | |||||||
Universal Health Realty Income Trust |
(5,557 | ) | (221,224 | ) | 47.1 | |||||||
Veris Residential, Inc. |
(22,561 | ) | (344,055 | ) | 73.3 | |||||||
Vishay Intertechnology, Inc. |
(93,902 | ) | (2,040,490 | ) | 434.4 | |||||||
Vista Outdoor, Inc. |
(52,565 | ) | (1,475,500 | ) | 314.2 | |||||||
Vobile Group Ltd. |
(156,000 | ) | (28,906 | ) | 6.2 | |||||||
VSE Corp. |
(9,846 | ) | (611,535 | ) | 130.2 | |||||||
WaFd, Inc. |
(21,491 | ) | (624,099 | ) | 132.9 | |||||||
Werner Enterprises, Inc. |
(3,366 | ) | (133,125 | ) | 28.3 | |||||||
Westrock Coffee Co. |
(8,636 | ) | (89,469 | ) | 19.1 | |||||||
White Mountains Insurance Group Ltd. |
(895 | ) | (1,410,493 | ) | 300.3 | |||||||
Xenia Hotels & Resorts, Inc. |
(38,450 | ) | (512,538 | ) | 109.1 | |||||||
XPEL, Inc. |
(5,915 | ) | (316,157 | ) | 67.3 | |||||||
York Water Co. |
(11,831 | ) | (424,496 | ) | 90.4 | |||||||
|
|
|
|
|||||||||
(124,119,598 | ) | |||||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Jungheinrich AG |
(11,039 | ) | (376,651 | ) | 80.2 | |||||||
|
|
|
|
|||||||||
Total Reference Entity Short |
|
(297,588,492 | ) | |||||||||
|
|
|||||||||||
Net Value of Reference Entity Bank of America N.A |
|
$ | (469,681 | ) | ||||||||
|
|
The following table represents the individual long and short positions and related values of the equity securities underlying the total return swap with Barclays Bank PLC as of period end, termination dates 11/11/24 01/2/25:
Security | Shares | Value | % of Basket Value |
|||||||||
Reference Entity Long |
||||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
Lendlease Corp. Ltd. |
9 | $ | 43 | 0.0 | % | |||||||
|
|
|
|
|||||||||
Belgium | ||||||||||||
Liberty Global Ltd., Class C |
31,437 | 658,291 | 2.6 | |||||||||
|
|
|
|
|||||||||
Canada | ||||||||||||
Air Canada |
2,287 | 30,909 | 0.1 | |||||||||
Nutrien Ltd. |
22,671 | 1,127,680 | 4.4 | |||||||||
Pan American Silver Corp. |
3,082 | 41,605 | 0.2 | |||||||||
Royal Bank of Canada |
7,372 | 721,912 | 2.8 | |||||||||
Tricon Residential, Inc. |
50,145 | 552,568 | 2.2 | |||||||||
|
|
|
|
|||||||||
2,474,674 | ||||||||||||
France | ||||||||||||
Cie de Saint-Gobain SA |
1,402 | 99,131 | 0.4 | |||||||||
|
|
|
|
|||||||||
Germany | ||||||||||||
Zalando SE |
163,955 | 3,295,041 | 12.9 | |||||||||
|
|
|
|
|||||||||
Hong Kong | ||||||||||||
Futu Holdings Ltd., ADR |
44,357 | 2,072,359 | 8.1 | |||||||||
Wharf Real Estate Investment Co. Ltd. |
40,000 | 117,204 | 0.5 | |||||||||
|
|
|
|
|||||||||
2,189,563 | ||||||||||||
Ireland | ||||||||||||
Bank of Ireland Group PLC |
79,509 | 736,228 | 2.9 | |||||||||
|
|
|
|
|||||||||
Israel | ||||||||||||
Wix.com Ltd. |
349 | 44,281 | 0.2 | |||||||||
|
|
|
|
|||||||||
Italy | ||||||||||||
UniCredit SpA |
34,464 | 1,016,612 | 4.0 | |||||||||
|
|
|
|
|||||||||
Japan | ||||||||||||
GMO Payment Gateway, Inc. |
34,000 | 2,039,202 | 8.0 | |||||||||
Hikari Tsushin, Inc. |
3,800 | 658,278 | 2.6 | |||||||||
Honda Motor Co. Ltd. |
455,200 | 5,061,656 | 19.8 | |||||||||
IHI Corp. |
28,800 | 547,841 | 2.1 | |||||||||
Kurita Water Industries Ltd. |
8,100 | 294,038 | 1.2 | |||||||||
Marubeni Corp. |
199,500 | 3,382,512 | 13.3 | |||||||||
Mitsubishi Corp. |
8,700 | 149,040 | 0.6 | |||||||||
MonotaRO Co. Ltd. |
63,500 | 594,391 | 2.3 | |||||||||
Nippon Steel Corp. |
17,300 | 413,932 | 1.6 | |||||||||
ORIX Corp. |
91,000 | 1,746,810 | 6.8 | |||||||||
Recruit Holdings Co. Ltd. |
30,600 | 1,201,148 | 4.7 | |||||||||
Rohm Co. Ltd. |
166,000 | 2,846,949 | 11.2 | |||||||||
Seibu Holdings, Inc. |
23,100 | 324,526 | 1.3 | |||||||||
Unicharm Corp. |
11,700 | 400,179 | 1.6 | |||||||||
|
|
|
|
|||||||||
19,660,502 | ||||||||||||
Netherlands | ||||||||||||
Koninklijke Philips NV |
22,118 | 471,618 | 1.9 | |||||||||
|
|
|
|
23 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Singapore | ||||||||||||
Grab Holdings Ltd., Class A |
15,899 | $ | 48,810 | 0.2 | % | |||||||
Sea Ltd., Class A, ADR |
18,348 | 699,793 | 2.7 | |||||||||
|
|
|
|
|||||||||
748,603 | ||||||||||||
Spain | ||||||||||||
Acciona SA |
207 | 26,965 | 0.1 | |||||||||
|
|
|
|
|||||||||
Sweden | ||||||||||||
Assa Abloy AB, Class B |
4,699 | 128,153 | 0.5 | |||||||||
Atlas Copco AB, Class B |
3,845 | 53,245 | 0.2 | |||||||||
|
|
|
|
|||||||||
181,398 | ||||||||||||
Switzerland | ||||||||||||
Adecco Group AG, Class N |
16,869 | 726,774 | 2.9 | |||||||||
CRISPR Therapeutics AG |
604 | 38,022 | 0.1 | |||||||||
|
|
|
|
|||||||||
764,796 | ||||||||||||
United Kingdom | ||||||||||||
NatWest Group PLC |
1,530,710 | 4,331,809 | 17.0 | |||||||||
Pearson PLC |
1,655 | 20,303 | 0.1 | |||||||||
Rolls-Royce Holdings PLC |
359,778 | 1,369,935 | 5.3 | |||||||||
|
|
|
|
|||||||||
5,722,047 | ||||||||||||
United States | ||||||||||||
3M Co. |
2,136 | 201,532 | 0.8 | |||||||||
A O Smith Corp. |
41,073 | 3,187,676 | 12.5 | |||||||||
AbbVie, Inc. |
11,174 | 1,837,006 | 7.2 | |||||||||
Academy Sports & Outdoors, Inc. |
21,748 | 1,364,252 | 5.3 | |||||||||
Adient PLC |
53,519 | 1,857,644 | 7.3 | |||||||||
Adobe, Inc. |
11,762 | 7,266,328 | 28.5 | |||||||||
Advanced Drainage Systems, Inc. |
1,998 | 260,579 | 1.0 | |||||||||
AECOM |
19,207 | 1,693,865 | 6.6 | |||||||||
AES Corp. |
42,883 | 715,288 | 2.8 | |||||||||
Affirm Holdings, Inc., Class A |
3,213 | 130,159 | 0.5 | |||||||||
AGCO Corp. |
10,423 | 1,275,046 | 5.0 | |||||||||
Agilent Technologies, Inc. |
36,724 | 4,777,792 | 18.7 | |||||||||
Akamai Technologies, Inc. |
12,855 | 1,584,122 | 6.2 | |||||||||
Alaska Air Group, Inc. |
31,844 | 1,140,970 | 4.5 | |||||||||
Align Technology, Inc. |
2,731 | 730,051 | 2.9 | |||||||||
Alkermes PLC |
13,255 | 358,548 | 1.4 | |||||||||
Alnylam Pharmaceuticals, Inc. |
367 | 63,458 | 0.2 | |||||||||
Alphabet, Inc., Class A |
21,679 | 3,037,228 | 11.9 | |||||||||
Amazon.com, Inc. |
53,202 | 8,256,950 | 32.4 | |||||||||
Amdocs Ltd. |
6,742 | 618,107 | 2.4 | |||||||||
American Tower Corp. |
2,905 | 568,363 | 2.2 | |||||||||
American Water Works Co., Inc. |
13,054 | 1,618,957 | 6.3 | |||||||||
AMETEK, Inc. |
29,467 | 4,775,127 | 18.7 | |||||||||
Amgen, Inc. |
933 | 293,205 | 1.1 | |||||||||
Antero Resources Corp. |
19,893 | 444,410 | 1.7 | |||||||||
Aon PLC, Class A |
11,547 | 3,445,971 | 13.5 | |||||||||
Apple, Inc. |
40,663 | 7,498,257 | 29.4 | |||||||||
AppLovin Corp., Class A |
3,521 | 144,819 | 0.6 | |||||||||
Arrow Electronics, Inc. |
18,169 | 2,019,484 | 7.9 | |||||||||
Asbury Automotive Group, Inc. |
239 | 49,965 | 0.2 | |||||||||
Ashland, Inc. |
10,577 | 990,219 | 3.9 | |||||||||
AT&T, Inc. |
167,106 | 2,956,105 | 11.6 | |||||||||
Atmos Energy Corp. |
804 | 91,608 | 0.4 | |||||||||
Automatic Data Processing, Inc. |
12,959 | 3,185,063 | 12.5 | |||||||||
AutoNation, Inc. |
6,946 | 970,078 | 3.8 | |||||||||
Avnet, Inc. |
35,007 | 1,585,817 | 6.2 | |||||||||
Axis Capital Holdings Ltd. |
590 | 35,117 | 0.1 | |||||||||
AZEK Co., Inc., Class A |
26,510 | 1,022,226 | 4.0 | |||||||||
Baker Hughes Co., Class A |
158,128 | 4,506,648 | 17.7 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Bank of America Corp. |
112,959 | $ | 3,841,736 | 15.1 | % | |||||||
Best Buy Co., Inc. |
1,444 | 104,676 | 0.4 | |||||||||
BioMarin Pharmaceutical, Inc. |
16,142 | 1,421,787 | 5.6 | |||||||||
Bio-Rad Laboratories, Inc., Class A |
4,327 | 1,388,491 | 5.4 | |||||||||
Block, Inc., Class A |
1,613 | 104,861 | 0.4 | |||||||||
Boise Cascade Co. |
7,672 | 1,039,249 | 4.1 | |||||||||
Booking Holdings, Inc. |
1,614 | 5,661,057 | 22.2 | |||||||||
Boston Beer Co., Inc., Class A |
1,051 | 367,083 | 1.4 | |||||||||
Boston Properties, Inc. |
9,988 | 664,202 | 2.6 | |||||||||
Box, Inc., Class A |
52,323 | 1,359,352 | 5.3 | |||||||||
Boyd Gaming Corp. |
32,790 | 2,081,837 | 8.2 | |||||||||
Bridgebio Pharma, Inc. |
2,108 | 72,283 | 0.3 | |||||||||
Bristol-Myers Squibb Co. |
108,590 | 5,306,793 | 20.8 | |||||||||
Builders FirstSource, Inc. |
12,490 | 2,169,888 | 8.5 | |||||||||
Bunge Global SA |
58,537 | 5,156,524 | 20.2 | |||||||||
Cable One, Inc. |
1,185 | 650,482 | 2.6 | |||||||||
CACI International, Inc., Class A |
153 | 52,591 | 0.2 | |||||||||
Cadence Design Systems, Inc. |
13,175 | 3,800,460 | 14.9 | |||||||||
Caesars Entertainment, Inc. |
29,012 | 1,272,756 | 5.0 | |||||||||
Cardinal Health, Inc. |
44,161 | 4,821,940 | 18.9 | |||||||||
CarMax, Inc. |
9,525 | 677,989 | 2.7 | |||||||||
Carnival Corp. |
256,767 | 4,257,197 | 16.7 | |||||||||
Cencora, Inc. |
35,038 | 8,152,642 | 32.0 | |||||||||
Ceridian HCM Holding, Inc. |
33,465 | 2,326,487 | 9.1 | |||||||||
CH Robinson Worldwide, Inc. |
7,428 | 624,620 | 2.4 | |||||||||
Charter Communications, Inc., Class A |
13,791 | 5,112,462 | 20.0 | |||||||||
Chemed Corp. |
550 | 326,034 | 1.3 | |||||||||
Choice Hotels International, Inc. |
816 | 98,834 | 0.4 | |||||||||
Ciena Corp. |
32,481 | 1,721,493 | 6.8 | |||||||||
Cincinnati Financial Corp. |
24,975 | 2,767,230 | 10.9 | |||||||||
Cintas Corp. |
1,015 | 613,639 | 2.4 | |||||||||
Cirrus Logic, Inc. |
24,617 | 1,900,432 | 7.5 | |||||||||
Citigroup, Inc. |
114,183 | 6,413,659 | 25.2 | |||||||||
Clorox Co. |
15,031 | 2,183,253 | 8.6 | |||||||||
CMS Energy Corp. |
11,760 | 672,202 | 2.6 | |||||||||
CNH Industrial NV |
83,380 | 1,000,560 | 3.9 | |||||||||
Coca-Cola Co. |
99,356 | 5,910,688 | 23.2 | |||||||||
Cognex Corp. |
46,583 | 1,683,510 | 6.6 | |||||||||
Colgate-Palmolive Co. |
80,038 | 6,739,200 | 26.4 | |||||||||
ConocoPhillips |
23,755 | 2,657,472 | 10.4 | |||||||||
Constellation Brands, Inc., Class A |
2,355 | 577,163 | 2.3 | |||||||||
Constellium SE, Class A |
3,654 | 68,512 | 0.3 | |||||||||
Costco Wholesale Corp. |
3,329 | 2,313,255 | 9.1 | |||||||||
Coterra Energy, Inc. |
77,695 | 1,933,052 | 7.6 | |||||||||
Credit Acceptance Corp. |
311 | 168,273 | 0.7 | |||||||||
Curtiss-Wright Corp. |
552 | 122,859 | 0.5 | |||||||||
D.R. Horton, Inc. |
55,572 | 7,941,794 | 31.1 | |||||||||
DaVita, Inc. |
4,368 | 472,443 | 1.9 | |||||||||
Deckers Outdoor Corp. |
1,281 | 965,528 | 3.8 | |||||||||
Dell Technologies, Inc., Class C |
35,845 | 2,970,834 | 11.7 | |||||||||
Delta Air Lines, Inc. |
168,902 | 6,610,824 | 25.9 | |||||||||
Devon Energy Corp. |
797 | 33,490 | 0.1 | |||||||||
Dominos Pizza, Inc. |
11,192 | 4,770,254 | 18.7 | |||||||||
Donaldson Co., Inc. |
9,839 | 635,501 | 2.5 | |||||||||
DraftKings, Inc., Class A |
40,256 | 1,571,997 | 6.2 | |||||||||
Dropbox, Inc., Class A |
1,396 | 44,225 | 0.2 | |||||||||
Eagle Materials, Inc. |
1,400 | 316,792 | 1.2 | |||||||||
eBay, Inc. |
137,683 | 5,654,641 | 22.2 | |||||||||
Edison International |
1,294 | 87,319 | 0.3 | |||||||||
Edwards Lifesciences Corp. |
19,555 | 1,534,481 | 6.0 | |||||||||
Elastic NV |
4,450 | 520,917 | 2.0 |
S C H E D U L E O F I N V E S T M E N T S |
24 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Electronic Arts, Inc. |
20,650 | $ | 2,841,027 | 11.1 | % | |||||||
Eli Lilly & Co. |
9,646 | 6,227,554 | 24.4 | |||||||||
EMCOR Group, Inc. |
934 | 213,055 | 0.8 | |||||||||
EOG Resources, Inc. |
48,346 | 5,501,291 | 21.6 | |||||||||
EPAM Systems, Inc. |
117 | 32,539 | 0.1 | |||||||||
Equinix, Inc. |
6,348 | 5,267,380 | 20.7 | |||||||||
Equity Residential |
13,446 | 809,315 | 3.2 | |||||||||
Essential Utilities, Inc. |
18,154 | 651,002 | 2.6 | |||||||||
Etsy, Inc. |
1,450 | 96,512 | 0.4 | |||||||||
Evercore, Inc., Class A |
3,522 | 604,833 | 2.4 | |||||||||
Exact Sciences Corp. |
16,233 | 1,061,638 | 4.2 | |||||||||
Exelixis, Inc. |
23,969 | 521,565 | 2.0 | |||||||||
ExlService Holdings, Inc. |
19,540 | 611,211 | 2.4 | |||||||||
Expeditors International of Washington, Inc. |
33,526 | 4,235,340 | 16.6 | |||||||||
Exxon Mobil Corp. |
42,968 | 4,417,540 | 17.3 | |||||||||
F5, Inc. |
2,777 | 510,135 | 2.0 | |||||||||
Fair Isaac Corp. |
739 | 885,935 | 3.5 | |||||||||
Ferguson PLC |
6,279 | 1,179,573 | 4.6 | |||||||||
Fidelity National Information Services, Inc. |
6,784 | 422,372 | 1.7 | |||||||||
First American Financial Corp. |
13,664 | 824,622 | 3.2 | |||||||||
First Industrial Realty Trust, Inc. |
5,471 | 281,866 | 1.1 | |||||||||
Flex Ltd. |
162,973 | 3,868,979 | 15.2 | |||||||||
Flowserve Corp. |
69,268 | 2,765,871 | 10.8 | |||||||||
Fortune Brands Innovations, Inc. |
34,583 | 2,683,295 | 10.5 | |||||||||
Fox Corp., Class A |
9,050 | 292,315 | 1.1 | |||||||||
Franklin Resources, Inc. |
235,074 | 6,260,021 | 24.5 | |||||||||
Gartner, Inc. |
5,027 | 2,299,551 | 9.0 | |||||||||
Generac Holdings, Inc. |
2,456 | 279,174 | 1.1 | |||||||||
General Dynamics Corp. |
16,714 | 4,429,043 | 17.4 | |||||||||
General Motors Co. |
273,441 | 10,609,511 | 41.6 | |||||||||
Gilead Sciences, Inc. |
22,818 | 1,785,737 | 7.0 | |||||||||
GoDaddy, Inc., Class A |
86,330 | 9,207,958 | 36.1 | |||||||||
Graco, Inc. |
26,244 | 2,238,613 | 8.8 | |||||||||
Guidewire Software, Inc. |
18,785 | 2,097,909 | 8.2 | |||||||||
GXO Logistics, Inc. |
22,548 | 1,226,160 | 4.8 | |||||||||
H&R Block, Inc. |
4,887 | 228,907 | 0.9 | |||||||||
Haemonetics Corp. |
6,511 | 497,831 | 2.0 | |||||||||
Halliburton Co. |
271,040 | 9,662,576 | 37.9 | |||||||||
Halozyme Therapeutics, Inc. |
10,736 | 363,414 | 1.4 | |||||||||
HEICO Corp., Class A |
1,100 | 155,617 | 0.6 | |||||||||
Helmerich & Payne, Inc. |
31,947 | 1,286,186 | 5.0 | |||||||||
HF Sinclair Corp. |
1,521 | 85,921 | 0.3 | |||||||||
Hilton Grand Vacations, Inc. |
16,218 | 676,291 | 2.7 | |||||||||
Home Depot, Inc. |
36,451 | 12,865,745 | 50.5 | |||||||||
HP, Inc. |
120,729 | 3,466,130 | 13.6 | |||||||||
HubSpot, Inc. |
3,153 | 1,926,483 | 7.6 | |||||||||
Incyte Corp. |
8,964 | 526,814 | 2.1 | |||||||||
Independence Realty Trust, Inc. |
3,660 | 53,765 | 0.2 | |||||||||
Installed Building Products, Inc. |
2,548 | 496,478 | 1.9 | |||||||||
Intel Corp. |
54,923 | 2,366,083 | 9.3 | |||||||||
International Paper Co. |
17,214 | 616,778 | 2.4 | |||||||||
Invesco Ltd. |
306,970 | 4,859,335 | 19.1 | |||||||||
Invitation Homes, Inc. |
8,311 | 273,681 | 1.1 | |||||||||
Ionis Pharmaceuticals, Inc. |
7,885 | 405,210 | 1.6 | |||||||||
Iridium Communications, Inc. |
452 | 16,390 | 0.1 | |||||||||
ITT, Inc. |
11,210 | 1,353,944 | 5.3 | |||||||||
Jack Henry & Associates, Inc. |
290 | 48,091 | 0.2 | |||||||||
Jones Lang LaSalle, Inc. |
3,109 | 550,480 | 2.2 | |||||||||
KB Home |
48,949 | 2,916,871 | 11.4 | |||||||||
KeyCorp |
2,500 | 36,325 | 0.1 | |||||||||
Keysight Technologies, Inc. |
832 | 127,512 | 0.5 | |||||||||
Kilroy Realty Corp. |
17,565 | 628,124 | 2.5 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Kimberly-Clark Corp. |
127,244 | $ | 15,392,707 | 60.4 | % | |||||||
KLA Corp. |
12,248 | 7,275,802 | 28.5 | |||||||||
Lam Research Corp. |
5,371 | 4,431,988 | 17.4 | |||||||||
Lamar Advertising Co., Class A |
10,171 | 1,064,700 | 4.2 | |||||||||
Landstar System, Inc. |
664 | 127,302 | 0.5 | |||||||||
Lattice Semiconductor Corp. |
4,272 | 259,994 | 1.0 | |||||||||
Lazard, Inc. |
2,567 | 100,062 | 0.4 | |||||||||
Lear Corp. |
587 | 78,012 | 0.3 | |||||||||
Leidos Holdings, Inc. |
20,852 | 2,303,520 | 9.0 | |||||||||
Lennar Corp., Class A |
14,318 | 2,145,552 | 8.4 | |||||||||
Lennox International, Inc. |
7,481 | 3,203,065 | 12.6 | |||||||||
Liberty Media Corp.-Liberty SiriusXM |
336 | 10,201 | 0.0 | |||||||||
Lithia Motors, Inc., Class A |
910 | 268,313 | 1.1 | |||||||||
Lockheed Martin Corp. |
11,219 | 4,817,551 | 18.9 | |||||||||
Louisiana-Pacific Corp. |
9,515 | 633,223 | 2.5 | |||||||||
Magnolia Oil & Gas Corp., Class A |
6,037 | 124,483 | 0.5 | |||||||||
Manhattan Associates, Inc. |
5,514 | 1,337,476 | 5.2 | |||||||||
Marathon Oil Corp. |
78,744 | 1,799,300 | 7.1 | |||||||||
Marathon Petroleum Corp. |
6,421 | 1,063,318 | 4.2 | |||||||||
Marsh & McLennan Cos., Inc. |
30,654 | 5,941,971 | 23.3 | |||||||||
Martin Marietta Materials, Inc. |
8,161 | 4,149,216 | 16.3 | |||||||||
Masco Corp. |
79,856 | 5,373,510 | 21.1 | |||||||||
Mastercard, Inc., Class A |
26,657 | 11,975,124 | 47.0 | |||||||||
McCormick & Co., Inc. |
4,783 | 326,009 | 1.3 | |||||||||
Medtronic PLC |
9,754 | 853,865 | 3.3 | |||||||||
Merck & Co., Inc. |
17,610 | 2,126,936 | 8.3 | |||||||||
Mettler-Toledo International, Inc. |
4,336 | 5,191,016 | 20.4 | |||||||||
MGIC Investment Corp. |
10,440 | 207,130 | 0.8 | |||||||||
MGM Resorts International |
90,197 | 3,911,844 | 15.3 | |||||||||
Micron Technology, Inc. |
32,467 | 2,784,045 | 10.9 | |||||||||
Microsoft Corp. |
24,449 | 9,720,433 | 38.1 | |||||||||
Middleby Corp. |
4,952 | 698,579 | 2.7 | |||||||||
Mohawk Industries, Inc. |
40,339 | 4,205,341 | 16.5 | |||||||||
Molina Healthcare, Inc. |
111 | 39,565 | 0.2 | |||||||||
Molson Coors Beverage Co., Class B |
96,231 | 5,946,113 | 23.3 | |||||||||
Mondelez International, Inc., Class A |
10,117 | 761,507 | 3.0 | |||||||||
Monster Beverage Corp. |
80,922 | 4,452,328 | 17.5 | |||||||||
Moodys Corp. |
40,754 | 15,977,198 | 62.7 | |||||||||
Morningstar, Inc. |
3,585 | 1,001,290 | 3.9 | |||||||||
Motorola Solutions, Inc. |
2,640 | 843,480 | 3.3 | |||||||||
MSCI, Inc., Class A |
15,991 | 9,572,532 | 37.5 | |||||||||
Neogen Corp. |
12,096 | 187,488 | 0.7 | |||||||||
NetApp, Inc. |
10,538 | 918,914 | 3.6 | |||||||||
Netflix, Inc. |
11,187 | 6,310,699 | 24.7 | |||||||||
Neurocrine Biosciences, Inc. |
1,569 | 219,299 | 0.9 | |||||||||
New Jersey Resources Corp. |
5,375 | 219,461 | 0.9 | |||||||||
New York Times Co., Class A |
8,176 | 397,027 | 1.6 | |||||||||
Newmont Corp. |
1,132 | 39,065 | 0.2 | |||||||||
Nucor Corp. |
2,481 | 463,773 | 1.8 | |||||||||
Nutanix, Inc., Class A |
51,901 | 2,916,836 | 11.4 | |||||||||
NVIDIA Corp. |
10,507 | 6,464,642 | 25.4 | |||||||||
NVR, Inc. |
441 | 3,120,203 | 12.2 | |||||||||
Old Dominion Freight Line, Inc. |
3,863 | 1,510,510 | 5.9 | |||||||||
Old Republic International Corp. |
4,074 | 114,235 | 0.4 | |||||||||
Ollies Bargain Outlet Holdings, Inc. |
427 | 30,714 | 0.1 | |||||||||
OneMain Holdings, Inc. |
7,013 | 333,819 | 1.3 | |||||||||
OReilly Automotive, Inc. |
2,230 | 2,281,401 | 8.9 | |||||||||
Oshkosh Corp. |
832 | 91,603 | 0.4 | |||||||||
Otis Worldwide Corp. |
1,871 | 165,471 | 0.6 | |||||||||
Owens Corning |
40,447 | 6,128,934 | 24.0 | |||||||||
PACCAR, Inc. |
12,276 | 1,232,388 | 4.8 | |||||||||
Palo Alto Networks, Inc. |
1,045 | 353,743 | 1.4 |
25 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Paramount Global, Class B |
209,919 | $ | 3,062,718 | 12.0 | % | |||||||
Penske Automotive Group, Inc. |
14,702 | 2,181,336 | 8.6 | |||||||||
Pentair PLC |
15,630 | 1,143,647 | 4.5 | |||||||||
Perrigo Co. PLC |
39,502 | 1,267,224 | 5.0 | |||||||||
Pfizer, Inc. |
38,044 | 1,030,231 | 4.0 | |||||||||
Pool Corp. |
2,991 | 1,110,409 | 4.4 | |||||||||
Portland General Electric Co. |
132 | 5,403 | 0.0 | |||||||||
Post Holdings, Inc. |
27,725 | 2,574,821 | 10.1 | |||||||||
Principal Financial Group, Inc. |
60,162 | 4,758,814 | 18.7 | |||||||||
Procter & Gamble Co. |
16,424 | 2,580,867 | 10.1 | |||||||||
Prudential Financial, Inc. |
11,675 | 1,225,058 | 4.8 | |||||||||
PulteGroup, Inc. |
105,386 | 11,019,160 | 43.2 | |||||||||
Pure Storage, Inc., Class A |
13,091 | 523,509 | 2.1 | |||||||||
QUALCOMM, Inc. |
66,741 | 9,911,706 | 38.9 | |||||||||
Qualys, Inc. |
5,393 | 1,020,194 | 4.0 | |||||||||
Ralph Lauren Corp., Class A |
6,385 | 917,333 | 3.6 | |||||||||
Regeneron Pharmaceuticals, Inc. |
1,015 | 956,922 | 3.8 | |||||||||
Regions Financial Corp. |
7,532 | 140,622 | 0.6 | |||||||||
Reinsurance Group of America, Inc. |
14,220 | 2,472,716 | 9.7 | |||||||||
Reliance Steel & Aluminum Co. |
201 | 57,369 | 0.2 | |||||||||
RH |
5,463 | 1,384,761 | 5.4 | |||||||||
Robert Half, Inc. |
40,564 | 3,226,461 | 12.7 | |||||||||
Rockwell Automation, Inc. |
16,339 | 4,138,342 | 16.2 | |||||||||
Roku, Inc., Class A |
12,625 | 1,111,757 | 4.4 | |||||||||
Royal Caribbean Cruises Ltd. |
31,518 | 4,018,545 | 15.8 | |||||||||
RPM International, Inc. |
23,822 | 2,540,854 | 10.0 | |||||||||
Ryder System, Inc. |
8,744 | 993,056 | 3.9 | |||||||||
S&P Global, Inc. |
8,761 | 3,927,994 | 15.4 | |||||||||
Sarepta Therapeutics, Inc. |
1,928 | 229,413 | 0.9 | |||||||||
SBA Communications Corp. |
19,810 | 4,434,667 | 17.4 | |||||||||
Schlumberger NV |
28,442 | 1,385,125 | 5.4 | |||||||||
SEI Investments Co. |
9,620 | 608,369 | 2.4 | |||||||||
Silicon Laboratories, Inc. |
7,369 | 909,040 | 3.6 | |||||||||
Smartsheet, Inc., Class A |
611 | 27,477 | 0.1 | |||||||||
Snap, Inc., Class A |
33,395 | 530,647 | 2.1 | |||||||||
Snap-on, Inc. |
6,788 | 1,968,045 | 7.7 | |||||||||
Spotify Technology SA |
34,315 | 7,389,735 | 29.0 | |||||||||
Stanley Black & Decker, Inc. |
322 | 30,043 | 0.1 | |||||||||
Steel Dynamics, Inc. |
5,453 | 658,123 | 2.6 | |||||||||
Summit Materials, Inc., Class A |
54,780 | 1,981,940 | 7.8 | |||||||||
Synchrony Financial |
38,379 | 1,491,792 | 5.8 | |||||||||
Synopsys, Inc. |
3,323 | 1,772,322 | 6.9 | |||||||||
Synovus Financial Corp. |
13,235 | 498,430 | 2.0 | |||||||||
Sysco Corp. |
7,255 | 587,147 | 2.3 | |||||||||
T Rowe Price Group, Inc. |
71,198 | 7,721,423 | 30.3 | |||||||||
Taylor Morrison Home Corp., Class A |
42,936 | 2,238,683 | 8.8 | |||||||||
TD SYNNEX Corp. |
10,251 | 1,024,895 | 4.0 | |||||||||
TE Connectivity Ltd. |
34,935 | 4,967,408 | 19.5 | |||||||||
Tenet Healthcare Corp. |
9,982 | 825,911 | 3.2 | |||||||||
Teradata Corp. |
26,017 | 1,201,465 | 4.7 | |||||||||
Teradyne, Inc. |
53,234 | 5,141,872 | 20.2 | |||||||||
Tetra Tech, Inc. |
8,578 | 1,356,868 | 5.3 | |||||||||
Toll Brothers, Inc. |
66,777 | 6,634,295 | 26.0 | |||||||||
Trex Co., Inc. |
40,409 | 3,292,525 | 12.9 | |||||||||
TriNet Group, Inc. |
610 | 69,357 | 0.3 | |||||||||
Truist Financial Corp. |
8,420 | 312,045 | 1.2 | |||||||||
UFP Industries, Inc. |
6,899 | 782,692 | 3.1 | |||||||||
UGI Corp. |
25,543 | 565,522 | 2.2 | |||||||||
UiPath, Inc., Class A |
4 | 92 | 0.0 | |||||||||
United Therapeutics Corp. |
772 | 165,810 | 0.6 | |||||||||
Universal Display Corp. |
372 | 63,154 | 0.2 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Unum Group |
17,410 | $ | 841,599 | 3.3 | % | |||||||
Valero Energy Corp. |
12,278 | 1,705,414 | 6.7 | |||||||||
Valmont Industries, Inc. |
512 | 115,564 | 0.5 | |||||||||
Veeva Systems, Inc., Class A |
18,062 | 3,746,239 | 14.7 | |||||||||
VeriSign, Inc. |
11,606 | 2,308,201 | 9.1 | |||||||||
Verisk Analytics, Inc. |
9,971 | 2,408,296 | 9.4 | |||||||||
Vertex Pharmaceuticals, Inc. |
4,412 | 1,912,073 | 7.5 | |||||||||
Visa, Inc., Class A |
43,139 | 11,788,163 | 46.2 | |||||||||
Visteon Corp. |
2,595 | 299,178 | 1.2 | |||||||||
Vornado Realty Trust |
2,938 | 79,884 | 0.3 | |||||||||
Waste Connections, Inc. |
8,492 | 1,318,468 | 5.2 | |||||||||
Watsco, Inc. |
148 | 57,865 | 0.2 | |||||||||
Wayfair, Inc., Class A |
44,943 | 2,258,386 | 8.9 | |||||||||
West Pharmaceutical Services, Inc. |
8,427 | 3,143,524 | 12.3 | |||||||||
Western Digital Corp. |
8,288 | 474,488 | 1.9 | |||||||||
Westinghouse Air Brake Technologies Corp. |
12,610 | 1,659,098 | 6.5 | |||||||||
Westlake Corp. |
16 | 2,214 | 0.0 | |||||||||
Westrock Co. |
12,669 | 510,054 | 2.0 | |||||||||
Weyerhaeuser Co. |
12,244 | 401,236 | 1.6 | |||||||||
Workday, Inc., Class A |
6,570 | 1,912,330 | 7.5 | |||||||||
Workiva, Inc., Class A |
28,255 | 2,626,020 | 10.3 | |||||||||
Xylem, Inc./New York |
7,246 | 814,740 | 3.2 | |||||||||
Zillow Group, Inc., Class C |
32,560 | 1,850,710 | 7.3 | |||||||||
Zions Bancorp NA |
231 | 9,679 | 0.0 | |||||||||
Zoetis, Inc., Class A |
16,921 | 3,177,933 | 12.5 | |||||||||
Zoom Video Communications, Inc., Class A |
1,313 | 84,833 | 0.3 | |||||||||
Zscaler, Inc. |
1,221 | 287,753 | 1.1 | |||||||||
Zurn Elkay Water Solutions Corp. |
1,272 | 37,715 | 0.1 | |||||||||
|
|
|
|
|||||||||
698,776,913 | ||||||||||||
|
|
|||||||||||
Total Reference Entity Long | 736,866,706 | |||||||||||
|
|
|||||||||||
Reference Entity Short |
||||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
ASX Ltd. |
(43,760 | ) | (1,874,277 | ) | (7.4 | ) | ||||||
CAR Group Ltd. |
(2,563 | ) | (55,123 | ) | (0.2 | ) | ||||||
Commonwealth Bank of Australia |
(18,138 | ) | (1,385,392 | ) | (5.4 | ) | ||||||
Endeavour Group Ltd. |
(299,625 | ) | (1,099,163 | ) | (4.3 | ) | ||||||
Goodman Group |
(48,076 | ) | (799,325 | ) | (3.1 | ) | ||||||
GPT Group |
(86,228 | ) | (261,031 | ) | (1.0 | ) | ||||||
IGO Ltd. |
(16,054 | ) | (78,166 | ) | (0.3 | ) | ||||||
Lottery Corp. Ltd. |
(130,834 | ) | (430,699 | ) | (1.7 | ) | ||||||
NEXTDC Ltd. |
(66,027 | ) | (598,853 | ) | (2.4 | ) | ||||||
Northern Star Resources Ltd. |
(33,019 | ) | (283,678 | ) | (1.1 | ) | ||||||
Qantas Airways Ltd. |
(36,169 | ) | (130,614 | ) | (0.5 | ) | ||||||
Santos Ltd. |
(26,711 | ) | (135,221 | ) | (0.5 | ) | ||||||
Treasury Wine Estates Ltd. |
(180,309 | ) | (1,266,403 | ) | (5.0 | ) | ||||||
Wesfarmers Ltd. |
(103,371 | ) | (3,920,828 | ) | (15.4 | ) | ||||||
Westpac Banking Corp. |
(157,483 | ) | (2,474,967 | ) | (9.7 | ) | ||||||
WiseTech Global Ltd. |
(3,959 | ) | (186,718 | ) | (0.7 | ) | ||||||
Woodside Energy Group Ltd. |
(50,668 | ) | (1,061,518 | ) | (4.2 | ) | ||||||
|
|
|
|
|||||||||
(16,041,976 | ) | |||||||||||
Bermuda | ||||||||||||
RenaissanceRe Holdings Ltd. |
(28,577 | ) | (6,539,275 | ) | (25.6 | ) | ||||||
|
|
|
|
|||||||||
Brazil | ||||||||||||
MercadoLibre, Inc. |
(584 | ) | (999,697 | ) | (3.9 | ) | ||||||
|
|
|
|
|||||||||
Canada | ||||||||||||
Ivanhoe Mines Ltd., Class A |
(2,763 | ) | (28,995 | ) | (0.1 | ) | ||||||
|
|
|
|
S C H E D U L E O F I N V E S T M E N T S |
26 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
France | ||||||||||||
LOreal SA |
(19,880 | ) | $ | (9,579,090 | ) | (37.6 | )% | |||||
Publicis Groupe SA |
(10,850 | ) | (1,094,534 | ) | (4.3 | ) | ||||||
Societe Generale SA |
(3,040 | ) | (78,287 | ) | (0.3 | ) | ||||||
Thales SA |
(10,190 | ) | (1,500,954 | ) | (5.9 | ) | ||||||
|
|
|
|
|||||||||
(12,252,865 | ) | |||||||||||
Israel | ||||||||||||
Global-e Online Ltd. |
(8,478 | ) | (320,214 | ) | (1.3 | ) | ||||||
Mobileye Global, Inc., Class A |
(34,460 | ) | (891,136 | ) | (3.5 | ) | ||||||
|
|
|
|
|||||||||
(1,211,350 | ) | |||||||||||
Japan | ||||||||||||
Aisin Corp. |
(9,800 | ) | (363,726 | ) | (1.4 | ) | ||||||
Ajinomoto Co., Inc. |
(190,200 | ) | (7,765,370 | ) | (30.5 | ) | ||||||
Bandai Namco Holdings, Inc. |
(13,700 | ) | (296,640 | ) | (1.2 | ) | ||||||
BayCurrent Consulting, Inc. |
(6,400 | ) | (147,855 | ) | (0.6 | ) | ||||||
Bridgestone Corp. |
(38,500 | ) | (1,658,552 | ) | (6.5 | ) | ||||||
Capcom Co. Ltd. |
(1,700 | ) | (64,454 | ) | (0.3 | ) | ||||||
Chubu Electric Power Co., Inc. |
(12,100 | ) | (156,046 | ) | (0.6 | ) | ||||||
Cosmos Pharmaceutical Corp. |
(1,500 | ) | (160,190 | ) | (0.6 | ) | ||||||
Dai Ichi Life Holdings, Inc. |
(103,200 | ) | (2,250,449 | ) | (8.8 | ) | ||||||
Daifuku Co. Ltd. |
(2,000 | ) | (39,201 | ) | (0.2 | ) | ||||||
Daikin Industries Ltd. |
(15,000 | ) | (2,389,717 | ) | (9.4 | ) | ||||||
Daiwa House Industry Co. Ltd. |
(1,400 | ) | (43,033 | ) | (0.2 | ) | ||||||
FANUC Corp. |
(21,800 | ) | (599,175 | ) | (2.4 | ) | ||||||
Fujikura Ltd. |
(12,900 | ) | (105,546 | ) | (0.4 | ) | ||||||
Fukuoka Financial Group, Inc. |
(3,400 | ) | (83,096 | ) | (0.3 | ) | ||||||
GLP J-REIT |
(63 | ) | (56,248 | ) | (0.2 | ) | ||||||
Hamamatsu Photonics KK |
(10,500 | ) | (412,920 | ) | (1.6 | ) | ||||||
Harmonic Drive Systems, Inc. |
(2,300 | ) | (55,375 | ) | (0.2 | ) | ||||||
Hitachi Ltd. |
(6,800 | ) | (531,040 | ) | (2.1 | ) | ||||||
Ibiden Co. Ltd. |
(21,100 | ) | (1,055,035 | ) | (4.1 | ) | ||||||
Japan Airport Terminal Co. Ltd. |
(4,500 | ) | (177,619 | ) | (0.7 | ) | ||||||
Japan Petroleum Exploration Co. Ltd. |
(3,800 | ) | (153,687 | ) | (0.6 | ) | ||||||
Japan Post Bank Co. Ltd. |
(37,800 | ) | (392,814 | ) | (1.5 | ) | ||||||
Jeol Ltd. |
(4,800 | ) | (218,405 | ) | (0.9 | ) | ||||||
JSR Corp. |
(6,900 | ) | (187,079 | ) | (0.7 | ) | ||||||
Kawasaki Heavy Industries Ltd. |
(1,400 | ) | (31,512 | ) | (0.1 | ) | ||||||
Kawasaki Kisen Kaisha Ltd. |
(136,839 | ) | (6,627,599 | ) | (26.0 | ) | ||||||
KDDI Corp. |
(38,300 | ) | (1,261,533 | ) | (5.0 | ) | ||||||
Keisei Electric Railway Co. Ltd. |
(3,700 | ) | (166,382 | ) | (0.7 | ) | ||||||
Keyence Corp. |
(1,000 | ) | (444,902 | ) | (1.7 | ) | ||||||
Kikkoman Corp. |
(1,600 | ) | (97,832 | ) | (0.4 | ) | ||||||
Kobe Steel Ltd. |
(17,500 | ) | (240,242 | ) | (0.9 | ) | ||||||
Koei Tecmo Holdings Co. Ltd. |
(4,100 | ) | (50,776 | ) | (0.2 | ) | ||||||
Kyoto Financial Group, Inc. |
(5,200 | ) | (85,936 | ) | (0.3 | ) | ||||||
Lasertec Corp. |
(1,500 | ) | (388,248 | ) | (1.5 | ) | ||||||
Macnica Holdings, Inc. |
(7,600 | ) | (399,559 | ) | (1.6 | ) | ||||||
Mercari, Inc. |
(69,100 | ) | (1,137,004 | ) | (4.5 | ) | ||||||
MinebeaMitsumi, Inc. |
(128,300 | ) | (2,638,648 | ) | (10.4 | ) | ||||||
MISUMI Group, Inc. |
(55,300 | ) | (942,922 | ) | (3.7 | ) | ||||||
Mitsubishi Gas Chemical Co., Inc. |
(1,700 | ) | (27,596 | ) | (0.1 | ) | ||||||
Mitsubishi Heavy Industries Ltd. |
(17,700 | ) | (1,173,943 | ) | (4.6 | ) | ||||||
Mitsubishi Motors Corp. |
(220,500 | ) | (690,740 | ) | (2.7 | ) | ||||||
Mitsui Chemicals Inc. |
(8,700 | ) | (254,493 | ) | (1.0 | ) | ||||||
Mitsui OSK Lines Ltd. |
(84,200 | ) | (3,007,022 | ) | (11.8 | ) | ||||||
Nippon Sanso Holdings Corp. |
(8,500 | ) | (214,095 | ) | (0.8 | ) | ||||||
Nippon Yusen KK |
(146,700 | ) | (5,026,024 | ) | (19.7 | ) | ||||||
Nissan Chemical Corp. |
(71,000 | ) | (2,816,059 | ) | (11.0 | ) | ||||||
Niterra Co. Ltd. |
(34,500 | ) | (923,582 | ) | (3.6 | ) | ||||||
Nitori Holdings Co. Ltd. |
(14,900 | ) | (1,939,161 | ) | (7.6 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Open House Group Co. Ltd. |
(2,100 | ) | $ | (65,416 | ) | (0.3 | )% | |||||
Osaka Gas Co. Ltd. |
(24,000 | ) | (502,387 | ) | (2.0 | ) | ||||||
Rohto Pharmaceutical Co. Ltd. |
(7,800 | ) | (158,663 | ) | (0.6 | ) | ||||||
Sanrio Co. Ltd. |
(7,700 | ) | (319,756 | ) | (1.3 | ) | ||||||
Secom Co. Ltd. |
(6,400 | ) | (461,670 | ) | (1.8 | ) | ||||||
Seven & i Holdings Co. Ltd. |
(84,500 | ) | (3,319,068 | ) | (13.0 | ) | ||||||
SG Holdings Co. Ltd. |
(15,100 | ) | (194,325 | ) | (0.8 | ) | ||||||
Sharp Corp. |
(3,900 | ) | (26,124 | ) | (0.1 | ) | ||||||
Shimamura Co. Ltd. |
(900 | ) | (98,140 | ) | (0.4 | ) | ||||||
Shimano, Inc. |
(200 | ) | (28,541 | ) | (0.1 | ) | ||||||
Shin-Etsu Chemical Co. Ltd. |
(20,000 | ) | (782,555 | ) | (3.1 | ) | ||||||
Shionogi & Co. Ltd. |
(40,300 | ) | (1,924,386 | ) | (7.5 | ) | ||||||
SMC Corp. |
(8,700 | ) | (4,813,435 | ) | (18.9 | ) | ||||||
Socionext, Inc. |
(138,700 | ) | (3,161,305 | ) | (12.4 | ) | ||||||
Sony Group Corp. |
(33,200 | ) | (3,239,692 | ) | (12.7 | ) | ||||||
Square Enix Holdings Co. Ltd. |
(21,300 | ) | (827,577 | ) | (3.2 | ) | ||||||
SUMCO Corp. |
(103,700 | ) | (1,561,909 | ) | (6.1 | ) | ||||||
Suzuki Motor Corp. |
(18,600 | ) | (830,618 | ) | (3.3 | ) | ||||||
Sysmex Corp. |
(6,700 | ) | (360,852 | ) | (1.4 | ) | ||||||
Taiyo Yuden Co. Ltd. |
(17,600 | ) | (422,519 | ) | (1.7 | ) | ||||||
TDK Corp. |
(82,100 | ) | (4,060,364 | ) | (15.9 | ) | ||||||
Terumo Corp. |
(23,500 | ) | (791,859 | ) | (3.1 | ) | ||||||
Tokyo Electric Power Co.Holdings, Inc. |
(163,200 | ) | (863,801 | ) | (3.4 | ) | ||||||
Tokyo Seimitsu Co. Ltd. |
(1,228 | ) | (79,051 | ) | (0.3 | ) | ||||||
TOTO Ltd. |
(1,500 | ) | (40,362 | ) | (0.2 | ) | ||||||
Toyo Suisan Kaisha Ltd. |
(5,300 | ) | (274,276 | ) | (1.1 | ) | ||||||
Toyota Industries Corp. |
(12,400 | ) | (1,042,508 | ) | (4.1 | ) | ||||||
Toyota Motor Corp. |
(172,700 | ) | (3,427,880 | ) | (13.4 | ) | ||||||
Ulvac, Inc. |
(12,232 | ) | (595,241 | ) | (2.3 | ) | ||||||
Yamaha Corp. |
(5,000 | ) | (109,291 | ) | (0.4 | ) | ||||||
Yamato Holdings Co. Ltd. |
(7,500 | ) | (128,864 | ) | (0.5 | ) | ||||||
Yaskawa Electric Corp. |
(42,500 | ) | (1,591,580 | ) | (6.2 | ) | ||||||
Zensho Holdings Co. Ltd. |
(22,300 | ) | (1,085,244 | ) | (4.3 | ) | ||||||
|
|
|
|
|||||||||
(87,138,341 | ) | |||||||||||
Norway | ||||||||||||
Mowi ASA |
(4,579 | ) | (82,442 | ) | (0.3 | ) | ||||||
Seadrill Ltd. |
(665 | ) | (28,741 | ) | (0.1 | ) | ||||||
|
|
|
|
|||||||||
(111,183 | ) | |||||||||||
Sweden | ||||||||||||
Autoliv, Inc. |
(891 | ) | (95,444 | ) | (0.4 | ) | ||||||
|
|
|
|
|||||||||
Switzerland | ||||||||||||
Clariant AG, Class N |
(5,028 | ) | (63,919 | ) | (0.3 | ) | ||||||
On Holding AG, Class A |
(12,964 | ) | (344,324 | ) | (1.3 | ) | ||||||
Sandoz Group AG |
(25,678 | ) | (874,786 | ) | (3.4 | ) | ||||||
|
|
|
|
|||||||||
(1,283,029 | ) | |||||||||||
Thailand | ||||||||||||
Fabrinet |
(230 | ) | (49,107 | ) | (0.2 | ) | ||||||
|
|
|
|
|||||||||
United Kingdom | ||||||||||||
Entain PLC |
(451,882 | ) | (5,519,488 | ) | (21.6 | ) | ||||||
Schroders PLC |
(87,698 | ) | (450,008 | ) | (1.8 | ) | ||||||
|
|
|
|
|||||||||
(5,969,496 | ) | |||||||||||
United States | ||||||||||||
10X Genomics, Inc., Class A |
(1,088 | ) | (45,337 | ) | (0.2 | ) | ||||||
AAON, Inc. |
(7,090 | ) | (497,434 | ) | (2.0 | ) | ||||||
Acadia Healthcare Co., Inc. |
(475 | ) | (39,016 | ) | (0.2 | ) | ||||||
Accenture PLC, Class A |
(10,359 | ) | (3,769,433 | ) | (14.8 | ) | ||||||
Advance Auto Parts, Inc. |
(663 | ) | (44,322 | ) | (0.2 | ) |
27 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Advanced Micro Devices, Inc. |
(54,692 | ) | $ | (9,171,301 | ) | (36.0 | )% | |||||
Aflac, Inc. |
(122,904 | ) | (10,365,723 | ) | (40.7 | ) | ||||||
Agree Realty Corp. |
(72,570 | ) | (4,325,898 | ) | (17.0 | ) | ||||||
Air Lease Corp., Class A |
(3,195 | ) | (133,583 | ) | (0.5 | ) | ||||||
Air Products and Chemicals, Inc. |
(11,908 | ) | (3,044,995 | ) | (11.9 | ) | ||||||
Airbnb, Inc., Class A |
(10,683 | ) | (1,539,848 | ) | (6.0 | ) | ||||||
Albemarle Corp. |
(29,093 | ) | (3,338,131 | ) | (13.1 | ) | ||||||
Alexandria Real Estate Equities, Inc. |
(3,464 | ) | (418,798 | ) | (1.6 | ) | ||||||
Alight, Inc., Class A |
(13,026 | ) | (116,192 | ) | (0.5 | ) | ||||||
Allison Transmission Holdings, Inc. |
(9,043 | ) | (547,463 | ) | (2.1 | ) | ||||||
Ally Financial, Inc. |
(8,696 | ) | (318,969 | ) | (1.3 | ) | ||||||
Alpha Metallurgical Resources, Inc. |
(2,442 | ) | (974,944 | ) | (3.8 | ) | ||||||
Ameren Corp. |
(39,131 | ) | (2,722,344 | ) | (10.7 | ) | ||||||
American Electric Power Co., Inc. |
(22,545 | ) | (1,761,666 | ) | (6.9 | ) | ||||||
American Express Co. |
(1,079 | ) | (216,598 | ) | (0.8 | ) | ||||||
Amkor Technology, Inc. |
(6,045 | ) | (191,385 | ) | (0.8 | ) | ||||||
Amphenol Corp., Class A |
(16,390 | ) | (1,657,029 | ) | (6.5 | ) | ||||||
Antero Midstream Corp. |
(91,896 | ) | (1,124,807 | ) | (4.4 | ) | ||||||
Apellis Pharmaceuticals, Inc. |
(7,266 | ) | (459,865 | ) | (1.8 | ) | ||||||
API Group Corp. |
(77,797 | ) | (2,452,161 | ) | (9.6 | ) | ||||||
Apollo Global Management, Inc. |
(14,096 | ) | (1,415,238 | ) | (5.6 | ) | ||||||
Apple Hospitality REIT, Inc. |
(36,764 | ) | (590,430 | ) | (2.3 | ) | ||||||
Applied Industrial Technologies, Inc. |
(1,120 | ) | (197,635 | ) | (0.8 | ) | ||||||
Aptiv PLC |
(49,699 | ) | (4,042,020 | ) | (15.9 | ) | ||||||
Aramark |
(111,619 | ) | (3,245,881 | ) | (12.7 | ) | ||||||
Asana, Inc., Class A |
(1,854 | ) | (32,297 | ) | (0.1 | ) | ||||||
Aspen Technology, Inc. |
(763 | ) | (146,488 | ) | (0.6 | ) | ||||||
Assurant, Inc. |
(4,843 | ) | (813,382 | ) | (3.2 | ) | ||||||
ATI, Inc. |
(31,586 | ) | (1,290,920 | ) | (5.1 | ) | ||||||
Avantor, Inc. |
(1,308 | ) | (30,071 | ) | (0.1 | ) | ||||||
Avery Dennison Corp. |
(5,026 | ) | (1,002,436 | ) | (3.9 | ) | ||||||
Avis Budget Group, Inc. |
(12,917 | ) | (2,114,642 | ) | (8.3 | ) | ||||||
Ball Corp. |
(1,206 | ) | (66,873 | ) | (0.3 | ) | ||||||
Bath & Body Works, Inc. |
(974 | ) | (41,551 | ) | (0.2 | ) | ||||||
Baxter International, Inc. |
(1,887 | ) | (73,008 | ) | (0.3 | ) | ||||||
Berry Global Group, Inc. |
(194 | ) | (12,699 | ) | (0.0 | ) | ||||||
Bill Holdings, Inc. |
(7,152 | ) | (558,214 | ) | (2.2 | ) | ||||||
BJs Wholesale Club Holdings, Inc. |
(22,172 | ) | (1,426,546 | ) | (5.6 | ) | ||||||
Boeing Co. |
(7,457 | ) | (1,573,725 | ) | (6.2 | ) | ||||||
BorgWarner, Inc. |
(60,990 | ) | (2,067,561 | ) | (8.1 | ) | ||||||
Boston Scientific Corp. |
(18,065 | ) | (1,142,792 | ) | (4.5 | ) | ||||||
Bright Horizons Family Solutions, Inc. |
(796 | ) | (78,207 | ) | (0.3 | ) | ||||||
Broadcom, Inc. |
(5,220 | ) | (6,159,600 | ) | (24.2 | ) | ||||||
Brown-Forman Corp., Class B |
(6,702 | ) | (367,940 | ) | (1.4 | ) | ||||||
Brunswick Corp. |
(4,272 | ) | (344,665 | ) | (1.4 | ) | ||||||
Burlington Stores, Inc. |
(20,575 | ) | (3,932,911 | ) | (15.4 | ) | ||||||
BWX Technologies, Inc. |
(28,489 | ) | (2,321,284 | ) | (9.1 | ) | ||||||
Cadence Bank |
(2,752 | ) | (73,258 | ) | (0.3 | ) | ||||||
Campbell Soup Co. |
(58,037 | ) | (2,590,191 | ) | (10.2 | ) | ||||||
Carvana Co., Class A |
(6,295 | ) | (271,063 | ) | (1.1 | ) | ||||||
Caseys General Stores, Inc. |
(2,407 | ) | (653,164 | ) | (2.6 | ) | ||||||
Catalent, Inc. |
(40,082 | ) | (2,069,834 | ) | (8.1 | ) | ||||||
Cava Group, Inc. |
(29,139 | ) | (1,363,705 | ) | (5.3 | ) | ||||||
Cboe Global Markets, Inc. |
(8,741 | ) | (1,607,033 | ) | (6.3 | ) | ||||||
Celanese Corp., Class A |
(3,267 | ) | (477,929 | ) | (1.9 | ) | ||||||
Celsius Holdings, Inc. |
(8,382 | ) | (418,262 | ) | (1.6 | ) | ||||||
CF Industries Holdings, Inc. |
(29,307 | ) | (2,212,972 | ) | (8.7 | ) | ||||||
Charles Schwab Corp. |
(63,369 | ) | (3,987,177 | ) | (15.6 | ) | ||||||
Chart Industries, Inc. |
(1,209 | ) | (141,114 | ) | (0.6 | ) | ||||||
Chemours Co. |
(1,738 | ) | (52,435 | ) | (0.2 | ) | ||||||
Cheniere Energy, Inc. |
(13,376 | ) | (2,193,530 | ) | (8.6 | ) | ||||||
Chesapeake Energy Corp. |
(13,030 | ) | (1,004,743 | ) | (3.9 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Chewy, Inc., Class A |
(26,872 | ) | $ | (478,859 | ) | (1.9 | )% | |||||
Chipotle Mexican Grill, Inc. |
(2,689 | ) | (6,477,183 | ) | (25.4 | ) | ||||||
Chord Energy Corp. |
(13,178 | ) | (2,026,249 | ) | (7.9 | ) | ||||||
Chubb Ltd. |
(56,931 | ) | (13,948,095 | ) | (54.7 | ) | ||||||
Churchill Downs, Inc. |
(7,543 | ) | (912,477 | ) | (3.6 | ) | ||||||
Cisco Systems, Inc. |
(383,650 | ) | (19,251,557 | ) | (75.5 | ) | ||||||
Coca-Cola Consolidated, Inc. |
(404 | ) | (348,002 | ) | (1.4 | ) | ||||||
Coherent Corp. |
(278 | ) | (13,216 | ) | (0.1 | ) | ||||||
Columbia Sportswear Co. |
(750 | ) | (59,445 | ) | (0.2 | ) | ||||||
Commerce Bancshares, Inc. |
(5,525 | ) | (287,963 | ) | (1.1 | ) | ||||||
Commercial Metals Co. |
(8,198 | ) | (428,100 | ) | (1.7 | ) | ||||||
Conagra Brands, Inc. |
(26,812 | ) | (781,570 | ) | (3.1 | ) | ||||||
Concentrix Corp. |
(1,192 | ) | (105,933 | ) | (0.4 | ) | ||||||
Confluent, Inc., Class A |
(14,109 | ) | (315,477 | ) | (1.2 | ) | ||||||
Consolidated Edison, Inc. |
(3,298 | ) | (299,788 | ) | (1.2 | ) | ||||||
Constellation Energy Corp. |
(13,134 | ) | (1,602,348 | ) | (6.3 | ) | ||||||
Cooper Cos., Inc. |
(198 | ) | (73,860 | ) | (0.3 | ) | ||||||
Core & Main, Inc., Class A |
(24,654 | ) | (1,018,457 | ) | (4.0 | ) | ||||||
Corteva, Inc. |
(3,873 | ) | (176,144 | ) | (0.7 | ) | ||||||
CoStar Group, Inc. |
(55,335 | ) | (4,619,366 | ) | (18.1 | ) | ||||||
Crane Co. |
(16,662 | ) | (2,067,921 | ) | (8.1 | ) | ||||||
Crocs, Inc. |
(6,909 | ) | (701,125 | ) | (2.7 | ) | ||||||
Crown Castle, Inc. |
(16,086 | ) | (1,741,309 | ) | (6.8 | ) | ||||||
Crown Holdings, Inc. |
(3,205 | ) | (283,642 | ) | (1.1 | ) | ||||||
Cummins, Inc. |
(13,602 | ) | (3,254,959 | ) | (12.8 | ) | ||||||
CVS Health Corp. |
(67,702 | ) | (5,034,998 | ) | (19.7 | ) | ||||||
Danaher Corp. |
(854 | ) | (204,883 | ) | (0.8 | ) | ||||||
Darling Ingredients, Inc. |
(15,075 | ) | (652,747 | ) | (2.6 | ) | ||||||
Diamondback Energy, Inc. |
(10,163 | ) | (1,562,460 | ) | (6.1 | ) | ||||||
Dicks Sporting Goods, Inc. |
(25,035 | ) | (3,731,967 | ) | (14.6 | ) | ||||||
Digital Realty Trust, Inc. |
(8,973 | ) | (1,260,348 | ) | (4.9 | ) | ||||||
Dillards, Inc., Class A |
(143 | ) | (55,380 | ) | (0.2 | ) | ||||||
Discover Financial Services |
(13,480 | ) | (1,422,410 | ) | (5.6 | ) | ||||||
Dollar General Corp. |
(15,005 | ) | (1,981,710 | ) | (7.8 | ) | ||||||
Dollar Tree, Inc. |
(15,268 | ) | (1,994,306 | ) | (7.8 | ) | ||||||
Dominion Energy, Inc. |
(71,937 | ) | (3,288,960 | ) | (12.9 | ) | ||||||
DoorDash, Inc., Class A |
(11,824 | ) | (1,232,061 | ) | (4.8 | ) | ||||||
Duke Energy Corp. |
(44,282 | ) | (4,243,544 | ) | (16.6 | ) | ||||||
Duolingo, Inc., Class A |
(5,691 | ) | (1,018,063 | ) | (4.0 | ) | ||||||
Dutch Bros, Inc., Class A |
(13,344 | ) | (358,286 | ) | (1.4 | ) | ||||||
Dynatrace, Inc. |
(595 | ) | (33,915 | ) | (0.1 | ) | ||||||
East West Bancorp, Inc. |
(542 | ) | (39,463 | ) | (0.2 | ) | ||||||
elf Beauty, Inc. |
(11,878 | ) | (1,894,897 | ) | (7.4 | ) | ||||||
Endeavor Group Holdings, Inc., Class A |
(5,797 | ) | (143,476 | ) | (0.6 | ) | ||||||
Entegris, Inc. |
(3,095 | ) | (364,281 | ) | (1.4 | ) | ||||||
EQT Corp. |
(98,379 | ) | (3,482,617 | ) | (13.7 | ) | ||||||
Equifax, Inc. |
(5,931 | ) | (1,449,181 | ) | (5.7 | ) | ||||||
Equitable Holdings, Inc. |
(2,801 | ) | (91,565 | ) | (0.4 | ) | ||||||
Erie Indemnity Co., Class A |
(38 | ) | (13,142 | ) | (0.1 | ) | ||||||
Estee Lauder Cos., Inc., Class A |
(22,241 | ) | (2,935,590 | ) | (11.5 | ) | ||||||
Everest Group Ltd. |
(339 | ) | (130,505 | ) | (0.5 | ) | ||||||
Evergy, Inc. |
(37,280 | ) | (1,892,706 | ) | (7.4 | ) | ||||||
Eversource Energy |
(20,249 | ) | (1,097,901 | ) | (4.3 | ) | ||||||
Exelon Corp. |
(14,878 | ) | (517,903 | ) | (2.0 | ) | ||||||
Experian PLC |
(5,531 | ) | (230,378 | ) | (0.9 | ) | ||||||
Extra Space Storage, Inc. |
(24,482 | ) | (3,536,180 | ) | (13.9 | ) | ||||||
Fifth Third Bancorp |
(153,014 | ) | (5,239,199 | ) | (20.5 | ) | ||||||
FirstEnergy Corp. |
(15,769 | ) | (578,407 | ) | (2.3 | ) | ||||||
Five9, Inc. |
(7,129 | ) | (540,806 | ) | (2.1 | ) | ||||||
FleetCor Technologies, Inc. |
(4,086 | ) | (1,184,654 | ) | (4.6 | ) | ||||||
Floor & Decor Holdings, Inc., Class A |
(9,752 | ) | (980,661 | ) | (3.8 | ) | ||||||
FMC Corp. |
(37,522 | ) | (2,108,736 | ) | (8.3 | ) |
S C H E D U L E O F I N V E S T M E N T S |
28 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Fortive Corp. |
(16,252 | ) | $ | (1,270,581 | ) | (5.0 | )% | |||||
Freeport-McMoRan, Inc. |
(149,771 | ) | (5,944,411 | ) | (23.3 | ) | ||||||
Gaming and Leisure Properties, Inc. |
(5,103 | ) | (232,952 | ) | (0.9 | ) | ||||||
Garmin Ltd. |
(615 | ) | (73,486 | ) | (0.3 | ) | ||||||
GE HealthCare, Inc. |
(114,731 | ) | (8,416,666 | ) | (33.0 | ) | ||||||
Gen Digital, Inc. |
(7,856 | ) | (184,459 | ) | (0.7 | ) | ||||||
Genuine Parts Co. |
(21,097 | ) | (2,958,432 | ) | (11.6 | ) | ||||||
Glacier Bancorp, Inc. |
(25,001 | ) | (966,539 | ) | (3.8 | ) | ||||||
Global Payments, Inc. |
(7,603 | ) | (1,012,948 | ) | (4.0 | ) | ||||||
Globant SA |
(1,406 | ) | (331,549 | ) | (1.3 | ) | ||||||
Globus Medical, Inc., Class A |
(12,589 | ) | (664,573 | ) | (2.6 | ) | ||||||
Goldman Sachs Group, Inc. |
(9,646 | ) | (3,704,160 | ) | (14.5 | ) | ||||||
Graphic Packaging Holding Co. |
(233,927 | ) | (5,967,478 | ) | (23.4 | ) | ||||||
Hasbro, Inc. |
(31,357 | ) | (1,534,925 | ) | (6.0 | ) | ||||||
HealthEquity, Inc. |
(18,310 | ) | (1,383,870 | ) | (5.4 | ) | ||||||
Hilton Worldwide Holdings, Inc. |
(6,970 | ) | (1,330,991 | ) | (5.2 | ) | ||||||
Howmet Aerospace, Inc. |
(75,446 | ) | (4,244,592 | ) | (16.6 | ) | ||||||
Humana, Inc. |
(166 | ) | (62,758 | ) | (0.2 | ) | ||||||
Hyatt Hotels Corp., Class A |
(22,891 | ) | (2,938,518 | ) | (11.5 | ) | ||||||
Immunovant, Inc. |
(5,548 | ) | (202,003 | ) | (0.8 | ) | ||||||
Ingersoll Rand, Inc. |
(10,988 | ) | (877,502 | ) | (3.4 | ) | ||||||
Insight Enterprises, Inc. |
(6,993 | ) | (1,291,887 | ) | (5.1 | ) | ||||||
Inspire Medical Systems, Inc. |
(21,139 | ) | (4,457,581 | ) | (17.5 | ) | ||||||
Interactive Brokers Group, Inc., Class A |
(6,014 | ) | (533,742 | ) | (2.1 | ) | ||||||
Intercontinental Exchange, Inc. |
(238 | ) | (30,305 | ) | (0.1 | ) | ||||||
International Business Machines Corp. |
(77,789 | ) | (14,286,728 | ) | (56.0 | ) | ||||||
International Flavors & Fragrances, Inc. |
(18,937 | ) | (1,527,837 | ) | (6.0 | ) | ||||||
Interpublic Group of Cos., Inc. |
(1,151 | ) | (37,971 | ) | (0.1 | ) | ||||||
Intra-Cellular Therapies, Inc. |
(3,773 | ) | (254,074 | ) | (1.0 | ) | ||||||
Intuit, Inc. |
(1,637 | ) | (1,033,487 | ) | (4.1 | ) | ||||||
J M Smucker Co. |
(4,981 | ) | (655,251 | ) | (2.6 | ) | ||||||
Jabil, Inc. |
(12,597 | ) | (1,578,278 | ) | (6.2 | ) | ||||||
Johnson & Johnson |
(24,249 | ) | (3,853,166 | ) | (15.1 | ) | ||||||
Johnson Controls International PLC |
(20,493 | ) | (1,079,776 | ) | (4.2 | ) | ||||||
KBR, Inc. |
(6,041 | ) | (314,797 | ) | (1.2 | ) | ||||||
Kenvue, Inc. |
(230,541 | ) | (4,786,031 | ) | (18.8 | ) | ||||||
Keurig Dr. Pepper, Inc. |
(120,690 | ) | (3,794,494 | ) | (14.9 | ) | ||||||
Kinsale Capital Group, Inc. |
(2,079 | ) | (826,548 | ) | (3.2 | ) | ||||||
KKR & Co., Inc., Class A |
(2,990 | ) | (258,874 | ) | (1.0 | ) | ||||||
Knight-Swift Transportation Holdings, Inc. |
(126 | ) | (7,230 | ) | (0.0 | ) | ||||||
Kraft Heinz Co. |
(318,269 | ) | (11,817,328 | ) | (46.3 | ) | ||||||
Kroger Co. |
(21,448 | ) | (989,611 | ) | (3.9 | ) | ||||||
L3Harris Technologies, Inc. |
(45,182 | ) | (9,416,832 | ) | (36.9 | ) | ||||||
Laboratory Corp. of America Holdings |
(6,587 | ) | (1,464,290 | ) | (5.7 | ) | ||||||
Lamb Weston Holdings, Inc. |
(6,239 | ) | (639,123 | ) | (2.5 | ) | ||||||
Lantheus Holdings, Inc. |
(4,530 | ) | (235,243 | ) | (0.9 | ) | ||||||
Las Vegas Sands Corp. |
(29,580 | ) | (1,447,054 | ) | (5.7 | ) | ||||||
Levi Strauss & Co., Class A |
(4,923 | ) | (80,146 | ) | (0.3 | ) | ||||||
Lincoln Electric Holdings, Inc. |
(2,930 | ) | (651,105 | ) | (2.6 | ) | ||||||
Linde PLC |
(4,274 | ) | (1,730,243 | ) | (6.8 | ) | ||||||
LKQ Corp. |
(5,299 | ) | (247,304 | ) | (1.0 | ) | ||||||
Loews Corp. |
(32,597 | ) | (2,375,017 | ) | (9.3 | ) | ||||||
LPL Financial Holdings, Inc. |
(2,264 | ) | (541,526 | ) | (2.1 | ) | ||||||
Madison Square Garden Sports Corp., Class A |
(5,286 | ) | (978,439 | ) | (3.8 | ) | ||||||
Marathon Digital Holdings, Inc. |
(101,119 | ) | (1,792,840 | ) | (7.0 | ) | ||||||
Markel Group, Inc. |
(4,829 | ) | (7,231,089 | ) | (28.4 | ) | ||||||
MarketAxess Holdings, Inc. |
(9,948 | ) | (2,243,373 | ) | (8.8 | ) | ||||||
Marriott International, Inc., Class A |
(5,138 | ) | (1,231,733 | ) | (4.8 | ) | ||||||
Marvell Technology, Inc. |
(74,192 | ) | (5,022,798 | ) | (19.7 | ) | ||||||
Masimo Corp. |
(10,705 | ) | (1,380,303 | ) | (5.4 | ) | ||||||
Matador Resources Co. |
(4,075 | ) | (223,677 | ) | (0.9 | ) | ||||||
Match Group, Inc. |
(40,045 | ) | (1,536,927 | ) | (6.0 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Mattel, Inc. |
(17,447 | ) | $ | (312,127 | ) | (1.2 | )% | |||||
McDonalds Corp. |
(3,226 | ) | (944,315 | ) | (3.7 | ) | ||||||
Microchip Technology, Inc. |
(42,822 | ) | (3,647,578 | ) | (14.3 | ) | ||||||
Mid-America Apartment Communities, Inc. |
(26,878 | ) | (3,396,842 | ) | (13.3 | ) | ||||||
MKS Instruments, Inc. |
(297 | ) | (31,616 | ) | (0.1 | ) | ||||||
Morgan Stanley |
(68,579 | ) | (5,982,832 | ) | (23.5 | ) | ||||||
Mueller Industries, Inc. |
(13,386 | ) | (642,528 | ) | (2.5 | ) | ||||||
Murphy Oil Corp. |
(1,613 | ) | (62,423 | ) | (0.2 | ) | ||||||
National Storage Affiliates Trust |
(576 | ) | (21,514 | ) | (0.1 | ) | ||||||
New Fortress Energy, Inc., Class A |
(16,896 | ) | (561,454 | ) | (2.2 | ) | ||||||
NextEra Energy, Inc. |
(165,240 | ) | (9,688,021 | ) | (38.0 | ) | ||||||
Norfolk Southern Corp. |
(18,161 | ) | (4,272,194 | ) | (16.8 | ) | ||||||
Norwegian Cruise Line Holdings Ltd. |
(29,491 | ) | (524,940 | ) | (2.1 | ) | ||||||
nVent Electric PLC |
(19,741 | ) | (1,185,250 | ) | (4.6 | ) | ||||||
Occidental Petroleum Corp. |
(30,068 | ) | (1,731,015 | ) | (6.8 | ) | ||||||
Okta, Inc., Class A |
(2,580 | ) | (213,237 | ) | (0.8 | ) | ||||||
Omega Healthcare Investors, Inc. |
(229,406 | ) | (6,652,774 | ) | (26.1 | ) | ||||||
Omnicom Group, Inc. |
(45,602 | ) | (4,121,509 | ) | (16.2 | ) | ||||||
Onto Innovation, Inc. |
(2,830 | ) | (457,045 | ) | (1.8 | ) | ||||||
Option Care Health, Inc. |
(36,127 | ) | (1,128,607 | ) | (4.4 | ) | ||||||
Organon & Co. |
(9,074 | ) | (151,082 | ) | (0.6 | ) | ||||||
Parsons Corp. |
(4,035 | ) | (262,880 | ) | (1.0 | ) | ||||||
Paycom Software, Inc. |
(1,011 | ) | (192,333 | ) | (0.8 | ) | ||||||
PayPal Holdings, Inc. |
(24,902 | ) | (1,527,738 | ) | (6.0 | ) | ||||||
PepsiCo, Inc. |
(3,535 | ) | (595,754 | ) | (2.3 | ) | ||||||
Performance Food Group Co. |
(1,639 | ) | (119,123 | ) | (0.5 | ) | ||||||
Permian Resources Corp., Class A |
(624,278 | ) | (8,415,267 | ) | (33.0 | ) | ||||||
PG&E Corp. |
(399,679 | ) | (6,742,585 | ) | (26.4 | ) | ||||||
Philip Morris International, Inc. |
(106,845 | ) | (9,706,868 | ) | (38.1 | ) | ||||||
Phillips 66 |
(10,695 | ) | (1,543,395 | ) | (6.1 | ) | ||||||
Pinnacle Financial Partners, Inc. |
(4,891 | ) | (432,267 | ) | (1.7 | ) | ||||||
Planet Fitness, Inc., Class A |
(51,690 | ) | (3,502,514 | ) | (13.7 | ) | ||||||
PNC Financial Services Group, Inc. |
(11,739 | ) | (1,775,054 | ) | (7.0 | ) | ||||||
Polaris, Inc. |
(6,820 | ) | (613,527 | ) | (2.4 | ) | ||||||
Primerica, Inc. |
(2,711 | ) | (634,808 | ) | (2.5 | ) | ||||||
Procore Technologies, Inc. |
(10,569 | ) | (754,521 | ) | (3.0 | ) | ||||||
Progressive Corp. |
(16,085 | ) | (2,867,151 | ) | (11.2 | ) | ||||||
Prosperity Bancshares, Inc. |
(572 | ) | (36,557 | ) | (0.1 | ) | ||||||
PTC, Inc. |
(23,390 | ) | (4,225,403 | ) | (16.6 | ) | ||||||
Quanta Services, Inc. |
(29,132 | ) | (5,653,065 | ) | (22.2 | ) | ||||||
Quest Diagnostics, Inc. |
(19,199 | ) | (2,465,728 | ) | (9.7 | ) | ||||||
Rambus, Inc. |
(8,778 | ) | (601,556 | ) | (2.4 | ) | ||||||
Raymond James Financial, Inc. |
(1,084 | ) | (119,435 | ) | (0.5 | ) | ||||||
RBC Bearings, Inc. |
(4,447 | ) | (1,194,197 | ) | (4.7 | ) | ||||||
Republic Services, Inc. |
(178 | ) | (30,459 | ) | (0.1 | ) | ||||||
Revvity, Inc. |
(8,683 | ) | (930,644 | ) | (3.7 | ) | ||||||
Robinhood Markets, Inc., Class A |
(2,145 | ) | (23,037 | ) | (0.1 | ) | ||||||
Roivant Sciences Ltd. |
(58,229 | ) | (582,290 | ) | (2.3 | ) | ||||||
Ross Stores, Inc. |
(26,835 | ) | (3,764,414 | ) | (14.8 | ) | ||||||
RTX Corp. |
(78,098 | ) | (7,116,290 | ) | (27.9 | ) | ||||||
Ryan Specialty Holdings, Inc., Class A |
(9,555 | ) | (413,923 | ) | (1.6 | ) | ||||||
Ryman Hospitality Properties, Inc. |
(400 | ) | (43,960 | ) | (0.2 | ) | ||||||
Science Applications International Corp. |
(2,835 | ) | (361,916 | ) | (1.4 | ) | ||||||
Seagate Technology Holdings PLC |
(6,221 | ) | (533,015 | ) | (2.1 | ) | ||||||
SeaWorld Entertainment, Inc. |
(753 | ) | (37,198 | ) | (0.1 | ) | ||||||
Selective Insurance Group, Inc. |
(3,510 | ) | (368,059 | ) | (1.4 | ) | ||||||
SharkNinja, Inc. |
(80,120 | ) | (3,743,206 | ) | (14.7 | ) | ||||||
Sherwin-Williams Co. |
(221 | ) | (67,268 | ) | (0.3 | ) | ||||||
Shift4 Payments, Inc., Class A |
(20,294 | ) | (1,457,312 | ) | (5.7 | ) | ||||||
Shockwave Medical, Inc. |
(2,028 | ) | (458,835 | ) | (1.8 | ) | ||||||
Simpson Manufacturing Co., Inc. |
(155 | ) | (28,053 | ) | (0.1 | ) | ||||||
SLM Corp. |
(2,070 | ) | (41,152 | ) | (0.2 | ) |
29 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Snowflake, Inc., Class A |
(5,501 | ) | $ | (1,076,216 | ) | (4.2 | )% | |||||
SolarEdge Technologies, Inc. |
(4,602 | ) | (306,033 | ) | (1.2 | ) | ||||||
Southern Co. |
(9,404 | ) | (653,766 | ) | (2.6 | ) | ||||||
SouthState Corp. |
(68,412 | ) | (5,685,037 | ) | (22.3 | ) | ||||||
STAG Industrial, Inc. |
(2,748 | ) | (101,511 | ) | (0.4 | ) | ||||||
Starbucks Corp. |
(12,263 | ) | (1,140,827 | ) | (4.5 | ) | ||||||
State Street Corp. |
(3,941 | ) | (291,122 | ) | (1.1 | ) | ||||||
Stifel Financial Corp. |
(819 | ) | (59,746 | ) | (0.2 | ) | ||||||
Sun Communities, Inc. |
(4,759 | ) | (596,541 | ) | (2.3 | ) | ||||||
Super Micro Computer, Inc. |
(12,562 | ) | (6,652,961 | ) | (26.1 | ) | ||||||
Swiss Re AG |
(38,886 | ) | (4,424,321 | ) | (17.4 | ) | ||||||
Take-Two Interactive Software, Inc. |
(18,049 | ) | (2,976,822 | ) | (11.7 | ) | ||||||
Tapestry, Inc. |
(12,241 | ) | (474,828 | ) | (1.9 | ) | ||||||
Target Corp. |
(3,565 | ) | (495,820 | ) | (1.9 | ) | ||||||
Teledyne Technologies, Inc. |
(568 | ) | (237,691 | ) | (0.9 | ) | ||||||
Teleflex, Inc. |
(6,789 | ) | (1,648,573 | ) | (6.5 | ) | ||||||
Tenable Holdings, Inc. |
(24,965 | ) | (1,175,851 | ) | (4.6 | ) | ||||||
Tesla, Inc. |
(4,153 | ) | (777,815 | ) | (3.1 | ) | ||||||
Texas Instruments, Inc. |
(20,336 | ) | (3,256,200 | ) | (12.8 | ) | ||||||
Texas Pacific Land Corp. |
(118 | ) | (172,437 | ) | (0.7 | ) | ||||||
Thor Industries, Inc. |
(652 | ) | (73,689 | ) | (0.3 | ) | ||||||
TKO Group Holdings, Inc., Class A |
(28,457 | ) | (2,381,566 | ) | (9.3 | ) | ||||||
Toro Co. |
(7,613 | ) | (704,050 | ) | (2.8 | ) | ||||||
Tradeweb Markets, Inc., Class A |
(26,557 | ) | (2,533,272 | ) | (9.9 | ) | ||||||
Trimble, Inc. |
(4,208 | ) | (214,019 | ) | (0.8 | ) | ||||||
U.S. Bancorp |
(150,888 | ) | (6,267,888 | ) | (24.6 | ) | ||||||
UDR, Inc. |
(40,408 | ) | (1,455,496 | ) | (5.7 | ) | ||||||
U-Haul Holding Co. |
(5,006 | ) | (319,733 | ) | (1.3 | ) | ||||||
Union Pacific Corp. |
(6,491 | ) | (1,583,350 | ) | (6.2 | ) | ||||||
United Bankshares, Inc. |
(36,129 | ) | (1,295,225 | ) | (5.1 | ) | ||||||
United Rentals, Inc. |
(14,795 | ) | (9,252,793 | ) | (36.3 | ) | ||||||
UnitedHealth Group, Inc. |
(14,577 | ) | (7,459,634 | ) | (29.3 | ) | ||||||
Universal Health Services, Inc., Class B |
(718 | ) | (114,026 | ) | (0.4 | ) | ||||||
Valaris Ltd. |
(20,499 | ) | (1,268,273 | ) | (5.0 | ) | ||||||
Valley National Bancorp |
(45,055 | ) | (433,429 | ) | (1.7 | ) | ||||||
Ventas, Inc. |
(36,441 | ) | (1,690,498 | ) | (6.6 | ) | ||||||
Veralto Corp. |
(70,057 | ) | (5,372,671 | ) | (21.1 | ) | ||||||
VICI Properties, Inc. |
(39,435 | ) | (1,187,782 | ) | (4.7 | ) | ||||||
Vontier Corp. |
(249 | ) | (8,613 | ) | (0.0 | ) | ||||||
Voya Financial, Inc. |
(28,127 | ) | (2,035,551 | ) | (8.0 | ) | ||||||
W.R. Berkley Corp. |
(376 | ) | (30,787 | ) | (0.1 | ) | ||||||
Walgreens Boots Alliance, Inc. |
(243,109 | ) | (5,486,970 | ) | (21.5 | ) | ||||||
Webster Financial Corp. |
(10,665 | ) | (527,704 | ) | (2.1 | ) | ||||||
Welltower, Inc. |
(16,513 | ) | (1,428,540 | ) | (5.6 | ) | ||||||
Western Alliance Bancorp |
(1,196 | ) | (76,496 | ) | (0.3 | ) | ||||||
Whirlpool Corp. |
(1,276 | ) | (139,748 | ) | (0.5 | ) | ||||||
Wolfspeed, Inc. |
(6,612 | ) | (215,221 | ) | (0.8 | ) | ||||||
WP Carey, Inc. |
(132,077 | ) | (8,183,491 | ) | (32.1 | ) | ||||||
Wyndham Hotels & Resorts, Inc. |
(26,979 | ) | (2,102,473 | ) | (8.2 | ) | ||||||
Wynn Resorts Ltd. |
(29,133 | ) | (2,751,029 | ) | (10.8 | ) | ||||||
Xcel Energy, Inc. |
(5,448 | ) | (326,172 | ) | (1.3 | ) | ||||||
XPO, Inc. |
(3,564 | ) | (304,508 | ) | (1.2 | ) | ||||||
Zebra Technologies Corp., Class A |
(2,200 | ) | (527,010 | ) | (2.1 | ) | ||||||
ZoomInfo Technologies, Inc., CLass A |
(31,737 | ) | (509,061 | ) | (2.0 | ) | ||||||
|
|
|
|
|||||||||
(579,647,996 | ) | |||||||||||
|
|
|||||||||||
Total Reference Entity Short |
(711,368,754 | ) | ||||||||||
|
|
|||||||||||
Net Value of Reference Entity Barclays Bank PLC |
|
$ | 25,497,952 | |||||||||
|
|
The following table represents the individual long positions and related values of the equity securities underlying the total return swap with Barclays Bank PLC as of period end, termination dates 11/11/24 12/24/24:
Security | Shares | Value | % of Basket Value |
|||||||||
Reference Entity Long |
||||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
Adbri Ltd. |
366,630 | $ | 730,856 | (944.7 | )% | |||||||
IRESS Ltd. |
325,492 | 1,731,372 | (2,238.1 | ) | ||||||||
Magellan Financial Group Ltd. |
147,637 | 866,880 | (1,120.6 | ) | ||||||||
Metcash Ltd. |
67,093 | 159,820 | (206.6 | ) | ||||||||
SmartGroup Corp. Ltd. |
39,890 | 252,144 | (325.9 | ) | ||||||||
|
|
|
|
|||||||||
3,741,072 | ||||||||||||
Belgium | ||||||||||||
Etablissements Franz Colruyt NV |
80,012 | 3,682,474 | (4,760.1 | ) | ||||||||
Fagron |
9,562 | 173,425 | (224.2 | ) | ||||||||
|
|
|
|
|||||||||
3,855,899 | ||||||||||||
Canada | ||||||||||||
AbCellera Biologics, Inc. |
129,279 | 660,616 | (853.9 | ) | ||||||||
ADENTRA, Inc. |
4,087 | 96,057 | (124.2 | ) | ||||||||
Birchcliff Energy Ltd. |
1,369,776 | 5,183,138 | (6,699.9 | ) | ||||||||
Canada Goose Holdings, Inc. |
30,914 | 369,634 | (477.8 | ) | ||||||||
Canadian Solar, Inc. |
2,058 | 45,482 | (58.8 | ) | ||||||||
CI Financial Corp. |
27,419 | 333,484 | (431.1 | ) | ||||||||
Extendicare, Inc. |
3,690 | 19,377 | (25.1 | ) | ||||||||
First Majestic Silver Corp. |
82,650 | 382,406 | (494.3 | ) | ||||||||
International Petroleum Corp. |
54,007 | 592,901 | (766.4 | ) | ||||||||
InterRent Real Estate Investment Trust |
102 | 1,019 | (1.3 | ) | ||||||||
Paramount Resources Ltd., Class A |
2,600 | 51,112 | (66.1 | ) | ||||||||
Torex Gold Resources, Inc. |
61,571 | 631,196 | (815.9 | ) | ||||||||
Wajax Corp. |
1,210 | 28,576 | (36.9 | ) | ||||||||
|
|
|
|
|||||||||
8,394,998 | ||||||||||||
France | ||||||||||||
ARGAN SA |
8,514 | 759,434 | (981.7 | ) | ||||||||
Elior Group SA |
101,727 | 296,074 | (382.7 | ) | ||||||||
Eramet SA |
1,180 | 81,406 | (105.2 | ) | ||||||||
SPIE SA |
85,074 | 2,832,556 | (3,661.5 | ) | ||||||||
|
|
|
|
|||||||||
3,969,470 | ||||||||||||
Iraq | ||||||||||||
Gulf Keystone Petroleum Ltd. |
49,218 | 65,378 | (84.5 | ) | ||||||||
|
|
|
|
|||||||||
Ireland | ||||||||||||
Cimpress PLC |
22,542 | 1,695,609 | (2,191.8 | ) | ||||||||
|
|
|
|
|||||||||
Italy | ||||||||||||
Ferrari NV |
15,103 | 5,224,430 | (6,753.3 | ) | ||||||||
|
|
|
|
|||||||||
Japan | ||||||||||||
Aica Kogyo Co. Ltd. |
4,700 | 108,628 | (140.4 | ) | ||||||||
Benefit One, Inc. |
113,000 | 1,603,698 | (2,073.0 | ) | ||||||||
Cellebrite Di Ltd. |
115,759 | 1,046,461 | (1,352.7 | ) | ||||||||
Earth Corp. |
15,300 | 467,702 | (604.6 | ) | ||||||||
Fujitsu General Ltd. |
54,800 | 798,694 | (1,032.4 | ) | ||||||||
Furuno Electric Co. Ltd. |
6,400 | 91,776 | (118.6 | ) | ||||||||
Hakuhodo DY Holdings, Inc. |
214,900 | 1,641,680 | (2,122.1 | ) | ||||||||
Hitachi Zosen Corp. |
66,400 | 407,878 | (527.2 | ) | ||||||||
Hosokawa Micron Corp. |
2,800 | 86,831 | (112.2 | ) | ||||||||
Hulic REIT, Inc. |
1,133 | 1,186,399 | (1,533.6 | ) | ||||||||
INFRONEER Holdings, Inc. |
248,000 | 2,577,531 | (3,331.8 | ) |
S C H E D U L E O F I N V E S T M E N T S |
30 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Iwatani Corp. |
8,700 | $ | 386,656 | (499.8 | )% | |||||||
Kanamoto Co. Ltd. |
3,800 | 72,259 | (93.4 | ) | ||||||||
Keikyu Corp. |
58,400 | 507,017 | (655.4 | ) | ||||||||
Kusuri no Aoki Holdings Co. Ltd. |
17,600 | 378,328 | (489.0 | ) | ||||||||
Kyushu Financial Group, Inc. |
94,700 | 599,352 | (774.8 | ) | ||||||||
Medipal Holdings Corp. |
24,700 | 391,879 | (506.6 | ) | ||||||||
Nabtesco Corp. |
58,500 | 1,117,872 | (1,445.0 | ) | ||||||||
Nextage Co. Ltd. |
7,600 | 114,029 | (147.4 | ) | ||||||||
Nichiha Corp. |
15,100 | 301,549 | (389.8 | ) | ||||||||
Nippon Shokubai Co. Ltd. |
56,000 | 2,094,585 | (2,707.5 | ) | ||||||||
Nishimoto Co. Ltd. |
1,100 | 46,076 | (59.6 | ) | ||||||||
OBIC Business Consultants Co. Ltd. |
2,400 | 115,583 | (149.4 | ) | ||||||||
Optorun Co. Ltd. |
14,800 | 169,959 | (219.7 | ) | ||||||||
Pasona Group, Inc. |
14,600 | 264,678 | (342.1 | ) | ||||||||
Persol Holdings Co. Ltd. |
2,999,700 | 4,741,543 | (6,129.1 | ) | ||||||||
Pola Orbis Holdings, Inc. |
53,600 | 551,725 | (713.2 | ) | ||||||||
RENOVA, Inc. |
28,200 | 240,904 | (311.4 | ) | ||||||||
Sakata INX Corp. |
2,900 | 27,819 | (36.0 | ) | ||||||||
San-A Co. Ltd. |
47,000 | 1,444,823 | (1,867.6 | ) | ||||||||
Sanken Electric Co.Ltd |
9,500 | 434,444 | (561.6 | ) | ||||||||
Sanwa Holdings Corp. |
61,200 | 929,554 | (1,201.6 | ) | ||||||||
Sanyo Special Steel Co. Ltd. |
26,200 | 447,950 | (579.0 | ) | ||||||||
Shikoku Electric Power Co., Inc. |
71,900 | 505,284 | (653.2 | ) | ||||||||
Shionogi & Co. Ltd. |
10,300 | 309,273 | (399.8 | ) | ||||||||
Ship Healthcare Holdings, Inc. |
133,500 | 2,014,509 | (2,604.0 | ) | ||||||||
Sumitomo Rubber Industries Ltd. |
507,500 | 5,847,372 | (7,558.6 | ) | ||||||||
Takara Standard Co. Ltd. |
6,000 | 71,270 | (92.1 | ) | ||||||||
Takasago Thermal Engineering Co. Ltd. |
19,900 | 457,128 | (590.9 | ) | ||||||||
Toda Corp. |
45,100 | 282,642 | (365.4 | ) | ||||||||
Token Corp. |
7,000 | 446,621 | (577.3 | ) | ||||||||
TV Asahi Holdings Corp. |
47,400 | 561,634 | (726.0 | ) | ||||||||
UACJ Corp. |
49,800 | 1,367,656 | (1,767.9 | ) | ||||||||
Zeon Corp. |
159,700 | 1,440,775 | (1,862.4 | ) | ||||||||
Zuora, Inc. |
1,600 | 43,470 | (56.2 | ) | ||||||||
|
|
|
|
|||||||||
38,743,496 | ||||||||||||
Netherlands | ||||||||||||
Aalberts NV |
8,378 | 335,250 | (433.4 | ) | ||||||||
SBM Offshore NV |
80,448 | 1,031,711 | (1,333.6 | ) | ||||||||
|
|
|
|
|||||||||
1,366,961 | ||||||||||||
Singapore | ||||||||||||
Kulicke & Soffa Industries, Inc. |
20,143 | 1,013,596 | (1,310.2 | ) | ||||||||
|
|
|
|
|||||||||
Spain | ||||||||||||
Atlantica Sustainable Infrastructure PLC |
79,105 | 1,517,234 | (1,961.3 | ) | ||||||||
Unicaja Banco SA |
21,458 | 20,659 | (26.7 | ) | ||||||||
|
|
|
|
|||||||||
1,537,893 | ||||||||||||
Sweden | ||||||||||||
Scandic Hotels Group AB |
73,507 | 336,829 | (435.4 | ) | ||||||||
|
|
|
|
|||||||||
Ukraine | ||||||||||||
Ferrexpo PLC |
19,948 | 22,004 | (28.4 | ) | ||||||||
|
|
|
|
|||||||||
United Kingdom | ||||||||||||
AJ Bell PLC |
79,770 | 320,620 | (414.4 | ) | ||||||||
Capita PLC |
124,865 | 30,248 | (39.1 | ) | ||||||||
Currys PLC |
249,875 | 156,988 | (202.9 | ) | ||||||||
Dowlais Group PLC |
18,732 | 21,398 | (27.7 | ) | ||||||||
Dunelm Group PLC |
25,027 | 345,181 | (446.2 | ) | ||||||||
Games Workshop Group PLC |
9,067 | 1,141,405 | (1,475.4 | ) | ||||||||
Greggs PLC |
225,978 | 7,633,164 | (9,866.9 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United Kingdom (continued) | ||||||||||||
Hammerson PLC |
628,311 | $ | 214,904 | (277.8 | )% | |||||||
Hollywood Bowl Group PLC |
15,161 | 57,609 | (74.5 | ) | ||||||||
Indivior PLC |
46,615 | 821,542 | (1,062.0 | ) | ||||||||
International Distributions Services PLC |
767,620 | 2,699,639 | (3,489.7 | ) | ||||||||
Serica Energy PLC |
391,958 | 1,050,238 | (1,357.6 | ) | ||||||||
|
|
|
|
|||||||||
14,492,936 | ||||||||||||
United States | ||||||||||||
1-800-Flowers.com, Inc., Class A |
2,167 | 22,537 | (29.1 | ) | ||||||||
Accel Entertainment, Inc., Class A |
89,977 | 922,264 | (1,192.2 | ) | ||||||||
ACM Research, Inc., Class A |
14,887 | 256,354 | (331.4 | ) | ||||||||
Acushnet Holdings Corp. |
14,635 | 926,981 | (1,198.3 | ) | ||||||||
Addus HomeCare Corp. |
3,110 | 269,326 | (348.1 | ) | ||||||||
Advanced Energy Industries, Inc. |
1,632 | 170,022 | (219.8 | ) | ||||||||
Agilysys, Inc. |
3,088 | 258,496 | (334.1 | ) | ||||||||
Alarm.com Holdings, Inc. |
9,432 | 573,654 | (741.5 | ) | ||||||||
Albany International Corp., Class A |
504 | 44,811 | (57.9 | ) | ||||||||
Alexander & Baldwin, Inc. |
3,895 | 67,461 | (87.2 | ) | ||||||||
Alexanders, Inc. |
1,035 | 227,483 | (294.1 | ) | ||||||||
Alkami Technology, Inc. |
36,874 | 907,838 | (1,173.5 | ) | ||||||||
Amalgamated Financial Corp. |
998 | 26,507 | (34.3 | ) | ||||||||
Ambac Financial Group, Inc. |
11,808 | 191,880 | (248.0 | ) | ||||||||
Ambarella, Inc. |
20,197 | 1,061,554 | (1,372.2 | ) | ||||||||
American Assets Trust, Inc. |
35,009 | 785,252 | (1,015.0 | ) | ||||||||
American Vanguard Corp. |
15,910 | 173,737 | (224.6 | ) | ||||||||
AMN Healthcare Services, Inc. |
34,395 | 2,545,574 | (3,290.5 | ) | ||||||||
Amplitude, Inc., Class A |
75,749 | 981,707 | (1,269.0 | ) | ||||||||
Anywhere Real Estate, Inc. |
49,197 | 350,283 | (452.8 | ) | ||||||||
Apogee Enterprises, Inc. |
4,409 | 232,839 | (301.0 | ) | ||||||||
Appian Corp., Class A |
10,111 | 329,922 | (426.5 | ) | ||||||||
Archrock, Inc. |
15,773 | 257,731 | (333.2 | ) | ||||||||
Argan, Inc. |
40,440 | 1,792,705 | (2,317.3 | ) | ||||||||
Arlo Technologies, Inc. |
57,698 | 512,358 | (662.3 | ) | ||||||||
AtriCure, Inc. |
10,957 | 373,195 | (482.4 | ) | ||||||||
Avangrid, Inc. |
20,541 | 624,036 | (806.7 | ) | ||||||||
Badger Meter, Inc. |
1,754 | 252,558 | (326.5 | ) | ||||||||
Banc of California, Inc. |
53,613 | 738,787 | (955.0 | ) | ||||||||
Bandwidth, Inc., Class A |
80,034 | 1,107,671 | (1,431.8 | ) | ||||||||
Beazer Homes USA, Inc. |
66,982 | 2,126,678 | (2,749.0 | ) | ||||||||
Benchmark Electronics, Inc. |
1,194 | 32,381 | (41.9 | ) | ||||||||
BigCommerce Holdings, Inc. |
17,424 | 142,528 | (184.2 | ) | ||||||||
Black Hills Corp. |
28,405 | 1,470,243 | (1,900.5 | ) | ||||||||
Blackbaud, Inc. |
6,500 | 525,980 | (679.9 | ) | ||||||||
Blue Bird Corp. |
32,799 | 955,435 | (1,235.0 | ) | ||||||||
BlueLinx Holdings, Inc. |
24,174 | 2,788,229 | (3,604.2 | ) | ||||||||
Brighthouse Financial, Inc. |
75,827 | 3,925,564 | (5,074.3 | ) | ||||||||
Brightsphere Investment Group, Inc. |
51,317 | 1,135,132 | (1,467.3 | ) | ||||||||
Cactus, Inc., Class A |
28,977 | 1,229,784 | (1,589.7 | ) | ||||||||
Cargurus, Inc., Class A |
10,381 | 241,254 | (311.9 | ) | ||||||||
Cavco Industries, Inc. |
2,301 | 763,748 | (987.3 | ) | ||||||||
Century Aluminum Co. |
1,890 | 21,074 | (27.2 | ) | ||||||||
Century Communities, Inc. |
19,213 | 1,665,767 | (2,153.2 | ) | ||||||||
Cerence, Inc. |
3,146 | 62,983 | (81.4 | ) | ||||||||
Cheesecake Factory, Inc. |
7,477 | 256,984 | (332.2 | ) | ||||||||
Chegg, Inc. |
160,236 | 1,578,325 | (2,040.2 | ) | ||||||||
Clear Secure, Inc., Class A |
158,906 | 3,023,981 | (3,908.9 | ) | ||||||||
Clearwater Analytics Holdings, Inc., Class A |
60,809 | 1,146,250 | (1,481.7 | ) | ||||||||
Columbus McKinnon Corp./New York |
66,349 | 2,592,255 | (3,350.9 | ) | ||||||||
CommVault Systems, Inc. |
2,488 | 228,100 | (294.9 | ) | ||||||||
Comstock Resources, Inc. |
69,774 | 544,935 | (704.4 | ) | ||||||||
Construction Partners, Inc., Class A |
17,387 | 791,109 | (1,022.6 | ) |
31 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Corcept Therapeutics, Inc. |
95,252 | $ | 2,009,817 | (2,598.0 | )% | |||||||
Couchbase, Inc. |
14,860 | 371,500 | (480.2 | ) | ||||||||
Coursera, Inc. |
374,485 | 7,167,643 | (9,265.2 | ) | ||||||||
Cracker Barrel Old Country Store, Inc. |
33,506 | 2,591,689 | (3,350.1 | ) | ||||||||
Credo Technology Group Holding Ltd. |
35,469 | 727,469 | (940.4 | ) | ||||||||
CSG Systems International, Inc. |
21,859 | 1,099,726 | (1,421.6 | ) | ||||||||
Customers Bancorp, Inc. |
8,398 | 448,789 | (580.1 | ) | ||||||||
Dana, Inc. |
25,870 | 350,797 | (453.5 | ) | ||||||||
Delek U.S. Holdings, Inc. |
71,991 | 1,945,917 | (2,515.4 | ) | ||||||||
Deluxe Corp. |
5,733 | 108,411 | (140.1 | ) | ||||||||
Diebold Nixdorf, Inc. |
21,990 | 668,496 | (864.1 | ) | ||||||||
Dime Community Bancshares, Inc. |
1,009 | 23,015 | (29.8 | ) | ||||||||
Diodes, Inc. |
3,331 | 224,243 | (289.9 | ) | ||||||||
Donnelley Financial Solutions, Inc. |
15,643 | 971,743 | (1,256.1 | ) | ||||||||
Dream Finders Homes, Inc., Class A |
28,147 | 925,192 | (1,195.9 | ) | ||||||||
Driven Brands Holdings, Inc. |
96,301 | 1,262,506 | (1,632.0 | ) | ||||||||
Encore Wire Corp. |
1,924 | 433,862 | (560.8 | ) | ||||||||
EnerSys |
21,817 | 2,085,051 | (2,695.2 | ) | ||||||||
Enovis Corp. |
77,720 | 4,562,164 | (5,897.2 | ) | ||||||||
Esab Corp. |
35,334 | 3,038,371 | (3,927.5 | ) | ||||||||
Ethan Allen Interiors, Inc. |
7,628 | 222,204 | (287.2 | ) | ||||||||
Eventbrite, Inc., Class A |
217,968 | 1,824,392 | (2,358.3 | ) | ||||||||
Everbridge, Inc. |
12,079 | 270,086 | (349.1 | ) | ||||||||
Everi Holdings, Inc. |
281,340 | 2,928,749 | (3,785.8 | ) | ||||||||
eXp World Holdings, Inc. |
139,205 | 1,723,358 | (2,227.7 | ) | ||||||||
Exponent, Inc. |
2,223 | 196,046 | (253.4 | ) | ||||||||
Federated Hermes, Inc., Class B |
14,256 | 498,390 | (644.2 | ) | ||||||||
Figs, Inc., Class A |
113,809 | 655,540 | (847.4 | ) | ||||||||
First Financial Bankshares, Inc. |
1,614 | 50,405 | (65.2 | ) | ||||||||
First Foundation, Inc. |
71,910 | 684,583 | (884.9 | ) | ||||||||
Forestar Group, Inc. |
2,292 | 71,648 | (92.6 | ) | ||||||||
Forward Air Corp. |
62,671 | 2,778,205 | (3,591.2 | ) | ||||||||
Franklin Covey Co. |
5,205 | 210,490 | (272.1 | ) | ||||||||
Frontdoor, Inc. |
80,193 | 2,627,123 | (3,395.9 | ) | ||||||||
Fulgent Genetics, Inc. |
85,095 | 2,092,486 | (2,704.8 | ) | ||||||||
Genesco, Inc. |
5,184 | 144,012 | (186.2 | ) | ||||||||
Gibraltar Industries, Inc. |
2,304 | 186,440 | (241.0 | ) | ||||||||
GMS, Inc. |
6,810 | 573,130 | (740.9 | ) | ||||||||
Grand Canyon Education, Inc. |
21,407 | 2,795,540 | (3,613.6 | ) | ||||||||
Granite Construction, Inc. |
928 | 41,862 | (54.1 | ) | ||||||||
Green Brick Partners, Inc. |
2,511 | 130,999 | (169.3 | ) | ||||||||
Griffon Corp. |
9,308 | 542,284 | (701.0 | ) | ||||||||
Group 1 Automotive, Inc. |
5,339 | 1,388,460 | (1,794.8 | ) | ||||||||
Guardant Health, Inc. |
162,052 | 3,553,800 | (4,593.8 | ) | ||||||||
Guess?, Inc. |
28,291 | 632,021 | (817.0 | ) | ||||||||
Gulfport Energy Corp. |
1,297 | 164,589 | (212.8 | ) | ||||||||
Hanesbrands, Inc. |
218,373 | 982,679 | (1,270.3 | ) | ||||||||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. |
1,621 | 38,564 | (49.8 | ) | ||||||||
Hawaiian Electric Industries, Inc. |
15,949 | 206,859 | (267.4 | ) | ||||||||
Health Catalyst, Inc. |
9,280 | 90,666 | (117.2 | ) | ||||||||
Healthcare Services Group, Inc. |
14,371 | 135,662 | (175.4 | ) | ||||||||
Helen of Troy Ltd. |
29,640 | 3,393,780 | (4,386.9 | ) | ||||||||
Hims & Hers Health, Inc., Class A |
5,938 | 50,948 | (65.9 | ) | ||||||||
Hudson Pacific Properties, Inc. |
33,048 | 270,663 | (349.9 | ) | ||||||||
Huron Consulting Group, Inc. |
1,717 | 177,761 | (229.8 | ) | ||||||||
Hyster-Yale Materials Handling, Inc., Class A |
23,303 | 1,531,473 | (1,979.6 | ) | ||||||||
IES Holdings, Inc. |
298 | 24,424 | (31.6 | ) | ||||||||
Infinera Corp. |
4,644 | 22,941 | (29.7 | ) | ||||||||
Informatica, Inc., Class A |
13,175 | 395,250 | (510.9 | ) | ||||||||
Innoviva, Inc. |
5,155 | 83,511 | (108.0 | ) | ||||||||
Insperity, Inc. |
12,131 | 1,391,304 | (1,798.5 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Intapp, Inc. |
17,888 | $ | 770,615 | (996.1 | )% | |||||||
Integral Ad Science Holding Corp. |
166,364 | 2,420,596 | (3,129.0 | ) | ||||||||
Inter Parfums, Inc. |
3,856 | 536,562 | (693.6 | ) | ||||||||
International Money Express, Inc. |
1,192 | 24,555 | (31.7 | ) | ||||||||
International Seaways, Inc. |
5,460 | 292,874 | (378.6 | ) | ||||||||
Invesco Mortgage Capital, Inc. |
7,859 | 69,238 | (89.5 | ) | ||||||||
Itron, Inc. |
14,138 | 1,019,915 | (1,318.4 | ) | ||||||||
Janus International Group, Inc. |
11,544 | 163,348 | (211.2 | ) | ||||||||
JELD-WEN Holding, Inc. |
123,998 | 2,306,363 | (2,981.3 | ) | ||||||||
JetBlue Airways Corp. |
418,509 | 2,222,283 | (2,872.6 | ) | ||||||||
John Wiley & Sons, Inc., Class A |
39,897 | 1,350,114 | (1,745.2 | ) | ||||||||
Kadant, Inc. |
9,677 | 2,767,622 | (3,577.5 | ) | ||||||||
Kforce, Inc. |
7,353 | 502,578 | (649.7 | ) | ||||||||
Knife River Corp. |
4,192 | 274,534 | (354.9 | ) | ||||||||
Kodiak Gas Services, Inc. |
145,551 | 3,408,804 | (4,406.4 | ) | ||||||||
Kohls Corp. |
211,550 | 5,449,528 | (7,044.3 | ) | ||||||||
Korn Ferry |
13,934 | 817,508 | (1,056.7 | ) | ||||||||
Leggett & Platt, Inc. |
276,566 | 6,419,097 | (8,297.6 | ) | ||||||||
LendingClub Corp. |
9,061 | 81,730 | (105.6 | ) | ||||||||
LivaNova PLC |
68,044 | 3,312,382 | (4,281.7 | ) | ||||||||
LiveRamp Holdings, Inc. |
9,404 | 371,270 | (479.9 | ) | ||||||||
Lovesac Co. |
5,802 | 134,374 | (173.7 | ) | ||||||||
Lumentum Holdings, Inc. |
9,632 | 529,182 | (684.0 | ) | ||||||||
M/I Homes, Inc. |
32,517 | 4,143,316 | (5,355.8 | ) | ||||||||
Manitowoc Co., Inc. |
42,661 | 686,842 | (887.8 | ) | ||||||||
ManpowerGroup, Inc. |
17,167 | 1,272,761 | (1,645.2 | ) | ||||||||
Marcus Corp. |
114,417 | 1,553,783 | (2,008.5 | ) | ||||||||
Marriott Vacations Worldwide Corp. |
100,703 | 8,447,975 | (10,920.2 | ) | ||||||||
Masonite International Corp. |
56,280 | 5,180,574 | (6,696.6 | ) | ||||||||
Masterbrand, Inc. |
2,307 | 32,459 | (42.0 | ) | ||||||||
MaxLinear, Inc. |
40,440 | 841,961 | (1,088.4 | ) | ||||||||
Medical Properties Trust, Inc. |
1,801,410 | 5,584,371 | (7,218.6 | ) | ||||||||
Methode Electronics, Inc. |
34,608 | 718,462 | (928.7 | ) | ||||||||
MGP Ingredients, Inc. |
276 | 23,446 | (30.3 | ) | ||||||||
MillerKnoll, Inc. |
34,999 | 930,623 | (1,203.0 | ) | ||||||||
Minerals Technologies, Inc. |
17,480 | 1,142,318 | (1,476.6 | ) | ||||||||
Model N, Inc. |
8,512 | 229,398 | (296.5 | ) | ||||||||
Montrose Environmental Group, Inc. |
991 | 28,947 | (37.4 | ) | ||||||||
Moog, Inc., Class A |
702 | 98,140 | (126.9 | ) | ||||||||
Mr. Cooper Group, Inc. |
31,409 | 2,115,710 | (2,734.9 | ) | ||||||||
N-able, Inc. |
19,790 | 256,874 | (332.0 | ) | ||||||||
Nabors Industries Ltd. |
23,767 | 2,010,213 | (2,598.5 | ) | ||||||||
National Fuel Gas Co. |
592 | 27,919 | (36.1 | ) | ||||||||
National Research Corp., Class A |
8,047 | 317,052 | (409.8 | ) | ||||||||
NCR Voyix Corp. |
163,000 | 2,396,100 | (3,097.3 | ) | ||||||||
NETGEAR, Inc. |
21,389 | 303,724 | (392.6 | ) | ||||||||
NetScout Systems, Inc. |
85,613 | 1,841,536 | (2,380.4 | ) | ||||||||
New Jersey Resources Corp. |
5,646 | 230,526 | (298.0 | ) | ||||||||
NMI Holdings, Inc., Class A |
17,713 | 565,399 | (730.9 | ) | ||||||||
Nordstrom, Inc. |
89,407 | 1,622,737 | (2,097.6 | ) | ||||||||
Novocure Ltd. |
110,687 | 1,540,763 | (1,991.7 | ) | ||||||||
NOW, Inc. |
2,296 | 23,167 | (29.9 | ) | ||||||||
Nu Skin Enterprises, Inc., Class A |
6,189 | 114,868 | (148.5 | ) | ||||||||
Oceaneering International, Inc. |
4,743 | 98,560 | (127.4 | ) | ||||||||
OceanFirst Financial Corp. |
70,071 | 1,207,323 | (1,560.6 | ) | ||||||||
Olo, Inc., Class A |
34,294 | 177,300 | (229.2 | ) | ||||||||
Omnicell, Inc. |
36,571 | 1,176,489 | (1,520.8 | ) | ||||||||
ON24, Inc. |
80,339 | 614,593 | (794.4 | ) | ||||||||
OPENLANE, Inc. |
26,848 | 378,020 | (488.6 | ) | ||||||||
Orion Office REIT, Inc. |
16,902 | 86,876 | (112.3 | ) | ||||||||
Orthofix Medical, Inc. |
72,648 | 1,009,081 | (1,304.4 | ) | ||||||||
OSI Systems, Inc. |
611 | 78,226 | (101.1 | ) |
S C H E D U L E O F I N V E S T M E N T S |
32 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Owens & Minor, Inc. |
15,742 | $ | 310,275 | (401.1 | )% | |||||||
Pacific Biosciences of California, Inc. |
37,777 | 245,928 | (317.9 | ) | ||||||||
Pactiv Evergreen, Inc. |
120,595 | 1,760,687 | (2,275.9 | ) | ||||||||
Palomar Holdings, Inc. |
437 | 26,163 | (33.8 | ) | ||||||||
Park Hotels & Resorts, Inc. |
54,302 | 818,874 | (1,058.5 | ) | ||||||||
Pegasystems, Inc. |
61,704 | 3,007,453 | (3,887.6 | ) | ||||||||
Perella Weinberg Partners, Class A |
10,122 | 118,934 | (153.7 | ) | ||||||||
PetIQ, Inc., Class A |
5,476 | 98,404 | (127.2 | ) | ||||||||
PRA Group, Inc. |
20,838 | 474,481 | (613.3 | ) | ||||||||
Premier Financial Corp. |
2,968 | 62,002 | (80.1 | ) | ||||||||
Prestige Consumer Healthcare, Inc. |
2,943 | 181,112 | (234.1 | ) | ||||||||
PriceSmart, Inc. |
19,985 | 1,519,260 | (1,963.9 | ) | ||||||||
Privia Health Group, Inc. |
1,208 | 24,353 | (31.5 | ) | ||||||||
PROG Holdings, Inc. |
202,966 | 6,218,878 | (8,038.8 | ) | ||||||||
Progress Software Corp. |
15,897 | 903,109 | (1,167.4 | ) | ||||||||
Proto Labs, Inc. |
6,684 | 241,226 | (311.8 | ) | ||||||||
PubMatic, Inc., Class A |
12,498 | 189,720 | (245.2 | ) | ||||||||
Q2 Holdings, Inc. |
46,910 | 1,996,020 | (2,580.1 | ) | ||||||||
Rapid7, Inc. |
6,522 | 358,906 | (463.9 | ) | ||||||||
RE/MAX Holdings, Inc., Class A |
5,224 | 56,054 | (72.5 | ) | ||||||||
Redfin Corp. |
5,170 | 42,187 | (54.5 | ) | ||||||||
REV Group, Inc. |
1,704 | 33,262 | (43.0 | ) | ||||||||
Revolve Group, Inc., Class A |
28,592 | 412,011 | (532.6 | ) | ||||||||
Seaboard Corp. |
95 | 342,285 | (442.5 | ) | ||||||||
SEMrush Holdings, Inc., Class A |
101,327 | 1,169,314 | (1,511.5 | ) | ||||||||
Semtech Corp. |
40,378 | 801,100 | (1,035.5 | ) | ||||||||
Shyft Group, Inc. |
32,945 | 356,794 | (461.2 | ) | ||||||||
SMART Global Holdings, Inc. |
64,930 | 1,275,875 | (1,649.2 | ) | ||||||||
SolarWinds Corp. |
46,377 | 548,176 | (708.6 | ) | ||||||||
Sonic Automotive, Inc., Class A |
878 | 44,392 | (57.4 | ) | ||||||||
Sonos, Inc. |
276,755 | 4,311,843 | (5,573.7 | ) | ||||||||
Sphere Entertainment Co., Class A |
47,905 | 1,694,879 | (2,190.9 | ) | ||||||||
Squarespace, Inc., Class A |
41,927 | 1,299,737 | (1,680.1 | ) | ||||||||
Supernus Pharmaceuticals, Inc. |
7,001 | 193,788 | (250.5 | ) | ||||||||
Tandem Diabetes Care, Inc. |
8,416 | 191,885 | (248.0 | ) | ||||||||
Teladoc Health, Inc. |
295,746 | 5,746,345 | (7,428.0 | ) | ||||||||
Tennant Co. |
19,748 | 1,866,581 | (2,412.8 | ) | ||||||||
Terex Corp. |
43,378 | 2,664,711 | (3,444.5 | ) | ||||||||
TripAdvisor, Inc. |
30,983 | 669,233 | (865.1 | ) | ||||||||
Tronox Holdings PLC |
47,860 | 659,989 | (853.1 | ) | ||||||||
TTEC Holdings, Inc. |
26,993 | 550,117 | (711.1 | ) | ||||||||
TTM Technologies, Inc. |
188,437 | 2,621,159 | (3,388.2 | ) | ||||||||
Universal Technical Institute, Inc. |
46,885 | 662,016 | (855.7 | ) | ||||||||
Upbound Group, Inc. |
136,060 | 4,517,192 | (5,839.1 | ) | ||||||||
Upstart Holdings, Inc. |
5,819 | 184,811 | (238.9 | ) | ||||||||
Upwork, Inc. |
206,278 | 2,828,071 | (3,655.7 | ) | ||||||||
Veeco Instruments, Inc. |
31,988 | 1,019,777 | (1,318.2 | ) | ||||||||
Veradigm, Inc. |
9,724 | 88,780 | (114.8 | ) | ||||||||
Verra Mobility Corp., Class A |
56,346 | 1,347,233 | (1,741.5 | ) | ||||||||
Viad Corp. |
7,535 | 249,107 | (322.0 | ) | ||||||||
Viasat, Inc. |
78,576 | 1,746,744 | (2,257.9 | ) | ||||||||
Viavi Solutions, Inc. |
364,844 | 3,586,417 | (4,635.9 | ) | ||||||||
Vicor Corp. |
26,927 | 1,014,340 | (1,311.2 | ) | ||||||||
Victorias Secret & Co. |
1,371 | 35,715 | (46.2 | ) | ||||||||
Victory Capital Holdings, Inc., Class A |
68,111 | 2,297,384 | (2,969.7 | ) | ||||||||
Vishay Precision Group, Inc. |
3,647 | 116,266 | (150.3 | ) | ||||||||
Vita Coco Co., Inc. |
32,524 | 640,398 | (827.8 | ) | ||||||||
Vital Farms, Inc. |
20,461 | 294,229 | (380.3 | ) | ||||||||
Wabash National Corp. |
4,126 | 104,388 | (134.9 | ) | ||||||||
Watts Water Technologies, Inc., Class A |
1,964 | 388,892 | (502.7 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Weave Communications, Inc. |
68,277 | $ | 856,194 | (1,106.8 | )% | |||||||
Winnebago Industries, Inc. |
9,335 | 613,496 | (793.0 | ) | ||||||||
Wolverine World Wide, Inc. |
2,329 | 19,470 | (25.2 | ) | ||||||||
World Kinect Corp. |
122,363 | 2,761,733 | (3,569.9 | ) | ||||||||
Xponential Fitness, Inc., Class A |
59,659 | 659,829 | (852.9 | ) | ||||||||
Yelp, Inc. |
28,832 | 1,260,823 | (1,629.8 | ) | ||||||||
ZipRecruiter, Inc., Class A |
13,915 | 193,697 | (250.4 | ) | ||||||||
Zumiez, Inc. |
3,782 | 64,937 | (83.9 | ) | ||||||||
Zuora, Inc., Class A |
29,150 | 266,431 | (344.4 | ) | ||||||||
|
|
|
|
|||||||||
269,313,346 | ||||||||||||
|
|
|||||||||||
Total Reference Entity Long |
353,773,917 | |||||||||||
|
|
|||||||||||
Reference Entity Short |
|
|||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
ALS Ltd. |
(13,285 | ) | (110,008 | ) | 142.2 | |||||||
Altium Ltd. |
(668 | ) | (21,627 | ) | 28.0 | |||||||
ARB Corp. Ltd. |
(22,147 | ) | (484,952 | ) | 626.9 | |||||||
Bellevue Gold Ltd. |
(841,108 | ) | (728,884 | ) | 942.2 | |||||||
Brickworks Ltd. |
(8,132 | ) | (155,479 | ) | 201.0 | |||||||
Capricorn Metals Ltd. |
(7,065 | ) | (21,097 | ) | 27.3 | |||||||
Chalice Mining Ltd. |
(496,399 | ) | (357,600 | ) | 462.2 | |||||||
Champion Iron Ltd. |
(68,115 | ) | (374,495 | ) | 484.1 | |||||||
Corporate Travel Management Ltd. |
(36,647 | ) | (485,609 | ) | 627.7 | |||||||
Costa Group Holdings Ltd. |
(101,990 | ) | (212,554 | ) | 274.8 | |||||||
De Grey Mining Ltd. |
(91,477 | ) | (73,226 | ) | 94.6 | |||||||
GUD Holdings Ltd. |
(29,111 | ) | (231,451 | ) | 299.2 | |||||||
Karoon Energy Ltd. |
(18,768 | ) | (23,800 | ) | 30.8 | |||||||
Kelsian Group Ltd. |
(148,111 | ) | (690,006 | ) | 891.9 | |||||||
Lovisa Holdings Ltd. |
(111,035 | ) | (1,655,546 | ) | 2,140.0 | |||||||
Megaport Ltd. |
(24,794 | ) | (202,931 | ) | 262.3 | |||||||
Neuren Pharmaceuticals Ltd. |
(4,201 | ) | (64,470 | ) | 83.3 | |||||||
Nine Entertainment Co. Holdings Ltd. |
(368,005 | ) | (472,946 | ) | 611.3 | |||||||
PEXA Group Ltd. |
(19,075 | ) | (142,780 | ) | 184.6 | |||||||
Ramelius Resources Ltd. |
(876,922 | ) | (912,319 | ) | 1,179.3 | |||||||
Red 5 Ltd. |
(1,308,133 | ) | (268,885 | ) | 347.6 | |||||||
Sayona Mining Ltd. |
(4,942,986 | ) | (127,238 | ) | 164.5 | |||||||
Strike Energy Ltd. |
(72,186 | ) | (20,264 | ) | 26.2 | |||||||
Webjet Ltd. |
(6,836 | ) | (33,222 | ) | 42.9 | |||||||
|
|
|
|
|||||||||
(7,871,389 | ) | |||||||||||
Canada | ||||||||||||
Cineplex, Inc. |
(4,038 | ) | (24,712 | ) | 31.9 | |||||||
Teekay Tankers Ltd., Class A |
(28,725 | ) | (1,796,748 | ) | 2,322.6 | |||||||
|
|
|
|
|||||||||
(1,821,460 | ) | |||||||||||
Cayman Islands | ||||||||||||
Consolidated Water Co. Ltd., Ordinary Shares |
(1,932 | ) | (61,689 | ) | 79.7 | |||||||
|
|
|
|
|||||||||
China | ||||||||||||
indie Semiconductor, Inc., Class A |
(10,308 | ) | (62,569 | ) | 80.9 | |||||||
|
|
|
|
|||||||||
Costa Rica | ||||||||||||
Establishment Labs Holdings, Inc. |
(1,746 | ) | (67,221 | ) | 86.9 | |||||||
|
|
|
|
|||||||||
Germany | ||||||||||||
Hamburger Hafen und Logistik AG |
(3,025 | ) | (54,913 | ) | 71.0 | |||||||
|
|
|
|
|||||||||
Ghana | ||||||||||||
Tullow Oil PLC |
(98,469 | ) | (38,703 | ) | 50.0 | |||||||
|
|
|
|
33 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Indonesia | ||||||||||||
Nickel Industries Ltd. |
(5,295,101 | ) | $ | (2,717,057 | ) | 3,512.2 | % | |||||
|
|
|
|
|||||||||
Italy | ||||||||||||
Ermenegildo Zegna NV |
(10,860 | ) | (132,383 | ) | 171.1 | |||||||
Stevanato Group SpA |
(1,525 | ) | (48,404 | ) | 62.6 | |||||||
|
|
|
|
|||||||||
(180,787 | ) | |||||||||||
Japan | ||||||||||||
Advance Logistics Investment Corp. |
(56 | ) | (48,453 | ) | 62.6 | |||||||
Advance Residence Investment Corp. |
(315 | ) | (689,509 | ) | 891.3 | |||||||
Aeon Fantasy Co. Ltd. |
(15,700 | ) | (267,943 | ) | 346.4 | |||||||
AEON REIT Investment Corp. |
(34 | ) | (31,844 | ) | 41.2 | |||||||
Amvis Holdings, Inc. |
(5,000 | ) | (91,575 | ) | 118.4 | |||||||
Anycolor, Inc. |
(19,900 | ) | (502,088 | ) | 649.0 | |||||||
Arata Corp. |
(1,600 | ) | (35,307 | ) | 45.6 | |||||||
Arclands Corp. |
(46,600 | ) | (530,596 | ) | 685.9 | |||||||
Ariake Japan Co. Ltd. |
(12,900 | ) | (411,598 | ) | 532.0 | |||||||
Asahi Yukizai Corp. |
(5,800 | ) | (160,514 | ) | 207.5 | |||||||
Atom Corp. |
(23,700 | ) | (149,709 | ) | 193.5 | |||||||
Autobacs Seven Co. Ltd. |
(8,100 | ) | (87,534 | ) | 113.1 | |||||||
Calbee, Inc. |
(60,900 | ) | (1,273,019 | ) | 1,645.6 | |||||||
Chikaranomoto Holdings Co. Ltd. |
(1,800 | ) | (17,460 | ) | 22.6 | |||||||
Chiyoda Corp. |
(172,000 | ) | (392,432 | ) | 507.3 | |||||||
Comforia Residential REIT, Inc. |
(948 | ) | (1,975,073 | ) | 2,553.1 | |||||||
Cover Corp. |
(21,400 | ) | (409,212 | ) | 529.0 | |||||||
CUC, Inc. |
(5,900 | ) | (105,644 | ) | 136.6 | |||||||
CYBERDYNE, Inc. |
(106,000 | ) | (146,436 | ) | 189.3 | |||||||
Daido Steel Co. Ltd. |
(184,800 | ) | (1,914,834 | ) | 2,475.2 | |||||||
Daiei Kankyo Co. Ltd. |
(25,100 | ) | (424,443 | ) | 548.6 | |||||||
Daikoku Denki Co. Ltd. |
(8,400 | ) | (211,513 | ) | 273.4 | |||||||
Daiwa Office Investment Corp. |
(75 | ) | (317,753 | ) | 410.7 | |||||||
DeNA Co. Ltd. |
(262,100 | ) | (2,631,271 | ) | 3,401.3 | |||||||
Descente Ltd. |
(3,800 | ) | (87,212 | ) | 112.7 | |||||||
Dexerials Corp. |
(17,500 | ) | (501,276 | ) | 648.0 | |||||||
Eagle Industry Co. Ltd. |
(56,500 | ) | (650,678 | ) | 841.1 | |||||||
Enplas Corp. |
(5,000 | ) | (403,352 | ) | 521.4 | |||||||
First Bank of Toyama Ltd. |
(30,200 | ) | (170,256 | ) | 220.1 | |||||||
Fuji Media Holdings, Inc. |
(186,100 | ) | (2,192,340 | ) | 2,833.9 | |||||||
Fuji Oil Holdings, Inc. |
(7,200 | ) | (115,077 | ) | 148.8 | |||||||
Fukuyama Transporting Co. Ltd. |
(2,800 | ) | (76,975 | ) | 99.5 | |||||||
Fuso Chemical Co. Ltd. |
(8,800 | ) | (246,498 | ) | 318.6 | |||||||
giftee, Inc. |
(127,400 | ) | (1,389,909 | ) | 1,796.7 | |||||||
Globeride, Inc. |
(16,500 | ) | (230,882 | ) | 298.4 | |||||||
GMO Financial Holdings, Inc. |
(6,000 | ) | (30,482 | ) | 39.4 | |||||||
Godo Steel Ltd. |
(5,200 | ) | (180,845 | ) | 233.8 | |||||||
GungHo Online Entertainment, Inc. |
(75,400 | ) | (1,260,705 | ) | 1,629.6 | |||||||
Hakuto Co. Ltd. |
(40,600 | ) | (1,670,989 | ) | 2,160.0 | |||||||
Hankyu Hanshin REIT, Inc. |
(24 | ) | (23,627 | ) | 30.5 | |||||||
Hirata Corp. |
(6,100 | ) | (277,432 | ) | 358.6 | |||||||
HIS Co. Ltd. |
(37,600 | ) | (454,060 | ) | 586.9 | |||||||
Hisamitsu Pharmaceutical Co., Inc. |
(1,700 | ) | (48,167 | ) | 62.3 | |||||||
Hoshino Resorts REIT, Inc. |
(72 | ) | (249,714 | ) | 322.8 | |||||||
House Foods Group, Inc. |
(2,700 | ) | (59,083 | ) | 76.4 | |||||||
Idec Corp. |
(6,500 | ) | (129,281 | ) | 167.1 | |||||||
Iino Kaiun Kaisha Ltd. |
(103,000 | ) | (894,451 | ) | 1,156.2 | |||||||
Industrial & Infrastructure Fund Investment Corp. |
(146 | ) | (131,293 | ) | 169.7 | |||||||
I-NE Co. Ltd. |
(1,900 | ) | (31,459 | ) | 40.7 | |||||||
Internet Initiative Japan, Inc. |
(72,900 | ) | (1,404,897 | ) | 1,816.0 | |||||||
Izumi Co. Ltd. |
(4,600 | ) | (107,623 | ) | 139.1 | |||||||
J Trust Co. Ltd. |
(28,600 | ) | (91,992 | ) | 118.9 |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Japan Aviation Electronics Industry Ltd. |
(18,800 | ) | $ | (321,019 | ) | 415.0 | % | |||||
Japan Communications, Inc. |
(13,600 | ) | (21,357 | ) | 27.6 | |||||||
Japan Material Co. Ltd. |
(6,900 | ) | (115,883 | ) | 149.8 | |||||||
Japan Prime Realty Investment Corp. |
(78 | ) | (185,625 | ) | 239.9 | |||||||
Kadokawa Corp. |
(23,300 | ) | (490,047 | ) | 633.5 | |||||||
Kagome Co. Ltd. |
(42,700 | ) | (1,046,277 | ) | 1,352.5 | |||||||
Kanto Denka Kogyo Co. Ltd. |
(11,300 | ) | (67,229 | ) | 86.9 | |||||||
KeePer Technical Laboratory Co. Ltd. |
(18,500 | ) | (811,717 | ) | 1,049.3 | |||||||
Keihan Holdings Co. Ltd. |
(5,100 | ) | (123,629 | ) | 159.8 | |||||||
Kisoji Co. Ltd. |
(3,200 | ) | (57,694 | ) | 74.6 | |||||||
Ki-Star Real Estate Co. Ltd. |
(8,600 | ) | (201,919 | ) | 261.0 | |||||||
Kohnan Shoji Co. Ltd. |
(1,900 | ) | (50,175 | ) | 64.9 | |||||||
Komehyo Holdings Co. Ltd. |
(30,700 | ) | (913,059 | ) | 1,180.3 | |||||||
Komeri Co. Ltd. |
(10,600 | ) | (236,248 | ) | 305.4 | |||||||
Kosaido Holdings Co. Ltd. |
(9,600 | ) | (48,424 | ) | 62.6 | |||||||
Krosaki Harima Corp. |
(4,400 | ) | (365,436 | ) | 472.4 | |||||||
Kumiai Chemical Industry Co. Ltd. |
(43,300 | ) | (247,055 | ) | 319.4 | |||||||
Kura Sushi, Inc. |
(64,800 | ) | (1,726,313 | ) | 2,231.5 | |||||||
KYB Corp. |
(14,900 | ) | (513,536 | ) | 663.8 | |||||||
Leopalace21 Corp. |
(558,400 | ) | (1,554,625 | ) | 2,009.6 | |||||||
M&A Research Institute Holdings, Inc. |
(900 | ) | (31,866 | ) | 41.2 | |||||||
Macbee Planet, Inc. |
(5,000 | ) | (608,256 | ) | 786.3 | |||||||
Maruwa Co. Ltd. |
(400 | ) | (79,549 | ) | 102.8 | |||||||
Matsuya Co.Ltd. |
(59,000 | ) | (375,613 | ) | 485.5 | |||||||
Medley, Inc. |
(11,800 | ) | (367,944 | ) | 475.6 | |||||||
Megachips Corp. |
(6,700 | ) | (214,958 | ) | 277.9 | |||||||
Mitsubishi Logistics Corp. |
(28,700 | ) | (881,209 | ) | 1,139.1 | |||||||
Mitsuboshi Belting Ltd. |
(12,600 | ) | (417,913 | ) | 540.2 | |||||||
Mitsui E&S Co. Ltd. |
(216,500 | ) | (1,106,830 | ) | 1,430.7 | |||||||
Mitsui Fudosan Logistics Park, Inc. |
(216 | ) | (643,530 | ) | 831.9 | |||||||
Mitsui-Soko Holdings Co. Ltd. |
(12,300 | ) | (408,354 | ) | 527.9 | |||||||
Money Forward, Inc. |
(38,900 | ) | (1,510,625 | ) | 1,952.7 | |||||||
Mori Hills REIT Investment Corp. |
(12 | ) | (11,100 | ) | 14.3 | |||||||
Morinaga Milk Industry Co. Ltd. |
(43,500 | ) | (885,700 | ) | 1,144.9 | |||||||
m-up Holdings, Inc. |
(77,500 | ) | (521,038 | ) | 673.5 | |||||||
Musashino Bank Ltd. |
(1,400 | ) | (26,222 | ) | 33.9 | |||||||
Nagoya Railroad Co. Ltd. |
(23,400 | ) | (358,623 | ) | 463.6 | |||||||
Namura Shipbuilding Co. Ltd. |
(45,500 | ) | (428,614 | ) | 554.0 | |||||||
Nankai Electric Railway Co. Ltd. |
(25,600 | ) | (496,568 | ) | 641.9 | |||||||
Nanto Bank Ltd. |
(1,200 | ) | (21,582 | ) | 27.9 | |||||||
Nihon Kohden Corp. |
(11,400 | ) | (345,421 | ) | 446.5 | |||||||
Nikkiso Co. Ltd. |
(60,000 | ) | (437,819 | ) | 565.9 | |||||||
Nikkon Holdings Co. Ltd. |
(13,500 | ) | (288,322 | ) | 372.7 | |||||||
Nippon Accommodations Fund, Inc. |
(139 | ) | (575,431 | ) | 743.8 | |||||||
Nippon Carbon Co. Ltd. |
(7,200 | ) | (217,582 | ) | 281.3 | |||||||
Nippon Kayaku Co. Ltd. |
(36,200 | ) | (321,224 | ) | 415.2 | |||||||
Nippon Parking Development Co. Ltd. |
(250,600 | ) | (310,114 | ) | 400.9 | |||||||
Nippon Pillar Packing Co. Ltd. |
(3,100 | ) | (101,322 | ) | 131.0 | |||||||
Nippon Yakin Kogyo Co. Ltd. |
(102,100 | ) | (3,269,912 | ) | 4,226.8 | |||||||
Nishimatsu Construction Co. Ltd. |
(7,500 | ) | (205,044 | ) | 265.0 | |||||||
Nishimatsuya Chain Co. Ltd. |
(41,000 | ) | (588,715 | ) | 761.0 | |||||||
Nishi-Nippon Railroad Co. Ltd. |
(1,300 | ) | (21,548 | ) | 27.9 | |||||||
Nitto Boseki Co. Ltd. |
(2,700 | ) | (91,655 | ) | 118.5 | |||||||
Nojima Corp. |
(11,600 | ) | (145,312 | ) | 187.8 | |||||||
Nomura Micro Science Co. Ltd. |
(7,200 | ) | (668,456 | ) | 864.1 | |||||||
NPR-RIKEN Corp. |
(34,600 | ) | (625,793 | ) | 808.9 | |||||||
NS United Kaiun Kaisha Ltd. |
(3,500 | ) | (122,374 | ) | 158.2 | |||||||
Orient Corp. |
(105,400 | ) | (790,909 | ) | 1,022.4 | |||||||
Osaka Soda Co. Ltd. |
(28,700 | ) | (2,004,506 | ) | 2,591.1 | |||||||
OSAKA Titanium Technologies Co. Ltd. |
(99,300 | ) | (1,867,654 | ) | 2,414.2 | |||||||
Outsourcing Inc. |
(135,900 | ) | (1,578,966 | ) | 2,041.0 |
S C H E D U L E O F I N V E S T M E N T S |
34 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Piolax, Inc. |
(4,300 | ) | $ | (72,544 | ) | 93.8 | % | |||||
Premium Group Co. Ltd. |
(20,800 | ) | (249,214 | ) | 322.1 | |||||||
Qol Holdings Co. Ltd. |
(1,900 | ) | (22,679 | ) | 29.3 | |||||||
Rengo Co. Ltd. |
(103,800 | ) | (669,232 | ) | 865.1 | |||||||
Riken Keiki Co. Ltd. |
(13,300 | ) | (653,637 | ) | 844.9 | |||||||
Roland Corp. |
(6,000 | ) | (198,180 | ) | 256.2 | |||||||
Rorze Corp. |
(3,000 | ) | (331,219 | ) | 428.1 | |||||||
Ryosan Co. Ltd. |
(1,600 | ) | (52,387 | ) | 67.7 | |||||||
SAMTY Co. Ltd. |
(7,000 | ) | (118,572 | ) | 153.3 | |||||||
Sangetsu Corp. |
(31,200 | ) | (683,170 | ) | 883.1 | |||||||
Sanyo Denki Co. Ltd. |
(6,700 | ) | (276,877 | ) | 357.9 | |||||||
Sawai Group Holdings Co. Ltd. |
(39,700 | ) | (1,493,639 | ) | 1,930.7 | |||||||
Seiren Co. Ltd. |
(1,100 | ) | (18,352 | ) | 23.7 | |||||||
Senshu Ikeda Holdings, Inc. |
(26,500 | ) | (61,045 | ) | 78.9 | |||||||
Shiga Bank Ltd. |
(3,300 | ) | (81,723 | ) | 105.6 | |||||||
Shin Nippon Biomedical Laboratories Ltd. |
(600 | ) | (6,914 | ) | 8.9 | |||||||
Shin-Etsu Polymer Co. Ltd. |
(8,000 | ) | (87,690 | ) | 113.3 | |||||||
Shoei Co. Ltd. |
(131,700 | ) | (1,750,061 | ) | 2,262.2 | |||||||
SKY Perfect JSAT Holdings, Inc. |
(45,200 | ) | (236,492 | ) | 305.7 | |||||||
Sotetsu Holdings, Inc. |
(54,800 | ) | (998,973 | ) | 1,291.3 | |||||||
Stanley Electric Co. Ltd. |
(56,900 | ) | (1,080,489 | ) | 1,396.7 | |||||||
Star Asia Investment Corp. |
(2,911 | ) | (1,134,278 | ) | 1,466.2 | |||||||
Sumitomo Bakelite Co. Ltd. |
(8,700 | ) | (429,679 | ) | 555.4 | |||||||
SUNWELS Co. Ltd. |
(24,400 | ) | (378,609 | ) | 489.4 | |||||||
T Hasegawa Co. Ltd. |
(2,600 | ) | (58,009 | ) | 75.0 | |||||||
Taiheiyo Cement Corp. |
(32,900 | ) | (673,283 | ) | 870.3 | |||||||
Takara Holdings, Inc. |
(131,000 | ) | (1,102,105 | ) | 1,424.6 | |||||||
Takara Leben Real Estate Investment Corp. |
(114 | ) | (80,606 | ) | 104.2 | |||||||
TBS Holdings, Inc. |
(30,300 | ) | (698,311 | ) | 902.7 | |||||||
Toei Animation Co. Ltd. |
(1,900 | ) | (252,788 | ) | 326.8 | |||||||
Toho Bank Ltd. |
(174,000 | ) | (367,230 | ) | 474.7 | |||||||
Tokyo Kiraboshi Financial Group, Inc. |
(2,300 | ) | (66,891 | ) | 86.5 | |||||||
Tokyo Steel Manufacturing Co. Ltd. |
(33,900 | ) | (407,065 | ) | 526.2 | |||||||
TOMONY Holdings, Inc. |
(13,100 | ) | (35,867 | ) | 46.4 | |||||||
Topre Corp. |
(10,600 | ) | (153,369 | ) | 198.2 | |||||||
Toyo Gosei Co. Ltd. |
(3,400 | ) | (197,733 | ) | 255.6 | |||||||
TRE Holdings Corp. |
(16,800 | ) | (141,699 | ) | 183.2 | |||||||
Tri Chemical Laboratories, Inc. |
(35,600 | ) | (872,401 | ) | 1,127.7 | |||||||
Tsuburaya Fields Holdings, Inc. |
(141,400 | ) | (1,734,757 | ) | 2,242.4 | |||||||
Universal Entertainment Corp. |
(44,700 | ) | (642,547 | ) | 830.6 | |||||||
Ushio, Inc. |
(50,000 | ) | (696,351 | ) | 900.1 | |||||||
Valqua Ltd. |
(6,500 | ) | (196,527 | ) | 254.0 | |||||||
Wacoal Holdings Corp. |
(18,600 | ) | (431,358 | ) | 557.6 | |||||||
W-Scope Corp. |
(565,500 | ) | (2,902,932 | ) | 3,752.4 | |||||||
Yamae Group Holdings Co., Ltd. |
(800 | ) | (17,662 | ) | 22.8 | |||||||
Yamato Kogyo Co. Ltd. |
(6,300 | ) | (346,855 | ) | 448.4 | |||||||
Yodogawa Steel Works Ltd. |
(3,500 | ) | (91,630 | ) | 118.4 | |||||||
Zojirushi Corp. |
(1,900 | ) | (18,273 | ) | 23.6 | |||||||
|
|
|
|
|||||||||
(82,279,659 | ) | |||||||||||
Malta | ||||||||||||
Gambling.com Group Ltd. |
(26,979 | ) | (246,858 | ) | 319.1 | |||||||
|
|
|
|
|||||||||
Mexico | ||||||||||||
Borr Drilling Ltd. |
(127,206 | ) | (782,317 | ) | 1,011.2 | |||||||
|
|
|
|
|||||||||
Nigeria | ||||||||||||
IHS Holding Ltd. |
(5,293 | ) | (21,066 | ) | 27.2 | |||||||
|
|
|
|
|||||||||
Norway | ||||||||||||
FLEX LNG Ltd. |
(76,040 | ) | (2,278,919 | ) | 2,945.8 |
Security | Shares | Value | % of Basket Value |
|||||||||
Norway (continued) | ||||||||||||
NEL ASA |
(63,133 | ) | $ | (31,526 | ) | 40.8 | % | |||||
Norske Skog ASA |
(6,959 | ) | (23,986 | ) | 31.0 | |||||||
SFL Corp. Ltd. |
(12,055 | ) | (146,709 | ) | 189.6 | |||||||
|
|
|
|
|||||||||
(2,481,140 | ) | |||||||||||
Singapore | ||||||||||||
AEM Holdings Ltd. |
(10,000 | ) | (19,904 | ) | 25.7 | |||||||
|
|
|
|
|||||||||
Sweden | ||||||||||||
Note AB |
(14,535 | ) | (204,472 | ) | 264.3 | |||||||
OX2 AB, Class B |
(4,288 | ) | (20,278 | ) | 26.2 | |||||||
Surgical Science Sweden AB |
(5,245 | ) | (89,157 | ) | 115.3 | |||||||
|
|
|
|
|||||||||
(313,907 | ) | |||||||||||
Switzerland | ||||||||||||
Garrett Motion, Inc. |
(280,587 | ) | (2,410,242 | ) | 3,115.6 | |||||||
Meyer Burger Technology AG, Class N |
(289,892 | ) | (37,046 | ) | 47.9 | |||||||
|
|
|
|
|||||||||
(2,447,288 | ) | |||||||||||
United Kingdom | ||||||||||||
Genius Sports Ltd. |
(167,395 | ) | (1,123,221 | ) | 1,451.9 | |||||||
Global Ship Lease, Inc., Class A |
(167,165 | ) | (3,580,674 | ) | 4,628.5 | |||||||
Smart Metering Systems PLC |
(27,903 | ) | (336,579 | ) | 435.1 | |||||||
|
|
|
|
|||||||||
(5,040,474 | ) | |||||||||||
United States | ||||||||||||
ACCO Brands Corp. |
(13,762 | ) | (83,673 | ) | 108.2 | |||||||
Adeia, Inc. |
(90,042 | ) | (1,093,110 | ) | 1,413.0 | |||||||
ADT, Inc. |
(3,088 | ) | (20,165 | ) | 26.1 | |||||||
Adtalem Global Education, Inc. |
(1,652 | ) | (83,393 | ) | 107.8 | |||||||
Aehr Test Systems |
(108,932 | ) | (1,617,640 | ) | 2,091.0 | |||||||
AeroVironment, Inc. |
(3,584 | ) | (432,374 | ) | 558.9 | |||||||
agilon health, Inc. |
(76,830 | ) | (452,529 | ) | 585.0 | |||||||
Altair Engineering, Inc., Class A |
(7,936 | ) | (674,719 | ) | 872.2 | |||||||
Alteryx, Inc., Class A |
(10,931 | ) | (518,785 | ) | 670.6 | |||||||
Amerant Bancorp, Inc., Class A |
(17,178 | ) | (388,395 | ) | 502.1 | |||||||
American Axle & Manufacturing Holdings, Inc. |
(46,964 | ) | (379,939 | ) | 491.1 | |||||||
American Coastal Insurance Corp. |
(2,625 | ) | (30,371 | ) | 39.3 | |||||||
Americas Car-Mart, Inc. |
(873 | ) | (53,157 | ) | 68.7 | |||||||
Ameris Bancorp |
(650 | ) | (32,266 | ) | 41.7 | |||||||
AMERISAFE, Inc. |
(29,188 | ) | (1,454,730 | ) | 1,880.4 | |||||||
Amphastar Pharmaceuticals, Inc. |
(9,129 | ) | (487,123 | ) | 629.7 | |||||||
ANI Pharmaceuticals, Inc. |
(410 | ) | (22,886 | ) | 29.6 | |||||||
Apollo Medical Holdings, Inc. |
(19,921 | ) | (692,255 | ) | 894.8 | |||||||
Applied Digital Corp. |
(114,000 | ) | (585,960 | ) | 757.4 | |||||||
Applied Optoelectronics, Inc. |
(23,092 | ) | (363,237 | ) | 469.5 | |||||||
Ares Commercial Real Estate Corp. |
(7,225 | ) | (68,710 | ) | 88.8 | |||||||
ARMOUR Residential REIT, Inc. |
(34,054 | ) | (648,729 | ) | 838.6 | |||||||
Artesian Resources Corp., Class A |
(546 | ) | (19,929 | ) | 25.8 | |||||||
Aspen Aerogels, Inc. |
(1,704 | ) | (19,136 | ) | 24.7 | |||||||
Associated Banc-Corp. |
(2,065 | ) | (43,386 | ) | 56.1 | |||||||
Assured Guaranty Ltd. |
(13,687 | ) | (1,110,426 | ) | 1,435.4 | |||||||
AST SpaceMobile, Inc., Class A |
(9,427 | ) | (27,055 | ) | 35.0 | |||||||
Atlanta Braves Holdings, Inc., Class C |
(24,599 | ) | (991,586 | ) | 1,281.8 | |||||||
Atlantic Union Bankshares Corp. |
(1,111 | ) | (37,952 | ) | 49.1 | |||||||
Atlas Energy Solutions, Inc. |
(119,298 | ) | (2,072,206 | ) | 2,678.6 | |||||||
Axsome Therapeutics, Inc. |
(44,799 | ) | (4,033,254 | ) | 5,213.6 | |||||||
Azenta, Inc. |
(319 | ) | (20,799 | ) | 26.9 | |||||||
Balchem Corp. |
(25,058 | ) | (3,512,129 | ) | 4,539.9 | |||||||
Bancorp, Inc. |
(744 | ) | (32,468 | ) | 42.0 | |||||||
Bank First Corp. |
(355 | ) | (29,976 | ) | 38.8 |
35 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Barnes Group, Inc. |
(35,692 | ) | $ | (1,181,762 | ) | 1,527.6 | % | |||||
Bel Fuse, Inc., Class B |
(3,983 | ) | (266,303 | ) | 344.2 | |||||||
BGC Group, Inc., Class A |
(23,288 | ) | (164,413 | ) | 212.5 | |||||||
Bloom Energy Corp., Class A |
(95,436 | ) | (1,080,336 | ) | 1,396.5 | |||||||
Bloomin Brands, Inc. |
(74,922 | ) | (1,994,424 | ) | 2,578.1 | |||||||
BRC, Inc., Class A |
(112,001 | ) | (423,364 | ) | 547.3 | |||||||
BRP Group, Inc., Class A |
(57,493 | ) | (1,290,143 | ) | 1,667.7 | |||||||
Burford Capital Ltd. |
(160,841 | ) | (2,419,049 | ) | 3,127.0 | |||||||
Cadre Holdings, Inc. |
(882 | ) | (29,979 | ) | 38.8 | |||||||
Calavo Growers, Inc. |
(873 | ) | (22,777 | ) | 29.4 | |||||||
California Water Service Group |
(65,608 | ) | (2,970,074 | ) | 3,839.2 | |||||||
Cal-Maine Foods, Inc. |
(50,969 | ) | (2,824,702 | ) | 3,651.3 | |||||||
Cambridge Bancorp |
(644 | ) | (44,172 | ) | 57.1 | |||||||
Camping World Holdings, Inc., Class A |
(44,641 | ) | (1,109,329 | ) | 1,434.0 | |||||||
CareTrust REIT, Inc. |
(18,701 | ) | (391,225 | ) | 505.7 | |||||||
Casella Waste Systems, Inc., Class A |
(56,986 | ) | (4,863,185 | ) | 6,286.4 | |||||||
Cass Information Systems, Inc. |
(3,078 | ) | (132,846 | ) | 171.7 | |||||||
Cathay General Bancorp |
(53,576 | ) | (2,205,724 | ) | 2,851.2 | |||||||
CBIZ, Inc. |
(18,547 | ) | (1,180,702 | ) | 1,526.2 | |||||||
Centrus Energy Corp., Class A |
(35,155 | ) | (1,765,484 | ) | 2,282.1 | |||||||
Chesapeake Utilities Corp. |
(18,178 | ) | (1,841,068 | ) | 2,379.8 | |||||||
Cinemark Holdings, Inc. |
(21,870 | ) | (302,462 | ) | 391.0 | |||||||
Claros Mortgage Trust, Inc. |
(108,341 | ) | (1,271,923 | ) | 1,644.1 | |||||||
Cleanspark, Inc. |
(78,606 | ) | (632,778 | ) | 818.0 | |||||||
Clearfield, Inc. |
(83,608 | ) | (2,106,086 | ) | 2,722.4 | |||||||
Clearway Energy, Inc., Class C |
(16,778 | ) | (406,699 | ) | 525.7 | |||||||
CNB Financial Corp. |
(2,179 | ) | (46,522 | ) | 60.1 | |||||||
Collegium Pharmaceutical, Inc. |
(36,255 | ) | (1,194,965 | ) | 1,544.7 | |||||||
Community Bank System, Inc. |
(965 | ) | (44,168 | ) | 57.1 | |||||||
Community Trust Bancorp, Inc. |
(650 | ) | (26,975 | ) | 34.9 | |||||||
Compass Minerals International, Inc. |
(70,955 | ) | (1,595,778 | ) | 2,062.8 | |||||||
Conduent, Inc. |
(28,241 | ) | (101,668 | ) | 131.4 | |||||||
Consensus Cloud Solutions, Inc. |
(18,604 | ) | (404,451 | ) | 522.8 | |||||||
Crescent Energy Co., Class A |
(356,845 | ) | (3,943,137 | ) | 5,097.1 | |||||||
Cymabay Therapeutics, Inc. |
(32,217 | ) | (757,422 | ) | 979.1 | |||||||
Dennys Corp. |
(44,677 | ) | (474,916 | ) | 613.9 | |||||||
Designer Brands, Inc., Class A |
(9,724 | ) | (83,335 | ) | 107.7 | |||||||
Diamond Offshore Drilling, Inc. |
(48,383 | ) | (590,273 | ) | 763.0 | |||||||
Dine Brands Global, Inc. |
(1,174 | ) | (54,767 | ) | 70.8 | |||||||
Distribution Solutions Group, Inc. |
(4,414 | ) | (140,895 | ) | 182.1 | |||||||
DocGo, Inc. |
(77,604 | ) | (287,135 | ) | 371.2 | |||||||
Domo, Inc., Class B |
(13,438 | ) | (146,071 | ) | 188.8 | |||||||
Dorian LPG Ltd. |
(2,768 | ) | (103,634 | ) | 134.0 | |||||||
Dorman Products, Inc. |
(8,967 | ) | (730,003 | ) | 943.6 | |||||||
Duckhorn Portfolio, Inc. |
(69,781 | ) | (602,210 | ) | 778.4 | |||||||
Eagle Bulk Shipping, Inc. |
(35,079 | ) | (1,933,905 | ) | 2,499.8 | |||||||
Ecovyst, Inc. |
(7,876 | ) | (72,932 | ) | 94.3 | |||||||
Embecta Corp. |
(19,112 | ) | (327,580 | ) | 423.4 | |||||||
Enfusion, Inc., Class A |
(7,831 | ) | (61,865 | ) | 80.0 | |||||||
Enhabit, Inc. |
(179,388 | ) | (1,810,025 | ) | 2,339.7 | |||||||
Enovix Corp. |
(43,550 | ) | (405,450 | ) | 524.1 | |||||||
Enpro, Inc. |
(22,418 | ) | (3,348,801 | ) | 4,328.8 | |||||||
Enstar Group Ltd. |
(432 | ) | (115,296 | ) | 149.0 | |||||||
Equitrans Midstream Corp. |
(72,234 | ) | (736,064 | ) | 951.5 | |||||||
European Wax Center, Inc., Class A |
(91,465 | ) | (1,357,341 | ) | 1,754.6 | |||||||
Evolus, Inc. |
(18,657 | ) | (236,757 | ) | 306.0 | |||||||
Excelerate Energy, Inc., Class A |
(20,834 | ) | (319,177 | ) | 412.6 | |||||||
Expro Group Holdings NV |
(86,020 | ) | (1,513,952 | ) | 1,957.0 | |||||||
EyePoint Pharmaceuticals, Inc. |
(35,256 | ) | (949,444 | ) | 1,227.3 | |||||||
F&G Annuities & Life, Inc. |
(41,383 | ) | (1,855,614 | ) | 2,398.6 | |||||||
Farmland Partners, Inc. |
(93,724 | ) | (1,051,583 | ) | 1,359.3 | |||||||
Federal Agricultural Mortgage Corp., Class C |
(111 | ) | (20,678 | ) | 26.7 |
Security | Shares | Value | % of Basket |
|||||||||
United States (continued) | ||||||||||||
First Bancorp/Southern Pines NC |
(34,734 | ) | $ | (1,200,407 | ) | 1,551.7 | % | |||||
First Bancshares, Inc. |
(2,457 | ) | (62,482 | ) | 80.8 | |||||||
First Commonwealth Financial Corp. |
(79,837 | ) | (1,118,516 | ) | 1,445.8 | |||||||
First Community Bankshares, Inc. |
(578 | ) | (19,814 | ) | 25.6 | |||||||
First Hawaiian, Inc. |
(36,473 | ) | (791,099 | ) | 1,022.6 | |||||||
First Merchants Corp. |
(26,361 | ) | (891,265 | ) | 1,152.1 | |||||||
Fortrea Holdings, Inc. |
(14,978 | ) | (463,719 | ) | 599.4 | |||||||
Four Corners Property Trust, Inc. |
(57,538 | ) | (1,346,965 | ) | 1,741.1 | |||||||
Frontier Group Holdings, Inc. |
(37,215 | ) | (181,237 | ) | 234.3 | |||||||
Genco Shipping & Trading Ltd. |
(4,605 | ) | (80,772 | ) | 104.4 | |||||||
Genie Energy Ltd., Class B |
(4,273 | ) | (79,521 | ) | 102.8 | |||||||
Gentherm, Inc. |
(441 | ) | (21,234 | ) | 27.5 | |||||||
GEO Group, Inc. |
(201,256 | ) | (2,237,967 | ) | 2,892.9 | |||||||
Getty Realty Corp. |
(24,800 | ) | (685,968 | ) | 886.7 | |||||||
Gladstone Land Corp. |
(19,438 | ) | (275,242 | ) | 355.8 | |||||||
Glaukos Corp. |
(16,880 | ) | (1,502,826 | ) | 1,942.6 | |||||||
Global Medical REIT, Inc. |
(35,523 | ) | (359,138 | ) | 464.2 | |||||||
Graham Holdings Co., Class B |
(1,051 | ) | (757,140 | ) | 978.7 | |||||||
Grid Dynamics Holdings, Inc., Class A |
(4,781 | ) | (62,392 | ) | 80.7 | |||||||
Hamilton Lane, Inc., Class A |
(939 | ) | (108,868 | ) | 140.7 | |||||||
Hanover Insurance Group, Inc. |
(514 | ) | (67,853 | ) | 87.7 | |||||||
Harrow, Inc. |
(157,673 | ) | (1,502,624 | ) | 1,942.4 | |||||||
Haynes International, Inc. |
(11,893 | ) | (662,083 | ) | 855.8 | |||||||
Herbalife Ltd. |
(47,055 | ) | (567,013 | ) | 732.9 | |||||||
HighPeak Energy, Inc. |
(89,663 | ) | (1,223,900 | ) | 1,582.1 | |||||||
Hillenbrand, Inc. |
(20,770 | ) | (967,259 | ) | 1,250.3 | |||||||
Hillman Solutions Corp. |
(5,121 | ) | (45,014 | ) | 58.2 | |||||||
Hilltop Holdings, Inc. |
(8,991 | ) | (283,127 | ) | 366.0 | |||||||
Home BancShares, Inc. |
(168,067 | ) | (3,939,490 | ) | 5,092.3 | |||||||
Howard Hughes Holdings, Inc. |
(2,337 | ) | (187,147 | ) | 241.9 | |||||||
Impinj, Inc. |
(539 | ) | (52,272 | ) | 67.6 | |||||||
Independent Bank Corp. |
(7,380 | ) | (413,944 | ) | 535.1 | |||||||
Innovative Industrial Properties, Inc. |
(31,238 | ) | (2,912,319 | ) | 3,764.6 | |||||||
Instructure Holdings, Inc. |
(38,643 | ) | (951,777 | ) | 1,230.3 | |||||||
International Bancshares Corp. |
(12,262 | ) | (648,169 | ) | 837.9 | |||||||
IonQ, Inc. |
(92,581 | ) | (950,807 | ) | 1,229.1 | |||||||
Ivanhoe Electric, Inc. |
(33,135 | ) | (277,009 | ) | 358.1 | |||||||
Jack in the Box, Inc. |
(90,892 | ) | (7,086,849 | ) | 9,160.8 | |||||||
John B Sanfilippo & Son, Inc. |
(6,658 | ) | (713,272 | ) | 922.0 | |||||||
John Bean Technologies Corp. |
(11,175 | ) | (1,103,643 | ) | 1,426.6 | |||||||
Kinetik Holdings, Inc., Class A |
(25,936 | ) | (843,439 | ) | 1,090.3 | |||||||
Kratos Defense & Security Solutions, Inc. |
(100,566 | ) | (1,702,582 | ) | 2,200.8 | |||||||
Krispy Kreme, Inc. |
(62,313 | ) | (828,140 | ) | 1,070.5 | |||||||
Ladder Capital Corp., Class A |
(27,156 | ) | (296,815 | ) | 383.7 | |||||||
Lancaster Colony Corp. |
(4,363 | ) | (801,832 | ) | 1,036.5 | |||||||
Leslies, Inc. |
(108,118 | ) | (725,472 | ) | 937.8 | |||||||
Liberty Media Corp.-Liberty Live, Class C |
(7,272 | ) | (271,027 | ) | 350.3 | |||||||
Life Time Group Holdings, Inc. |
(14,248 | ) | (189,498 | ) | 245.0 | |||||||
Lightwave Logic, Inc. |
(132,041 | ) | (569,097 | ) | 735.6 | |||||||
Lindblad Expeditions Holdings, Inc. |
(2,399 | ) | (22,167 | ) | 28.7 | |||||||
Lions Gate Entertainment Corp., Class A |
(31,276 | ) | (326,209 | ) | 421.7 | |||||||
LSI Industries, Inc. |
(21,670 | ) | (296,012 | ) | 382.6 | |||||||
LTC Properties, Inc. |
(16,960 | ) | (528,643 | ) | 683.3 | |||||||
Madison Square Garden Entertainment Corp. |
(73,202 | ) | (2,440,555 | ) | 3,154.8 | |||||||
MaxCyte, Inc. |
(13,049 | ) | (66,419 | ) | 85.9 | |||||||
Medifast, Inc. |
(17,141 | ) | (936,756 | ) | 1,210.9 | |||||||
MeridianLink, Inc. |
(4,252 | ) | (96,733 | ) | 125.0 | |||||||
Middlesex Water Co. |
(1,999 | ) | (111,884 | ) | 144.6 | |||||||
Mirion Technologies, Inc., Class A |
(88,857 | ) | (839,699 | ) | 1,085.4 | |||||||
Mission Produce, Inc. |
(58,666 | ) | (586,073 | ) | 757.6 | |||||||
Modine Manufacturing Co. |
(38,902 | ) | (2,687,739 | ) | 3,474.3 |
S C H E D U L E O F I N V E S T M E N T S |
36 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Movado Group, Inc. |
(12,029 | ) | $ | (331,760 | ) | 428.8 | % | |||||
MP Materials Corp., Class A |
(20,338 | ) | (321,544 | ) | 415.6 | |||||||
National Bank Holdings Corp., Class A |
(3,115 | ) | (109,025 | ) | 140.9 | |||||||
National Health Investors, Inc. |
(52,658 | ) | (2,800,352 | ) | 3,619.9 | |||||||
National HealthCare Corp. |
(4,911 | ) | (456,919 | ) | 590.6 | |||||||
National Presto Industries, Inc. |
(4,827 | ) | (382,154 | ) | 494.0 | |||||||
Navient Corp. |
(153,067 | ) | (2,635,814 | ) | 3,407.2 | |||||||
Navigator Holdings Ltd. |
(3,369 | ) | (54,241 | ) | 70.1 | |||||||
NBT Bancorp, Inc. |
(45,132 | ) | (1,605,345 | ) | 2,075.1 | |||||||
nCino, Inc. |
(5,771 | ) | (181,671 | ) | 234.8 | |||||||
Nelnet, Inc., Class A |
(1,956 | ) | (170,426 | ) | 220.3 | |||||||
NeoGenomics, Inc. |
(1,084 | ) | (16,097 | ) | 20.8 | |||||||
Net Power Inc., Class A |
(62,738 | ) | (558,368 | ) | 721.8 | |||||||
NETSTREIT Corp. |
(1,837 | ) | (33,378 | ) | 43.1 | |||||||
NewtekOne, Inc. |
(3,786 | ) | (45,470 | ) | 58.8 | |||||||
NextNav, Inc. |
(5,364 | ) | (22,314 | ) | 28.8 | |||||||
Nicolet Bankshares, Inc. |
(3,059 | ) | (237,898 | ) | 307.5 | |||||||
nLight, Inc. |
(14,366 | ) | (186,471 | ) | 241.0 | |||||||
Northern Oil and Gas, Inc. |
(56,367 | ) | (1,888,294 | ) | 2,440.9 | |||||||
Northwest Natural Holding Co. |
(6,863 | ) | (252,970 | ) | 327.0 | |||||||
NV5 Global, Inc. |
(5,811 | ) | (609,516 | ) | 787.9 | |||||||
ODP Corp. |
(7,876 | ) | (402,779 | ) | 520.7 | |||||||
Papa Johns International, Inc. |
(56,144 | ) | (4,125,461 | ) | 5,332.7 | |||||||
Paragon 28, Inc. |
(1,796 | ) | (22,773 | ) | 29.4 | |||||||
Park National Corp. |
(450 | ) | (58,806 | ) | 76.0 | |||||||
Patterson Cos., Inc. |
(5,214 | ) | (155,690 | ) | 201.3 | |||||||
Paycor HCM, Inc. |
(4,691 | ) | (91,146 | ) | 117.8 | |||||||
Peakstone Realty Trust, Class E |
(16,897 | ) | (244,669 | ) | 316.3 | |||||||
Pediatrix Medical Group, Inc. |
(25,894 | ) | (242,368 | ) | 313.3 | |||||||
PennyMac Financial Services, Inc., Class A |
(327 | ) | (28,521 | ) | 36.9 | |||||||
Peoples Bancorp, Inc. |
(26,794 | ) | (785,064 | ) | 1,014.8 | |||||||
Phillips Edison & Co., Inc. |
(92,855 | ) | (3,222,997 | ) | 4,166.2 | |||||||
Phinia, Inc. |
(129,311 | ) | (3,910,365 | ) | 5,054.7 | |||||||
Piedmont Lithium, Inc. |
(124,639 | ) | (1,904,484 | ) | 2,461.8 | |||||||
Piper Sandler Cos |
(5,398 | ) | (936,499 | ) | 1,210.6 | |||||||
PJT Partners, Inc., Class A |
(4,026 | ) | (387,180 | ) | 500.5 | |||||||
Plexus Corp. |
(4,717 | ) | (446,794 | ) | 577.5 | |||||||
Plymouth Industrial REIT, Inc. |
(958 | ) | (21,210 | ) | 27.4 | |||||||
PotlatchDeltic Corp. |
(1,229 | ) | (54,973 | ) | 71.1 | |||||||
Powell Industries, Inc. |
(3,988 | ) | (472,698 | ) | 611.0 | |||||||
ProAssurance Corp. |
(150,267 | ) | (2,022,594 | ) | 2,614.5 | |||||||
ProFrac Holding Corp., Class A |
(37,130 | ) | (293,698 | ) | 379.6 | |||||||
ProPetro Holding Corp. |
(5,388 | ) | (45,582 | ) | 58.9 | |||||||
QuantumScape Corp., Class A |
(207,904 | ) | (1,415,826 | ) | 1,830.2 | |||||||
Ramaco Resources, Inc., Class A |
(92,448 | ) | (1,745,418 | ) | 2,256.2 | |||||||
Ready Capital Corp. |
(171,104 | ) | (1,603,244 | ) | 2,072.4 | |||||||
REC Silicon ASA |
(876,878 | ) | (1,026,331 | ) | 1,326.7 | |||||||
Reliance Worldwide Corp. Ltd. |
(17,147 | ) | (46,963 | ) | 60.7 | |||||||
Retail Opportunity Investments Corp. |
(19,376 | ) | (263,320 | ) | 340.4 | |||||||
Rocket Lab USA, Inc., Class A |
(4,932 | ) | (23,920 | ) | 30.9 | |||||||
Rush Enterprises, Inc., Class A |
(14,432 | ) | (648,141 | ) | 837.8 | |||||||
S&T Bancorp, Inc. |
(4,904 | ) | (163,499 | ) | 211.3 | |||||||
Safety Insurance Group, Inc. |
(26,174 | ) | (2,180,556 | ) | 2,818.7 | |||||||
Schrodinger, Inc. |
(11,680 | ) | (308,936 | ) | 399.3 | |||||||
Seacoast Banking Corp. of Florida |
(72,144 | ) | (1,771,857 | ) | 2,290.4 | |||||||
Sensient Technologies Corp. |
(7,843 | ) | (486,501 | ) | 628.9 | |||||||
Shenandoah Telecommunications Co. |
(29,932 | ) | (613,307 | ) | 792.8 | |||||||
Signet Jewelers Ltd. |
(6,995 | ) | (695,863 | ) | 899.5 | |||||||
Silgan Holdings, Inc. |
(23,369 | ) | (1,073,572 | ) | 1,387.7 | |||||||
SilverBow Resources, Inc. |
(22,154 | ) | (588,410 | ) | 760.6 | |||||||
Simply Good Foods Co. |
(29,922 | ) | (1,131,052 | ) | 1,462.0 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Sitio Royalties Corp., Class A |
(233,118 | ) | $ | (4,972,407 | ) | 6,427.5 | % | |||||
Six Flags Entertainment Corp. |
(61,061 | ) | (1,539,348 | ) | 1,989.8 | |||||||
Skyward Specialty Insurance Group, Inc. |
(9,294 | ) | (289,043 | ) | 373.6 | |||||||
SkyWater Technology, Inc. |
(68,974 | ) | (595,935 | ) | 770.3 | |||||||
Solo Brands, Inc., Class A |
(172,117 | ) | (480,206 | ) | 620.7 | |||||||
Southern Missouri Bancorp, Inc. |
(20,638 | ) | (900,023 | ) | 1,163.4 | |||||||
Standex International Corp. |
(1,698 | ) | (250,727 | ) | 324.1 | |||||||
Stellar Bancorp, Inc. |
(1,809 | ) | (45,279 | ) | 58.5 | |||||||
Stepan Co. |
(1,782 | ) | (159,079 | ) | 205.6 | |||||||
StepStone Group, Inc., Class A |
(96,216 | ) | (3,218,425 | ) | 4,160.3 | |||||||
Stericycle, Inc. |
(48,082 | ) | (2,307,936 | ) | 2,983.3 | |||||||
Sterling Check Corp. |
(43,852 | ) | (598,141 | ) | 773.2 | |||||||
Steven Madden Ltd. |
(17,141 | ) | (717,865 | ) | 927.9 | |||||||
Stride, Inc. |
(17,491 | ) | (1,048,585 | ) | 1,355.4 | |||||||
Sun Country Airlines Holdings, Inc. |
(34,565 | ) | (470,430 | ) | 608.1 | |||||||
SunCoke Energy, Inc. |
(23,239 | ) | (238,200 | ) | 307.9 | |||||||
SunPower Corp. |
(236,871 | ) | (717,719 | ) | 927.8 | |||||||
Sunrun, Inc. |
(4,899 | ) | (70,938 | ) | 91.7 | |||||||
Talos Energy, Inc. |
(22,878 | ) | (296,728 | ) | 383.6 | |||||||
Target Hospitality Corp. |
(191,112 | ) | (1,848,053 | ) | 2,388.9 | |||||||
Taro Pharmaceutical Industries Ltd. |
(1,971 | ) | (84,852 | ) | 109.7 | |||||||
Tarsus Pharmaceuticals, Inc. |
(1,718 | ) | (46,798 | ) | 60.5 | |||||||
Telephone and Data Systems, Inc. |
(28,240 | ) | (542,490 | ) | 701.2 | |||||||
Tidewater, Inc. |
(34,254 | ) | (2,301,526 | ) | 2,975.0 | |||||||
TimkenSteel Corp. |
(81,555 | ) | (1,675,955 | ) | 2,166.4 | |||||||
Tootsie Roll Industries, Inc. |
(10,522 | ) | (342,912 | ) | 443.3 | |||||||
Topgolf Callaway Brands Corp. |
(6,380 | ) | (84,025 | ) | 108.6 | |||||||
Towne Bank |
(53,914 | ) | (1,515,523 | ) | 1,959.0 | |||||||
Transcat, Inc. |
(279 | ) | (30,701 | ) | 39.7 | |||||||
TransMedics Group, Inc. |
(23,117 | ) | (1,982,745 | ) | 2,563.0 | |||||||
Treace Medical Concepts, Inc. |
(1,743 | ) | (23,496 | ) | 30.4 | |||||||
TreeHouse Foods, Inc. |
(135,811 | ) | (5,717,643 | ) | 7,390.9 | |||||||
TriCo Bancshares |
(639 | ) | (23,228 | ) | 30.0 | |||||||
U.S. Physical Therapy, Inc. |
(6,237 | ) | (575,426 | ) | 743.8 | |||||||
Ubiquiti, Inc. |
(14,878 | ) | (1,870,760 | ) | 2,418.2 | |||||||
UFP Technologies, Inc. |
(1,832 | ) | (308,710 | ) | 399.1 | |||||||
Ultra Clean Holdings, Inc. |
(2,990 | ) | (114,218 | ) | 147.6 | |||||||
UniFirst Corp. |
(122 | ) | (20,669 | ) | 26.7 | |||||||
United Community Banks, Inc. |
(50,640 | ) | (1,384,498 | ) | 1,789.7 | |||||||
United States Cellular Corp. |
(10,745 | ) | (477,078 | ) | 616.7 | |||||||
Uniti Group, Inc. |
(178,680 | ) | (939,857 | ) | 1,214.9 | |||||||
Universal Corp. |
(805 | ) | (46,650 | ) | 60.3 | |||||||
Uranium Energy Corp. |
(128,933 | ) | (985,048 | ) | 1,273.3 | |||||||
Utz Brands, Inc., Class A |
(232,729 | ) | (4,119,303 | ) | 5,324.8 | |||||||
UWM Holdings Corp., Class A |
(6,250 | ) | (41,875 | ) | 54.1 | |||||||
V2X, Inc. |
(7,437 | ) | (289,225 | ) | 373.9 | |||||||
Vector Group Ltd. |
(361,641 | ) | (3,786,381 | ) | 4,894.4 | |||||||
Virtus Investment Partners, Inc. |
(87 | ) | (20,542 | ) | 26.6 | |||||||
Vishay Intertechnology, Inc. |
(29,249 | ) | (635,581 | ) | 821.6 | |||||||
Vista Outdoor, Inc. |
(115,409 | ) | (3,239,531 | ) | 4,187.6 | |||||||
Vital Energy, Inc. |
(72,523 | ) | (3,178,683 | ) | 4,108.9 | |||||||
Vitesse Energy, Inc. |
(18,537 | ) | (389,462 | ) | 503.4 | |||||||
Warrior Met Coal, Inc. |
(11,196 | ) | (718,447 | ) | 928.7 | |||||||
Werner Enterprises, Inc. |
(4,641 | ) | (183,552 | ) | 237.3 | |||||||
Westrock Coffee Co. |
(20,237 | ) | (209,655 | ) | 271.0 | |||||||
White Mountains Insurance Group Ltd. |
(476 | ) | (750,162 | ) | 969.7 | |||||||
Whitestone REIT |
(155,197 | ) | (2,005,145 | ) | 2,591.9 | |||||||
WK Kellogg Co. |
(14,229 | ) | (184,835 | ) | 238.9 | |||||||
Worthington Enterprises, Inc. |
(2,186 | ) | (124,689 | ) | 161.2 |
37 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Worthington Steel, Inc. |
(18,914 | ) | $ | (566,474 | ) | 732.2 | % | |||||
XPEL, Inc. |
(36,440 | ) | (1,947,718 | ) | 2,517.7 | |||||||
|
|
|
|
|||||||||
(247,283,409 | ) | |||||||||||
Investment Companies | ||||||||||||
United Kingdom | ||||||||||||
Digital 9 Infrastructure PLC |
(187,887 | ) | (59,468 | ) | 76.9 | |||||||
|
|
|
|
|||||||||
Total Reference Entity Short |
(353,851,278 | ) | ||||||||||
|
|
|||||||||||
Net Value of Reference Entity Barclays Bank PLC |
|
$ | (77,361 | ) | ||||||||
|
|
The following table represents the individual long and short positions and related values of the equity securities underlying the total return swap with BNP Paribas SA as of period end, termination dates 03/21/25 12/15/26:
Security | Shares | Value | % of Basket Value |
|||||||||
Reference Entity Long |
||||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
AGL Energy Ltd. |
185,708 | $ | 1,065,360 | (6.3 | )% | |||||||
Aristocrat Leisure Ltd. |
61,394 | 1,794,649 | (10.6 | ) | ||||||||
BHP Group Ltd., Class DI |
276,156 | 8,544,177 | (50.6 | ) | ||||||||
Charter Hall Group |
35,654 | 282,185 | (1.7 | ) | ||||||||
Flight Centre Travel Group Ltd. |
37,146 | 520,762 | (3.1 | ) | ||||||||
Fortescue Ltd. |
34,739 | 673,829 | (4.0 | ) | ||||||||
Rio Tinto Ltd. |
20,311 | 1,765,852 | (10.4 | ) | ||||||||
Woolworths Group Ltd. |
3,282 | 77,171 | (0.5 | ) | ||||||||
Worley Ltd. |
25,854 | 252,400 | (1.5 | ) | ||||||||
|
|
|
|
|||||||||
14,976,385 | ||||||||||||
Austria | ||||||||||||
BAWAG Group AG |
38,809 | 2,021,889 | (12.0 | ) | ||||||||
|
|
|
|
|||||||||
Belgium | ||||||||||||
Liberty Global Ltd., Class C |
49,216 | 1,030,583 | (6.1 | ) | ||||||||
Sofina SA |
4,036 | 977,661 | (5.8 | ) | ||||||||
Syensqo SA |
13,115 | 1,185,830 | (7.0 | ) | ||||||||
Warehouses De Pauw CVA |
6,717 | 199,183 | (1.2 | ) | ||||||||
|
|
|
|
|||||||||
3,393,257 | ||||||||||||
Canada | ||||||||||||
Algonquin Power & Utilities Corp. |
56,085 | 332,811 | (2.0 | ) | ||||||||
Barrick Gold Corp. |
177,703 | 2,778,587 | (16.5 | ) | ||||||||
BCE, Inc. |
53,089 | 2,145,920 | (12.7 | ) | ||||||||
Brookfield Corp., Class A |
21,486 | 852,854 | (5.1 | ) | ||||||||
Canadian Imperial Bank of Commerce |
17,722 | 799,152 | (4.7 | ) | ||||||||
Capital Power Corp. |
16,462 | 452,465 | (2.7 | ) | ||||||||
Cenovus Energy, Inc. |
58,115 | 942,309 | (5.6 | ) | ||||||||
Descartes Systems Group, Inc. |
2,084 | 182,637 | (1.1 | ) | ||||||||
Element Fleet Management Corp. |
65,967 | 1,113,851 | (6.6 | ) | ||||||||
Emera, Inc. |
29,350 | 1,038,210 | (6.1 | ) | ||||||||
Enerplus Corp. |
79,161 | 1,150,408 | (6.8 | ) | ||||||||
FirstService Corp. |
3,169 | 530,868 | (3.1 | ) | ||||||||
Franco-Nevada Corp. |
5,998 | 647,277 | (3.8 | ) | ||||||||
Gibson Energy, Inc. |
4,902 | 78,317 | (0.5 | ) | ||||||||
Gildan Activewear, Inc. |
17,958 | 593,184 | (3.5 | ) | ||||||||
Imperial Oil Ltd. |
7,266 | 419,509 | (2.5 | ) | ||||||||
Keyera Corp. |
19,143 | 463,461 | (2.7 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Canada (continued) | ||||||||||||
Magna International, Inc. |
11,323 | $ | 644,102 | (3.8 | )% | |||||||
MEG Energy Corp. |
13,516 | 255,781 | (1.5 | ) | ||||||||
Methanex Corp. |
10,500 | 466,070 | (2.8 | ) | ||||||||
Pembina Pipeline Corp. |
34,890 | 1,202,913 | (7.1 | ) | ||||||||
Stantec, Inc. |
1,378 | 110,467 | (0.7 | ) | ||||||||
TELUS Corp. |
86,721 | 1,554,710 | (9.2 | ) | ||||||||
Tourmaline Oil Corp. |
28,125 | 1,216,791 | (7.2 | ) | ||||||||
TransAlta Corp. |
8,212 | 59,553 | (0.4 | ) | ||||||||
West Fraser Timber Co. Ltd. |
5,615 | 446,957 | (2.6 | ) | ||||||||
WSP Global, Inc. |
511 | 75,137 | (0.4 | ) | ||||||||
|
|
|
|
|||||||||
20,554,301 | ||||||||||||
Denmark | ||||||||||||
AP Moller - Maersk A/S, Class B |
177 | 330,630 | (2.0 | ) | ||||||||
DSV A/S |
12,157 | 2,203,181 | (13.0 | ) | ||||||||
Genmab A/S |
1,260 | 353,229 | (2.1 | ) | ||||||||
Orsted A/S |
3,515 | 200,676 | (1.2 | ) | ||||||||
|
|
|
|
|||||||||
3,087,716 | ||||||||||||
Finland | ||||||||||||
Wartsila OYJ Abp |
118,240 | 1,766,048 | (10.5 | ) | ||||||||
|
|
|
|
|||||||||
Germany | ||||||||||||
Bayerische Motoren Werke AG |
11,547 | 1,208,768 | (7.1 | ) | ||||||||
Covestro AG |
13,833 | 740,240 | (4.4 | ) | ||||||||
GEA Group AG |
16,221 | 658,078 | (3.9 | ) | ||||||||
Heidelberg Materials AG |
11,838 | 1,107,617 | (6.6 | ) | ||||||||
HUGO BOSS AG, Ordinary Shares |
10,067 | 638,375 | (3.8 | ) | ||||||||
K&S AG, Class N |
28,993 | 411,690 | (2.4 | ) | ||||||||
KION Group AG |
16,821 | 776,744 | (4.6 | ) | ||||||||
LANXESS AG |
23,670 | 640,983 | (3.8 | ) | ||||||||
Nemetschek SE |
6,694 | 625,079 | (3.7 | ) | ||||||||
Puma SE |
9,075 | 368,637 | (2.2 | ) | ||||||||
RWE AG |
126,529 | 4,736,388 | (28.0 | ) | ||||||||
Solarworld AG |
10 | 3 | (0.0 | ) | ||||||||
thyssenkrupp AG |
210,995 | 1,320,079 | (7.8 | ) | ||||||||
|
|
|
|
|||||||||
13,232,681 | ||||||||||||
Hong Kong | ||||||||||||
AIA Group Ltd. |
39,600 | 310,356 | (1.8 | ) | ||||||||
Futu Holdings Ltd., ADR |
7,770 | 363,014 | (2.2 | ) | ||||||||
Hang Lung Properties Ltd. |
136,000 | 157,775 | (0.9 | ) | ||||||||
Hongkong Land Holdings Ltd. |
90,100 | 281,248 | (1.7 | ) | ||||||||
New World Development Co. Ltd. |
112,000 | 137,176 | (0.8 | ) | ||||||||
Swire Pacific Ltd., Class A |
90,500 | 699,746 | (4.1 | ) | ||||||||
Swire Properties Ltd. |
431,000 | 804,899 | (4.8 | ) | ||||||||
|
|
|
|
|||||||||
2,754,214 | ||||||||||||
Ireland | ||||||||||||
Kerry Group PLC, Class A |
17,762 | 1,602,791 | (9.5 | ) | ||||||||
Smurfit Kappa Group PLC |
58,423 | 2,200,590 | (13.0 | ) | ||||||||
|
|
|
|
|||||||||
3,803,381 | ||||||||||||
Israel | ||||||||||||
Nice Ltd. |
1,486 | 299,268 | (1.7 | ) | ||||||||
Nova Ltd. |
5,003 | 724,485 | (4.3 | ) | ||||||||
Wix.com Ltd. |
5,965 | 756,839 | (4.5 | ) | ||||||||
|
|
|
|
|||||||||
1,780,592 | ||||||||||||
Italy | ||||||||||||
A2A SpA |
1,063,087 | 2,136,239 | (12.7 | ) | ||||||||
Banco BPM SpA |
62,682 | 342,486 | (2.0 | ) | ||||||||
Ferrari NV |
568 | 200,654 | (1.2 | ) | ||||||||
Infrastrutture Wireless Italiane SpA |
19,578 | 239,993 | (1.4 | ) | ||||||||
Intesa Sanpaolo SpA |
605,612 | 1,889,897 | (11.2 | ) |
S C H E D U L E O F I N V E S T M E N T S |
38 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Italy (continued) | ||||||||||||
Mediobanca Banca di Credito Finanziario SpA |
112,643 | $ | 1,510,188 | (8.9 | )% | |||||||
Moncler SpA |
12,637 | 787,156 | (4.7 | ) | ||||||||
Prysmian SpA |
6,369 | 284,057 | (1.7 | ) | ||||||||
Recordati Industria Chimica e Farmaceutica SpA |
549 | 30,698 | (0.2 | ) | ||||||||
Snam SpA |
38,511 | 190,808 | (1.1 | ) | ||||||||
|
|
|
|
|||||||||
7,612,176 | ||||||||||||
Japan | ||||||||||||
ABC-Mart, Inc. |
15,200 | 265,968 | (1.6 | ) | ||||||||
Aeon Co. Ltd. |
33,000 | 795,513 | (4.7 | ) | ||||||||
Amada Co. Ltd. |
44,400 | 483,762 | (2.9 | ) | ||||||||
Asahi Kasei Corp. |
28,500 | 218,175 | (1.3 | ) | ||||||||
Brother Industries Ltd. |
23,200 | 392,312 | (2.3 | ) | ||||||||
Central Japan Railway Co. |
87,700 | 2,208,254 | (13.1 | ) | ||||||||
Denso Corp. |
13,600 | 212,642 | (1.3 | ) | ||||||||
DMG Mori Co. Ltd. |
38,700 | 781,980 | (4.6 | ) | ||||||||
Fast Retailing Co. Ltd. |
13,900 | 3,746,388 | (22.2 | ) | ||||||||
Hulic Co. Ltd. |
44,100 | 491,529 | (2.9 | ) | ||||||||
ITOCHU Corp. |
30,400 | 1,392,843 | (8.2 | ) | ||||||||
J Front Retailing Co. Ltd. |
181,300 | 1,695,153 | (10.0 | ) | ||||||||
Japan Post Holdings Co. Ltd. |
133,100 | 1,285,661 | (7.6 | ) | ||||||||
Japan Tobacco, Inc. |
2,500 | 65,655 | (0.4 | ) | ||||||||
JFE Holdings, Inc. |
48,800 | 777,748 | (4.6 | ) | ||||||||
JGC Holdings Corp. |
13,500 | 159,292 | (0.9 | ) | ||||||||
Kakaku.com, Inc. |
62,800 | 721,278 | (4.3 | ) | ||||||||
Kirin Holdings Co. Ltd. |
94,400 | 1,369,916 | (8.1 | ) | ||||||||
Komatsu Ltd. |
67,300 | 1,931,666 | (11.4 | ) | ||||||||
Kubota Corp. |
64,600 | 987,120 | (5.8 | ) | ||||||||
Kyowa Kirin Co. Ltd. |
59,200 | 941,926 | (5.6 | ) | ||||||||
Lawson, Inc. |
95,500 | 5,510,166 | (32.6 | ) | ||||||||
MEIJI Holdings Co. Ltd. |
37,400 | 912,446 | (5.4 | ) | ||||||||
Mitsubishi Chemical Group Corp. |
37,600 | 228,916 | (1.4 | ) | ||||||||
Mitsubishi UFJ Financial Group, Inc. |
609,400 | 5,744,907 | (34.0 | ) | ||||||||
Mitsui & Co. Ltd. |
86,700 | 3,549,708 | (21.0 | ) | ||||||||
Mitsui Fudosan Co. Ltd. |
77,700 | 1,969,379 | (11.7 | ) | ||||||||
Mizuho Financial Group, Inc. |
170,700 | 3,126,787 | (18.5 | ) | ||||||||
MS&AD Insurance Group Holdings, Inc. |
700 | 29,173 | (0.2 | ) | ||||||||
NH Foods Ltd. |
24,600 | 850,268 | (5.0 | ) | ||||||||
Nihon M&A Center Holdings, Inc. |
147,000 | 890,911 | (5.3 | ) | ||||||||
Nikon Corp. |
88,800 | 914,639 | (5.4 | ) | ||||||||
Nippon Express Holdings, Inc. |
5,100 | 306,423 | (1.8 | ) | ||||||||
Nippon Shinyaku Co. Ltd. |
17,900 | 638,381 | (3.8 | ) | ||||||||
Nissan Motor Co. Ltd. |
127,400 | 504,813 | (3.0 | ) | ||||||||
Nisshin Seifun Group, Inc. |
103,600 | 1,458,857 | (8.6 | ) | ||||||||
Nomura Research Institute Ltd. |
12,400 | 382,902 | (2.3 | ) | ||||||||
NSK Ltd. |
214,700 | 1,181,541 | (7.0 | ) | ||||||||
Obayashi Corp. |
24,500 | 228,912 | (1.4 | ) | ||||||||
Obic Co. Ltd. |
9,700 | 1,505,718 | (8.9 | ) | ||||||||
Ono Pharmaceutical Co. Ltd. |
12,400 | 225,646 | (1.3 | ) | ||||||||
Oracle Corp. Japan |
2,800 | 222,831 | (1.3 | ) | ||||||||
Otsuka Corp. |
123,200 | 5,225,124 | (30.9 | ) | ||||||||
Otsuka Holdings Co. Ltd. |
35,300 | 1,401,038 | (8.3 | ) | ||||||||
Panasonic Holdings Corp. |
622,900 | 5,923,476 | (35.1 | ) | ||||||||
Rakuten Group, Inc. |
380,400 | 1,686,999 | (10.0 | ) | ||||||||
Resona Holdings, Inc. |
39,600 | 220,542 | (1.3 | ) | ||||||||
Ricoh Co. Ltd. |
103,200 | 819,158 | (4.9 | ) | ||||||||
Sapporo Holdings Ltd. |
700 | 32,246 | (0.2 | ) | ||||||||
SCREEN Holdings Co. Ltd. |
4,500 | 443,682 | (2.6 | ) | ||||||||
SCSK Corp. |
12,400 | 245,845 | (1.5 | ) | ||||||||
Sega Sammy Holdings, Inc. |
69,700 | 1,035,512 | (6.1 | ) | ||||||||
Seiko Epson Corp. |
5,400 | 79,611 | (0.5 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Sekisui House Ltd. |
76,000 | $ | 1,730,398 | (10.2 | )% | |||||||
Shimizu Corp. |
39,700 | 268,334 | (1.6 | ) | ||||||||
SoftBank Group Corp. |
50,400 | 2,196,725 | (13.0 | ) | ||||||||
Sumitomo Corp. |
34,100 | 789,395 | (4.7 | ) | ||||||||
Sumitomo Metal Mining Co. Ltd. |
11,900 | 332,171 | (2.0 | ) | ||||||||
Sumitomo Mitsui Financial Group, Inc. |
115,100 | 6,013,932 | (35.6 | ) | ||||||||
Suntory Beverage & Food Ltd. |
22,800 | 745,691 | (4.4 | ) | ||||||||
TIS, Inc. |
27,000 | 606,493 | (3.6 | ) | ||||||||
Tokyo Electron Ltd. |
9,700 | 1,815,896 | (10.8 | ) | ||||||||
Tokyo Tatemono Co. Ltd. |
82,800 | 1,288,410 | (7.6 | ) | ||||||||
Tokyu Fudosan Holdings Corp. |
19,600 | 132,364 | (0.8 | ) | ||||||||
Tsuruha Holdings, Inc. |
5,700 | 455,830 | (2.7 | ) | ||||||||
Yakult Honsha Co. Ltd. |
17,500 | 385,963 | (2.3 | ) | ||||||||
|
|
|
|
|||||||||
85,182,940 | ||||||||||||
Luxembourg | ||||||||||||
ArcelorMittal SA |
71,808 | 2,002,937 | (11.9 | ) | ||||||||
|
|
|
|
|||||||||
Macau | ||||||||||||
Galaxy Entertainment Group Ltd. |
30,000 | 155,601 | (0.9 | ) | ||||||||
|
|
|
|
|||||||||
Netherlands | ||||||||||||
ABN AMRO Bank NV, CVA |
221,381 | 3,297,651 | (19.5 | ) | ||||||||
ASR Nederland NV |
20,157 | 962,328 | (5.7 | ) | ||||||||
ING Groep NV |
61,266 | 881,895 | (5.2 | ) | ||||||||
NN Group NV |
33,153 | 1,373,943 | (8.2 | ) | ||||||||
Redcare Pharmacy NV |
1,934 | 271,760 | (1.6 | ) | ||||||||
|
|
|
|
|||||||||
6,787,577 | ||||||||||||
New Zealand | ||||||||||||
Xero Ltd. |
3,438 | 249,817 | (1.5 | ) | ||||||||
|
|
|
|
|||||||||
Norway | ||||||||||||
Aker BP ASA |
10,916 | 293,667 | (1.7 | ) | ||||||||
Equinor ASA |
54,078 | 1,569,621 | (9.3 | ) | ||||||||
Gjensidige Forsikring ASA |
18,552 | 303,185 | (1.8 | ) | ||||||||
Kongsberg Gruppen ASA |
11,099 | 573,743 | (3.4 | ) | ||||||||
Var Energi ASA |
92,041 | 270,984 | (1.6 | ) | ||||||||
|
|
|
|
|||||||||
3,011,200 | ||||||||||||
Puerto Rico | ||||||||||||
Popular, Inc. |
5,835 | 498,601 | (2.9 | ) | ||||||||
|
|
|
|
|||||||||
Singapore | ||||||||||||
Sembcorp Industries Ltd. |
370,700 | 1,569,122 | (9.3 | ) | ||||||||
Singapore Airlines Ltd. |
18,200 | 90,857 | (0.5 | ) | ||||||||
|
|
|
|
|||||||||
1,659,979 | ||||||||||||
Spain | ||||||||||||
Banco Bilbao Vizcaya Argentaria SA |
212,459 | 2,013,830 | (11.9 | ) | ||||||||
Banco de Sabadell SA |
1,907,454 | 2,507,519 | (14.8 | ) | ||||||||
Bankinter SA |
140,245 | 878,292 | (5.2 | ) | ||||||||
EDP Renovaveis SA |
62,145 | 1,021,284 | (6.1 | ) | ||||||||
Fluidra SA |
3,751 | 82,234 | (0.5 | ) | ||||||||
Grifols SA, Class A |
24,960 | 275,091 | (1.6 | ) | ||||||||
Industria de Diseno Textil SA |
52,870 | 2,289,818 | (13.6 | ) | ||||||||
Repsol SA |
40,290 | 602,722 | (3.6 | ) | ||||||||
|
|
|
|
|||||||||
9,670,790 | ||||||||||||
Sweden | ||||||||||||
Atlas Copco AB, Class A |
6,384 | 101,896 | (0.6 | ) | ||||||||
Electrolux AB, Class B |
20,865 | 196,760 | (1.2 | ) |
39 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Sweden (continued) | ||||||||||||
Elekta AB, B Shares |
40,217 | $ | 305,945 | (1.8 | )% | |||||||
Volvo Car AB, Class B |
15,580 | 40,946 | (0.2 | ) | ||||||||
|
|
|
|
|||||||||
645,547 | ||||||||||||
Switzerland | ||||||||||||
ABB Ltd., Class N |
95,001 | 4,047,218 | (24.0 | ) | ||||||||
Chocoladefabriken Lindt & Spruengli AG, Participation Certificates |
130 | 1,662,270 | (9.8 | ) | ||||||||
Chocoladefabriken Lindt & Spruengli AG, Class N |
2 | 255,485 | (1.5 | ) | ||||||||
Flughafen Zurich AG, Class N |
3,625 | 754,070 | (4.5 | ) | ||||||||
Logitech International SA, Class N |
13,892 | 1,174,408 | (6.9 | ) | ||||||||
Temenos AG, Class N |
5,209 | 534,034 | (3.2 | ) | ||||||||
|
|
|
|
|||||||||
8,427,485 | ||||||||||||
United Kingdom | ||||||||||||
Auto Trader Group PLC |
89,782 | 829,478 | (4.9 | ) | ||||||||
Aviva PLC |
284,040 | 1,557,105 | (9.2 | ) | ||||||||
British Land Co. PLC |
279,573 | 1,349,042 | (8.0 | ) | ||||||||
BT Group PLC |
151,553 | 215,442 | (1.3 | ) | ||||||||
Burberry Group PLC |
7,288 | 120,533 | (0.7 | ) | ||||||||
Drax Group PLC |
54,391 | 352,585 | (2.1 | ) | ||||||||
easyJet PLC |
370,394 | 2,603,382 | (15.4 | ) | ||||||||
Hammerson PLC |
40 | 14 | (0.0 | ) | ||||||||
IMI PLC |
5,705 | 121,489 | (0.7 | ) | ||||||||
Informa PLC |
4,319 | 42,597 | (0.3 | ) | ||||||||
J Sainsbury PLC |
546,540 | 1,874,627 | (11.1 | ) | ||||||||
Just Eat Takeaway.com NV |
85,177 | 1,300,196 | (7.7 | ) | ||||||||
Land Securities Group PLC |
117,645 | 996,207 | (5.9 | ) | ||||||||
Marks & Spencer Group PLC |
384,865 | 1,206,918 | (7.2 | ) | ||||||||
NatWest Group PLC |
908,756 | 2,574,852 | (15.2 | ) | ||||||||
Smiths Group PLC |
123,950 | 2,551,671 | (15.1 | ) | ||||||||
Spectris PLC |
126,971 | 5,935,382 | (35.1 | ) | ||||||||
Tesco PLC |
806,405 | 2,935,145 | (17.4 | ) | ||||||||
Tritax Big Box REIT PLC |
245,713 | 516,656 | (3.1 | ) | ||||||||
Vodafone Group PLC |
3,920,987 | 3,347,874 | (19.8 | ) | ||||||||
Weir Group PLC |
43,208 | 997,544 | (5.9 | ) | ||||||||
Whitbread PLC |
14,963 | 681,265 | (4.0 | ) | ||||||||
Wise PLC, Class A |
52,332 | 536,310 | (3.2 | ) | ||||||||
|
|
|
|
|||||||||
32,646,314 | ||||||||||||
United States | ||||||||||||
A O Smith Corp. |
15,288 | 1,186,502 | (7.0 | ) | ||||||||
AbbVie, Inc. |
733 | 120,505 | (0.7 | ) | ||||||||
Academy Sports & Outdoors, Inc. |
8,746 | 548,637 | (3.2 | ) | ||||||||
Adient PLC |
4,712 | 163,554 | (1.0 | ) | ||||||||
Adobe, Inc. |
3,085 | 1,905,851 | (11.3 | ) | ||||||||
Advanced Drainage Systems, Inc. |
4,977 | 649,100 | (3.8 | ) | ||||||||
AECOM |
8,476 | 747,498 | (4.4 | ) | ||||||||
AES Corp. |
27,002 | 450,393 | (2.7 | ) | ||||||||
Agilent Technologies, Inc. |
19,025 | 2,475,153 | (14.7 | ) | ||||||||
Alaska Air Group, Inc. |
19,245 | 689,548 | (4.1 | ) | ||||||||
Alcoa Corp. |
86,826 | 2,583,073 | (15.3 | ) | ||||||||
Align Technology, Inc. |
2,402 | 642,103 | (3.8 | ) | ||||||||
Alkermes PLC |
21,440 | 579,952 | (3.4 | ) | ||||||||
Alnylam Pharmaceuticals, Inc. |
227 | 39,251 | (0.2 | ) | ||||||||
Amazon.com, Inc. |
19,765 | 3,067,528 | (18.2 | ) | ||||||||
Amdocs Ltd. |
21,766 | 1,995,507 | (11.8 | ) | ||||||||
AMETEK, Inc. |
9,821 | 1,591,493 | (9.4 | ) | ||||||||
Amgen, Inc. |
634 | 199,241 | (1.2 | ) | ||||||||
Antero Resources Corp. |
2,543 | 56,811 | (0.3 | ) | ||||||||
Aon PLC, Class A |
382 | 114,000 | (0.7 | ) | ||||||||
Asbury Automotive Group, Inc. |
777 | 162,440 | (1.0 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
AT&T, Inc. |
2,567 | $ | 45,410 | (0.3 | )% | |||||||
AutoNation, Inc. |
10,428 | 1,456,374 | (8.6 | ) | ||||||||
Avnet, Inc. |
5,332 | 241,540 | (1.4 | ) | ||||||||
Axis Capital Holdings Ltd. |
3,629 | 215,998 | (1.3 | ) | ||||||||
Bank of America Corp. |
24,322 | 827,191 | (4.9 | ) | ||||||||
Best Buy Co., Inc. |
39,054 | 2,831,024 | (16.8 | ) | ||||||||
BioMarin Pharmaceutical, Inc. |
4,523 | 398,386 | (2.4 | ) | ||||||||
Block, Inc., Class A |
60,061 | 3,904,566 | (23.1 | ) | ||||||||
Box, Inc., Class A |
40,339 | 1,048,007 | (6.2 | ) | ||||||||
Boyd Gaming Corp. |
8,788 | 557,950 | (3.3 | ) | ||||||||
Bridgebio Pharma, Inc. |
5,394 | 184,960 | (1.1 | ) | ||||||||
BRP, Inc. |
7,609 | 480,635 | (2.8 | ) | ||||||||
Bruker Corp. |
14,437 | 1,032,390 | (6.1 | ) | ||||||||
Builders FirstSource, Inc. |
8,157 | 1,417,116 | (8.4 | ) | ||||||||
Bunge Global SA |
1,685 | 148,432 | (0.9 | ) | ||||||||
Cable One, Inc. |
203 | 111,433 | (0.7 | ) | ||||||||
CACI International, Inc., Class A |
3,142 | 1,080,000 | (6.4 | ) | ||||||||
Cadence Design Systems, Inc. |
2,526 | 728,650 | (4.3 | ) | ||||||||
Camden Property Trust |
18,764 | 1,760,814 | (10.4 | ) | ||||||||
Carnival PLC |
41,316 | 623,435 | (3.7 | ) | ||||||||
Cencora, Inc. |
6,360 | 1,479,845 | (8.8 | ) | ||||||||
CH Robinson Worldwide, Inc. |
21,963 | 1,846,869 | (10.9 | ) | ||||||||
Chemed Corp. |
2,744 | 1,626,616 | (9.6 | ) | ||||||||
Ciena Corp. |
13,397 | 710,041 | (4.2 | ) | ||||||||
Cincinnati Financial Corp. |
1,481 | 164,095 | (1.0 | ) | ||||||||
Cirrus Logic, Inc. |
11,779 | 909,339 | (5.4 | ) | ||||||||
Citizens Financial Group, Inc. |
5,333 | 174,389 | (1.0 | ) | ||||||||
Clarivate PLC |
300,044 | 2,682,393 | (15.9 | ) | ||||||||
Coca-Cola Co. |
17,213 | 1,024,001 | (6.1 | ) | ||||||||
Cognex Corp. |
19,087 | 689,804 | (4.1 | ) | ||||||||
Coterra Energy, Inc. |
8,558 | 212,923 | (1.3 | ) | ||||||||
Credit Acceptance Corp. |
2,330 | 1,260,693 | (7.5 | ) | ||||||||
D.R. Horton, Inc. |
14,872 | 2,125,358 | (12.6 | ) | ||||||||
Deckers Outdoor Corp. |
417 | 314,305 | (1.9 | ) | ||||||||
Devon Energy Corp. |
111,089 | 4,667,960 | (27.6 | ) | ||||||||
Dominos Pizza, Inc. |
2,380 | 1,014,404 | (6.0 | ) | ||||||||
eBay, Inc. |
112,056 | 4,602,140 | (27.2 | ) | ||||||||
EMCOR Group, Inc. |
14,012 | 3,196,277 | (18.9 | ) | ||||||||
EOG Resources, Inc. |
9,861 | 1,122,083 | (6.6 | ) | ||||||||
Equity Residential |
14,026 | 844,225 | (5.0 | ) | ||||||||
Etsy, Inc. |
11,863 | 789,601 | (4.7 | ) | ||||||||
Exact Sciences Corp. |
2,761 | 180,569 | (1.1 | ) | ||||||||
Exelixis, Inc. |
50,359 | 1,095,812 | (6.5 | ) | ||||||||
F5, Inc. |
1,761 | 323,496 | (1.9 | ) | ||||||||
Fair Isaac Corp. |
1,081 | 1,295,935 | (7.7 | ) | ||||||||
Ferrovial SE |
1,823 | 69,760 | (0.4 | ) | ||||||||
Fidelity National Information Services, Inc. |
41,775 | 2,600,911 | (15.4 | ) | ||||||||
First American Financial Corp. |
3,460 | 208,811 | (1.2 | ) | ||||||||
First Industrial Realty Trust, Inc. |
1,519 | 78,259 | (0.5 | ) | ||||||||
Flex Ltd. |
30,444 | 722,741 | (4.3 | ) | ||||||||
Flowserve Corp. |
15,762 | 629,377 | (3.7 | ) | ||||||||
Fluor Corp. |
50,695 | 1,911,708 | (11.3 | ) | ||||||||
Fox Corp., Class A |
41,626 | 1,344,520 | (8.0 | ) | ||||||||
Fox Corp., Class B |
13,960 | 418,940 | (2.5 | ) | ||||||||
Franklin Resources, Inc. |
9,261 | 246,620 | (1.5 | ) | ||||||||
General Motors Co. |
27,935 | 1,083,878 | (6.4 | ) | ||||||||
GoDaddy, Inc., Class A |
9,804 | 1,045,695 | (6.2 | ) | ||||||||
Graco, Inc. |
4,965 | 423,515 | (2.5 | ) | ||||||||
Guidewire Software, Inc. |
3,646 | 407,185 | (2.4 | ) | ||||||||
H&R Block, Inc. |
9,686 | 453,692 | (2.7 | ) | ||||||||
Halozyme Therapeutics, Inc. |
8,791 | 297,575 | (1.8 | ) |
S C H E D U L E O F I N V E S T M E N T S |
40 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Harley-Davidson, Inc. |
27,169 | $ | 881,634 | (5.2 | )% | |||||||
Helmerich & Payne, Inc. |
35,513 | 1,429,753 | (8.5 | ) | ||||||||
Hilton Grand Vacations, Inc. |
9,401 | 392,022 | (2.3 | ) | ||||||||
Holcim AG |
39,011 | 3,003,541 | (17.8 | ) | ||||||||
HP, Inc. |
58,069 | 1,667,161 | (9.9 | ) | ||||||||
Huntsman Corp. |
42,152 | 1,034,410 | (6.1 | ) | ||||||||
IDEXX Laboratories, Inc. |
1,684 | 867,395 | (5.1 | ) | ||||||||
Incyte Corp. |
9,309 | 547,090 | (3.2 | ) | ||||||||
International Paper Co. |
24,365 | 872,998 | (5.2 | ) | ||||||||
Invesco Ltd. |
91,191 | 1,443,554 | (8.5 | ) | ||||||||
Invitation Homes, Inc. |
5,706 | 187,899 | (1.1 | ) | ||||||||
Ionis Pharmaceuticals, Inc. |
7,064 | 363,019 | (2.2 | ) | ||||||||
Iridium Communications, Inc. |
4,066 | 147,433 | (0.9 | ) | ||||||||
ITT, Inc. |
2,243 | 270,910 | (1.6 | ) | ||||||||
Jack Henry & Associates, Inc. |
14,614 | 2,423,440 | (14.3 | ) | ||||||||
James Hardie Industries PLC, CDI |
41,489 | 1,579,758 | (9.4 | ) | ||||||||
Jones Lang LaSalle, Inc. |
7,683 | 1,360,352 | (8.1 | ) | ||||||||
KeyCorp |
119,415 | 1,735,100 | (10.3 | ) | ||||||||
Keysight Technologies, Inc. |
2,370 | 363,226 | (2.2 | ) | ||||||||
KLA Corp. |
542 | 321,970 | (1.9 | ) | ||||||||
Lamar Advertising Co., Class A |
9,550 | 999,694 | (5.9 | ) | ||||||||
Landstar System, Inc. |
2,654 | 508,825 | (3.0 | ) | ||||||||
Lattice Semiconductor Corp. |
7,267 | 442,270 | (2.6 | ) | ||||||||
Lennar Corp., Class A |
10,170 | 1,523,975 | (9.0 | ) | ||||||||
Liberty Media Corp.-Liberty SiriusXM |
6,029 | 183,040 | (1.1 | ) | ||||||||
Lockheed Martin Corp. |
1,218 | 523,021 | (3.1 | ) | ||||||||
Louisiana-Pacific Corp. |
33,649 | 2,239,341 | (13.3 | ) | ||||||||
Lyft, Inc., Class A |
139,438 | 1,741,581 | (10.3 | ) | ||||||||
Manhattan Associates, Inc. |
22,965 | 5,570,390 | (33.0 | ) | ||||||||
Marathon Oil Corp. |
34,881 | 797,031 | (4.7 | ) | ||||||||
Marsh & McLennan Cos., Inc. |
19,710 | 3,820,586 | (22.6 | ) | ||||||||
Masco Corp. |
13,389 | 900,946 | (5.3 | ) | ||||||||
Medtronic PLC |
5,278 | 462,036 | (2.7 | ) | ||||||||
Mettler-Toledo International, Inc. |
1,816 | 2,174,097 | (12.9 | ) | ||||||||
MGIC Investment Corp. |
17,185 | 340,950 | (2.0 | ) | ||||||||
MGM Resorts International |
36,208 | 1,570,341 | (9.3 | ) | ||||||||
Microsoft Corp. |
15,862 | 6,306,414 | (37.3 | ) | ||||||||
Molina Healthcare, Inc. |
598 | 213,151 | (1.3 | ) | ||||||||
Moodys Corp. |
7,791 | 3,054,384 | (18.1 | ) | ||||||||
MSCI, Inc., Class A |
3,155 | 1,888,646 | (11.2 | ) | ||||||||
Murphy USA, Inc. |
1,281 | 451,578 | (2.7 | ) | ||||||||
Nasdaq, Inc. |
18,689 | 1,079,664 | (6.4 | ) | ||||||||
NetApp, Inc. |
9,405 | 820,116 | (4.9 | ) | ||||||||
Neurocrine Biosciences, Inc. |
3,680 | 514,354 | (3.0 | ) | ||||||||
Nutanix, Inc., Class A |
1,787 | 100,429 | (0.6 | ) | ||||||||
NVR, Inc. |
21 | 148,581 | (0.9 | ) | ||||||||
OGE Energy Corp. |
16,860 | 560,426 | (3.3 | ) | ||||||||
OneMain Holdings, Inc. |
22,421 | 1,067,240 | (6.3 | ) | ||||||||
OReilly Automotive, Inc. |
798 | 816,394 | (4.8 | ) | ||||||||
Oshkosh Corp. |
24,454 | 2,692,385 | (15.9 | ) | ||||||||
Otis Worldwide Corp. |
5,560 | 491,726 | (2.9 | ) | ||||||||
Owens Corning |
779 | 118,042 | (0.7 | ) | ||||||||
Paramount Global, Class B |
198,423 | 2,894,992 | (17.1 | ) | ||||||||
Penske Automotive Group, Inc. |
10,927 | 1,621,239 | (9.6 | ) | ||||||||
Perrigo Co. PLC |
747 | 23,964 | (0.1 | ) | ||||||||
Pfizer, Inc. |
46,997 | 1,272,679 | (7.5 | ) | ||||||||
Pool Corp. |
173 | 64,226 | (0.4 | ) | ||||||||
Post Holdings, Inc. |
23,448 | 2,177,616 | (12.9 | ) | ||||||||
Primo Water Corp. |
29,387 | 429,258 | (2.5 | ) | ||||||||
Prudential Financial, Inc. |
1,427 | 149,735 | (0.9 | ) | ||||||||
PulteGroup, Inc. |
19,729 | 2,062,864 | (12.2 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Pure Storage, Inc., Class A |
8,565 | $ | 342,514 | (2.0 | )% | |||||||
QUALCOMM, Inc. |
437 | 64,899 | (0.4 | ) | ||||||||
Qualys, Inc. |
4,075 | 770,868 | (4.6 | ) | ||||||||
Regions Financial Corp. |
3,983 | 74,363 | (0.4 | ) | ||||||||
Reinsurance Group of America, Inc. |
18,568 | 3,228,790 | (19.1 | ) | ||||||||
ResMed, Inc. |
642 | 122,108 | (0.7 | ) | ||||||||
RH |
1,621 | 410,891 | (2.4 | ) | ||||||||
Robert Half, Inc. |
3,298 | 262,323 | (1.6 | ) | ||||||||
Roche Holding AG - BR |
1,491 | 455,491 | (2.7 | ) | ||||||||
S&P Global, Inc. |
254 | 113,881 | (0.7 | ) | ||||||||
Sarepta Therapeutics, Inc. |
1,270 | 151,117 | (0.9 | ) | ||||||||
SEI Investments Co. |
7,802 | 493,398 | (2.9 | ) | ||||||||
Service Corp. International |
34,879 | 2,341,078 | (13.9 | ) | ||||||||
Signify NV |
13,132 | 399,352 | (2.4 | ) | ||||||||
Silicon Laboratories, Inc. |
6,998 | 863,273 | (5.1 | ) | ||||||||
Skechers USA, Inc., Class A |
14,442 | 901,758 | (5.3 | ) | ||||||||
Spotify Technology SA |
19,038 | 4,099,833 | (24.3 | ) | ||||||||
Steel Dynamics, Inc. |
259 | 31,259 | (0.2 | ) | ||||||||
Synchrony Financial |
3,707 | 144,091 | (0.9 | ) | ||||||||
Synopsys, Inc. |
1,347 | 718,422 | (4.3 | ) | ||||||||
Synovus Financial Corp. |
48,852 | 1,839,766 | (10.9 | ) | ||||||||
Sysco Corp. |
2,982 | 241,333 | (1.4 | ) | ||||||||
T Rowe Price Group, Inc. |
3,604 | 390,854 | (2.3 | ) | ||||||||
TD SYNNEX Corp. |
892 | 89,182 | (0.5 | ) | ||||||||
TE Connectivity Ltd. |
18,314 | 2,604,068 | (15.4 | ) | ||||||||
Tenet Healthcare Corp. |
5,023 | 415,603 | (2.5 | ) | ||||||||
Teradata Corp. |
36,550 | 1,687,879 | (10.0 | ) | ||||||||
Teradyne, Inc. |
18,719 | 1,808,068 | (10.7 | ) | ||||||||
Tetra Tech, Inc. |
235 | 37,172 | (0.2 | ) | ||||||||
Toll Brothers, Inc. |
8,027 | 797,482 | (4.7 | ) | ||||||||
Transocean Ltd. |
17,361 | 94,791 | (0.6 | ) | ||||||||
Trex Co., Inc. |
22,899 | 1,865,811 | (11.0 | ) | ||||||||
Truist Financial Corp. |
12,071 | 447,351 | (2.6 | ) | ||||||||
U.S. Foods Holding Corp. |
19,265 | 886,383 | (5.2 | ) | ||||||||
UFP Industries, Inc. |
2,865 | 325,034 | (1.9 | ) | ||||||||
UGI Corp. |
111,470 | 2,467,946 | (14.6 | ) | ||||||||
Ulta Beauty, Inc. |
1,914 | 960,924 | (5.7 | ) | ||||||||
United Therapeutics Corp. |
2,103 | 451,682 | (2.7 | ) | ||||||||
Valero Energy Corp. |
17,762 | 2,467,142 | (14.6 | ) | ||||||||
Valmont Industries, Inc. |
4,810 | 1,085,665 | (6.4 | ) | ||||||||
Veeva Systems, Inc., Class A |
9,474 | 1,965,002 | (11.6 | ) | ||||||||
VeriSign, Inc. |
30,392 | 6,044,361 | (35.8 | ) | ||||||||
Visa, Inc., Class A |
7,020 | 1,918,285 | (11.4 | ) | ||||||||
Visteon Corp. |
3,414 | 393,600 | (2.3 | ) | ||||||||
Vulcan Materials Co. |
6,863 | 1,551,107 | (9.2 | ) | ||||||||
Wayfair, Inc., Class A |
574 | 28,844 | (0.2 | ) | ||||||||
West Pharmaceutical Services, Inc. |
1,664 | 620,722 | (3.7 | ) | ||||||||
Westinghouse Air Brake Technologies Corp. |
20,020 | 2,634,031 | (15.6 | ) | ||||||||
Westlake Corp. |
15,504 | 2,144,978 | (12.7 | ) | ||||||||
WEX, Inc. |
12,354 | 2,525,034 | (15.0 | ) | ||||||||
Weyerhaeuser Co. |
29,897 | 979,725 | (5.8 | ) | ||||||||
Workday, Inc., Class A |
461 | 134,183 | (0.8 | ) | ||||||||
Zillow Group, Inc., Class C |
23,221 | 1,319,882 | (7.8 | ) | ||||||||
Zions Bancorp NA |
5,781 | 242,224 | (1.4 | ) | ||||||||
Zoetis, Inc., Class A |
2,990 | 561,552 | (3.3 | ) | ||||||||
|
|
|
|
|||||||||
221,087,078 |
41 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Bayerische Motoren Werke AG |
1,688 | $ | 167,083 | (1.0 | )% | |||||||
|
|
|
|
|||||||||
Total Reference Entity Long | 447,175,589 | |||||||||||
|
|
|||||||||||
Reference Entity Short |
| |||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
ANZ Group Holdings Ltd. |
(22,034 | ) | (390,503 | ) | 2.3 | |||||||
APA Group |
(177,028 | ) | (990,476 | ) | 5.9 | |||||||
ASX Ltd. |
(118,630 | ) | (5,146,028 | ) | 30.5 | |||||||
Aurizon Holdings Ltd. |
(486,372 | ) | (1,217,220 | ) | 7.2 | |||||||
Beach Energy Ltd. |
(1,089,904 | ) | (1,186,934 | ) | 7.0 | |||||||
Coles Group Ltd. |
(118,800 | ) | (1,251,403 | ) | 7.4 | |||||||
Commonwealth Bank of Australia |
(21,403 | ) | (1,656,156 | ) | 9.8 | |||||||
EBOS Group Ltd. |
(22,374 | ) | (518,912 | ) | 3.1 | |||||||
Endeavour Group Ltd. |
(1,194,224 | ) | (4,432,233 | ) | 26.2 | |||||||
Incitec Pivot Ltd. |
(421,726 | ) | (748,184 | ) | 4.4 | |||||||
Lottery Corp. Ltd. |
(1,093,448 | ) | (3,635,514 | ) | 21.5 | |||||||
Mineral Resources Ltd. |
(17,869 | ) | (699,952 | ) | 4.1 | |||||||
Mirvac Group |
(1,145,809 | ) | (1,633,915 | ) | 9.7 | |||||||
National Australia Bank Ltd. |
(25,734 | ) | (550,625 | ) | 3.3 | |||||||
NEXTDC Ltd. |
(106,200 | ) | (976,049 | ) | 5.8 | |||||||
Northern Star Resources Ltd. |
(36,079 | ) | (314,165 | ) | 1.9 | |||||||
Pilbara Minerals Ltd. |
(34,171 | ) | (79,034 | ) | 0.5 | |||||||
Qantas Airways Ltd. |
(680,067 | ) | (2,486,696 | ) | 14.7 | |||||||
Reece Ltd. |
(82,999 | ) | (1,240,803 | ) | 7.3 | |||||||
Santos Ltd. |
(957,748 | ) | (4,913,429 | ) | 29.1 | |||||||
SEEK Ltd. |
(3,468 | ) | (58,059 | ) | 0.3 | |||||||
Vicinity Ltd. |
(23,664 | ) | (31,892 | ) | 0.2 | |||||||
Wesfarmers Ltd. |
(370,488 | ) | (14,215,238 | ) | 84.2 | |||||||
Westpac Banking Corp. |
(106,434 | ) | (1,688,567 | ) | 10.0 | |||||||
|
|
|
|
|||||||||
(50,061,987 | ) | |||||||||||
Austria | ||||||||||||
Voestalpine AG |
(9,790 | ) | (295,021 | ) | 1.7 | |||||||
|
|
|
|
|||||||||
Belgium | ||||||||||||
Anheuser-Busch InBev SA |
(61,856 | ) | (3,878,352 | ) | 23.0 | |||||||
Elia Group SA/NV |
(5,659 | ) | (690,925 | ) | 4.1 | |||||||
|
|
|
|
|||||||||
(4,569,277 | ) | |||||||||||
Bermuda | ||||||||||||
RenaissanceRe Holdings Ltd. |
(10,833 | ) | (2,478,915 | ) | 14.7 | |||||||
|
|
|
|
|||||||||
Brazil | ||||||||||||
Yara International ASA |
(967 | ) | (32,435 | ) | 0.2 | |||||||
|
|
|
|
|||||||||
Canada | ||||||||||||
Canadian Apartment Properties REIT |
(15,339 | ) | (532,980 | ) | 3.2 | |||||||
Fairfax Financial Holdings Ltd. |
(458 | ) | (477,825 | ) | 2.8 | |||||||
iA Financial Corp., Inc. |
(16,356 | ) | (1,112,929 | ) | 6.6 | |||||||
Intact Financial Corp. |
(6,019 | ) | (942,121 | ) | 5.6 | |||||||
Loblaw Cos. Ltd. |
(3,570 | ) | (356,847 | ) | 2.1 | |||||||
Parkland Corp. |
(4,788 | ) | (163,543 | ) | 1.0 | |||||||
Peyto Exploration & Development Corp. |
(49,999 | ) | (481,953 | ) | 2.8 | |||||||
Quebecor, Inc., Class B |
(59,214 | ) | (1,441,123 | ) | 8.5 | |||||||
Rogers Communications, Inc., Class B |
(10,105 | ) | (471,829 | ) | 2.8 | |||||||
SNC-Lavalin Group, Inc. |
(14,109 | ) | (468,360 | ) | 2.8 | |||||||
TMX Group Ltd. |
(14,965 | ) | (370,437 | ) | 2.2 | |||||||
|
|
|
|
|||||||||
(6,819,947 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
China | ||||||||||||
Wilmar International Ltd. |
(57,900 | ) | $ (142,659 | ) | 0.8 | % | ||||||
|
|
|
|
|||||||||
Denmark | ||||||||||||
Carlsberg A/S, Class B |
(6,922 | ) | (902,311 | ) | 5.3 | |||||||
Coloplast A/S, Class B |
(9,392 | ) | (1,095,780 | ) | 6.5 | |||||||
Danske Bank A/S |
(146,466 | ) | (3,979,066 | ) | 23.6 | |||||||
Vestas Wind Systems A/S |
(3,697 | ) | (105,586 | ) | 0.6 | |||||||
|
|
|
|
|||||||||
(6,082,743 | ) | |||||||||||
Finland | ||||||||||||
Elisa OYJ |
(9,828 | ) | (453,929 | ) | 2.7 | |||||||
Fortum OYJ |
(56,720 | ) | (786,263 | ) | 4.6 | |||||||
Kesko OYJ, Class B |
(45,489 | ) | (900,305 | ) | 5.3 | |||||||
Neste OYJ |
(31,918 | ) | (1,113,630 | ) | 6.6 | |||||||
Nokia OYJ |
(492,046 | ) | (1,801,857 | ) | 10.7 | |||||||
Orion OYJ, Class B |
(1,699 | ) | (79,267 | ) | 0.5 | |||||||
UPM-Kymmene OYJ |
(42,900 | ) | (1,581,940 | ) | 9.4 | |||||||
|
|
|
|
|||||||||
(6,717,191 | ) | |||||||||||
France | ||||||||||||
Adevinta ASA, Class B |
(77,087 | ) | (840,607 | ) | 5.0 | |||||||
|
|
|
|
|||||||||
Germany | ||||||||||||
AIXTRON SE |
(1,854 | ) | (69,884 | ) | 0.4 | |||||||
Bayer AG, Class N |
(63,212 | ) | (1,992,188 | ) | 11.8 | |||||||
Bechtle AG |
(13,625 | ) | (715,376 | ) | 4.3 | |||||||
Fresenius SE & Co. KGaA |
(33,767 | ) | (961,085 | ) | 5.7 | |||||||
Hannover Rueck SE, Class N |
(1,549 | ) | (376,342 | ) | 2.2 | |||||||
HelloFresh SE |
(23,973 | ) | (321,377 | ) | 1.9 | |||||||
Rheinmetall AG |
(154 | ) | (54,629 | ) | 0.3 | |||||||
Siemens Healthineers AG |
(19,721 | ) | (1,103,074 | ) | 6.5 | |||||||
|
|
|
|
|||||||||
(5,593,955 | ) | |||||||||||
Hong Kong | ||||||||||||
CLP Holdings Ltd. |
(28,500 | ) | (226,547 | ) | 1.3 | |||||||
|
|
|
|
|||||||||
Ireland | ||||||||||||
Aercap Holdings NV |
(30,599 | ) | (2,342,659 | ) | 13.9 | |||||||
|
|
|
|
|||||||||
Israel | ||||||||||||
Elbit Systems Ltd. |
(123 | ) | (24,626 | ) | 0.1 | |||||||
Global-e Online Ltd. |
(14,711 | ) | (555,634 | ) | 3.3 | |||||||
ICL Group Ltd. |
(10,797 | ) | (47,661 | ) | 0.3 | |||||||
Mobileye Global, Inc., Class A |
(35,056 | ) | (906,548 | ) | 5.4 | |||||||
Teva Pharmaceutical Industries Ltd., ADR |
(8,695 | ) | (105,209 | ) | 0.6 | |||||||
|
|
|
|
|||||||||
(1,639,678 | ) | |||||||||||
Italy | ||||||||||||
Assicurazioni Generali SpA |
(64,213 | ) | (1,450,766 | ) | 8.6 | |||||||
DiaSorin SpA |
(2,440 | ) | (227,482 | ) | 1.4 | |||||||
Eni SpA |
(65,577 | ) | (1,059,595 | ) | 6.3 | |||||||
Leonardo SpA |
(31,854 | ) | (563,825 | ) | 3.3 | |||||||
Nexi SpA |
(6,427 | ) | (49,958 | ) | 0.3 | |||||||
Poste Italiane SpA |
(13,941 | ) | (153,216 | ) | 0.9 | |||||||
|
|
|
|
|||||||||
(3,504,842 | ) | |||||||||||
Japan | ||||||||||||
AGC, Inc. |
(161,800 | ) | (6,141,021 | ) | 36.4 | |||||||
Bridgestone Corp. |
(1,900 | ) | (82,567 | ) | 0.5 | |||||||
Chiba Bank Ltd. |
(15,700 | ) | (117,436 | ) | 0.7 | |||||||
Chubu Electric Power Co., Inc. |
(7,100 | ) | (93,008 | ) | 0.5 | |||||||
Chugai Pharmaceutical Co. Ltd. |
(8,700 | ) | (316,274 | ) | 1.9 | |||||||
Daiwa House REIT Investment Corp. |
(15 | ) | (26,759 | ) | 0.2 | |||||||
East Japan Railway Co. |
(26,100 | ) | (1,507,082 | ) | 8.9 |
S C H E D U L E O F I N V E S T M E N T S |
42 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) |
||||||||||||
Food & Life Cos. Ltd. |
(3,300 | ) | $ | (66,268 | ) | 0.4 | % | |||||
Fukuoka Financial Group, Inc. |
(11,100 | ) | (275,269 | ) | 1.6 | |||||||
Iida Group Holdings Co. Ltd. |
(25,000 | ) | (381,265 | ) | 2.3 | |||||||
Japan Airport Terminal Co. Ltd. |
(800 | ) | (32,093 | ) | 0.2 | |||||||
Japan Metropolitan Fund Invest |
(95 | ) | (65,126 | ) | 0.4 | |||||||
Japan Real Estate Investment Corp. |
(176 | ) | (681,383 | ) | 4.0 | |||||||
JSR Corp. |
(125,700 | ) | (3,461,316 | ) | 20.5 | |||||||
Keisei Electric Railway Co. Ltd. |
(2,300 | ) | (105,154 | ) | 0.6 | |||||||
Kikkoman Corp. |
(50,100 | ) | (3,113,475 | ) | 18.4 | |||||||
Kintetsu Group Holdings Co. Ltd. |
(33,400 | ) | (1,040,847 | ) | 6.2 | |||||||
Kyushu Electric Power Co., Inc. |
(18,300 | ) | (138,324 | ) | 0.8 | |||||||
Kyushu Railway Co. |
(7,000 | ) | (155,326 | ) | 0.9 | |||||||
Lasertec Corp. |
(24,800 | ) | (6,514,952 | ) | 38.6 | |||||||
MatsukiyoCocokara & Co. |
(29,100 | ) | (534,081 | ) | 3.2 | |||||||
MinebeaMitsumi, Inc. |
(5,500 | ) | (114,745 | ) | 0.7 | |||||||
Mitsubishi Motors Corp. |
(925,700 | ) | (2,944,826 | ) | 17.4 | |||||||
Mitsui OSK Lines Ltd. |
(15,100 | ) | (547,337 | ) | 3.2 | |||||||
Nippon Building Fund, Inc. |
(812 | ) | (3,317,162 | ) | 19.6 | |||||||
Nippon Sanso Holdings Corp. |
(21,100 | ) | (540,007 | ) | 3.2 | |||||||
Nippon Yusen KK |
(13,900 | ) | (483,411 | ) | 2.9 | |||||||
Nissan Chemical Corp. |
(2,700 | ) | (108,752 | ) | 0.6 | |||||||
Rakus Co. Ltd. |
(17,200 | ) | (285,363 | ) | 1.7 | |||||||
Rakuten Bank Ltd. |
(4,500 | ) | (70,799 | ) | 0.4 | |||||||
Rohto Pharmaceutical Co. Ltd. |
(11,400 | ) | (235,579 | ) | 1.4 | |||||||
Secom Co. Ltd. |
(3,800 | ) | (278,563 | ) | 1.6 | |||||||
Seven & i Holdings Co. Ltd. |
(29,600 | ) | (1,180,145 | ) | 7.0 | |||||||
SG Holdings Co. Ltd. |
(12,700 | ) | (166,213 | ) | 1.0 | |||||||
Shimano, Inc. |
(23,531 | ) | (3,412,491 | ) | 20.2 | |||||||
Shinko Electric Industries Co. Ltd. |
(21,200 | ) | (791,328 | ) | 4.7 | |||||||
SMC Corp. |
(5,700 | ) | (3,203,954 | ) | 19.0 | |||||||
Sony Group Corp. |
(13,500 | ) | (1,336,574 | ) | 7.9 | |||||||
Square Enix Holdings Co. Ltd. |
(7,300 | ) | (288,013 | ) | 1.7 | |||||||
SUMCO Corp. |
(137,600 | ) | (2,106,585 | ) | 12.5 | |||||||
Sumitomo Forestry Co. Ltd. |
(19,000 | ) | (564,204 | ) | 3.3 | |||||||
Taiyo Yuden Co. Ltd. |
(194,000 | ) | (4,731,955 | ) | 28.0 | |||||||
TDK Corp. |
(92,000 | ) | (4,620,090 | ) | 27.4 | |||||||
Tobu Railway Co. Ltd. |
(12,100 | ) | (323,656 | ) | 1.9 | |||||||
Tohoku Electric Power Co., Inc. |
(31,400 | ) | (211,647 | ) | 1.3 | |||||||
Tokyo Electric Power Co Holdings, Inc. |
(184,300 | ) | (991,088 | ) | 5.9 | |||||||
Tokyo Gas Co. Ltd. |
(1,900 | ) | (44,079 | ) | 0.3 | |||||||
Tokyo Seimitsu Co. Ltd. |
(1,000 | ) | (65,372 | ) | 0.4 | |||||||
Tokyu Corp. |
(43,300 | ) | (513,109 | ) | 3.0 | |||||||
Toyo Tire Corp. |
(106,100 | ) | (1,773,741 | ) | 10.5 | |||||||
Visional, Inc. |
(2,800 | ) | (176,992 | ) | 1.0 | |||||||
Welcia Holdings Co. Ltd. |
(77,400 | ) | (1,317,672 | ) | 7.8 | |||||||
West Japan Railway Co. |
(18,000 | ) | (756,858 | ) | 4.5 | |||||||
Yamato Holdings Co. Ltd. |
(68,000 | ) | (1,187,147 | ) | 7.0 | |||||||
Yokohama Rubber Co. Ltd. |
(26,000 | ) | (621,074 | ) | 3.7 | |||||||
|
|
|
|
|||||||||
(64,159,557 | ) | |||||||||||
Netherlands | ||||||||||||
ASM International NV |
(1,196 | ) | (670,640 | ) | 4.0 | |||||||
BE Semiconductor Industries NV |
(288 | ) | (43,815 | ) | 0.3 | |||||||
Heineken Holding NV |
(17,695 | ) | (1,504,664 | ) | 8.9 | |||||||
Heineken NV |
(18,953 | ) | (1,932,199 | ) | 11.4 | |||||||
IMCD NV |
(1,718 | ) | (265,929 | ) | 1.6 | |||||||
JDE Peets NV |
(58,396 | ) | (1,461,245 | ) | 8.6 |
Security | Shares | Value | % of Basket Value |
|||||||||
Netherlands (continued) | ||||||||||||
Koninklijke Ahold Delhaize NV |
(15,786 | ) | $ | (450,017 | ) | 2.7 | % | |||||
Universal Music Group NV |
(19,417 | ) | (579,922 | ) | 3.4 | |||||||
|
|
|
|
|||||||||
(6,908,431 | ) | |||||||||||
New Zealand | ||||||||||||
Auckland International Airport Ltd. |
(273,535 | ) | (1,428,406 | ) | 8.5 | |||||||
Fisher & Paykel Healthcare Corp. Ltd. |
(146,745 | ) | (2,148,252 | ) | 12.7 | |||||||
Mercury NZ Ltd. |
(134,850 | ) | (563,570 | ) | 3.3 | |||||||
Meridian Energy Ltd. |
(119,359 | ) | (409,844 | ) | 2.4 | |||||||
Spark New Zealand Ltd. |
(520,982 | ) | (1,714,821 | ) | 10.2 | |||||||
|
|
|
|
|||||||||
(6,264,893 | ) | |||||||||||
Norway | ||||||||||||
Orkla ASA |
(85,098 | ) | (676,674 | ) | 4.0 | |||||||
Salmar ASA |
(9,424 | ) | (531,012 | ) | 3.1 | |||||||
|
|
|
|
|||||||||
(1,207,686 | ) | |||||||||||
Portugal | ||||||||||||
Banco Comercial Portugues SA, R Shares |
(968,462 | ) | (284,436 | ) | 1.7 | |||||||
|
|
|
|
|||||||||
Singapore | ||||||||||||
CapitaLand Ascendas REIT |
(654,400 | ) | (1,425,829 | ) | 8.4 | |||||||
Genting Singapore Ltd. |
(266,700 | ) | (201,465 | ) | 1.2 | |||||||
Jardine Cycle & Carriage Ltd. |
(8,700 | ) | (168,993 | ) | 1.0 | |||||||
Oversea-Chinese Banking Corp. Ltd. |
(24,200 | ) | (232,779 | ) | 1.4 | |||||||
Singapore Exchange Ltd. |
(45,500 | ) | (319,695 | ) | 1.9 | |||||||
Singapore Technologies Engineering Ltd. |
(154,300 | ) | (430,193 | ) | 2.5 | |||||||
UOL Group Ltd. |
(72,000 | ) | (336,321 | ) | 2.0 | |||||||
|
|
|
|
|||||||||
(3,115,275 | ) | |||||||||||
Spain | ||||||||||||
Amadeus IT Group SA |
(11,617 | ) | (824,853 | ) | 4.9 | |||||||
CaixaBank SA |
(11,641 | ) | (49,637 | ) | 0.3 | |||||||
Cellnex Telecom SA |
(17,516 | ) | (682,528 | ) | 4.0 | |||||||
Corp. ACCIONA Energias Renovables SA |
(373 | ) | (9,826 | ) | 0.1 | |||||||
Iberdrola SA |
(16,135 | ) | (195,883 | ) | 1.2 | |||||||
Redeia Corp SA |
(321 | ) | (5,364 | ) | 0.0 | |||||||
|
|
|
|
|||||||||
(1,768,091 | ) | |||||||||||
Sweden | ||||||||||||
Boliden AB |
(17,878 | ) | (478,537 | ) | 2.8 | |||||||
Castellum AB |
(93,934 | ) | (1,219,240 | ) | 7.2 | |||||||
Epiroc AB, Class A |
(36,455 | ) | (649,557 | ) | 3.8 | |||||||
Epiroc AB, Class B |
(2,694 | ) | (42,357 | ) | 0.3 | |||||||
EQT AB |
(12,929 | ) | (349,839 | ) | 2.1 | |||||||
Evolution Ab |
(2,097 | ) | (246,752 | ) | 1.5 | |||||||
Getinge AB, Class B |
(12,141 | ) | (261,663 | ) | 1.5 | |||||||
Industrivarden AB, Class A |
(13 | ) | (413 | ) | 0.0 | |||||||
Investment AB Latour, Class B |
(6,680 | ) | (169,327 | ) | 1.0 | |||||||
Lifco AB, Class B |
(13,218 | ) | (321,503 | ) | 1.9 | |||||||
Sandvik Ab |
(60,117 | ) | (1,272,895 | ) | 7.5 | |||||||
Skandinaviska Enskilda Banken AB, Class A |
(339,075 | ) | (4,853,574 | ) | 28.7 | |||||||
Skanska AB, B Shares |
(21,882 | ) | (382,405 | ) | 2.3 | |||||||
Svenska Cellulosa AB SCA, Class B |
(58,957 | ) | (809,312 | ) | 4.8 | |||||||
Svenska Handelsbanken AB, A Shares |
(377,172 | ) | (4,080,495 | ) | 24.2 | |||||||
Swedbank AB, A Shares |
(155,940 | ) | (3,201,929 | ) | 19.0 | |||||||
|
|
|
|
|||||||||
(18,339,798 | ) | |||||||||||
Switzerland | ||||||||||||
Bachem Holding AG, Class N |
(4,695 | ) | (316,966 | ) | 1.9 | |||||||
Baloise Holding AG, Class N |
(10,158 | ) | (1,630,560 | ) | 9.7 | |||||||
Barry Callebaut AG, Class N |
(891 | ) | (1,309,467 | ) | 7.7 |
43 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Switzerland (continued) | ||||||||||||
Cie Financiere Richemont SA, Registered Shares |
(10,811 | ) | $ | (1,602,523 | ) | 9.5 | % | |||||
EMS-Chemie Holding AG, Registered Shares |
(861 | ) | (655,298 | ) | 3.9 | |||||||
Julius Baer Group Ltd., Class N |
(45,775 | ) | (2,491,952 | ) | 14.8 | |||||||
On Holding AG, Class A |
(29,725 | ) | (789,496 | ) | 4.7 | |||||||
SIG Group AG |
(14,309 | ) | (299,998 | ) | 1.8 | |||||||
Swatch Group AG |
(2,142 | ) | (507,236 | ) | 3.0 | |||||||
Swiss Life Holding AG, Class N |
(6,314 | ) | (4,568,942 | ) | 27.0 | |||||||
Swisscom AG, Class N |
(17,335 | ) | (10,455,686 | ) | 61.9 | |||||||
UBS Group AG |
(5,281 | ) | (159,340 | ) | 0.9 | |||||||
|
|
|
|
|||||||||
(24,787,464 | ) | |||||||||||
Thailand | ||||||||||||
Fabrinet |
(9,529 | ) | (2,034,537 | ) | 12.0 | |||||||
|
|
|
|
|||||||||
United Kingdom | ||||||||||||
Admiral Group PLC |
(19,672 | ) | (628,353 | ) | 3.7 | |||||||
Barratt Developments PLC |
(115,562 | ) | (791,039 | ) | 4.7 | |||||||
Beazley PLC |
(39,303 | ) | (271,651 | ) | 1.6 | |||||||
DS Smith PLC |
(177,369 | ) | (635,286 | ) | 3.8 | |||||||
Howden Joinery Group PLC |
(46,125 | ) | (469,069 | ) | 2.8 | |||||||
JD Sports Fashion PLC |
(310,698 | ) | (460,777 | ) | 2.7 | |||||||
JET2 PLC |
(27,750 | ) | (471,822 | ) | 2.8 | |||||||
Legal & General Group PLC |
(432,417 | ) | (1,396,850 | ) | 8.3 | |||||||
Lloyds Banking Group PLC |
(2,522,602 | ) | (1,358,335 | ) | 8.0 | |||||||
Ocado Group PLC |
(21,588 | ) | (148,611 | ) | 0.9 | |||||||
Persimmon PLC |
(18,181 | ) | (336,310 | ) | 2.0 | |||||||
Reckitt Benckiser Group PLC |
(27,251 | ) | (1,978,741 | ) | 11.7 | |||||||
Rentokil Initial PLC |
(199,398 | ) | (1,031,451 | ) | 6.1 | |||||||
Severn Trent PLC |
(1,227 | ) | (40,414 | ) | 0.2 | |||||||
SSE PLC |
(115,960 | ) | (2,481,122 | ) | 14.7 | |||||||
Vistry Group PLC |
(166,249 | ) | (2,111,822 | ) | 12.5 | |||||||
|
|
|
|
|||||||||
(14,611,653 | ) | |||||||||||
United States | ||||||||||||
10X Genomics, Inc., Class A |
(12,174 | ) | (507,291 | ) | 3.0 | |||||||
Accenture PLC, Class A |
(3,158 | ) | (1,149,133 | ) | 6.8 | |||||||
Aflac, Inc. |
(80,098 | ) | (6,755,465 | ) | 40.0 | |||||||
Agree Realty Corp. |
(23,993 | ) | (1,430,223 | ) | 8.5 | |||||||
Air Lease Corp., Class A |
(11,850 | ) | (495,449 | ) | 2.9 | |||||||
Airbnb, Inc., Class A |
(16,653 | ) | (2,400,363 | ) | 14.2 | |||||||
Albemarle Corp. |
(10,441 | ) | (1,198,000 | ) | 7.1 | |||||||
Alight, Inc., Class A |
(137,468 | ) | (1,226,215 | ) | 7.3 | |||||||
Alliant Energy Corp. |
(48,508 | ) | (2,360,399 | ) | 14.0 | |||||||
Allstate Corp. |
(39,168 | ) | (6,080,832 | ) | 36.0 | |||||||
Amcor PLC |
(127,896 | ) | (1,206,059 | ) | 7.1 | |||||||
Americold Realty Trust, Inc. |
(10,457 | ) | (287,568 | ) | 1.7 | |||||||
Amkor Technology, Inc. |
(28,172 | ) | (891,926 | ) | 5.3 | |||||||
Amphenol Corp., Class A |
(29,362 | ) | (2,968,498 | ) | 17.6 | |||||||
Annaly Capital Management, Inc. |
(17,009 | ) | (326,403 | ) | 1.9 | |||||||
Antero Midstream Corp. |
(4,104 | ) | (50,233 | ) | 0.3 | |||||||
Apellis Pharmaceuticals, Inc. |
(8,677 | ) | (549,167 | ) | 3.3 | |||||||
Apollo Global Management, Inc. |
(46,949 | ) | (4,713,680 | ) | 27.9 | |||||||
Asana, Inc., Class A |
(9,953 | ) | (173,381 | ) | 1.0 | |||||||
Aspen Technology, Inc. |
(4,398 | ) | (844,372 | ) | 5.0 | |||||||
ATI, Inc. |
(14,663 | ) | (599,277 | ) | 3.5 | |||||||
Avantor, Inc. |
(17,415 | ) | (400,371 | ) | 2.4 | |||||||
Ball Corp. |
(18,944 | ) | (1,050,445 | ) | 6.2 | |||||||
Bath & Body Works, Inc. |
(16,184 | ) | (690,409 | ) | 4.1 | |||||||
Berry Global Group, Inc. |
(4,932 | ) | (322,849 | ) | 1.9 | |||||||
BJs Wholesale Club Holdings, Inc. |
(19,421 | ) | (1,249,547 | ) | 7.4 | |||||||
Blue Owl Capital, Inc., Class A |
(56,710 | ) | (881,273 | ) | 5.2 | |||||||
Boston Scientific Corp. |
(13,674 | ) | (865,017 | ) | 5.1 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Braze, Inc., Class A |
(6,219 | ) | $ | (336,137 | ) | 2.0 | % | |||||
BWX Technologies, Inc. |
(16,691 | ) | (1,359,983 | ) | 8.1 | |||||||
Cboe Global Markets, Inc. |
(3,322 | ) | (610,750 | ) | 3.6 | |||||||
Celanese Corp., Class A |
(14,540 | ) | (2,127,057 | ) | 12.6 | |||||||
CF Industries Holdings, Inc. |
(6,742 | ) | (509,088 | ) | 3.0 | |||||||
Chart Industries, Inc. |
(1,188 | ) | (138,663 | ) | 0.8 | |||||||
Chesapeake Energy Corp. |
(22,399 | ) | (1,727,187 | ) | 10.2 | |||||||
Chipotle Mexican Grill, Inc. |
(323 | ) | (778,033 | ) | 4.6 | |||||||
Chord Energy Corp. |
(18,262 | ) | (2,807,965 | ) | 16.6 | |||||||
Chubb Ltd. |
(585 | ) | (143,325 | ) | 0.8 | |||||||
Churchill Downs, Inc. |
(11,325 | ) | (1,369,985 | ) | 8.1 | |||||||
Civitas Resources, Inc. |
(16,874 | ) | (1,093,604 | ) | 6.5 | |||||||
Coherent Corp. |
(43,309 | ) | (2,058,910 | ) | 12.2 | |||||||
Coinbase Global, Inc., Class A |
(5,391 | ) | (691,126 | ) | 4.1 | |||||||
Columbia Sportswear Co. |
(2,982 | ) | (236,353 | ) | 1.4 | |||||||
Concentrix Corp. |
(1,258 | ) | (111,798 | ) | 0.7 | |||||||
Confluent, Inc., Class A |
(41,871 | ) | (936,236 | ) | 5.5 | |||||||
Constellation Energy Corp. |
(18,799 | ) | (2,293,478 | ) | 13.6 | |||||||
Cooper Cos., Inc. |
(6,014 | ) | (2,243,402 | ) | 13.3 | |||||||
Coty, Inc., Class A |
(41,964 | ) | (506,925 | ) | 3.0 | |||||||
Crane Co. |
(17,273 | ) | (2,143,752 | ) | 12.7 | |||||||
Dollar General Corp. |
(18,192 | ) | (2,402,617 | ) | 14.2 | |||||||
Dollar Tree, Inc. |
(15,207 | ) | (1,986,338 | ) | 11.8 | |||||||
DoorDash, Inc., Class A |
(6,101 | ) | (635,724 | ) | 3.8 | |||||||
DoubleVerify Holdings, Inc. |
(1,279 | ) | (51,173 | ) | 0.3 | |||||||
Doximity, Inc., Class A |
(27,804 | ) | (749,318 | ) | 4.4 | |||||||
Duke Energy Corp. |
(24,547 | ) | (2,352,339 | ) | 13.9 | |||||||
Dun & Bradstreet Holdings, Inc. |
(55,309 | ) | (641,031 | ) | 3.8 | |||||||
Duolingo, Inc., Class A |
(11,226 | ) | (2,008,219 | ) | 11.9 | |||||||
DXC Technology Co. |
(30,807 | ) | (671,593 | ) | 4.0 | |||||||
Element Solutions, Inc. |
(15,713 | ) | (349,300 | ) | 2.1 | |||||||
Endeavor Group Holdings, Inc., Class A |
(9,439 | ) | (233,615 | ) | 1.4 | |||||||
Entegris, Inc. |
(2,626 | ) | (309,080 | ) | 1.8 | |||||||
Equifax, Inc. |
(4,214 | ) | (1,029,649 | ) | 6.1 | |||||||
Erie Indemnity Co., Class A |
(1,782 | ) | (616,269 | ) | 3.6 | |||||||
Estee Lauder Cos., Inc., Class A |
(15,193 | ) | (2,005,324 | ) | 11.9 | |||||||
Exelon Corp. |
(20,116 | ) | (700,238 | ) | 4.1 | |||||||
Extra Space Storage, Inc. |
(19,456 | ) | (2,810,225 | ) | 16.6 | |||||||
F&G Annuities & Life, Inc. |
(1 | ) | (45 | ) | 0.0 | |||||||
Ferguson PLC |
(292 | ) | (54,833 | ) | 0.3 | |||||||
Fifth Third Bancorp |
(22,446 | ) | (768,551 | ) | 4.6 | |||||||
First Citizens BancShares, Inc., Class A |
(277 | ) | (418,270 | ) | 2.5 | |||||||
Fluence Energy, Inc., Class A |
(15,823 | ) | (314,403 | ) | 1.9 | |||||||
Freshworks, Inc., Class A |
(47,899 | ) | (1,063,358 | ) | 6.3 | |||||||
Gaming and Leisure Properties, Inc. |
(41,280 | ) | (1,884,432 | ) | 11.2 | |||||||
GE HealthCare, Inc. |
(20,541 | ) | (1,506,888 | ) | 8.9 | |||||||
Gitlab, Inc., Class A |
(20,353 | ) | (1,447,302 | ) | 8.6 | |||||||
Graphic Packaging Holding Co. |
(61,976 | ) | (1,581,008 | ) | 9.4 | |||||||
Haleon PLC |
(915,417 | ) | (3,735,029 | ) | 22.1 | |||||||
Hasbro, Inc. |
(7,774 | ) | (380,537 | ) | 2.3 | |||||||
HB Fuller Co. |
(317 | ) | (24,019 | ) | 0.1 | |||||||
Healthcare Realty Trust, Inc. |
(163,726 | ) | (2,637,626 | ) | 15.6 | |||||||
Hexcel Corp. |
(6,730 | ) | (446,805 | ) | 2.6 | |||||||
Howmet Aerospace, Inc. |
(38,520 | ) | (2,167,135 | ) | 12.8 | |||||||
Hyatt Hotels Corp., Class A |
(27,736 | ) | (3,560,470 | ) | 21.1 | |||||||
Immunovant, Inc. |
(3,461 | ) | (126,015 | ) | 0.7 | |||||||
Inari Medical, Inc. |
(495 | ) | (28,190 | ) | 0.2 | |||||||
Ingersoll Rand, Inc. |
(66,218 | ) | (5,288,169 | ) | 31.3 | |||||||
Interactive Brokers Group, Inc., Class A |
(50,491 | ) | (4,481,076 | ) | 26.5 | |||||||
International Business Machines Corp. |
(41,630 | ) | (7,645,766 | ) | 45.3 | |||||||
International Flavors & Fragrances, Inc. |
(11,127 | ) | (897,726 | ) | 5.3 |
S C H E D U L E O F I N V E S T M E N T S |
44 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
International Game Technology PLC |
(1 | ) | $ | (26 | ) | 0.0 | % | |||||
Interpublic Group of Cos., Inc. |
(74,375 | ) | (2,453,631 | ) | 14.5 | |||||||
Intra-Cellular Therapies, Inc. |
(21,638 | ) | (1,457,103 | ) | 8.6 | |||||||
Joby Aviation, Inc., Class A |
(7,894 | ) | (43,101 | ) | 0.3 | |||||||
Keurig Dr. Pepper, Inc. |
(195,686 | ) | (6,152,368 | ) | 36.4 | |||||||
Kite Realty Group Trust |
(104,406 | ) | (2,234,288 | ) | 13.2 | |||||||
KKR & Co., Inc., Class A |
(5,378 | ) | (465,627 | ) | 2.8 | |||||||
L3Harris Technologies, Inc. |
(8,079 | ) | (1,683,825 | ) | 10.0 | |||||||
Laboratory Corp. of America Holdings |
(15,265 | ) | (3,393,409 | ) | 20.1 | |||||||
Lantheus Holdings, Inc. |
(21,141 | ) | (1,097,852 | ) | 6.5 | |||||||
Levi Strauss & Co., Class A |
(30,199 | ) | (491,640 | ) | 2.9 | |||||||
Linde PLC |
(1,573 | ) | (636,798 | ) | 3.8 | |||||||
Loews Corp. |
(21,447 | ) | (1,562,628 | ) | 9.3 | |||||||
MACOM Technology Solutions Holdings, Inc., Class H |
(8,953 | ) | (772,017 | ) | 4.6 | |||||||
Madison Square Garden Sports Corp., Class A |
(4,045 | ) | (748,729 | ) | 4.4 | |||||||
MarketAxess Holdings, Inc. |
(1,247 | ) | (281,211 | ) | 1.7 | |||||||
Marriott International, Inc., Class A |
(2,064 | ) | (494,803 | ) | 2.9 | |||||||
Masimo Corp. |
(1,774 | ) | (228,740 | ) | 1.4 | |||||||
Matador Resources Co. |
(12,770 | ) | (700,945 | ) | 4.2 | |||||||
Mueller Industries, Inc. |
(14,346 | ) | (688,608 | ) | 4.1 | |||||||
Murphy Oil Corp. |
(10,135 | ) | (392,225 | ) | 2.3 | |||||||
National Storage Affiliates Trust |
(61,790 | ) | (2,307,856 | ) | 13.7 | |||||||
New Fortress Energy, Inc., Class A |
(7,177 | ) | (238,492 | ) | 1.4 | |||||||
New York Community Bancorp, Inc., Class A |
(10,529 | ) | (68,123 | ) | 0.4 | |||||||
News Corp., Class A |
(37,044 | ) | (912,764 | ) | 5.4 | |||||||
Noble Corp. PLC |
(47,059 | ) | (2,076,714 | ) | 12.3 | |||||||
Nordson Corp. |
(3,409 | ) | (858,113 | ) | 5.1 | |||||||
Norwegian Cruise Line Holdings Ltd. |
(4,806 | ) | (85,547 | ) | 0.5 | |||||||
nVent Electric PLC |
(11,261 | ) | (676,110 | ) | 4.0 | |||||||
Omnicom Group, Inc. |
(19,749 | ) | (1,784,915 | ) | 10.6 | |||||||
ON Semiconductor Corp. |
(19,335 | ) | (1,375,299 | ) | 8.1 | |||||||
Onto Innovation, Inc. |
(7,631 | ) | (1,232,406 | ) | 7.3 | |||||||
Organon & Co. |
(26,607 | ) | (443,007 | ) | 2.6 | |||||||
Parsons Corp. |
(39,477 | ) | (2,571,927 | ) | 15.2 | |||||||
PayPal Holdings, Inc. |
(28,717 | ) | (1,761,788 | ) | 10.4 | |||||||
Penumbra, Inc. |
(552 | ) | (139,209 | ) | 0.8 | |||||||
Permian Resources Corp., Class A |
(107,856 | ) | (1,453,899 | ) | 8.6 | |||||||
PG&E Corp. |
(115,512 | ) | (1,948,687 | ) | 11.5 | |||||||
Pinnacle Financial Partners, Inc. |
(5,514 | ) | (487,327 | ) | 2.9 | |||||||
Planet Fitness, Inc., Class A |
(1,159 | ) | (78,534 | ) | 0.5 | |||||||
PNC Financial Services Group, Inc. |
(614 | ) | (92,843 | ) | 0.6 | |||||||
Primerica, Inc. |
(603 | ) | (141,198 | ) | 0.8 | |||||||
Procore Technologies, Inc. |
(884 | ) | (63,109 | ) | 0.4 | |||||||
PTC, Inc. |
(4,217 | ) | (761,801 | ) | 4.5 | |||||||
Public Service Enterprise Group, Inc. |
(14,112 | ) | (818,355 | ) | 4.8 | |||||||
QIAGEN NV |
(8,805 | ) | (382,888 | ) | 2.3 | |||||||
Quest Diagnostics, Inc. |
(4,115 | ) | (528,489 | ) | 3.1 | |||||||
R1 RCM, Inc. |
(3,362 | ) | (34,427 | ) | 0.2 | |||||||
Rambus, Inc. |
(879 | ) | (60,238 | ) | 0.4 | |||||||
Range Resources Corp. |
(8,188 | ) | (237,780 | ) | 1.4 | |||||||
Raymond James Financial, Inc. |
(9,604 | ) | (1,058,169 | ) | 6.3 | |||||||
Regal Rexnord Corp., Registered Shares |
(2,811 | ) | (375,156 | ) | 2.2 | |||||||
Rithm Capital Corp. |
(211,150 | ) | (2,259,305 | ) | 13.4 | |||||||
Rivian Automotive, Inc., Class A |
(15,162 | ) | (232,130 | ) | 1.4 | |||||||
RLI Corp. |
(3,229 | ) | (440,339 | ) | 2.6 | |||||||
Robinhood Markets, Inc., Class A |
(67,288 | ) | (722,673 | ) | 4.3 | |||||||
Ross Stores, Inc. |
(2,896 | ) | (406,251 | ) | 2.4 | |||||||
Ryman Hospitality Properties, Inc. |
(6,334 | ) | (696,107 | ) | 4.1 | |||||||
Samsara, Inc., Class A |
(23,238 | ) | (729,673 | ) | 4.3 | |||||||
Selective Insurance Group, Inc. |
(4,994 | ) | (523,671 | ) | 3.1 | |||||||
SentinelOne, Inc., Class A |
(20,999 | ) | (562,773 | ) | 3.3 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
SharkNinja, Inc. |
(5,124 | ) | $ | (239,393 | ) | 1.4 | % | |||||
Shockwave Medical, Inc. |
(1,986 | ) | (449,333 | ) | 2.7 | |||||||
Simpson Manufacturing Co., Inc. |
(418 | ) | (75,654 | ) | 0.4 | |||||||
SoFi Technologies, Inc. |
(144,422 | ) | (1,130,824 | ) | 6.7 | |||||||
SolarEdge Technologies, Inc. |
(17,555 | ) | (1,167,407 | ) | 6.9 | |||||||
SouthState Corp. |
(14,924 | ) | (1,240,184 | ) | 7.3 | |||||||
SPS Commerce, Inc. |
(1,312 | ) | (241,146 | ) | 1.4 | |||||||
STAG Industrial, Inc. |
(32,688 | ) | (1,207,495 | ) | 7.1 | |||||||
Starwood Property Trust, Inc. |
(42,898 | ) | (872,116 | ) | 5.2 | |||||||
State Street Corp. |
(13,403 | ) | (990,080 | ) | 5.9 | |||||||
STERIS PLC |
(9,486 | ) | (2,076,960 | ) | 12.3 | |||||||
Sun Communities, Inc. |
(693 | ) | (86,868 | ) | 0.5 | |||||||
Super Micro Computer, Inc. |
(933 | ) | (494,126 | ) | 2.9 | |||||||
Take-Two Interactive Software, Inc. |
(17,520 | ) | (2,889,574 | ) | 17.1 | |||||||
Teledyne Technologies, Inc. |
(3,007 | ) | (1,258,339 | ) | 7.5 | |||||||
Teleflex, Inc. |
(6,893 | ) | (1,673,827 | ) | 9.9 | |||||||
Tenable Holdings, Inc. |
(9,725 | ) | (458,048 | ) | 2.7 | |||||||
Tenaris SA |
(58,098 | ) | (929,844 | ) | 5.5 | |||||||
Terreno Realty Corp. |
(9,100 | ) | (543,543 | ) | 3.2 | |||||||
Tesla, Inc. |
(8,813 | ) | (1,650,587 | ) | 9.8 | |||||||
TKO Group Holdings, Inc., Class A |
(17,145 | ) | (1,434,865 | ) | 8.5 | |||||||
Tradeweb Markets, Inc., Class A |
(8,093 | ) | (771,991 | ) | 4.6 | |||||||
Tyler Technologies, Inc. |
(2,677 | ) | (1,131,702 | ) | 6.7 | |||||||
Union Pacific Corp. |
(13,760 | ) | (3,356,477 | ) | 19.9 | |||||||
United Rentals, Inc. |
(1,275 | ) | (797,385 | ) | 4.7 | |||||||
Valaris Ltd. |
(24,042 | ) | (1,487,479 | ) | 8.8 | |||||||
Valley National Bancorp |
(60,890 | ) | (585,762 | ) | 3.5 | |||||||
Valvoline, Inc. |
(11,606 | ) | (423,503 | ) | 2.5 | |||||||
Vaxcyte, Inc. |
(12,081 | ) | (862,825 | ) | 5.1 | |||||||
Veralto Corp. |
(3,383 | ) | (259,442 | ) | 1.5 | |||||||
Viatris, Inc. |
(6,325 | ) | (74,445 | ) | 0.4 | |||||||
Vontier Corp. |
(26,259 | ) | (908,299 | ) | 5.4 | |||||||
Voya Financial, Inc. |
(810 | ) | (58,620 | ) | 0.3 | |||||||
Warner Music Group Corp., Class A |
(15,985 | ) | (583,293 | ) | 3.5 | |||||||
Webster Financial Corp. |
(13,233 | ) | (654,769 | ) | 3.9 | |||||||
Welltower, Inc. |
(56,422 | ) | (4,881,067 | ) | 28.9 | |||||||
Whirlpool Corp. |
(8,248 | ) | (903,321 | ) | 5.3 | |||||||
Wolfspeed, Inc. |
(19,002 | ) | (618,515 | ) | 3.7 | |||||||
Wyndham Hotels & Resorts, Inc. |
(4,560 | ) | (355,361 | ) | 2.1 | |||||||
XPO, Inc. |
(7,539 | ) | (644,132 | ) | 3.8 | |||||||
YETI Holdings, Inc. |
(10,598 | ) | (465,994 | ) | 2.8 | |||||||
ZoomInfo Technologies, Inc., CLass A |
(24,805 | ) | (397,872 | ) | 2.4 | |||||||
|
|
|
|
|||||||||
(224,847,440 | ) | |||||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Sartorius AG |
(3,332 | ) | (1,230,380 | ) | 7.3 | |||||||
Volkswagen AG |
(24,281 | ) | (3,156,771 | ) | 18.7 | |||||||
|
|
|
|
|||||||||
(4,387,151 | ) | |||||||||||
|
|
|||||||||||
Total Reference Entity Short | (464,064,875) | |||||||||||
|
|
|||||||||||
Net Value of Reference Entity BNP |
|
$ | (16,889,286 | ) | ||||||||
|
|
45 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
The following table represents the individual long and short positions and related values of the equity securities underlying the total return swap with BNP Paribas SA as of period end, termination dates 03/17/25 11/17/25:
Security | Shares | Value | % of Basket Value |
|||||||||
Reference Entity Long |
||||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
Abacus Group |
122,639 | $ | 88,617 | 12.8 | % | |||||||
Accent Group Ltd. |
70,619 | 94,268 | 13.6 | |||||||||
Alumina Ltd. |
680,546 | 519,092 | 75.0 | |||||||||
AMP Ltd. |
1,685,723 | 1,035,827 | 149.7 | |||||||||
Austal Ltd. |
193,010 | 259,856 | 37.6 | |||||||||
Bega Cheese Ltd. |
155,080 | 383,225 | 55.4 | |||||||||
Boral Ltd. |
207,156 | 725,043 | 104.8 | |||||||||
Challenger Ltd. |
51,648 | 222,372 | 32.1 | |||||||||
CSR Ltd. |
157,956 | 721,701 | 104.3 | |||||||||
Data#3 Ltd. |
46,209 | 297,389 | 43.0 | |||||||||
Downer EDI Ltd. |
292,693 | 808,148 | 116.8 | |||||||||
GrainCorp Ltd., Class A |
97,448 | 519,111 | 75.0 | |||||||||
Growthpoint Properties Australia Ltd. |
148,769 | 236,348 | 34.2 | |||||||||
NRW Holdings Ltd. |
108,881 | 195,421 | 28.3 | |||||||||
Pinnacle Investment Management Group Ltd. |
23,930 | 160,226 | 23.2 | |||||||||
Regis Resources Ltd., Registered Shares |
90,512 | 125,144 | 18.1 | |||||||||
Ridley Corp. Ltd. |
24,642 | 45,687 | 6.6 | |||||||||
Silver Lake Resources Ltd. |
412,094 | 329,136 | 47.6 | |||||||||
SiteMinder Ltd. |
38,739 | 134,531 | 19.4 | |||||||||
Star Entertainment Grp Ltd. |
257,468 | 94,703 | 13.7 | |||||||||
Steadfast Group Ltd. |
60,716 | 238,377 | 34.5 | |||||||||
Technology One Ltd. |
76,499 | 793,154 | 114.7 | |||||||||
Ventia Services Group Pty Ltd. |
83,878 | 182,566 | 26.4 | |||||||||
|
|
|
|
|||||||||
8,209,942 | ||||||||||||
Austria | ||||||||||||
ANDRITZ AG |
19,067 | 1,188,827 | 171.9 | |||||||||
Kontron AG |
11,662 | 274,131 | 39.6 | |||||||||
Wienerberger AG |
761 | 26,108 | 3.8 | |||||||||
|
|
|
|
|||||||||
1,489,066 | ||||||||||||
Belgium | ||||||||||||
Proximus SADP |
84,793 | 814,128 | 117.7 | |||||||||
Shurgard Self Storage Ltd. |
1,773 | 83,304 | 12.0 | |||||||||
|
|
|
|
|||||||||
897,432 | ||||||||||||
Canada | ||||||||||||
AbCellera Biologics, Inc. |
84,624 | 432,429 | 62.5 | |||||||||
Advantage Energy Ltd. |
5,309 | 34,863 | 5.0 | |||||||||
Aecon Group, Inc. |
23,883 | 245,730 | 35.5 | |||||||||
Ag Growth International, Inc. |
1,812 | 76,163 | 11.0 | |||||||||
Artis Real Estate Investment Trust |
47,134 | 228,453 | 33.0 | |||||||||
Canfor Corp. |
46,560 | 564,382 | 81.6 | |||||||||
Centerra Gold, Inc. |
21,147 | 111,631 | 16.1 | |||||||||
Crombie Real Estate Investment Trust |
33,043 | 334,323 | 48.3 | |||||||||
Doman Building Materials Group Ltd. |
4,793 | 28,013 | 4.0 | |||||||||
DREAM Unlimited Corp., Class A |
5,517 | 97,386 | 14.1 | |||||||||
Dye & Durham Ltd. |
17,303 | 168,221 | 24.3 | |||||||||
Innergex Renewable Energy, Inc. |
169,816 | 1,160,472 | 167.8 | |||||||||
Interfor Corp. |
36,477 | 564,835 | 81.7 | |||||||||
Laurentian Bank of Canada |
4,331 | 85,544 | 12.4 | |||||||||
Major Drilling Group International, Inc. |
4,341 | 26,827 | 3.9 | |||||||||
Nexus Industrial REIT |
8,736 | 52,423 | 7.6 | |||||||||
North American Construction Group Ltd. |
9,455 | 217,665 | 31.5 | |||||||||
Novagold Resources, Inc. |
5,408 | 13,815 | 2.0 |
Security | Shares | Value | % of Basket Value |
|||||||||
Canada (continued) | ||||||||||||
Obsidian Energy Ltd. |
54,556 | $ | 372,450 | 53.8 | % | |||||||
Pason Systems, Inc. |
4,199 | 46,078 | 6.7 | |||||||||
Silvercorp Metals, Inc. |
14,610 | 34,699 | 5.0 | |||||||||
Stelco Holdings, Inc. |
2,818 | 90,555 | 13.1 | |||||||||
Topaz Energy Corp. |
20,248 | 293,054 | 42.4 | |||||||||
|
|
|
|
|||||||||
5,280,011 | ||||||||||||
Denmark | ||||||||||||
H Lundbeck A/S, Class B |
51,671 | 265,102 | 38.3 | |||||||||
|
|
|
|
|||||||||
Finland | ||||||||||||
Outokumpu OYJ |
182,893 | 788,235 | 113.9 | |||||||||
|
|
|
|
|||||||||
Georgia | ||||||||||||
Bank of Georgia Group PLC |
2,328 | 112,216 | 16.2 | |||||||||
TBC Bank Group PLC |
2,924 | 108,478 | 15.7 | |||||||||
|
|
|
|
|||||||||
220,694 | ||||||||||||
Germany | ||||||||||||
Aurubis AG |
2,177 | 158,762 | 22.9 | |||||||||
Auto1 Group SE |
87,201 | 367,268 | 53.1 | |||||||||
Bilfinger SE |
10,362 | 444,815 | 64.3 | |||||||||
CompuGroup Medical SE & Co. KgaA |
6,708 | 290,682 | 42.0 | |||||||||
Deutsche Pfandbriefbank AG |
16,413 | 100,010 | 14.5 | |||||||||
Deutsche Wohnen SE |
11,269 | 277,384 | 40.1 | |||||||||
Deutz AG |
23,730 | 145,023 | 21.0 | |||||||||
Duerr AG |
14,127 | 327,197 | 47.3 | |||||||||
Grand City Properties SA |
49,957 | 490,178 | 70.9 | |||||||||
Hypoport SE |
490 | 105,208 | 15.2 | |||||||||
METRO AG |
23,871 | 162,885 | 23.5 | |||||||||
SAF-Holland SE |
17,284 | 282,802 | 40.9 | |||||||||
Salzgitter AG |
9,605 | 271,046 | 39.2 | |||||||||
Suedzucker AG |
12,360 | 176,776 | 25.5 | |||||||||
TUI AG |
215,776 | 1,505,982 | 217.7 | |||||||||
Uniper SE |
551 | 35,483 | 5.1 | |||||||||
United Internet AG, Class N |
39,273 | 1,043,989 | 150.9 | |||||||||
|
|
|
|
|||||||||
6,185,490 | ||||||||||||
Ireland | ||||||||||||
Cimpress PLC |
1,406 | 105,759 | 15.3 | |||||||||
Greencore Group PLC |
146,157 | 190,414 | 27.5 | |||||||||
|
|
|
|
|||||||||
296,173 | ||||||||||||
Israel | ||||||||||||
Alony Hetz Properties & Investments Ltd. |
11,757 | 86,445 | 12.5 | |||||||||
Delek Group Ltd. |
1,941 | 233,101 | 33.7 | |||||||||
Kornit Digital Ltd. |
8,276 | 141,602 | 20.5 | |||||||||
Plus500 Ltd. |
7,838 | 178,062 | 25.7 | |||||||||
|
|
|
|
|||||||||
639,210 | ||||||||||||
Italy | ||||||||||||
Banca IFIS SpA |
11,817 | 207,203 | 30.0 | |||||||||
Banca Popolare di Sondrio SpA |
58,564 | 449,958 | 65.0 | |||||||||
Brunello Cucinelli SpA |
6,042 | 606,172 | 87.6 | |||||||||
Buzzi SpA |
9,012 | 310,144 | 44.8 | |||||||||
Credito Emiliano SpA |
13,705 | 126,220 | 18.2 | |||||||||
De Longhi SpA |
6,229 | 204,456 | 29.6 | |||||||||
Hera SpA |
28,470 | 101,536 | 14.7 | |||||||||
Maire Tecnimont SpA |
8,862 | 46,686 | 6.7 | |||||||||
Sesa SpA |
1,202 | 165,122 | 23.9 | |||||||||
Unipol Gruppo SpA |
53,757 | 336,053 | 48.6 | |||||||||
Webuild SpA |
72,962 | 155,452 | 22.5 | |||||||||
|
|
|
|
|||||||||
2,709,002 |
S C H E D U L E O F I N V E S T M E N T S |
46 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan | ||||||||||||
77 Bank Ltd. |
18,900 | $ | 457,965 | 66.2 | % | |||||||
Acom Co. Ltd. |
14,400 | 37,223 | 5.4 | |||||||||
Aisan Industry Co. Ltd. |
41,300 | 388,857 | 56.2 | |||||||||
Alfresa Holdings Corp. |
144,400 | 2,385,855 | 344.9 | |||||||||
Amano Corp. |
2,200 | 51,192 | 7.4 | |||||||||
Avex, Inc. |
10,200 | 98,783 | 14.3 | |||||||||
AZ-COM MARUWA Holdings, Inc. |
48,600 | 505,401 | 73.1 | |||||||||
BML, Inc. |
8,200 | 160,027 | 23.1 | |||||||||
Cellebrite Di Ltd. |
52,113 | 471,102 | 68.1 | |||||||||
Coca-Cola Bottlers Japan Holdings, Inc. |
48,600 | 663,347 | 95.9 | |||||||||
Comture Corp. |
4,100 | 51,203 | 7.4 | |||||||||
Create Restaurants Holdings, Inc. |
100,400 | 761,002 | 110.0 | |||||||||
Create SD Holdings Co. Ltd. |
10,500 | 229,834 | 33.2 | |||||||||
Daicel Corp. |
163,700 | 1,617,262 | 233.8 | |||||||||
Daiichikosho Co. Ltd. |
15,500 | 214,031 | 30.9 | |||||||||
Dentsu Soken, Inc. |
2,800 | 105,625 | 15.3 | |||||||||
Doutor Nichires Holdings Co. Ltd. |
19,300 | 287,361 | 41.5 | |||||||||
DTS Corp. |
8,100 | 201,220 | 29.1 | |||||||||
Elecom Co. Ltd. |
4,700 | 55,199 | 8.0 | |||||||||
Elematec Corp. |
6,000 | 73,365 | 10.6 | |||||||||
Financial Partners Group Co. Ltd. |
21,600 | 250,121 | 36.2 | |||||||||
FULLCAST Holdings Co. Ltd. |
17,500 | 213,350 | 30.8 | |||||||||
Furukawa Electric Co. Ltd. |
52,500 | 963,032 | 139.2 | |||||||||
Fuyo General Lease Co. Ltd. |
2,800 | 252,715 | 36.5 | |||||||||
Glory Ltd. |
20,800 | 431,683 | 62.4 | |||||||||
Hanwa Co. Ltd. |
1,800 | 66,458 | 9.6 | |||||||||
Hazama Ando Corp. |
36,400 | 296,779 | 42.9 | |||||||||
Heiwa Real Estate Co. Ltd. |
8,300 | 221,546 | 32.0 | |||||||||
Heiwado Co. Ltd. |
21,300 | 320,721 | 46.4 | |||||||||
Hiday Hidaka Corp. |
24,500 | 498,162 | 72.0 | |||||||||
Hino Motors Ltd. |
100,300 | 344,709 | 49.8 | |||||||||
Hioki EE Corp. |
3,100 | 138,854 | 20.1 | |||||||||
Hokuriku Electric Power Co. |
55,800 | 275,541 | 39.8 | |||||||||
Inaba Denki Sangyo Co. Ltd. |
4,100 | 98,909 | 14.3 | |||||||||
Ishihara Sangyo Kaisha Ltd. |
23,800 | 256,626 | 37.1 | |||||||||
Itochu Enex Co. Ltd. |
15,100 | 163,347 | 23.6 | |||||||||
Itoham Yonekyu Holdings, Inc. |
8,500 | 240,412 | 34.8 | |||||||||
Itoki Corp. |
21,300 | 218,795 | 31.6 | |||||||||
Japan Elevator Service Holdings Co. Ltd. |
12,200 | 186,178 | 26.9 | |||||||||
JTEKT Corp. |
175,800 | 1,621,610 | 234.4 | |||||||||
Kaken Pharmaceutical Co. Ltd. |
9,800 | 233,662 | 33.8 | |||||||||
Kandenko Co. Ltd. |
57,900 | 600,741 | 86.8 | |||||||||
Kaneka Corp. |
5,400 | 132,581 | 19.2 | |||||||||
Kewpie Corp. |
28,600 | 513,621 | 74.3 | |||||||||
Kissei Pharmaceutical Co. Ltd. |
3,300 | 71,164 | 10.3 | |||||||||
Kitz Corp. |
12,000 | 99,067 | 14.3 | |||||||||
Kokuyo Co. Ltd. |
30,300 | 489,947 | 70.8 | |||||||||
Kyoritsu Maintenance Co. Ltd. |
30,500 | 1,255,774 | 181.5 | |||||||||
Lion Corp. |
74,100 | 665,678 | 96.2 | |||||||||
Mani, Inc. |
44,000 | 616,706 | 89.2 | |||||||||
Maxell Ltd. |
50,600 | 560,331 | 81.0 | |||||||||
Megmilk Snow Brand Co. Ltd. |
8,200 | 129,771 | 18.8 | |||||||||
Meidensha Corp. |
10,700 | 193,572 | 28.0 | |||||||||
MEITEC Group Holdings, Inc. |
12,000 | 239,677 | 34.7 | |||||||||
Micronics Japan Co. Ltd. |
13,100 | 390,767 | 56.5 | |||||||||
MIRAIT ONE Corp. |
14,800 | 196,716 | 28.4 | |||||||||
MIXI, Inc. |
15,200 | 263,168 | 38.0 | |||||||||
Modec, Inc. |
31,800 | 499,293 | 72.2 | |||||||||
Morinaga & Co. Ltd. |
60,400 | 1,163,002 | 168.1 | |||||||||
Nippon Light Metal Holdings Co. Ltd. |
28,400 | 353,189 | 51.1 | |||||||||
Nittetsu Mining Co. Ltd. |
2,300 | 82,791 | 12.0 |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
NOK Corp. |
52,000 | $ | 695,430 | 100.5 | % | |||||||
Nomura Co. Ltd. |
44,500 | 264,721 | 38.3 | |||||||||
Noritz Corp. |
19,300 | 205,236 | 29.7 | |||||||||
NTN Corp. |
677,700 | 1,247,362 | 180.3 | |||||||||
Okamura Corp. |
12,800 | 192,266 | 27.8 | |||||||||
Oki Electric Industry Co. Ltd. |
9,200 | 64,551 | 9.3 | |||||||||
Onward Holdings Co. Ltd. |
8,500 | 31,504 | 4.6 | |||||||||
Optex Group Co. Ltd. |
7,800 | 97,747 | 14.1 | |||||||||
Prima Meat Packers Ltd. |
1,600 | 26,419 | 3.8 | |||||||||
Relo Group, Inc. |
14,600 | 148,041 | 21.4 | |||||||||
San-Ai Obbli Co. Ltd. |
7,800 | 88,814 | 12.8 | |||||||||
Sanki Engineering Co. Ltd. |
20,000 | 258,984 | 37.4 | |||||||||
Sanyo Chemical Industries Ltd. |
1,600 | 47,215 | 6.8 | |||||||||
Sato Holdings Corp. |
8,500 | 126,180 | 18.2 | |||||||||
Seino Holdings Co. Ltd. |
17,300 | 255,109 | 36.9 | |||||||||
Shibaura Machine Co. Ltd. |
9,200 | 224,692 | 32.5 | |||||||||
Sodick Co. Ltd. |
30,600 | 148,483 | 21.5 | |||||||||
Sohgo Security Services Co. Ltd. |
146,300 | 806,533 | 116.6 | |||||||||
Starts Corp., Inc. |
8,600 | 178,092 | 25.8 | |||||||||
Sumitomo Mitsui Construction Co. Ltd. |
40,800 | 115,512 | 16.7 | |||||||||
Systena Corp. |
26,900 | 54,907 | 7.9 | |||||||||
Tadano Ltd. |
23,800 | 195,587 | 28.3 | |||||||||
Taikisha Ltd. |
4,500 | 134,617 | 19.5 | |||||||||
Teijin Ltd. |
51,900 | 481,024 | 69.5 | |||||||||
Toa Corp. |
500 | 13,342 | 1.9 | |||||||||
Tokai Rika Co. Ltd. |
22,100 | 352,318 | 50.9 | |||||||||
Topcon Corp. |
54,600 | 633,181 | 91.5 | |||||||||
Tosei Corp. |
10,100 | 147,305 | 21.3 | |||||||||
Towa Pharmaceutical Co. Ltd. |
11,800 | 207,732 | 30.0 | |||||||||
Toyo Ink SC Holdings Co. Ltd. |
5,300 | 98,987 | 14.3 | |||||||||
Toyo Seikan Group Holdings Ltd. |
28,400 | 455,522 | 65.9 | |||||||||
Toyoda Gosei Co. Ltd. |
57,800 | 1,125,102 | 162.6 | |||||||||
Toyota Boshoku Corp. |
362,400 | 6,007,495 | 868.4 | |||||||||
TS Tech Co. Ltd. |
25,500 | 325,297 | 47.0 | |||||||||
TSI Holdings Co. Ltd. |
55,400 | 260,108 | 37.6 | |||||||||
Tsubakimoto Chain Co. |
10,100 | 294,760 | 42.6 | |||||||||
Tv Tokyo Holdings Corp. |
4,100 | 86,887 | 12.6 | |||||||||
Wacom Co. Ltd. |
85,400 | 396,835 | 57.4 | |||||||||
YAMABIKO Corp. |
13,800 | 155,997 | 22.6 | |||||||||
Yamazen Corp. |
30,000 | 258,257 | 37.3 | |||||||||
Yaoko Co. Ltd. |
7,000 | 406,506 | 58.8 | |||||||||
Yokogawa Bridge Holdings Corp. |
4,400 | 85,925 | 12.4 | |||||||||
Yuasa Trading Co. Ltd. |
6,400 | 215,256 | 31.1 | |||||||||
|
|
|
|
|||||||||
42,242,458 | ||||||||||||
Netherlands | ||||||||||||
Eurocommercial Properties NV |
4,433 | 100,699 | 14.6 | |||||||||
Koninklijke BAM Groep NV |
100,202 | 279,503 | 40.4 | |||||||||
PostNL NV |
213,474 | 315,236 | 45.6 | |||||||||
TomTom NV |
18,792 | 128,895 | 18.6 | |||||||||
|
|
|
|
|||||||||
824,333 | ||||||||||||
Norway | ||||||||||||
Aker Solutions ASA |
52,774 | 198,912 | 28.7 | |||||||||
Elkem ASA |
128,249 | 270,312 | 39.1 | |||||||||
Odfjell Drilling Ltd. |
32,454 | 122,141 | 17.7 | |||||||||
Wallenius Wilhelmsen ASA |
19,191 | 189,163 | 27.3 | |||||||||
|
|
|
|
|||||||||
780,528 |
47 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Portugal | ||||||||||||
Mota-Engil SGPS SA |
39,368 | $ | 227,888 | 32.9 | % | |||||||
Sonae SGPS SA |
445,253 | 436,229 | 63.1 | |||||||||
|
|
|
|
|||||||||
664,117 | ||||||||||||
Singapore | ||||||||||||
BW LPG Ltd. |
19,244 | 240,003 | 34.7 | |||||||||
|
|
|
|
|||||||||
South Korea | ||||||||||||
Magnachip Semiconductor Corp. |
5,594 | 36,529 | 5.3 | |||||||||
|
|
|
|
|||||||||
Spain | ||||||||||||
Atlantica Sustainable Infrastructure PLC |
23,882 | 458,057 | 66.2 | |||||||||
Indra Sistemas SA |
51,825 | 931,578 | 134.7 | |||||||||
Inmobiliaria Colonial Socimi SA |
94,894 | 578,451 | 83.6 | |||||||||
Merlin Properties Socimi SA |
83,058 | 857,229 | 123.9 | |||||||||
Obrascon Huarte Lain SA |
560,350 | 248,828 | 36.0 | |||||||||
|
|
|
|
|||||||||
3,074,143 | ||||||||||||
Sweden | ||||||||||||
Modern Times Group MTG AB, Class B |
59,154 | 456,403 | 66.0 | |||||||||
|
|
|
|
|||||||||
Switzerland | ||||||||||||
DKSH Holding AG |
9,648 | 679,427 | 98.2 | |||||||||
Inficon Holding AG, Class N |
37 | 56,596 | 8.2 | |||||||||
IWG PLC |
177,170 | 421,580 | 60.9 | |||||||||
|
|
|
|
|||||||||
1,157,603 | ||||||||||||
United Kingdom | ||||||||||||
Capricorn Energy PLC |
118,362 | 218,572 | 31.6 | |||||||||
CVS Group PLC |
6,361 | 136,648 | 19.8 | |||||||||
Deliveroo PLC, Class A |
324,731 | 485,838 | 70.2 | |||||||||
Firstgroup PLC |
54,641 | 115,562 | 16.7 | |||||||||
Gamma Communications PLC |
1,154 | 17,532 | 2.5 | |||||||||
Investec PLC |
169,041 | 1,105,552 | 159.8 | |||||||||
John Wood Group PLC |
88,904 | 176,986 | 25.6 | |||||||||
Jupiter Fund Management PLC |
121,553 | 122,296 | 17.7 | |||||||||
Just Group PLC |
6,656 | 7,203 | 1.0 | |||||||||
Keller Group PLC |
6,967 | 77,489 | 11.2 | |||||||||
Kier Group PLC |
115,765 | 188,219 | 27.2 | |||||||||
Mitchells & Butlers PLC |
38,798 | 128,426 | 18.6 | |||||||||
Mitie Group PLC |
470,159 | 618,672 | 89.4 | |||||||||
Morgan Sindall Group PLC |
7,815 | 225,266 | 32.6 | |||||||||
NCC Group PLC |
75,839 | 117,004 | 16.9 | |||||||||
Nomad Foods Ltd. |
32,666 | 587,661 | 84.9 | |||||||||
OSB Group PLC |
107,471 | 614,055 | 88.8 | |||||||||
Paragon Banking Group PLC |
31,956 | 285,867 | 41.3 | |||||||||
Playtech Plc |
107,631 | 608,705 | 88.0 | |||||||||
Redde Northgate PLC |
74,489 | 336,560 | 48.7 | |||||||||
S4 Capital PLC |
77,452 | 43,372 | 6.3 | |||||||||
TP ICAP Group PLC |
380,379 | 905,113 | 130.8 | |||||||||
Vesuvius PLC |
8,135 | 49,198 | 7.1 | |||||||||
Workspace Group PLC |
24,314 | 160,564 | 23.2 | |||||||||
|
|
|
|
|||||||||
7,332,360 | ||||||||||||
United States | ||||||||||||
1-800-Flowers.com, Inc., Class A |
27,601 | 287,050 | 41.5 | |||||||||
Accel Entertainment, Inc., Class A |
20,406 | 209,161 | 30.2 | |||||||||
Accolade, Inc. |
5,144 | 58,230 | 8.4 | |||||||||
Addus HomeCare Corp. |
3,327 | 288,118 | 41.6 | |||||||||
Agilysys, Inc. |
950 | 79,525 | 11.5 | |||||||||
Allient, Inc. |
9,142 | 254,696 | 36.8 | |||||||||
Alpha & Omega Semiconductor Ltd. |
9,803 | 251,545 | 36.4 | |||||||||
American Assets Trust, Inc. |
28,610 | 641,722 | 92.8 | |||||||||
American Vanguard Corp. |
12,345 | 134,807 | 19.5 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
American Woodmark Corp. |
3,647 | $ | 332,898 | 48.1 | % | |||||||
Anywhere Real Estate, Inc. |
70,623 | 502,836 | 72.7 | |||||||||
Apogee Enterprises, Inc. |
16,692 | 881,505 | 127.4 | |||||||||
Argan, Inc. |
4,631 | 205,292 | 29.7 | |||||||||
AssetMark Financial Holdings, Inc. |
4,857 | 148,964 | 21.5 | |||||||||
Atea Pharmaceuticals, Inc. |
55,400 | 230,464 | 33.3 | |||||||||
Banc of California, Inc. |
37,524 | 517,081 | 74.7 | |||||||||
Beazer Homes USA, Inc. |
13,784 | 437,642 | 63.3 | |||||||||
Benchmark Electronics, Inc. |
17,847 | 484,011 | 70.0 | |||||||||
Berry Corp. |
20,900 | 140,239 | 20.3 | |||||||||
BigCommerce Holdings, Inc., Series-1 |
4,479 | 36,638 | 5.3 | |||||||||
BlueLinx Holdings, Inc. |
7,469 | 861,474 | 124.5 | |||||||||
Brady Corp., Class A |
1,695 | 102,090 | 14.8 | |||||||||
Brandywine Realty Trust |
54,441 | 258,050 | 37.3 | |||||||||
Brightsphere Investment Group, Inc. |
11,779 | 260,551 | 37.7 | |||||||||
Cantaloupe, Inc. |
7,026 | 47,847 | 6.9 | |||||||||
Capitol Federal Financial, Inc. |
41,213 | 261,290 | 37.8 | |||||||||
Cars.com, Inc. |
23,220 | 404,725 | 58.5 | |||||||||
Castle Biosciences, Inc. |
15,854 | 365,910 | 52.9 | |||||||||
Central Garden & Pet Co., Class A |
6,063 | 250,281 | 36.2 | |||||||||
Century Communities, Inc. |
2,554 | 221,432 | 32.0 | |||||||||
Cerence, Inc. |
13,446 | 269,189 | 38.9 | |||||||||
Chegg, Inc. |
38,218 | 376,447 | 54.4 | |||||||||
Clean Energy Fuels Corp. |
6,550 | 19,323 | 2.8 | |||||||||
CommVault Systems, Inc. |
15,824 | 1,450,744 | 209.7 | |||||||||
Comstock Resources, Inc. |
27,383 | 213,861 | 30.9 | |||||||||
ConnectOne Bancorp, Inc. |
5,544 | 126,625 | 18.3 | |||||||||
Corcept Therapeutics, Inc. |
23,730 | 500,703 | 72.4 | |||||||||
Coursera, Inc. |
25,407 | 486,290 | 70.3 | |||||||||
CRA International, Inc. |
812 | 87,079 | 12.6 | |||||||||
Cracker Barrel Old Country Store, Inc. |
850 | 65,748 | 9.5 | |||||||||
CS Disco, Inc. |
13,125 | 107,362 | 15.5 | |||||||||
Customers Bancorp, Inc. |
3,255 | 173,947 | 25.1 | |||||||||
Dana, Inc. |
38,187 | 517,816 | 74.9 | |||||||||
Delek U.S. Holdings, Inc. |
26,807 | 724,593 | 104.7 | |||||||||
Deluxe Corp. |
28,461 | 538,198 | 77.8 | |||||||||
Digital Turbine, Inc. |
32,649 | 175,978 | 25.4 | |||||||||
Dime Community Bancshares, Inc. |
5,357 | 122,193 | 17.7 | |||||||||
Diversified Energy Co.PLC |
14,589 | 169,063 | 24.4 | |||||||||
DXP Enterprises, Inc. |
16,317 | 525,734 | 76.0 | |||||||||
Eagle Bancorp, Inc. |
8,084 | 200,402 | 29.0 | |||||||||
El Pollo Loco Holdings, Inc. |
15,137 | 140,169 | 20.3 | |||||||||
Encore Wire Corp. |
4,459 | 1,005,504 | 145.4 | |||||||||
EnerSys |
1,614 | 154,250 | 22.3 | |||||||||
Everi Holdings, Inc. |
78,332 | 815,436 | 117.9 | |||||||||
eXp World Holdings, Inc. |
36,994 | 457,986 | 66.2 | |||||||||
Exponent, Inc. |
5,509 | 485,839 | 70.2 | |||||||||
EZCORP, Inc., Class A |
29,932 | 257,415 | 37.2 | |||||||||
Forestar Group, Inc. |
2,102 | 65,709 | 9.5 | |||||||||
Franklin Covey Co. |
3,485 | 140,933 | 20.4 | |||||||||
Frontdoor, Inc. |
20,950 | 686,322 | 99.2 | |||||||||
Fulgent Genetics, Inc. |
4,580 | 112,622 | 16.3 | |||||||||
G-III Apparel Group Ltd. |
8,885 | 267,350 | 38.6 | |||||||||
Global Industrial Co. |
12,360 | 525,671 | 76.0 | |||||||||
GMS, Inc. |
3,225 | 271,416 | 39.2 | |||||||||
GQG Partners, Inc., CDI |
389,592 | 484,205 | 70.0 | |||||||||
Gray Television, Inc. |
1,856 | 17,725 | 2.6 | |||||||||
Hackett Group, Inc. |
2,626 | 60,713 | 8.8 | |||||||||
HCI Group, Inc. |
350 | 31,385 | 4.5 | |||||||||
Health Catalyst, Inc. |
35,912 | 350,860 | 50.7 | |||||||||
Healthcare Services Group, Inc. |
22,636 | 213,684 | 30.9 |
S C H E D U L E O F I N V E S T M E N T S |
48 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
HealthStream, Inc. |
2,368 | $ | 63,036 | 9.1 | % | |||||||
Heartland Financial USA, Inc. |
2,856 | 101,302 | 14.6 | |||||||||
Heidrick & Struggles International, Inc. |
26,245 | 786,563 | 113.7 | |||||||||
Helen of Troy Ltd. |
3,187 | 364,911 | 52.7 | |||||||||
Heritage Financial Corp. |
4,366 | 87,975 | 12.7 | |||||||||
Hims & Hers Health, Inc., Class A |
26,842 | 230,304 | 33.3 | |||||||||
Hudson Pacific Properties, Inc. |
11,879 | 97,289 | 14.1 | |||||||||
Huron Consulting Group, Inc. |
1,601 | 165,752 | 24.0 | |||||||||
Hyster-Yale Materials Handling, Inc., Class A |
3,942 | 259,068 | 37.4 | |||||||||
IES Holdings, Inc. |
1,917 | 157,117 | 22.7 | |||||||||
Independent Bank Corp. |
11,093 | 282,206 | 40.8 | |||||||||
Independent Bank Group, Inc. |
7,125 | 344,494 | 49.8 | |||||||||
Infinera Corp. |
62,832 | 310,390 | 44.9 | |||||||||
Innoviva, Inc. |
11,145 | 180,549 | 26.1 | |||||||||
Intapp, Inc. |
13,075 | 563,271 | 81.4 | |||||||||
Integral Ad Science Holding Corp. |
10,677 | 155,350 | 22.5 | |||||||||
iRadimed Corp. |
412 | 17,061 | 2.5 | |||||||||
Itron, Inc. |
14,363 | 1,036,147 | 149.8 | |||||||||
Janus International Group, Inc. |
22,842 | 323,214 | 46.7 | |||||||||
JELD-WEN Holding, Inc. |
7,391 | 137,473 | 19.9 | |||||||||
JetBlue Airways Corp. |
24,374 | 129,426 | 18.7 | |||||||||
Kimball Electronics, Inc. |
11,418 | 271,520 | 39.2 | |||||||||
LendingClub Corp. |
8,983 | 81,027 | 11.7 | |||||||||
LivaNova PLC |
3,267 | 159,038 | 23.0 | |||||||||
Lovesac Co. |
21,159 | 490,042 | 70.8 | |||||||||
Manitowoc Co., Inc. |
35,177 | 566,350 | 81.9 | |||||||||
MarineMax, Inc. |
8,995 | 251,860 | 36.4 | |||||||||
MaxLinear, Inc. |
45,358 | 944,354 | 136.5 | |||||||||
Methode Electronics, Inc. |
30,103 | 624,938 | 90.3 | |||||||||
Midland States Bancorp, Inc. |
7,221 | 189,623 | 27.4 | |||||||||
Model N, Inc. |
19,943 | 537,464 | 77.7 | |||||||||
Mr. Cooper Group, Inc. |
5,029 | 338,753 | 49.0 | |||||||||
N-able, Inc. |
32,949 | 427,678 | 61.8 | |||||||||
NCR Voyix Corp. |
24,170 | 355,299 | 51.4 | |||||||||
NETGEAR, Inc. |
10,051 | 142,724 | 20.6 | |||||||||
NMI Holdings, Inc., Class A |
7,573 | 241,730 | 34.9 | |||||||||
Novocure Ltd. |
28,775 | 400,548 | 57.9 | |||||||||
OceanFirst Financial Corp. |
4,926 | 84,875 | 12.3 | |||||||||
ON24, Inc. |
41,485 | 317,360 | 45.9 | |||||||||
Palomar Holdings, Inc. |
4,288 | 256,723 | 37.1 | |||||||||
Pegasystems, Inc. |
14,039 | 684,261 | 98.9 | |||||||||
Pennant Group, Inc. |
1,325 | 19,888 | 2.9 | |||||||||
Perella Weinberg Partners, Class A |
9,633 | 113,188 | 16.4 | |||||||||
PetIQ, Inc., Class A |
5,757 | 103,453 | 15.0 | |||||||||
Playtika Holding Corp. |
7,612 | 54,959 | 7.9 | |||||||||
PRA Group, Inc. |
22,210 | 505,722 | 73.1 | |||||||||
Premier Financial Corp. |
16,259 | 339,651 | 49.1 | |||||||||
Primoris Services Corp. |
16,767 | 549,958 | 79.5 | |||||||||
PROG Holdings, Inc. |
4,264 | 130,649 | 18.9 | |||||||||
Progress Software Corp. |
12,560 | 713,534 | 103.1 | |||||||||
Proto Labs, Inc. |
8,265 | 298,284 | 43.1 | |||||||||
Q2 Holdings, Inc. |
6,042 | 257,087 | 37.2 | |||||||||
Redfin Corp. |
37,679 | 307,461 | 44.4 | |||||||||
REV Group, Inc. |
11,021 | 215,130 | 31.1 | |||||||||
REX American Resources Corp. |
5,868 | 242,877 | 35.1 | |||||||||
RHI Magnesita NV |
12,244 | 524,069 | 75.8 | |||||||||
Riskified Ltd., Class A |
36,970 | 169,692 | 24.5 | |||||||||
Sandy Spring Bancorp, Inc. |
7,030 | 171,391 | 24.8 | |||||||||
Schnitzer Steel Industries, Inc., Class A |
5,805 | 152,846 | 22.1 | |||||||||
SEMrush Holdings, Inc., Class A |
12,302 | 141,965 | 20.5 | |||||||||
Semtech Corp. |
62,701 | 1,243,988 | 179.8 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
SI-BONE, Inc. |
10,327 | $ | 208,709 | 30.2 | % | |||||||
Silk Road Medical, Inc. |
4,321 | 65,377 | 9.5 | |||||||||
Sims Ltd. |
20,435 | 194,211 | 28.1 | |||||||||
SolarWinds Corp. |
5,643 | 66,700 | 9.6 | |||||||||
Sonic Automotive, Inc., Class A |
3,695 | 186,819 | 27.0 | |||||||||
Southside Bancshares, Inc. |
3,468 | 108,548 | 15.7 | |||||||||
Standard Motor Products, Inc. |
3,166 | 127,748 | 18.5 | |||||||||
Strategic Education, Inc. |
1,204 | 113,248 | 16.4 | |||||||||
Supernus Pharmaceuticals, Inc. |
5,267 | 145,791 | 21.1 | |||||||||
Tennant Co. |
6,337 | 598,973 | 86.6 | |||||||||
Titan Machinery, Inc. |
15,997 | 427,600 | 61.8 | |||||||||
TTEC Holdings, Inc. |
4,842 | 98,680 | 14.3 | |||||||||
TTM Technologies, Inc. |
38,884 | 540,876 | 78.2 | |||||||||
Univest Financial Corp. |
298 | 6,330 | 0.9 | |||||||||
Upbound Group, Inc. |
3,898 | 129,414 | 18.7 | |||||||||
Upwork, Inc. |
42,646 | 584,677 | 84.5 | |||||||||
Varex Imaging Corp. |
22,067 | 425,231 | 61.5 | |||||||||
Verint Systems, Inc. |
49,493 | 1,469,447 | 212.4 | |||||||||
Viad Corp. |
3,253 | 107,544 | 15.5 | |||||||||
Vicor Corp. |
6,605 | 248,810 | 36.0 | |||||||||
Vital Farms, Inc. |
44,964 | 646,582 | 93.5 | |||||||||
Vizio Holding Corp., Class A |
10,111 | 70,777 | 10.2 | |||||||||
World Kinect Corp. |
18,847 | 425,377 | 61.5 | |||||||||
Yext, Inc. |
12,709 | 75,364 | 10.9 | |||||||||
Zeta Global Holdings Corp., Class A |
3,874 | 37,500 | 5.4 | |||||||||
ZipRecruiter, Inc., Class A |
27,484 | 382,577 | 55.3 | |||||||||
Zuora, Inc., Class A |
79,499 | 726,621 | 105.0 | |||||||||
|
|
|
|
|||||||||
50,186,951 | ||||||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Schaeffler AG |
12,775 | 81,778 | 11.8 | |||||||||
|
|
|
|
|||||||||
Total Reference Entity Long | 134,057,563 | |||||||||||
|
|
|||||||||||
Reference Entity Short |
|
|||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
ALS Ltd. |
(58,783 | ) | (484,771 | ) | (70.1 | ) | ||||||
ARB Corp. Ltd. |
(31,688 | ) | (703,063 | ) | (101.6 | ) | ||||||
Bapcor Ltd. |
(711,046 | ) | (2,641,829 | ) | (381.9 | ) | ||||||
Bendigo & Adelaide Bank Ltd. |
(61,889 | ) | (401,318 | ) | (58.0 | ) | ||||||
Brickworks Ltd. |
(37,186 | ) | (720,062 | ) | (104.1 | ) | ||||||
Cleanaway Waste Management Ltd. |
(536,620 | ) | (922,219 | ) | (133.3 | ) | ||||||
Corporate Travel Management Ltd. |
(33,521 | ) | (450,077 | ) | (65.1 | ) | ||||||
Costa Group Holdings Ltd. |
(1,447,259 | ) | (3,055,638 | ) | (441.7 | ) | ||||||
De Grey Mining Ltd. |
(701,875 | ) | (565,911 | ) | (81.8 | ) | ||||||
Deterra Royalties Ltd. |
(117,281 | ) | (428,128 | ) | (61.9 | ) | ||||||
Genesis Minerals Ltd. |
(208,578 | ) | (224,495 | ) | (32.4 | ) | ||||||
Gold Road Resources Ltd. |
(1,276,920 | ) | (1,283,212 | ) | (185.5 | ) | ||||||
GUD Holdings Ltd. |
(141,385 | ) | (1,138,801 | ) | (164.6 | ) | ||||||
Ingenia Communities Group |
(119,362 | ) | (351,102 | ) | (50.8 | ) | ||||||
Orora Ltd. |
(12,244 | ) | (22,375 | ) | (3.2 | ) | ||||||
|
|
|
|
|||||||||
(13,393,001 | ) | |||||||||||
Austria | ||||||||||||
CA Immobilien Anlagen AG |
(56,874 | ) | (1,892,046 | ) | (273.5 | ) | ||||||
|
|
|
|
|||||||||
Belgium | ||||||||||||
Azelis Group NV |
(8,200 | ) | (171,312 | ) | (24.8 | ) | ||||||
|
|
|
|
|||||||||
Canada | ||||||||||||
Altius Minerals Corp. |
(10,646 | ) | (140,769 | ) | (20.3 | ) | ||||||
Andlauer Healthcare Group, Inc. |
(11,909 | ) | (347,919 | ) | (50.3 | ) |
49 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Canada (continued) | ||||||||||||
Badger Infrastructure Solutions Ltd. |
(7,081 | ) | $ | (246,282 | ) | (35.6 | )% | |||||
Brookfield Business Corp., Class A |
(49,852 | ) | (1,157,908 | ) | (167.4 | ) | ||||||
Canadian Western Bank |
(50,179 | ) | (1,106,169 | ) | (159.9 | ) | ||||||
Choice Properties Real Estate Investment Trust |
(62,972 | ) | (658,237 | ) | (95.1 | ) | ||||||
Cineplex, Inc. |
(31,368 | ) | (192,334 | ) | (27.8 | ) | ||||||
Definity Financial Corp. |
(19,207 | ) | (559,374 | ) | (80.9 | ) | ||||||
Dream Industrial Real Estate Investment Trust |
(34,293 | ) | (342,637 | ) | (49.5 | ) | ||||||
Headwater Exploration, Inc. |
(6,965 | ) | (32,719 | ) | (4.7 | ) | ||||||
Lumine Group, Inc. |
(33,161 | ) | (774,223 | ) | (111.9 | ) | ||||||
Maple Leaf Foods, Inc. |
(2,991 | ) | (57,095 | ) | (8.3 | ) | ||||||
Martinrea International, Inc. |
(36,670 | ) | (377,008 | ) | (54.5 | ) | ||||||
North West Co., Inc. |
(2,820 | ) | (81,649 | ) | (11.8 | ) | ||||||
Orla Mining Ltd. |
(6,721 | ) | (22,315 | ) | (3.2 | ) | ||||||
Skeena Resources Ltd. |
(11,207 | ) | (50,958 | ) | (7.4 | ) | ||||||
Spin Master Corp. |
(6,912 | ) | (177,940 | ) | (25.7 | ) | ||||||
Stella-Jones, Inc. |
(21,270 | ) | (1,259,531 | ) | (182.1 | ) | ||||||
Superior Plus Corp. |
(142,482 | ) | (976,657 | ) | (141.2 | ) | ||||||
Triple Flag Precious Metals Corp. |
(16,813 | ) | (215,671 | ) | (31.2 | ) | ||||||
Wesdome Gold Mines Ltd. |
(13,346 | ) | (78,786 | ) | (11.4 | ) | ||||||
Winpak Ltd. |
(9,528 | ) | (299,211 | ) | (43.3 | ) | ||||||
|
|
|
|
|||||||||
(9,155,392 | ) | |||||||||||
Cayman Islands | ||||||||||||
Consolidated Water Co. Ltd., Ordinary Shares |
(25,519 | ) | (814,822 | ) | (117.8 | ) | ||||||
|
|
|
|
|||||||||
China | ||||||||||||
TI Fluid Systems PLC |
(47,514 | ) | (86,538 | ) | (12.5 | ) | ||||||
|
|
|
|
|||||||||
Costa Rica | ||||||||||||
Establishment Labs Holdings, Inc. |
(8,113 | ) | (312,350 | ) | (45.2 | ) | ||||||
|
|
|
|
|||||||||
Denmark | ||||||||||||
Alm Brand A/S |
(67,361 | ) | (123,775 | ) | (17.9 | ) | ||||||
FLSmidth & Co.A/S |
(522 | ) | (21,431 | ) | (3.1 | ) | ||||||
Netcompany Group A/S |
(5,727 | ) | (230,119 | ) | (33.3 | ) | ||||||
NTG Nordic Transport Group A/S |
(14,628 | ) | (664,303 | ) | (96.0 | ) | ||||||
Ringkjoebing Landbobank A/S |
(3,484 | ) | (568,017 | ) | (82.1 | ) | ||||||
Royal Unibrew A/S |
(19,258 | ) | (1,277,396 | ) | (184.7 | ) | ||||||
Scandinavian Tobacco Group A/S |
(12,730 | ) | (231,191 | ) | (33.4 | ) | ||||||
|
|
|
|
|||||||||
(3,116,232 | ) | |||||||||||
Finland | ||||||||||||
QT Group Oyj |
(13,450 | ) | (961,397 | ) | (139.0 | ) | ||||||
|
|
|
|
|||||||||
Germany | ||||||||||||
Eckert & Ziegler Strahlen- und Medizintechnik AG |
(2,769 | ) | (139,213 | ) | (20.1 | ) | ||||||
Hamburger Hafen und Logistik AG |
(1,774 | ) | (32,402 | ) | (4.7 | ) | ||||||
Hensoldt AG |
(1,531 | ) | (46,554 | ) | (6.7 | ) | ||||||
Pfeiffer Vacuum Technology AG |
(1,448 | ) | (246,253 | ) | (35.6 | ) | ||||||
PNE AG, Class N |
(40,977 | ) | (598,444 | ) | (86.5 | ) | ||||||
Schott Pharma AG & Co. KGaA |
(13,502 | ) | (531,853 | ) | (76.9 | ) | ||||||
Sixt SE |
(7,806 | ) | (771,350 | ) | (111.5 | ) | ||||||
Software AG |
(10,143 | ) | (429,278 | ) | (62.0 | ) | ||||||
Thyssenkrupp Nucera AG & Co. KGaa |
(13,675 | ) | (225,925 | ) | (32.7 | ) | ||||||
|
|
|
|
|||||||||
(3,021,272 | ) | |||||||||||
Ghana | ||||||||||||
Tullow Oil PLC |
(1,072,706 | ) | (422,393 | ) | (61.1 | ) | ||||||
|
|
|
|
|||||||||
Indonesia | ||||||||||||
Nickel Industries Ltd. |
(1,544,548 | ) | (801,367 | ) | (115.8 | ) | ||||||
|
|
|
|
Security | Shares | Value | % of Basket Value |
|||||||||
Ireland | ||||||||||||
Ardmore Shipping Corp. |
(6,208 | ) | $ | (102,867 | ) | (14.9 | )% | |||||
|
|
|
|
|||||||||
Israel | ||||||||||||
Israel Corp. Ltd. |
(423 | ) | (94,059 | ) | (13.6 | ) | ||||||
Phoenix Holdings Ltd. |
(130,014 | ) | (1,284,985 | ) | (185.7 | ) | ||||||
|
|
|
|
|||||||||
(1,379,044 | ) | |||||||||||
Italy | ||||||||||||
Carel Industries SpA |
(1,588 | ) | (38,980 | ) | (5.6 | ) | ||||||
Eurogroup Laminations SpA |
(90,951 | ) | (300,887 | ) | (43.5 | ) | ||||||
Industrie De Nora SpA |
(15,232 | ) | (242,832 | ) | (35.1 | ) | ||||||
Juventus Football Club SpA |
(113,301 | ) | (278,007 | ) | (40.2 | ) | ||||||
Salvatore Ferragamo SpA |
(6,701 | ) | (86,561 | ) | (12.5 | ) | ||||||
Technoprobe SpA |
(20,679 | ) | (208,080 | ) | (30.1 | ) | ||||||
|
|
|
|
|||||||||
(1,155,347 | ) | |||||||||||
Japan | ||||||||||||
Advance Residence Investment Corp. |
(56 | ) | (124,508 | ) | (18.0 | ) | ||||||
Aeon Fantasy Co. Ltd. |
(1,800 | ) | (31,198 | ) | (4.5 | ) | ||||||
Aichi Financial Group, Inc. |
(4,000 | ) | (71,264 | ) | (10.3 | ) | ||||||
AOKI Holdings, Inc. |
(11,500 | ) | (92,419 | ) | (13.4 | ) | ||||||
Asahi Yukizai Corp. |
(3,200 | ) | (89,832 | ) | (13.0 | ) | ||||||
Base Co. Ltd. |
(5,100 | ) | (113,938 | ) | (16.5 | ) | ||||||
C Uyemura & Co. Ltd. |
(1,900 | ) | (145,561 | ) | (21.0 | ) | ||||||
Chikaranomoto Holdings Co. Ltd. |
(13,700 | ) | (135,025 | ) | (19.5 | ) | ||||||
Chubu Steel Plate Co. Ltd. |
(200 | ) | (3,390 | ) | (0.5 | ) | ||||||
Comforia Residential REIT, Inc. |
(16 | ) | (33,859 | ) | (4.9 | ) | ||||||
CRE Logistics REIT, Inc. |
(1,350 | ) | (1,425,336 | ) | (206.0 | ) | ||||||
Daiei Kankyo Co. Ltd. |
(28,100 | ) | (482,760 | ) | (69.8 | ) | ||||||
Daikoku Denki Co. Ltd. |
(2,000 | ) | (51,111 | ) | (7.4 | ) | ||||||
Daiwa Office Investment Corp. |
(10 | ) | (43,068 | ) | (6.2 | ) | ||||||
Descente Ltd. |
(10,900 | ) | (254,480 | ) | (36.8 | ) | ||||||
Enplas Corp. |
(6,800 | ) | (558,050 | ) | (80.7 | ) | ||||||
Frontier Real Estate Investment Corp. |
(180 | ) | (537,152 | ) | (77.6 | ) | ||||||
Fuji Media Holdings, Inc. |
(55,800 | ) | (667,311 | ) | (96.5 | ) | ||||||
Fujio Food Group, Inc. |
(41,200 | ) | (414,173 | ) | (59.9 | ) | ||||||
Furuya Metal Co. Ltd. |
(10,200 | ) | (639,216 | ) | (92.4 | ) | ||||||
Fuso Chemical Co. Ltd. |
(4,100 | ) | (116,655 | ) | (16.9 | ) | ||||||
giftee, Inc. |
(8,300 | ) | (91,896 | ) | (13.3 | ) | ||||||
Globeride, Inc. |
(100 | ) | (1,420 | ) | (0.2 | ) | ||||||
GungHo Online Entertainment, Inc. |
(20,900 | ) | (354,651 | ) | (51.3 | ) | ||||||
Hakuto Co. Ltd. |
(600 | ) | (25,073 | ) | (3.6 | ) | ||||||
House Foods Group, Inc. |
(3,200 | ) | (71,119 | ) | (10.3 | ) | ||||||
Iino Kaiun Kaisha Ltd. |
(27,600 | ) | (243,436 | ) | (35.2 | ) | ||||||
J Trust Co. Ltd. |
(15,300 | ) | (49,997 | ) | (7.2 | ) | ||||||
Japan Aviation Electronics Industry Ltd. |
(21,400 | ) | (372,321 | ) | (53.8 | ) | ||||||
Japan Excellent, Inc. |
(518 | ) | (432,461 | ) | (62.5 | ) | ||||||
Japan Prime Realty Investment Corp. |
(17 | ) | (41,098 | ) | (5.9 | ) | ||||||
Kanto Denka Kogyo Co. Ltd. |
(10,600 | ) | (64,025 | ) | (9.3 | ) | ||||||
KeePer Technical Laboratory Co. Ltd. |
(200 | ) | (8,914 | ) | (1.3 | ) | ||||||
Komehyo Holdings Co. Ltd. |
(1,000 | ) | (30,210 | ) | (4.4 | ) | ||||||
Kosaido Holdings Co. Ltd. |
(59,500 | ) | (304,927 | ) | (44.1 | ) | ||||||
Krosaki Harima Corp. |
(900 | ) | (75,859 | ) | (11.0 | ) | ||||||
KYB Corp. |
(1,700 | ) | (59,510 | ) | (8.6 | ) | ||||||
Mabuchi Motor Co. Ltd. |
(101,100 | ) | (1,767,548 | ) | (255.5 | ) | ||||||
MEC Co. Ltd. |
(1,000 | ) | (30,543 | ) | (4.4 | ) | ||||||
Mitsui Fudosan Logistics Park, Inc. |
(53 | ) | (160,484 | ) | (23.2 | ) | ||||||
Mitsui-Soko Holdings Co. Ltd. |
(2,100 | ) | (70,823 | ) | (10.2 | ) | ||||||
Money Forward, Inc. |
(2,400 | ) | (93,535 | ) | (13.5 | ) | ||||||
m-up Holdings, Inc. |
(11,600 | ) | (79,254 | ) | (11.5 | ) | ||||||
Musashino Bank Ltd. |
(6,400 | ) | (121,697 | ) | (17.6 | ) |
S C H E D U L E O F I N V E S T M E N T S |
50 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Nikkiso Co. Ltd. |
(4,000 | ) | $ | (29,636 | ) | (4.3 | )% | |||||
Nikkon Holdings Co. Ltd. |
(11,000 | ) | (238,572 | ) | (34.5 | ) | ||||||
Nippon Accommodations Fund, Inc. |
(50 | ) | (210,128 | ) | (30.4 | ) | ||||||
Nippon Kayaku Co. Ltd. |
(52,900 | ) | (476,961 | ) | (68.9 | ) | ||||||
Nippon Pillar Packing Co. Ltd. |
(800 | ) | (26,539 | ) | (3.8 | ) | ||||||
Nishimatsu Construction Co. Ltd. |
(11,400 | ) | (316,385 | ) | (45.7 | ) | ||||||
Nitto Boseki Co. Ltd. |
(1,900 | ) | (65,498 | ) | (9.5 | ) | ||||||
Nomura Micro Science Co. Ltd. |
(1,500 | ) | (140,410 | ) | (20.3 | ) | ||||||
Orient Corp. |
(7,600 | ) | (57,904 | ) | (8.4 | ) | ||||||
OSAKA Titanium Technologies Co. Ltd. |
(10,901 | ) | (208,100 | ) | (30.1 | ) | ||||||
Piolax, Inc. |
(4,600 | ) | (78,647 | ) | (11.4 | ) | ||||||
Roland Corp. |
(5,700 | ) | (191,166 | ) | (27.6 | ) | ||||||
Ryosan Co. Ltd. |
(800 | ) | (26,620 | ) | (3.8 | ) | ||||||
Sangetsu Corp. |
(27,100 | ) | (602,774 | ) | (87.1 | ) | ||||||
SBI Sumishin Net Bank Ltd. |
(5,900 | ) | (68,586 | ) | (9.9 | ) | ||||||
Septeni Holdings Co. Ltd. |
(132,500 | ) | (447,711 | ) | (64.7 | ) | ||||||
Shiga Bank Ltd. |
(6,400 | ) | (160,551 | ) | (23.2 | ) | ||||||
Shin Nippon Biomedical Laboratories Ltd. |
(14,100 | ) | (165,167 | ) | (23.9 | ) | ||||||
Shin-Etsu Polymer Co. Ltd. |
(17,000 | ) | (186,485 | ) | (27.0 | ) | ||||||
Shoei Co. Ltd. |
(18,700 | ) | (252,229 | ) | (36.5 | ) | ||||||
Simplex Holdings, Inc. |
(5,200 | ) | (94,641 | ) | (13.7 | ) | ||||||
SKY Perfect JSAT Holdings, Inc. |
(26,500 | ) | (140,752 | ) | (20.3 | ) | ||||||
Sotetsu Holdings, Inc. |
(9,000 | ) | (166,600 | ) | (24.1 | ) | ||||||
Star Micronics Co. Ltd. |
(14,000 | ) | (168,686 | ) | (24.4 | ) | ||||||
SUNWELS Co. Ltd. |
(1,400 | ) | (22,073 | ) | (3.2 | ) | ||||||
T Hasegawa Co. Ltd. |
(3,100 | ) | (70,219 | ) | (10.1 | ) | ||||||
Takara Holdings, Inc. |
(55,500 | ) | (474,132 | ) | (68.5 | ) | ||||||
Tocalo Co. Ltd. |
(17,000 | ) | (182,519 | ) | (26.4 | ) | ||||||
Tokai Carbon Co. Ltd. |
(108,800 | ) | (772,476 | ) | (111.7 | ) | ||||||
Tokyo Kiraboshi Financial Group, Inc. |
(6,000 | ) | (177,135 | ) | (25.6 | ) | ||||||
TOMONY Holdings, Inc. |
(2,500 | ) | (6,946 | ) | (1.0 | ) | ||||||
Topre Corp. |
(2,800 | ) | (41,119 | ) | (5.9 | ) | ||||||
Tri Chemical Laboratories, Inc. |
(12,100 | ) | (301,303 | ) | (43.5 | ) | ||||||
Valqua Ltd. |
(2,400 | ) | (73,645 | ) | (10.6 | ) | ||||||
W-Scope Corp. |
(43,400 | ) | (226,633 | ) | (32.8 | ) | ||||||
Yodogawa Steel Works Ltd. |
(5,700 | ) | (151,606 | ) | (21.9 | ) | ||||||
|
|
|
|
|||||||||
(17,601,661 | ) | |||||||||||
Luxembourg | ||||||||||||
RTL Group SA |
(10,312 | ) | (401,545 | ) | (58.0 | ) | ||||||
|
|
|
|
|||||||||
Netherlands | ||||||||||||
Alfen NV |
(61,517 | ) | (3,769,238 | ) | (544.9 | ) | ||||||
AMG Critical Materials NV |
(4,316 | ) | (92,895 | ) | (13.4 | ) | ||||||
Corbion NV, Class C |
(12,354 | ) | (242,496 | ) | (35.0 | ) | ||||||
|
|
|
|
|||||||||
(4,104,629 | ) | |||||||||||
New Zealand | ||||||||||||
Mainfreight Ltd. |
(6,088 | ) | (269,975 | ) | (39.0 | ) | ||||||
Ryman Healthcare Ltd. |
(31,595 | ) | (111,274 | ) | (16.1 | ) | ||||||
|
|
|
|
|||||||||
(381,249 | ) | |||||||||||
Norway | ||||||||||||
Crayon Group Holding ASA |
(21,236 | ) | (181,020 | ) | (26.2 | ) | ||||||
Entra ASA |
(20,674 | ) | (229,853 | ) | (33.2 | ) | ||||||
MPC Container Ships ASA |
(451,456 | ) | (688,137 | ) | (99.5 | ) | ||||||
NEL ASA |
(124,576 | ) | (63,252 | ) | (9.1 | ) | ||||||
Norske Skog ASA |
(85,223 | ) | (298,544 | ) | (43.2 | ) | ||||||
|
|
|
|
|||||||||
(1,460,806 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Portugal | ||||||||||||
Greenvolt-Energias Renovaveis SA |
(164,906 | ) | $ | (1,459,131 | ) | (210.9 | )% | |||||
|
|
|
|
|||||||||
Singapore | ||||||||||||
AEM Holdings Ltd. |
(54,500 | ) | (109,194 | ) | (15.8 | ) | ||||||
Kenon Holdings Ltd./Singapore |
(26,744 | ) | (641,247 | ) | (92.7 | ) | ||||||
SATS Ltd. |
(127,500 | ) | (261,971 | ) | (37.8 | ) | ||||||
Sheng Siong Group Ltd. |
(244,400 | ) | (285,503 | ) | (41.3 | ) | ||||||
|
|
|
|
|||||||||
(1,297,915 | ) | |||||||||||
Spain | ||||||||||||
Sacyr SA |
(159,824 | ) | (534,169 | ) | (77.2 | ) | ||||||
Vidrala SA |
(1,160 | ) | (117,801 | ) | (17.0 | ) | ||||||
Viscofan SA |
(1,875 | ) | (111,287 | ) | (16.1 | ) | ||||||
|
|
|
|
|||||||||
(763,257 | ) | |||||||||||
Sweden | ||||||||||||
Addnode Group AB, Class B |
(12,933 | ) | (116,413 | ) | (16.8 | ) | ||||||
Bilia AB, Class A |
(29,199 | ) | (354,475 | ) | (51.2 | ) | ||||||
Dometic Group AB |
(79,178 | ) | (635,439 | ) | (91.9 | ) | ||||||
Fabege AB |
(14,477 | ) | (135,484 | ) | (19.6 | ) | ||||||
Fortnox AB |
(8,163 | ) | (45,084 | ) | (6.5 | ) | ||||||
Hexatronic Group AB |
(78,492 | ) | (166,074 | ) | (24.0 | ) | ||||||
Hexpol AB, Class B |
(35,756 | ) | (410,692 | ) | (59.4 | ) | ||||||
Hms Networks Ab |
(3,994 | ) | (177,258 | ) | (25.6 | ) | ||||||
Hufvudstaden AB, Class A |
(6,216 | ) | (81,029 | ) | (11.7 | ) | ||||||
Munters Group AB |
(2,680 | ) | (43,100 | ) | (6.2 | ) | ||||||
New Wave Group AB, Class B |
(73,501 | ) | (658,205 | ) | (95.2 | ) | ||||||
Pandox AB |
(9,035 | ) | (124,901 | ) | (18.1 | ) | ||||||
Paradox Interactive AB |
(16,107 | ) | (318,167 | ) | (46.0 | ) | ||||||
Stillfront Group AB |
(115,911 | ) | (121,131 | ) | (17.5 | ) | ||||||
Vitec Software Group AB, Class B |
(1,312 | ) | (72,803 | ) | (10.5 | ) | ||||||
|
|
|
|
|||||||||
(3,460,255 | ) | |||||||||||
Switzerland | ||||||||||||
Allreal Holding AG, Class N |
(6,928 | ) | (1,242,364 | ) | (179.6 | ) | ||||||
Bossard Holding AG, Registered Shares |
(4,300 | ) | (1,037,185 | ) | (149.9 | ) | ||||||
Cembra Money Bank AG |
(3,831 | ) | (297,736 | ) | (43.0 | ) | ||||||
Comet Holding AG, Class N |
(1,484 | ) | (492,966 | ) | (71.3 | ) | ||||||
Daetwyler Holding AG |
(639 | ) | (131,034 | ) | (19.0 | ) | ||||||
Emmi AG, Class N |
(61 | ) | (64,451 | ) | (9.3 | ) | ||||||
Galenica AG |
(34,348 | ) | (3,034,683 | ) | (438.7 | ) | ||||||
Garrett Motion, Inc. |
(32,567 | ) | (279,750 | ) | (40.4 | ) | ||||||
Interroll Holding AG, Class N |
(184 | ) | (541,925 | ) | (78.3 | ) | ||||||
Leonteq AG |
(2,927 | ) | (109,854 | ) | (15.9 | ) | ||||||
Meyer Burger Technology AG, Class N |
(1,445,160 | ) | (186,649 | ) | (27.0 | ) | ||||||
Mobimo Holding AG |
(1,232 | ) | (367,015 | ) | (53.1 | ) | ||||||
SFS Group AG |
(1,955 | ) | (236,625 | ) | (34.2 | ) | ||||||
SKAN Group AG |
(622 | ) | (55,331 | ) | (8.0 | ) | ||||||
Zehnder Group AG |
(683 | ) | (41,032 | ) | (5.9 | ) | ||||||
|
|
|
|
|||||||||
(8,118,600 | ) | |||||||||||
United Kingdom | ||||||||||||
888 Holdings PLC |
(142,858 | ) | (141,142 | ) | (20.4 | ) | ||||||
Alphawave IP Group PLC |
(35,956 | ) | (59,174 | ) | (8.6 | ) | ||||||
Ascential PLC |
(201,886 | ) | (780,832 | ) | (112.9 | ) | ||||||
Auction Technology Group PLC |
(15,152 | ) | (105,041 | ) | (15.2 | ) | ||||||
Genuit Group PLC |
(37,685 | ) | (202,340 | ) | (29.3 | ) | ||||||
Global Ship Lease, Inc., Class A |
(6,624 | ) | (141,886 | ) | (20.5 | ) | ||||||
Ibstock PLC |
(58,461 | ) | (114,111 | ) | (16.5 | ) | ||||||
Oxford Nanopore Technologies PLC |
(4,904 | ) | (10,004 | ) | (1.4 | ) | ||||||
Rathbones Group PLC |
(4,748 | ) | (99,774 | ) | (14.4 | ) |
51 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United Kingdom (continued) | ||||||||||||
Renishaw PLC |
(5,715 | ) | $ | (253,861 | ) | (36.7 | )% | |||||
Trainline PLC |
(54,442 | ) | (228,883 | ) | (33.1 | ) | ||||||
Victrex PLC |
(17,112 | ) | (296,907 | ) | (42.9 | ) | ||||||
WH Smith PLC |
(28,594 | ) | (438,892 | ) | (63.4 | ) | ||||||
|
|
|
|
|||||||||
(2,872,847 | ) | |||||||||||
United States | ||||||||||||
Adeia, Inc. |
(4,147 | ) | (50,345 | ) | (7.3 | ) | ||||||
ADT, Inc. |
(41,037 | ) | (267,972 | ) | (38.7 | ) | ||||||
ADTRAN Holdings, Inc. |
(11,045 | ) | (69,197 | ) | (10.0 | ) | ||||||
Aehr Test Systems |
(3,433 | ) | (50,980 | ) | (7.4 | ) | ||||||
Agiliti, Inc. |
(5,367 | ) | (38,052 | ) | (5.5 | ) | ||||||
Altair Engineering, Inc., Class A |
(3,060 | ) | (260,161 | ) | (37.6 | ) | ||||||
Altus Power, Inc., Class A |
(58,049 | ) | (312,884 | ) | (45.2 | ) | ||||||
AMC Networks, Inc., Class A |
(1,067 | ) | (19,302 | ) | (2.8 | ) | ||||||
Apollo Commercial Real Estate Finance, Inc. |
(13,004 | ) | (145,125 | ) | (21.0 | ) | ||||||
Applied Digital Corp. |
(80,303 | ) | (412,757 | ) | (59.7 | ) | ||||||
Ares Commercial Real Estate Corp. |
(3,560 | ) | (33,856 | ) | (4.9 | ) | ||||||
Arhaus, Inc., Class A |
(13,401 | ) | (156,658 | ) | (22.6 | ) | ||||||
ARMOUR Residential REIT, Inc. |
(28,526 | ) | (543,420 | ) | (78.6 | ) | ||||||
Artesian Resources Corp., Class A |
(1,708 | ) | (62,342 | ) | (9.0 | ) | ||||||
Assured Guaranty Ltd. |
(8,747 | ) | (709,644 | ) | (102.6 | ) | ||||||
Astronics Corp. |
(3,012 | ) | (50,933 | ) | (7.4 | ) | ||||||
Atlas Energy Solutions, Inc. |
(4,820 | ) | (83,723 | ) | (12.1 | ) | ||||||
Atrion Corp. |
(45 | ) | (15,300 | ) | (2.2 | ) | ||||||
Balchem Corp. |
(607 | ) | (85,077 | ) | (12.3 | ) | ||||||
Bank First Corp. |
(12,542 | ) | (1,059,046 | ) | (153.1 | ) | ||||||
Bank of Hawaii Corp. |
(22,753 | ) | (1,438,672 | ) | (208.0 | ) | ||||||
BGC Group, Inc., Class A |
(72,954 | ) | (515,055 | ) | (74.5 | ) | ||||||
Boston Omaha Corp., Class A |
(12,829 | ) | (198,721 | ) | (28.7 | ) | ||||||
BRC, Inc., Class A |
(13,604 | ) | (51,423 | ) | (7.4 | ) | ||||||
Broadstone Net Lease, Inc. |
(1,912 | ) | (30,726 | ) | (4.4 | ) | ||||||
BRP Group, Inc., Class A |
(26,495 | ) | (594,548 | ) | (85.9 | ) | ||||||
Burford Capital Ltd. |
(23,473 | ) | (353,034 | ) | (51.0 | ) | ||||||
California Water Service Group |
(1,907 | ) | (86,330 | ) | (12.5 | ) | ||||||
Cambridge Bancorp |
(5,802 | ) | (397,959 | ) | (57.5 | ) | ||||||
Camping World Holdings, Inc., Class A |
(4,431 | ) | (110,110 | ) | (15.9 | ) | ||||||
Cass Information Systems, Inc. |
(4,273 | ) | (184,423 | ) | (26.7 | ) | ||||||
Centrus Energy Corp., Class A |
(596 | ) | (29,931 | ) | (4.3 | ) | ||||||
Certara, Inc. |
(16,880 | ) | (272,781 | ) | (39.4 | ) | ||||||
Claros Mortgage Trust, Inc. |
(3,619 | ) | (42,487 | ) | (6.1 | ) | ||||||
Cleanspark, Inc. |
(71,516 | ) | (575,704 | ) | (83.2 | ) | ||||||
Clearfield, Inc. |
(26,203 | ) | (660,054 | ) | (95.4 | ) | ||||||
CNB Financial Corp. |
(862 | ) | (18,404 | ) | (2.7 | ) | ||||||
Coastal Financial Corp. |
(4,854 | ) | (193,675 | ) | (28.0 | ) | ||||||
Collegium Pharmaceutical, Inc. |
(8,409 | ) | (277,161 | ) | (40.1 | ) | ||||||
Columbia Financial, Inc. |
(5,495 | ) | (98,800 | ) | (14.3 | ) | ||||||
Conduent, Inc. |
(18,514 | ) | (66,650 | ) | (9.6 | ) | ||||||
Consensus Cloud Solutions, Inc. |
(12,621 | ) | (274,381 | ) | (39.7 | ) | ||||||
CoreCivic, Inc. |
(3,600 | ) | (51,192 | ) | (7.4 | ) | ||||||
Corsair Gaming, Inc. |
(36,350 | ) | (462,736 | ) | (66.9 | ) | ||||||
Crescent Energy Co., Class A |
(86,390 | ) | (954,610 | ) | (138.0 | ) | ||||||
CTS Corp. |
(4,642 | ) | (190,601 | ) | (27.6 | ) | ||||||
Cytek Biosciences, Inc. |
(8,199 | ) | (61,902 | ) | (8.9 | ) | ||||||
Definitive Healthcare Corp., Class A |
(14,587 | ) | (123,990 | ) | (17.9 | ) | ||||||
Dennys Corp. |
(7,099 | ) | (75,462 | ) | (10.9 | ) | ||||||
DiamondRock Hospitality Co. |
(79,785 | ) | (729,235 | ) | (105.4 | ) | ||||||
Dine Brands Global, Inc. |
(10,831 | ) | (505,266 | ) | (73.0 | ) | ||||||
Distribution Solutions Group, Inc. |
(3,135 | ) | (100,069 | ) | (14.5 | ) | ||||||
DocGo, Inc. |
(3,002 | ) | (11,107 | ) | (1.6 | ) | ||||||
Dorman Products, Inc. |
(2,562 | ) | (208,572 | ) | (30.1 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Eastman Kodak Co. |
(34,597 | ) | $ | (119,360 | ) | (17.3 | )% | |||||
Ecovyst, Inc. |
(14,932 | ) | (138,270 | ) | (20.0 | ) | ||||||
Embecta Corp. |
(15,039 | ) | (257,768 | ) | (37.3 | ) | ||||||
Encore Capital Group, Inc. |
(1,388 | ) | (69,511 | ) | (10.0 | ) | ||||||
Enfusion, Inc., Class A |
(42,549 | ) | (336,137 | ) | (48.6 | ) | ||||||
Enhabit, Inc. |
(4,583 | ) | (46,242 | ) | (6.7 | ) | ||||||
Enliven Therapeutics, Inc. |
(28,086 | ) | (440,950 | ) | (63.7 | ) | ||||||
Enovix Corp. |
(178,830 | ) | (1,664,907 | ) | (240.7 | ) | ||||||
Enstar Group Ltd. |
(2,126 | ) | (567,408 | ) | (82.0 | ) | ||||||
European Wax Center, Inc., Class A |
(57,657 | ) | (855,630 | ) | (123.7 | ) | ||||||
Evolus, Inc. |
(5,005 | ) | (63,513 | ) | (9.2 | ) | ||||||
Excelerate Energy, Inc., Class A |
(13,989 | ) | (214,311 | ) | (31.0 | ) | ||||||
F&G Annuities & Life, Inc. |
(7,000 | ) | (313,880 | ) | (45.4 | ) | ||||||
Farmers National Banc Corp. |
(14,361 | ) | (197,033 | ) | (28.5 | ) | ||||||
Farmland Partners, Inc. |
(50,477 | ) | (566,352 | ) | (81.9 | ) | ||||||
First Advantage Corp. |
(1,307 | ) | (21,396 | ) | (3.1 | ) | ||||||
First Bancorp/Southern Pines NC |
(437 | ) | (15,103 | ) | (2.2 | ) | ||||||
First Bancshares, Inc. |
(7,578 | ) | (192,709 | ) | (27.9 | ) | ||||||
First Commonwealth Financial Corp. |
(11,486 | ) | (160,919 | ) | (23.3 | ) | ||||||
First Community Bankshares, Inc. |
(4,235 | ) | (145,176 | ) | (21.0 | ) | ||||||
First Merchants Corp. |
(3,733 | ) | (126,213 | ) | (18.2 | ) | ||||||
GCM Grosvenor, Inc., Class A |
(2,371 | ) | (20,604 | ) | (3.0 | ) | ||||||
GEO Group, Inc. |
(9,332 | ) | (103,772 | ) | (15.0 | ) | ||||||
German American Bancorp, Inc. |
(2,211 | ) | (73,250 | ) | (10.6 | ) | ||||||
Gladstone Land Corp. |
(8,854 | ) | (125,373 | ) | (18.1 | ) | ||||||
Global Medical REIT, Inc. |
(16,221 | ) | (163,994 | ) | (23.7 | ) | ||||||
Great Southern Bancorp, Inc. |
(4,957 | ) | (258,210 | ) | (37.3 | ) | ||||||
Grid Dynamics Holdings, Inc., Class A |
(19,678 | ) | (256,798 | ) | (37.1 | ) | ||||||
Hawkins, Inc. |
(1,421 | ) | (94,596 | ) | (13.7 | ) | ||||||
Haynes International, Inc. |
(2,055 | ) | (114,402 | ) | (16.5 | ) | ||||||
Herbalife Ltd. |
(6,079 | ) | (73,252 | ) | (10.6 | ) | ||||||
HighPeak Energy, Inc. |
(12,863 | ) | (175,580 | ) | (25.4 | ) | ||||||
Hillman Solutions Corp. |
(53,959 | ) | (474,300 | ) | (68.6 | ) | ||||||
Hilltop Holdings, Inc. |
(3,180 | ) | (100,138 | ) | (14.5 | ) | ||||||
Home BancShares, Inc. |
(5,237 | ) | (122,755 | ) | (17.7 | ) | ||||||
Ichor Holdings Ltd. |
(1,361 | ) | (49,268 | ) | (7.1 | ) | ||||||
International Bancshares Corp. |
(7,921 | ) | (418,704 | ) | (60.5 | ) | ||||||
Intrepid Potash, Inc. |
(2,386 | ) | (43,902 | ) | (6.3 | ) | ||||||
Ivanhoe Electric, Inc. |
(118,395 | ) | (989,782 | ) | (143.1 | ) | ||||||
Jack in the Box, Inc. |
(6,116 | ) | (476,865 | ) | (68.9 | ) | ||||||
John Bean Technologies Corp. |
(1,699 | ) | (167,793 | ) | (24.3 | ) | ||||||
Kinetik Holdings, Inc., Class A |
(123,972 | ) | (4,031,569 | ) | (582.8 | ) | ||||||
Lakeland Financial Corp. |
(961 | ) | (64,349 | ) | (9.3 | ) | ||||||
Leslies, Inc. |
(40,403 | ) | (271,104 | ) | (39.2 | ) | ||||||
Life Time Group Holdings, Inc. |
(6,812 | ) | (90,600 | ) | (13.1 | ) | ||||||
Lightwave Logic, Inc. |
(75,760 | ) | (326,526 | ) | (47.2 | ) | ||||||
Lindblad Expeditions Holdings, Inc. |
(12,741 | ) | (117,727 | ) | (17.0 | ) | ||||||
Madison Square Garden Entertainment Corp. |
(1,645 | ) | (54,844 | ) | (7.9 | ) | ||||||
Maravai LifeSciences Holdings, Inc., Class A |
(11,088 | ) | (64,310 | ) | (9.3 | ) | ||||||
MaxCyte, Inc. |
(13,331 | ) | (67,855 | ) | (9.8 | ) | ||||||
MediaAlpha, Inc., Class A |
(2,870 | ) | (36,593 | ) | (5.3 | ) | ||||||
Medifast, Inc. |
(1,085 | ) | (59,295 | ) | (8.6 | ) | ||||||
MeridianLink, Inc. |
(13,820 | ) | (314,405 | ) | (45.4 | ) | ||||||
Mesa Laboratories, Inc. |
(1,332 | ) | (122,038 | ) | (17.6 | ) | ||||||
Middlesex Water Co. |
(869 | ) | (48,638 | ) | (7.0 | ) | ||||||
Mirion Technologies, Inc., Class A |
(77,939 | ) | (736,524 | ) | (106.5 | ) | ||||||
Mission Produce, Inc. |
(2,561 | ) | (25,584 | ) | (3.7 | ) | ||||||
Montauk Renewables, Inc. |
(15,249 | ) | (105,371 | ) | (15.2 | ) | ||||||
Movado Group, Inc. |
(26,660 | ) | (735,283 | ) | (106.3 | ) | ||||||
National Bank Holdings Corp., Class A |
(9,944 | ) | (348,040 | ) | (50.3 | ) | ||||||
National Cinemedia, Inc. |
(70,917 | ) | (290,051 | ) | (41.9 | ) |
S C H E D U L E O F I N V E S T M E N T S |
52 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
National Presto Industries, Inc. |
(1,583 | ) | $ | (125,326 | ) | (18.1 | )% | |||||
NBT Bancorp, Inc. |
(11,513 | ) | (409,517 | ) | (59.2 | ) | ||||||
nCino, Inc. |
(1,709 | ) | (53,799 | ) | (7.8 | ) | ||||||
NeoGenomics, Inc. |
(31,146 | ) | (462,518 | ) | (66.9 | ) | ||||||
New York Mortgage Trust, Inc. |
(7,507 | ) | (58,855 | ) | (8.5 | ) | ||||||
NewtekOne, Inc. |
(10,647 | ) | (127,870 | ) | (18.5 | ) | ||||||
Nicolet Bankshares, Inc. |
(1,609 | ) | (125,132 | ) | (18.1 | ) | ||||||
nLight, Inc. |
(10,526 | ) | (136,627 | ) | (19.7 | ) | ||||||
Northfield Bancorp, Inc. |
(1,125 | ) | (13,534 | ) | (2.0 | ) | ||||||
OmniAb, Inc. |
(3,474 | ) | (20,149 | ) | (2.9 | ) | ||||||
One Liberty Properties, Inc. |
(3,090 | ) | (62,542 | ) | (9.0 | ) | ||||||
OneWater Marine, Inc., Class A |
(17,486 | ) | (441,172 | ) | (63.8 | ) | ||||||
Origin Bancorp, Inc. |
(5,436 | ) | (165,798 | ) | (24.0 | ) | ||||||
OrthoPediatrics Corp. |
(5,734 | ) | (149,772 | ) | (21.6 | ) | ||||||
Papa Johns International, Inc. |
(10,997 | ) | (808,060 | ) | (116.8 | ) | ||||||
Paragon 28, Inc. |
(1,293 | ) | (16,395 | ) | (2.4 | ) | ||||||
Park National Corp. |
(2,711 | ) | (354,273 | ) | (51.2 | ) | ||||||
Peapack-Gladstone Financial Corp. |
(3,020 | ) | (83,292 | ) | (12.0 | ) | ||||||
Peoples Bancorp, Inc. |
(5,424 | ) | (158,923 | ) | (23.0 | ) | ||||||
Phillips Edison & Co., Inc. |
(4,423 | ) | (153,522 | ) | (22.2 | ) | ||||||
Phinia, Inc. |
(4,653 | ) | (140,707 | ) | (20.3 | ) | ||||||
Piedmont Lithium, Inc. |
(22,140 | ) | (338,299 | ) | (48.9 | ) | ||||||
Pitney Bowes, Inc. |
(24,720 | ) | (101,599 | ) | (14.7 | ) | ||||||
Plymouth Industrial REIT, Inc. |
(4,554 | ) | (100,826 | ) | (14.6 | ) | ||||||
PolyPeptide Group AG |
(10,823 | ) | (200,280 | ) | (29.0 | ) | ||||||
Powell Industries, Inc. |
(1,798 | ) | (213,117 | ) | (30.8 | ) | ||||||
ProAssurance Corp. |
(8,103 | ) | (109,066 | ) | (15.8 | ) | ||||||
QuantumScape Corp., Class A |
(154,773 | ) | (1,054,004 | ) | (152.4 | ) | ||||||
RCI Hospitality Holdings, Inc. |
(1,082 | ) | (66,824 | ) | (9.7 | ) | ||||||
Ready Capital Corp. |
(172,318 | ) | (1,614,620 | ) | (233.4 | ) | ||||||
Reliance Worldwide Corp. Ltd. |
(591,157 | ) | (1,636,982 | ) | (236.6 | ) | ||||||
Retail Opportunity Investments Corp. |
(25,181 | ) | (342,210 | ) | (49.5 | ) | ||||||
Rocket Lab USA, Inc., Class A |
(45,626 | ) | (221,286 | ) | (32.0 | ) | ||||||
S&T Bancorp, Inc. |
(7,542 | ) | (251,450 | ) | (36.3 | ) | ||||||
Sabre Corp. |
(10,574 | ) | (43,353 | ) | (6.3 | ) | ||||||
Sensient Technologies Corp. |
(191 | ) | (11,848 | ) | (1.7 | ) | ||||||
Shenandoah Telecommunications Co. |
(2,460 | ) | (50,405 | ) | (7.3 | ) | ||||||
Simply Good Foods Co. |
(4,970 | ) | (187,866 | ) | (27.2 | ) | ||||||
Six Flags Entertainment Corp. |
(45,027 | ) | (1,135,131 | ) | (164.1 | ) | ||||||
Solo Brands, Inc., Class A |
(9,768 | ) | (27,253 | ) | (3.9 | ) | ||||||
Sotera Health Co. |
(9,362 | ) | (137,809 | ) | (19.9 | ) | ||||||
Stellar Bancorp, Inc. |
(4,997 | ) | (125,075 | ) | (18.1 | ) | ||||||
StepStone Group, Inc., Class A |
(17,203 | ) | (575,440 | ) | (83.2 | ) | ||||||
Steven Madden Ltd. |
(21,219 | ) | (888,652 | ) | (128.5 | ) | ||||||
Sun Country Airlines Holdings, Inc. |
(18,920 | ) | (257,501 | ) | (37.2 | ) | ||||||
SunCoke Energy, Inc. |
(11,912 | ) | (122,098 | ) | (17.6 | ) | ||||||
SunPower Corp. |
(408,271 | ) | (1,237,061 | ) | (178.8 | ) | ||||||
Sunrun, Inc. |
(3,166 | ) | (45,844 | ) | (6.6 | ) | ||||||
Target Hospitality Corp. |
(9,966 | ) | (96,371 | ) | (13.9 | ) | ||||||
Tarsus Pharmaceuticals, Inc. |
(6,003 | ) | (163,522 | ) | (23.6 | ) | ||||||
Tidewater, Inc. |
(7,972 | ) | (535,639 | ) | (77.4 | ) | ||||||
TimkenSteel Corp. |
(3,091 | ) | (63,520 | ) | (9.2 | ) | ||||||
Towne Bank |
(4,590 | ) | (129,025 | ) | (18.7 | ) | ||||||
Transcat, Inc. |
(1,052 | ) | (115,762 | ) | (16.7 | ) | ||||||
Triumph Financial, Inc. |
(2,189 | ) | (154,653 | ) | (22.4 | ) | ||||||
Triumph Group, Inc. |
(47,051 | ) | (762,226 | ) | (110.2 | ) | ||||||
Ubiquiti, Inc. |
(3,594 | ) | (451,910 | ) | (65.3 | ) | ||||||
UFP Technologies, Inc. |
(1,867 | ) | (314,608 | ) | (45.5 | ) | ||||||
Uniti Group, Inc. |
(104,521 | ) | (549,780 | ) | (79.5 | ) | ||||||
Uranium Energy Corp. |
(26,832 | ) | (204,996 | ) | (29.6 | ) | ||||||
WaFd, Inc. |
(8,595 | ) | (249,599 | ) | (36.1 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Westrock Coffee Co. |
(109,786 | ) | $ | (1,137,383 | ) | (164.4 | )% | |||||
White Mountains Insurance Group Ltd. |
(284 | ) | (447,575 | ) | (64.7 | ) | ||||||
Whitestone REIT |
(6,068 | ) | (78,399 | ) | (11.3 | ) | ||||||
XPEL, Inc. |
(4,097 | ) | (218,985 | ) | (31.7 | ) | ||||||
York Water Co. |
(4,540 | ) | (162,895 | ) | (23.5 | ) | ||||||
|
|
|
|
|||||||||
(54,099,907 | ) | |||||||||||
Investment Companies | ||||||||||||
United Kingdom | ||||||||||||
Digital 9 Infrastructure PLC |
(1,172,609 | ) | (371,502 | ) | (53.7 | ) | ||||||
|
|
|
|
|||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Jungheinrich AG |
(5,167 | ) | (176,298 | ) | (25.5 | ) | ||||||
|
|
|
|
|||||||||
Rights | ||||||||||||
Spain | ||||||||||||
Sacyr SA, (Expires 02/09/24) |
(159,824 | ) | (10,803 | ) | (1.6 | ) | ||||||
|
|
|
|
|||||||||
Total Reference Entity Short | (133,365,785) | |||||||||||
|
|
|||||||||||
Net Value of Reference Entity BNP |
|
$ 691,778 | ||||||||||
|
|
The following table represents the individual long and short positions and related values of the equity securities underlying the total return swap with Goldman Sachs Bank USA as of period end, termination date 08/19/26:
Security | Shares | Value | % of Basket Value |
|||||||||
Reference Entity Long |
||||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
Abacus Group |
44,393 | $ | 32,078 | 2.0 | % | |||||||
Accent Group Ltd. |
75,287 | 100,500 | 6.3 | |||||||||
Alumina Ltd. |
882,621 | 673,226 | 42.5 | |||||||||
Arena REIT |
41,546 | 95,744 | 6.0 | |||||||||
AUB Group Ltd. |
16,336 | 329,655 | 20.8 | |||||||||
Austal Ltd. |
96,322 | 129,682 | 8.2 | |||||||||
Bega Cheese Ltd. |
265,372 | 655,772 | 41.4 | |||||||||
Boral Ltd. |
227,312 | 795,589 | 50.2 | |||||||||
Challenger Ltd. |
200,859 | 864,807 | 54.5 | |||||||||
Charter Hall Retail REIT |
173,071 | 424,335 | 26.8 | |||||||||
Charter Hall Social Infrastructure REIT |
38,629 | 70,803 | 4.5 | |||||||||
Credit Corp. Group Ltd. |
22,760 | 256,743 | 16.2 | |||||||||
CSR Ltd. |
300,497 | 1,372,971 | 86.6 | |||||||||
Data#3 Ltd. |
100,438 | 646,988 | 40.8 | |||||||||
Downer EDI Ltd. |
318,241 | 880,135 | 55.5 | |||||||||
GrainCorp Ltd., Class A |
106,449 | 567,059 | 35.8 | |||||||||
Growthpoint Properties Australia Ltd. |
220,714 | 350,646 | 22.1 | |||||||||
Netwealth Group Ltd. |
31,819 | 350,691 | 22.1 | |||||||||
NRW Holdings Ltd. |
42,726 | 76,685 | 4.8 | |||||||||
oOh!media Ltd. |
171,292 | 181,557 | 11.4 | |||||||||
Perenti Ltd. |
618,817 | 334,550 | 21.1 | |||||||||
Pinnacle Investment Management Group Ltd. |
42,297 | 283,204 | 17.9 | |||||||||
Regis Resources Ltd., Registered Shares |
497,420 | 689,150 | 43.5 | |||||||||
Ridley Corp. Ltd. |
70,353 | 130,436 | 8.2 | |||||||||
Silver Lake Resources Ltd. |
555,092 | 443,347 | 28.0 | |||||||||
SiteMinder Ltd. |
20,416 | 70,900 | 4.5 | |||||||||
Star Entertainment Grp Ltd. |
432,951 | 159,250 | 10.0 | |||||||||
Steadfast Group Ltd. |
98,250 | 385,739 | 24.3 |
53 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Australia (continued) | ||||||||||||
Technology One Ltd. |
137,815 | $ | 1,428,888 | 90.1 | % | |||||||
Ventia Services Group Pty Ltd. |
601,504 | 1,309,210 | 82.6 | |||||||||
Waypoint REIT Ltd. |
258,969 | 422,967 | 26.7 | |||||||||
|
|
|
|
|||||||||
14,513,307 | ||||||||||||
Austria | ||||||||||||
ANDRITZ AG |
19,112 | 1,191,633 | 75.1 | |||||||||
Kontron AG |
33,095 | 777,942 | 49.1 | |||||||||
Raiffeisen Bank International AG |
57,990 | 1,225,799 | 77.3 | |||||||||
Telekom Austria AG, Class A |
21,869 | 193,045 | 12.2 | |||||||||
UNIQA Insurance Group AG |
71,605 | 608,577 | 38.4 | |||||||||
Wienerberger AG |
7,896 | 270,897 | 17.1 | |||||||||
|
|
|
|
|||||||||
4,267,893 | ||||||||||||
Belgium | ||||||||||||
Barco NV |
57,860 | 974,930 | 61.5 | |||||||||
Proximus SADP |
106,356 | 1,022,912 | 64.5 | |||||||||
Shurgard Self Storage Ltd. |
3,771 | 177,179 | 11.2 | |||||||||
|
|
|
|
|||||||||
2,175,021 | ||||||||||||
Canada | ||||||||||||
AbCellera Biologics, Inc. |
67,382 | 344,322 | 21.7 | |||||||||
Advantage Energy Ltd. |
20,870 | 137,050 | 8.7 | |||||||||
Aecon Group, Inc. |
73,750 | 758,808 | 47.9 | |||||||||
Ag Growth International, Inc. |
4,348 | 182,757 | 11.5 | |||||||||
Artis Real Estate Investment Trust |
88,341 | 428,179 | 27.0 | |||||||||
Atco Ltd., Class I |
11,400 | 319,126 | 20.1 | |||||||||
Boralex, Inc., Class A |
16,270 | 392,823 | 24.8 | |||||||||
Canfor Corp. |
59,177 | 717,320 | 45.3 | |||||||||
Centerra Gold, Inc. |
21,740 | 114,761 | 7.2 | |||||||||
Crombie Real Estate Investment Trust |
70,660 | 714,926 | 45.1 | |||||||||
Doman Building Materials Group Ltd. |
6,880 | 40,211 | 2.5 | |||||||||
DREAM Unlimited Corp., Class A |
15,397 | 271,788 | 17.2 | |||||||||
Fortuna Silver Mines, Inc. |
245,661 | 748,783 | 47.2 | |||||||||
Freehold Royalties Ltd. |
24,971 | 258,974 | 16.3 | |||||||||
H&R Real Estate Investment Trust |
99,591 | 730,346 | 46.1 | |||||||||
Innergex Renewable Energy, Inc. |
245,104 | 1,675,086 | 105.7 | |||||||||
Interfor Corp. |
37,182 | 575,713 | 36.3 | |||||||||
Laurentian Bank of Canada |
13,298 | 262,656 | 16.6 | |||||||||
Major Drilling Group International, Inc. |
22,975 | 141,985 | 9.0 | |||||||||
Nexus Industrial REIT |
5,993 | 35,963 | 2.3 | |||||||||
North American Construction Group Ltd. |
18,893 | 434,901 | 27.4 | |||||||||
Novagold Resources, Inc. |
7,352 | 18,781 | 1.2 | |||||||||
Obsidian Energy Ltd. |
44,868 | 306,311 | 19.3 | |||||||||
Pason Systems, Inc. |
56,974 | 625,210 | 39.4 | |||||||||
Precision Drilling Corp. |
20,195 | 1,251,294 | 78.9 | |||||||||
Russel Metals, Inc. |
31,217 | 1,024,653 | 64.6 | |||||||||
Silvercorp Metals, Inc. |
111,091 | 263,845 | 16.6 | |||||||||
Topaz Energy Corp. |
55,244 | 799,561 | 50.4 | |||||||||
|
|
|
|
|||||||||
13,576,133 | ||||||||||||
Channel Islands | ||||||||||||
Balanced Commercial Property Trust Ltd. |
232,244 | 223,655 | 14.1 | |||||||||
|
|
|
|
|||||||||
Denmark | ||||||||||||
H Lundbeck A/S, Class B |
42,132 | 216,161 | 13.6 | |||||||||
|
|
|
|
|||||||||
Egypt | ||||||||||||
Centamin PLC |
346,123 | 423,465 | 26.7 | |||||||||
|
|
|
|
Security | Shares | Value | % of Basket Value |
|||||||||
Finland | ||||||||||||
Citycon OYJ |
93,078 | $ | 493,307 | 31.1 | % | |||||||
Outokumpu OYJ |
130,057 | 561,228 | 35.4 | |||||||||
|
|
|
|
|||||||||
1,054,535 | ||||||||||||
France | ||||||||||||
CGG SA |
925,483 | 450,684 | 28.4 | |||||||||
Cie Plastic Omnium SE |
38,259 | 444,673 | 28.1 | |||||||||
Clariane SE |
72,445 | 185,357 | 11.7 | |||||||||
Etablissements Maurel et Prom SA |
56,291 | 337,483 | 21.3 | |||||||||
|
|
|
|
|||||||||
Guerbet |
1 | 25 | 0.0 | |||||||||
ICADE |
36,364 | 1,249,433 | 78.8 | |||||||||
Rubis SCA |
82,721 | 2,119,801 | 133.7 | |||||||||
Television Francaise 1 SA |
110,522 | 986,394 | 62.2 | |||||||||
|
|
|
|
|||||||||
5,773,850 | ||||||||||||
Georgia | ||||||||||||
Bank of Georgia Group PLC |
47,895 | 2,313,778 | 145.9 | |||||||||
TBC Bank Group PLC |
40,593 | 1,505,964 | 95.0 | |||||||||
|
|
|
|
|||||||||
3,819,742 | ||||||||||||
Germany | ||||||||||||
Atoss Software AG |
2,835 | 785,806 | 49.6 | |||||||||
Aurubis AG |
9,616 | 701,265 | 44.2 | |||||||||
Auto1 Group SE |
51,913 | 219,434 | 13.8 | |||||||||
Bilfinger SE |
15,536 | 666,922 | 42.1 | |||||||||
CompuGroup Medical SE & Co. KgaA |
5,151 | 223,697 | 14.1 | |||||||||
Deutsche Pfandbriefbank AG |
15,607 | 95,220 | 6.0 | |||||||||
Deutsche Wohnen SE |
29,501 | 726,161 | 45.8 | |||||||||
Deutz AG |
118,360 | 723,343 | 45.6 | |||||||||
Duerr AG |
24,603 | 569,833 | 36.0 | |||||||||
Grand City Properties SA |
44,862 | 441,453 | 27.9 | |||||||||
Hypoport SE |
1,490 | 319,918 | 20.2 | |||||||||
Krones AG |
5,666 | 711,279 | 44.9 | |||||||||
METRO AG |
19,891 | 135,914 | 8.6 | |||||||||
SAF-Holland SE |
30,944 | 506,307 | 31.9 | |||||||||
Salzgitter AG |
21,633 | 611,227 | 38.6 | |||||||||
Suedzucker AG |
34,058 | 487,105 | 30.7 | |||||||||
TUI AG |
321,446 | 2,242,337 | 141.4 | |||||||||
Uniper SE |
305 | 19,641 | 1.2 | |||||||||
United Internet AG, Class N |
61,617 | 1,639,294 | 103.4 | |||||||||
Vitesco Technologies Group AG |
10,887 | 964,309 | 60.8 | |||||||||
|
|
|
|
|||||||||
12,790,465 | ||||||||||||
Hong Kong | ||||||||||||
Fortune Real Estate Investment Trust |
153,000 | 87,549 | 5.5 | |||||||||
|
|
|
|
|||||||||
Ireland | ||||||||||||
Cimpress PLC |
8,105 | 609,658 | 38.5 | |||||||||
Glanbia PLC |
25,554 | 462,429 | 29.2 | |||||||||
Greencore Group PLC |
247,527 | 322,424 | 20.3 | |||||||||
|
|
|
|
|||||||||
1,394,511 | ||||||||||||
Israel | ||||||||||||
Alony Hetz Properties & Investments Ltd. |
26,997 | 198,500 | 12.5 | |||||||||
Delek Group Ltd. |
6,022 | 723,593 | 45.7 | |||||||||
Kornit Digital Ltd. |
7,972 | 136,401 | 8.6 | |||||||||
|
|
|
|
|||||||||
1,058,494 | ||||||||||||
Italy | ||||||||||||
Banca IFIS SpA |
11,638 | 204,065 | 12.9 | |||||||||
Banca Popolare di Sondrio SpA |
87,642 | 673,201 | 42.5 | |||||||||
Brunello Cucinelli SpA |
23,573 | 2,365,181 | 149.2 | |||||||||
Buzzi SpA |
19,514 | 671,565 | 42.3 |
S C H E D U L E O F I N V E S T M E N T S |
54 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Italy (continued) | ||||||||||||
Credito Emiliano SpA |
7,521 | $ | 69,267 | 4.4 | % | |||||||
De Longhi SpA |
4,802 | 157,617 | 9.9 | |||||||||
Hera SpA |
88,304 | 314,928 | 19.9 | |||||||||
Iren SpA |
176,630 | 375,769 | 23.7 | |||||||||
Maire Tecnimont SpA |
86,161 | 453,906 | 28.6 | |||||||||
Piaggio & C SpA |
24,123 | 81,265 | 5.1 | |||||||||
PRADA SpA |
103,300 | 640,225 | 40.4 | |||||||||
Sesa SpA |
7,774 | 1,067,935 | 67.4 | |||||||||
Unipol Gruppo SpA |
290,341 | 1,818,376 | 114.7 | |||||||||
Webuild SpA |
375,448 | 799,926 | 50.4 | |||||||||
|
|
|
|
|||||||||
9,693,226 | ||||||||||||
Japan | ||||||||||||
77 Bank Ltd. |
18,400 | 446,731 | 28.2 | |||||||||
Acom Co. Ltd. |
183,800 | 475,107 | 30.0 | |||||||||
Adastria Co. Ltd. |
50,900 | 1,197,491 | 75.5 | |||||||||
Aeon Delight Co. Ltd. |
26,800 | 692,743 | 43.7 | |||||||||
Aisan Industry Co. Ltd. |
27,300 | 257,041 | 16.2 | |||||||||
Alfresa Holdings Corp. |
102,000 | 1,689,447 | 106.6 | |||||||||
Anicom Holdings, Inc. |
78,300 | 313,755 | 19.8 | |||||||||
Avex, Inc. |
27,400 | 265,357 | 16.7 | |||||||||
AZ-COM MARUWA Holdings, Inc. |
51,100 | 531,399 | 33.5 | |||||||||
Bic Camera, Inc. |
229,400 | 2,158,725 | 136.2 | |||||||||
BML, Inc. |
6,900 | 134,657 | 8.5 | |||||||||
Bunka Shutter Co. Ltd. |
69,200 | 695,971 | 43.9 | |||||||||
Cellebrite Di Ltd. |
28,377 | 256,528 | 16.2 | |||||||||
Coca-Cola Bottlers Japan Holdings, Inc. |
90,900 | 1,245,535 | 78.6 | |||||||||
Comture Corp. |
11,200 | 139,871 | 8.8 | |||||||||
Create Restaurants Holdings, Inc. |
112,500 | 852,716 | 53.8 | |||||||||
Create SD Holdings Co. Ltd. |
25,900 | 568,504 | 35.9 | |||||||||
Daicel Corp. |
141,700 | 1,402,028 | 88.4 | |||||||||
Daiichikosho Co. Ltd. |
23,200 | 320,988 | 20.2 | |||||||||
Daio Paper Corp. |
74,300 | 565,122 | 35.6 | |||||||||
Daiseki Co. Ltd. |
22,200 | 641,073 | 40.4 | |||||||||
Dentsu Soken, Inc. |
6,500 | 245,200 | 15.5 | |||||||||
dip Corp. |
2,900 | 50,002 | 3.2 | |||||||||
Doutor Nichires Holdings Co. Ltd. |
74,100 | 1,104,815 | 69.7 | |||||||||
DTS Corp. |
5,400 | 134,147 | 8.5 | |||||||||
eGuarantee, Inc. |
33,500 | 441,017 | 27.8 | |||||||||
Eiken Chemical Co. Ltd. |
29,200 | 367,380 | 23.2 | |||||||||
Eizo Corp. |
16,200 | 564,744 | 35.6 | |||||||||
Elecom Co. Ltd. |
77,300 | 907,843 | 57.3 | |||||||||
Elematec Corp. |
16,200 | 198,085 | 12.5 | |||||||||
FCC Co. Ltd. |
95,700 | 1,258,269 | 79.4 | |||||||||
Financial Partners Group Co. Ltd. |
117,900 | 1,365,244 | 86.1 | |||||||||
FP Corp. |
2,400 | 46,967 | 3.0 | |||||||||
Fukuoka REIT Corp. |
520 | 620,833 | 39.2 | |||||||||
FULLCAST Holdings Co. Ltd. |
17,400 | 212,131 | 13.4 | |||||||||
Funai Soken Holdings, Inc. |
19,800 | 348,219 | 22.0 | |||||||||
Furukawa Electric Co. Ltd. |
83,300 | 1,528,011 | 96.4 | |||||||||
Futaba Industrial Co. Ltd. |
26,700 | 162,348 | 10.2 | |||||||||
Fuyo General Lease Co. Ltd. |
7,200 | 649,838 | 41.0 | |||||||||
Glory Ltd. |
50,600 | 1,055,568 | 66.6 | |||||||||
Hanwa Co. Ltd. |
15,800 | 583,354 | 36.8 | |||||||||
Hazama Ando Corp. |
20,700 | 168,773 | 10.6 | |||||||||
Heiwa Real Estate Co. Ltd. |
19,600 | 523,170 | 33.0 | |||||||||
Heiwado Co. Ltd. |
36,500 | 550,304 | 34.7 | |||||||||
Hiday Hidaka Corp. |
35,000 | 711,573 | 44.9 | |||||||||
Hino Motors Ltd. |
96,300 | 330,961 | 20.9 | |||||||||
Hioki EE Corp. |
9,500 | 425,520 | 26.8 | |||||||||
Hokuriku Electric Power Co. |
80,900 | 399,485 | 25.2 |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Ichigo Office REIT Investment Corp. |
1,440 | $ | 816,922 | 51.5 | % | |||||||
Inaba Denki Sangyo Co. Ltd. |
17,900 | 431,114 | 27.2 | |||||||||
Infomart Corp. |
169,500 | 459,863 | 29.0 | |||||||||
Ishihara Sangyo Kaisha Ltd. |
40,400 | 435,617 | 27.5 | |||||||||
Itochu Enex Co. Ltd. |
16,900 | 182,819 | 11.5 | |||||||||
Itoham Yonekyu Holdings, Inc. |
8,080 | 228,533 | 14.4 | |||||||||
Itoki Corp. |
25,500 | 260,473 | 16.4 | |||||||||
JAC Recruitment Co. Ltd. |
139,600 | 643,722 | 40.6 | |||||||||
Japan Elevator Service Holdings Co. Ltd. |
25,900 | 395,246 | 24.9 | |||||||||
JCU Corp. |
4,400 | 112,123 | 7.1 | |||||||||
JINS Holdings, Inc. |
15,200 | 432,898 | 27.3 | |||||||||
JTEKT Corp. |
288,800 | 2,665,767 | 168.1 | |||||||||
Kaken Pharmaceutical Co. Ltd. |
23,900 | 569,849 | 35.9 | |||||||||
Kandenko Co. Ltd. |
37,800 | 392,194 | 24.7 | |||||||||
Kaneka Corp. |
6,600 | 162,043 | 10.2 | |||||||||
Kanematsu Corp. |
4,800 | 75,111 | 4.7 | |||||||||
Kato Sangyo Co. Ltd. |
9,300 | 306,116 | 19.3 | |||||||||
Kewpie Corp. |
108,900 | 1,955,709 | 123.4 | |||||||||
Kissei Pharmaceutical Co. Ltd. |
8,800 | 189,772 | 12.0 | |||||||||
Kitz Corp. |
22,300 | 184,099 | 11.6 | |||||||||
Kokuyo Co. Ltd. |
37,900 | 616,245 | 38.9 | |||||||||
Kyoritsu Maintenance Co. Ltd. |
49,000 | 2,032,614 | 128.2 | |||||||||
Life Corp. |
17,300 | 443,475 | 28.0 | |||||||||
Link And Motivation, Inc. |
37,300 | 141,259 | 8.9 | |||||||||
Lion Corp. |
132,500 | 1,184,963 | 74.7 | |||||||||
Mandom Corp. |
59,300 | 520,868 | 32.9 | |||||||||
Mani, Inc. |
27,900 | 391,283 | 24.7 | |||||||||
Maxell Ltd. |
38,300 | 424,793 | 26.8 | |||||||||
Megmilk Snow Brand Co. Ltd. |
39,100 | 618,784 | 39.0 | |||||||||
Meidensha Corp. |
28,300 | 511,972 | 32.3 | |||||||||
MEITEC Group Holdings, Inc. |
37,700 | 752,987 | 47.5 | |||||||||
METAWATER Co. Ltd. |
9,400 | 138,300 | 8.7 | |||||||||
Milbon Co. Ltd. |
11,400 | 272,021 | 17.2 | |||||||||
MIRAIT ONE Corp. |
26,800 | 357,467 | 22.5 | |||||||||
Mitsubishi Materials Corp. |
252,400 | 4,659,708 | 293.9 | |||||||||
Mitsubishi Shokuhin Co. Ltd. |
34,500 | 1,182,752 | 74.6 | |||||||||
Mitsui Mining & Smelting Co. Ltd. |
75,400 | 2,353,354 | 148.4 | |||||||||
MIXI, Inc. |
58,400 | 1,011,118 | 63.8 | |||||||||
Modec, Inc. |
54,600 | 859,294 | 54.2 | |||||||||
Monogatari Corp. |
17,400 | 619,068 | 39.0 | |||||||||
Morinaga & Co. Ltd. |
64,300 | 1,237,970 | 78.1 | |||||||||
Nakanishi, Inc. |
28,900 | 477,717 | 30.1 | |||||||||
Nichicon Corp. |
45,900 | 404,995 | 25.5 | |||||||||
Nippn Corp. |
16,900 | 261,547 | 16.5 | |||||||||
Nippon Gas Co. Ltd. |
13,000 | 203,425 | 12.8 | |||||||||
Nippon Light Metal Holdings Co. Ltd. |
119,300 | 1,483,643 | 93.6 | |||||||||
Nippon Road Co. Ltd. |
18,500 | 269,236 | 17.0 | |||||||||
Nishi-Nippon Financial Holdings, Inc. |
39,800 | 462,166 | 29.1 | |||||||||
Nisshin Oillio Group Ltd. |
14,000 | 431,375 | 27.2 | |||||||||
Nisshinbo Holdings, Inc. |
227,300 | 1,892,003 | 119.3 | |||||||||
Nittetsu Mining Co. Ltd. |
12,900 | 464,349 | 29.3 | |||||||||
NOK Corp. |
39,100 | 522,910 | 33.0 | |||||||||
Nomura Co. Ltd. |
106,300 | 634,264 | 40.0 | |||||||||
Noritz Corp. |
17,700 | 188,222 | 11.9 | |||||||||
North Pacific Bank Ltd. |
41,200 | 105,452 | 6.6 | |||||||||
NSD Co. Ltd. |
18,700 | 354,332 | 22.3 | |||||||||
NTN Corp. |
867,400 | 1,592,647 | 100.5 | |||||||||
Okamura Corp. |
23,300 | 351,763 | 22.2 | |||||||||
Oki Electric Industry Co. Ltd. |
138,400 | 980,893 | 61.9 | |||||||||
Okinawa Cellular Telephone Co. |
17,700 | 435,487 | 27.5 | |||||||||
Onward Holdings Co. Ltd. |
149,800 | 555,204 | 35.0 |
55 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Optex Group Co. Ltd. |
11,100 | $ | 139,101 | 8.8 | % | |||||||
Pacific Industrial Co. Ltd. |
46,000 | 449,895 | 28.4 | |||||||||
PALTAC Corp. |
28,300 | 870,081 | 54.9 | |||||||||
Pigeon Corp. |
360,900 | 3,968,556 | 250.3 | |||||||||
Prima Meat Packers Ltd. |
29,800 | 492,052 | 31.0 | |||||||||
Raito Kogyo Co. Ltd. |
40,700 | 574,786 | 36.3 | |||||||||
Relo Group, Inc. |
110,700 | 1,122,473 | 70.8 | |||||||||
Saizeriya Co. Ltd. |
63,400 | 2,196,086 | 138.5 | |||||||||
San-Ai Obbli Co. Ltd. |
6,000 | 68,318 | 4.3 | |||||||||
Sanki Engineering Co. Ltd. |
17,900 | 231,790 | 14.6 | |||||||||
Sanyo Chemical Industries Ltd. |
6,500 | 191,812 | 12.1 | |||||||||
Sato Holdings Corp. |
32,100 | 476,516 | 30.1 | |||||||||
Seino Holdings Co. Ltd. |
15,900 | 234,158 | 14.8 | |||||||||
Shibaura Machine Co. Ltd. |
30,300 | 741,164 | 46.7 | |||||||||
Shizuoka Gas Co. Ltd. |
33,300 | 229,445 | 14.5 | |||||||||
SMS Co. Ltd. |
39,700 | 723,983 | 45.7 | |||||||||
Sodick Co. Ltd. |
26,600 | 128,781 | 8.1 | |||||||||
Sohgo Security Services Co. Ltd. |
110,600 | 609,723 | 38.5 | |||||||||
Starts Corp., Inc. |
18,700 | 387,247 | 24.4 | |||||||||
Strike Co. Ltd. |
33,600 | 1,092,831 | 68.9 | |||||||||
Sumitomo Mitsui Construction Co. Ltd. |
224,900 | 636,734 | 40.2 | |||||||||
Sun Frontier Fudousan Co. Ltd. |
900 | 10,866 | 0.7 | |||||||||
Suzuken Co. Ltd. |
37,800 | 1,181,809 | 74.5 | |||||||||
Systena Corp. |
413,900 | 844,839 | 53.3 | |||||||||
Tadano Ltd. |
39,900 | 327,896 | 20.7 | |||||||||
Taikisha Ltd. |
6,800 | 204,361 | 12.9 | |||||||||
Takuma Co. Ltd. |
89,200 | 1,059,985 | 66.9 | |||||||||
Tamron Co. Ltd. |
2,500 | 95,647 | 6.0 | |||||||||
TechMatrix Corp. |
14,900 | 160,867 | 10.1 | |||||||||
Teijin Ltd. |
98,200 | 912,117 | 57.5 | |||||||||
Toa Corp. |
28,900 | 771,182 | 48.6 | |||||||||
Tokai Rika Co. Ltd. |
41,600 | 663,960 | 41.9 | |||||||||
Tokuyama Corp. |
34,200 | 553,656 | 34.9 | |||||||||
Tokyu Construction Co. Ltd. |
132,800 | 744,151 | 46.9 | |||||||||
Topcon Corp. |
65,500 | 759,585 | 47.9 | |||||||||
Tosei Corp. |
66,600 | 971,341 | 61.3 | |||||||||
Toshiba TEC Corp. |
25,800 | 540,249 | 34.1 | |||||||||
Towa Pharmaceutical Co. Ltd. |
54,700 | 966,096 | 60.9 | |||||||||
Toyo Ink SC Holdings Co. Ltd. |
43,900 | 827,963 | 52.2 | |||||||||
Toyo Seikan Group Holdings Ltd. |
32,600 | 522,888 | 33.0 | |||||||||
Toyoda Gosei Co. Ltd. |
145,300 | 2,817,062 | 177.7 | |||||||||
Trusco Nakayama Corp. |
28,500 | 491,592 | 31.0 | |||||||||
TS Tech Co. Ltd. |
34,800 | 443,976 | 28.0 | |||||||||
TSI Holdings Co. Ltd. |
73,100 | 342,658 | 21.6 | |||||||||
Tsubakimoto Chain Co. |
11,400 | 332,699 | 21.0 | |||||||||
Tv Tokyo Holdings Corp. |
4,400 | 93,245 | 5.9 | |||||||||
United Arrows Ltd. |
29,700 | 393,178 | 24.8 | |||||||||
United Urban Investment Corp. |
673 | 687,526 | 43.4 | |||||||||
Usen-Next Holdings Co. Ltd. |
6,900 | 202,305 | 12.8 | |||||||||
UT Group Co. Ltd. |
13,400 | 215,698 | 13.6 | |||||||||
Wacom Co. Ltd. |
92,000 | 428,081 | 27.0 | |||||||||
YAMABIKO Corp. |
6,500 | 73,477 | 4.6 | |||||||||
Yamazen Corp. |
39,000 | 332,663 | 21.0 | |||||||||
Yaoko Co. Ltd. |
12,400 | 721,584 | 45.5 | |||||||||
Yokogawa Bridge Holdings Corp. |
3,300 | 64,444 | 4.1 | |||||||||
Yuasa Trading Co. Ltd. |
5,800 | 195,076 | 12.3 | |||||||||
|
|
|
|
|||||||||
108,626,759 | ||||||||||||
Netherlands | ||||||||||||
Eurocommercial Properties NV |
10,112 | 229,702 | 14.5 |
Security | Shares | Value | % of Basket Value |
|||||||||
Netherlands | ||||||||||||
Netherlands (continued) | ||||||||||||
Koninklijke BAM Groep NV |
112,733 | $ | 315,172 | 19.9 | % | |||||||
PostNL NV |
659,483 | 973,602 | 61.4 | |||||||||
TomTom NV |
67,393 | 462,252 | 29.1 | |||||||||
|
|
|
|
|||||||||
1,980,728 | ||||||||||||
Norway | ||||||||||||
Aker Solutions ASA |
201,742 | 760,390 | 48.0 | |||||||||
DNO ASA |
58,310 | 51,915 | 3.3 | |||||||||
Elkem ASA |
202,374 | 426,547 | 26.9 | |||||||||
Odfjell Drilling Ltd. |
216,353 | 814,248 | 51.3 | |||||||||
Wallenius Wilhelmsen ASA |
30,876 | 304,340 | 19.2 | |||||||||
|
|
|
|
|||||||||
2,357,440 | ||||||||||||
Portugal | ||||||||||||
CTT-Correios de Portugal SA |
45,736 | 183,864 | 11.6 | |||||||||
Mota-Engil SGPS SA |
122,314 | 709,768 | 44.8 | |||||||||
NOS SGPS SA |
215,937 | 775,666 | 48.9 | |||||||||
Sonae SGPS SA |
720,491 | 705,890 | 44.5 | |||||||||
|
|
|
|
|||||||||
2,375,188 | ||||||||||||
Singapore | ||||||||||||
BW LPG Ltd. |
70,991 | 890,644 | 56.2 | |||||||||
IGG, Inc. |
988,000 | 351,392 | 22.2 | |||||||||
Kulicke & Soffa Industries, Inc. |
22,852 | 1,149,913 | 72.5 | |||||||||
|
|
|
|
|||||||||
2,391,949 | ||||||||||||
South Africa | ||||||||||||
Scatec ASA |
102,586 | 773,615 | 48.8 | |||||||||
|
|
|
|
|||||||||
South Korea | ||||||||||||
Magnachip Semiconductor Corp. |
16,219 | 105,910 | 6.7 | |||||||||
|
|
|
|
|||||||||
Spain | ||||||||||||
Almirall SA |
23,888 | 229,571 | 14.5 | |||||||||
Atlantica Sustainable Infrastructure PLC |
11,540 | 221,337 | 14.0 | |||||||||
Indra Sistemas SA |
128,248 | 2,305,072 | 145.4 | |||||||||
Inmobiliaria Colonial Socimi SA |
103,423 | 629,970 | 39.7 | |||||||||
Merlin Properties Socimi SA |
139,215 | 1,436,818 | 90.6 | |||||||||
Obrascon Huarte Lain SA |
358,422 | 159,161 | 10.0 | |||||||||
|
|
|
|
|||||||||
4,981,929 | ||||||||||||
Sweden | ||||||||||||
Corem Property Group AB, Class B |
144,640 | 146,828 | 9.3 | |||||||||
Loomis Ab, Class B |
15,029 | 414,603 | 26.2 | |||||||||
MIPS AB |
4,839 | 161,942 | 10.2 | |||||||||
Modern Times Group MTG AB, Class B |
28,807 | 222,260 | 14.0 | |||||||||
Mycronic AB |
27,940 | 783,276 | 49.4 | |||||||||
Nyfosa AB |
39,073 | 352,090 | 22.2 | |||||||||
Sectra AB, Class B |
18,544 | 347,979 | 21.9 | |||||||||
|
|
|
|
|||||||||
2,428,978 | ||||||||||||
Switzerland | ||||||||||||
Aryzta AG |
625,181 | 1,131,211 | 71.4 | |||||||||
DKSH Holding AG |
18,982 | 1,338,443 | 84.4 | |||||||||
dormakaba Holding AG, Class N |
408 | 206,061 | 13.0 | |||||||||
Inficon Holding AG, Class N |
290 | 443,592 | 28.0 | |||||||||
IWG PLC |
113,053 | 269,012 | 17.0 | |||||||||
Ypsomed Holding AG, Registered Shares |
2,274 | 809,064 | 51.0 | |||||||||
|
|
|
|
|||||||||
4,197,383 | ||||||||||||
United Kingdom | ||||||||||||
Breedon Group PLC |
42,994 | 198,881 | 12.5 | |||||||||
Capricorn Energy PLC |
128,721 | 237,701 | 15.0 | |||||||||
Chemring Group PLC |
183,179 | 820,534 | 51.8 |
S C H E D U L E O F I N V E S T M E N T S |
56 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United Kingdom (continued) |
||||||||||||
Close Brothers Group PLC |
141,374 | $ | 973,757 | 61.4 | % | |||||||
CVS Group PLC |
5,424 | 116,520 | 7.3 | |||||||||
Deliveroo PLC, Class A |
604,938 | 904,972 | 57.1 | |||||||||
Firstgroup PLC |
383,408 | 810,883 | 51.1 | |||||||||
Gamma Communications PLC |
8,979 | 136,414 | 8.6 | |||||||||
Grafton Group PLC, CDI |
37,986 | 469,785 | 29.6 | |||||||||
Great Portland Estates PLC |
54,769 | 289,404 | 18.2 | |||||||||
Halfords Group PLC |
66,829 | 151,794 | 9.6 | |||||||||
Hunting PLC |
179,722 | 751,089 | 47.4 | |||||||||
Impax Asset Management Group PLC |
20,469 | 141,303 | 8.9 | |||||||||
Inchcape PLC |
180,138 | 1,558,019 | 98.3 | |||||||||
Investec PLC |
79,502 | 519,954 | 32.8 | |||||||||
J D Wetherspoon PLC |
40,506 | 432,962 | 27.3 | |||||||||
John Wood Group PLC |
253,428 | 504,738 | 31.8 | |||||||||
Jupiter Fund Management PLC |
218,313 | 219,648 | 13.8 | |||||||||
Just Group PLC |
329,624 | 356,717 | 22.5 | |||||||||
Keller Group PLC |
11,952 | 132,934 | 8.4 | |||||||||
Kier Group PLC |
37,671 | 61,248 | 3.9 | |||||||||
Mitchells & Butlers PLC |
80,261 | 265,773 | 16.8 | |||||||||
Mitie Group PLC |
463,973 | 610,532 | 38.5 | |||||||||
Moneysupermarket.com Group PLC |
83,756 | 271,350 | 17.1 | |||||||||
Morgan Sindall Group PLC |
21,840 | 629,534 | 39.7 | |||||||||
NCC Group PLC |
70,574 | 108,881 | 6.9 | |||||||||
Nomad Foods Ltd. |
23,913 | 430,195 | 27.1 | |||||||||
OSB Group PLC |
236,879 | 1,353,452 | 85.4 | |||||||||
Paragon Banking Group PLC |
84,690 | 757,606 | 47.8 | |||||||||
Playtech Plc |
120,477 | 681,355 | 43.0 | |||||||||
Redde Northgate PLC |
174,308 | 787,567 | 49.7 | |||||||||
S4 Capital PLC |
119,956 | 67,173 | 4.2 | |||||||||
Serco Group PLC |
265,434 | 581,665 | 36.7 | |||||||||
SThree PLC |
60,619 | 314,970 | 19.9 | |||||||||
Telecom Plus PLC |
9,771 | 180,862 | 11.4 | |||||||||
TP ICAP Group PLC |
387,359 | 921,722 | 58.1 | |||||||||
Vesuvius PLC |
150,481 | 910,058 | 57.4 | |||||||||
Watches of Switzerland Group PLC |
17,711 | 83,458 | 5.3 | |||||||||
Workspace Group PLC |
26,856 | 177,432 | 11.2 | |||||||||
|
|
|
|
|||||||||
18,922,842 | ||||||||||||
United States | ||||||||||||
1-800-Flowers.com, Inc., Class A |
29,175 | 303,420 | 19.1 | |||||||||
Accel Entertainment, Inc., Class A |
28,933 | 296,563 | 18.7 | |||||||||
Accolade, Inc. |
10,264 | 116,188 | 7.3 | |||||||||
Acushnet Holdings Corp. |
11,795 | 747,095 | 47.1 | |||||||||
Addus HomeCare Corp. |
2,384 | 206,454 | 13.0 | |||||||||
Advanced Energy Industries, Inc. |
5,957 | 620,600 | 39.1 | |||||||||
Agilysys, Inc. |
2,987 | 250,042 | 15.8 | |||||||||
Albany International Corp., Class A |
9,039 | 803,658 | 50.7 | |||||||||
Allient, Inc. |
3,752 | 104,531 | 6.6 | |||||||||
Alpha & Omega Semiconductor Ltd. |
10,297 | 264,221 | 16.7 | |||||||||
Amalgamated Financial Corp. |
13,348 | 354,523 | 22.4 | |||||||||
Ambarella, Inc. |
16,770 | 881,431 | 55.6 | |||||||||
American Assets Trust, Inc. |
95,321 | 2,138,050 | 134.9 | |||||||||
American Software, Inc., Class A |
4,710 | 53,364 | 3.4 | |||||||||
American Vanguard Corp. |
7,833 | 85,536 | 5.4 | |||||||||
American Woodmark Corp. |
11,297 | 1,031,190 | 65.0 | |||||||||
Andersons, Inc. |
2,863 | 150,909 | 9.5 | |||||||||
Anywhere Real Estate, Inc. |
92,713 | 660,117 | 41.6 | |||||||||
Apogee Enterprises, Inc. |
26,850 | 1,417,949 | 89.4 | |||||||||
Archrock, Inc. |
25,418 | 415,330 | 26.2 | |||||||||
Argan, Inc. |
6,428 | 284,953 | 18.0 | |||||||||
AssetMark Financial Holdings, Inc. |
11,531 | 353,656 | 22.3 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
Astec Industries, Inc. |
5,986 | $ | 213,102 | 13.4 | % | |||||||
Atea Pharmaceuticals, Inc. |
42,982 | 178,805 | 11.3 | |||||||||
AtriCure, Inc. |
12,067 | 411,002 | 25.9 | |||||||||
Badger Meter, Inc. |
3,230 | 465,088 | 29.3 | |||||||||
Bandwidth, Inc., Class A |
25,815 | 357,280 | 22.5 | |||||||||
Beazer Homes USA, Inc. |
27,772 | 881,761 | 55.6 | |||||||||
Benchmark Electronics, Inc. |
35,012 | 949,525 | 59.9 | |||||||||
Berry Corp. |
68,919 | 462,447 | 29.2 | |||||||||
BigCommerce Holdings, Inc., Series-1 |
34,520 | 282,374 | 17.8 | |||||||||
BlueLinx Holdings, Inc. |
9,256 | 1,067,587 | 67.3 | |||||||||
Brady Corp., Class A |
41,226 | 2,483,042 | 156.6 | |||||||||
Brightsphere Investment Group, Inc. |
11,617 | 256,968 | 16.2 | |||||||||
Bristow Group, Inc. |
9,911 | 261,452 | 16.5 | |||||||||
Brookdale Senior Living, Inc. |
117,959 | 645,236 | 40.7 | |||||||||
Cantaloupe, Inc. |
5,105 | 34,765 | 2.2 | |||||||||
Cargurus, Inc., Class A |
3,638 | 84,547 | 5.3 | |||||||||
Cars.com, Inc. |
15,059 | 262,478 | 16.6 | |||||||||
Castle Biosciences, Inc. |
20,161 | 465,316 | 29.4 | |||||||||
Central Garden & Pet Co., Class A |
4,451 | 183,737 | 11.6 | |||||||||
Century Communities, Inc. |
4,563 | 395,612 | 25.0 | |||||||||
Cerence, Inc. |
25,210 | 504,704 | 31.8 | |||||||||
CEVA, Inc. |
7,330 | 140,736 | 8.9 | |||||||||
Chegg, Inc. |
317,502 | 3,127,395 | 197.3 | |||||||||
Clean Energy Fuels Corp. |
15,997 | 47,191 | 3.0 | |||||||||
CommVault Systems, Inc. |
30,276 | 2,775,704 | 175.1 | |||||||||
Comstock Resources, Inc. |
16,903 | 132,012 | 8.3 | |||||||||
ConnectOne Bancorp, Inc. |
13,420 | 306,513 | 19.3 | |||||||||
Corcept Therapeutics, Inc. |
72,878 | 1,537,726 | 97.0 | |||||||||
CRA International, Inc. |
8,322 | 892,451 | 56.3 | |||||||||
CrossFirst Bankshares, Inc. |
7,012 | 99,009 | 6.2 | |||||||||
CS Disco, Inc. |
12,087 | 98,872 | 6.2 | |||||||||
CSG Systems International, Inc. |
58,308 | 2,933,476 | 185.0 | |||||||||
Customers Bancorp, Inc. |
21,304 | 1,138,486 | 71.8 | |||||||||
Dana, Inc. |
121,974 | 1,653,967 | 104.3 | |||||||||
Delek U.S. Holdings, Inc. |
56,275 | 1,521,113 | 95.9 | |||||||||
Deluxe Corp. |
12,843 | 242,861 | 15.3 | |||||||||
Digi International, Inc. |
5,958 | 144,839 | 9.1 | |||||||||
Digital Turbine, Inc. |
44,521 | 239,968 | 15.1 | |||||||||
Dime Community Bancshares, Inc. |
16,363 | 373,240 | 23.5 | |||||||||
Donnelley Financial Solutions, Inc. |
4,198 | 260,780 | 16.5 | |||||||||
Driven Brands Holdings, Inc. |
24,330 | 318,966 | 20.1 | |||||||||
DXP Enterprises, Inc. |
17,805 | 573,677 | 36.2 | |||||||||
Eagle Bancorp, Inc. |
13,563 | 336,227 | 21.2 | |||||||||
El Pollo Loco Holdings, Inc. |
1,336 | 12,371 | 0.8 | |||||||||
Encore Wire Corp. |
3,331 | 751,141 | 47.4 | |||||||||
EnerSys |
5,901 | 563,959 | 35.6 | |||||||||
Enova International, Inc. |
25,080 | 1,365,104 | 86.1 | |||||||||
Enovis Corp. |
50,668 | 2,974,212 | 187.6 | |||||||||
Enviri Corp. |
13,809 | 118,896 | 7.5 | |||||||||
Esab Corp. |
2,392 | 205,688 | 13.0 | |||||||||
Ethan Allen Interiors, Inc. |
34,419 | 1,002,625 | 63.2 | |||||||||
Everbridge, Inc. |
32,773 | 732,804 | 46.2 | |||||||||
Everi Holdings, Inc. |
187,685 | 1,953,801 | 123.2 | |||||||||
eXp World Holdings, Inc. |
51,825 | 641,594 | 40.5 | |||||||||
EZCORP, Inc., Class A |
33,057 | 284,290 | 17.9 | |||||||||
Federated Hermes, Inc., Class B |
1,388 | 48,524 | 3.1 | |||||||||
First Interstate BancSystem, Inc., Class A |
23,682 | 651,729 | 41.1 | |||||||||
Fiverr International Ltd. |
15,033 | 404,688 | 25.5 | |||||||||
Flushing Financial Corp. |
10,542 | 168,988 | 10.7 | |||||||||
Forestar Group, Inc. |
11,650 | 364,179 | 23.0 | |||||||||
Forrester Research, Inc. |
7,430 | 189,316 | 11.9 |
57 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Forward Air Corp. |
2,720 | $ | 120,578 | 7.6 | % | |||||||
Franklin Covey Co. |
15,654 | 633,048 | 39.9 | |||||||||
Frontdoor, Inc. |
57,742 | 1,891,628 | 119.3 | |||||||||
Fulgent Genetics, Inc. |
9,368 | 230,359 | 14.5 | |||||||||
Genesco, Inc. |
8,930 | 248,075 | 15.7 | |||||||||
Gibraltar Industries, Inc. |
3,916 | 316,883 | 20.0 | |||||||||
G-III Apparel Group Ltd. |
37,981 | 1,142,848 | 72.1 | |||||||||
Global Industrial Co. |
11,338 | 482,205 | 30.4 | |||||||||
GMS, Inc. |
13,228 | 1,113,269 | 70.2 | |||||||||
GoPro, Inc., Class A |
270,043 | 804,728 | 50.8 | |||||||||
GQG Partners, Inc., CDI |
418,239 | 518,952 | 32.7 | |||||||||
Gray Television, Inc. |
39,524 | 377,454 | 23.8 | |||||||||
Greif, Inc., Class A |
12,989 | 813,241 | 51.3 | |||||||||
Griffon Corp. |
31,827 | 1,854,241 | 117.0 | |||||||||
Grocery Outlet Holding Corp. |
139,059 | 3,445,882 | 217.4 | |||||||||
Group 1 Automotive, Inc. |
6,961 | 1,810,278 | 114.2 | |||||||||
Guess?, Inc. |
68,455 | 1,529,285 | 96.5 | |||||||||
Gulfport Energy Corp. |
3,831 | 486,154 | 30.7 | |||||||||
H&E Equipment Services, Inc. |
17,571 | 945,144 | 59.6 | |||||||||
Hackett Group, Inc. |
8,523 | 197,052 | 12.4 | |||||||||
Haverty Furniture Cos., Inc. |
13,955 | 473,075 | 29.8 | |||||||||
HCI Group, Inc. |
4,328 | 388,092 | 24.5 | |||||||||
Health Catalyst, Inc. |
53,298 | 520,721 | 32.8 | |||||||||
Healthcare Services Group, Inc. |
45,845 | 432,777 | 27.3 | |||||||||
HealthStream, Inc. |
11,898 | 316,725 | 20.0 | |||||||||
Heartland Financial USA, Inc. |
29,834 | 1,058,212 | 66.8 | |||||||||
Heidrick & Struggles International, Inc. |
11,594 | 347,472 | 21.9 | |||||||||
Helix Energy Solutions Group, Inc. |
49,678 | 466,973 | 29.5 | |||||||||
Heritage Financial Corp. |
2,934 | 59,120 | 3.7 | |||||||||
Hims & Hers Health, Inc., Class A |
8,807 | 75,564 | 4.8 | |||||||||
Hope Bancorp, Inc. |
4,701 | 52,087 | 3.3 | |||||||||
Horizon Bancorp, Inc. |
35,691 | 467,909 | 29.5 | |||||||||
Hudson Pacific Properties, Inc. |
13,988 | 114,562 | 7.2 | |||||||||
Huron Consulting Group, Inc. |
592 | 61,290 | 3.9 | |||||||||
Hyster-Yale Materials Handling, Inc., Class A |
1,827 | 120,070 | 7.6 | |||||||||
I3 Verticals, Inc., Class A |
5,087 | 95,330 | 6.0 | |||||||||
Independent Bank Corp. |
25,780 | 655,843 | 41.4 | |||||||||
Independent Bank Group, Inc. |
19,731 | 953,994 | 60.2 | |||||||||
Infinera Corp. |
109,460 | 540,732 | 34.1 | |||||||||
Innoviva, Inc. |
48,066 | 778,669 | 49.1 | |||||||||
Insperity, Inc. |
6,250 | 716,813 | 45.2 | |||||||||
Intapp, Inc. |
16,895 | 727,837 | 45.9 | |||||||||
Integral Ad Science Holding Corp. |
24,130 | 351,092 | 22.1 | |||||||||
Inter Parfums, Inc. |
591 | 82,238 | 5.2 | |||||||||
Interface, Inc., Class A |
14,357 | 178,170 | 11.2 | |||||||||
iRadimed Corp. |
696 | 28,821 | 1.8 | |||||||||
Itron, Inc. |
19,939 | 1,438,399 | 90.7 | |||||||||
Janus International Group, Inc. |
49,191 | 696,053 | 43.9 | |||||||||
JELD-WEN Holding, Inc. |
23,309 | 433,547 | 27.4 | |||||||||
JetBlue Airways Corp. |
202,586 | 1,075,732 | 67.9 | |||||||||
Johnson Outdoors, Inc., Class A |
2,022 | 90,505 | 5.7 | |||||||||
Kimball Electronics, Inc. |
8,553 | 203,390 | 12.8 | |||||||||
Kodiak Gas Services, Inc. |
8,814 | 206,424 | 13.0 | |||||||||
Kohls Corp. |
72,742 | 1,873,834 | 118.2 | |||||||||
Korn Ferry |
15,873 | 931,269 | 58.7 | |||||||||
Laureate Education, Inc., Class A |
88,745 | 1,119,962 | 70.6 | |||||||||
LeMaitre Vascular, Inc. |
3,228 | 187,353 | 11.8 | |||||||||
LendingClub Corp. |
8,114 | 73,188 | 4.6 | |||||||||
Liquidity Services, Inc. |
7,773 | 135,639 | 8.6 | |||||||||
LivaNova PLC |
14,308 | 696,513 | 43.9 | |||||||||
LiveRamp Holdings, Inc. |
16,036 | 633,101 | 39.9 | |||||||||
Lovesac Co. |
13,628 | 315,624 | 19.9 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Magnite, Inc. |
12,438 | $ | 110,076 | 6.9 | % | |||||||
Manitowoc Co., Inc. |
34,188 | 550,427 | 34.7 | |||||||||
MaxLinear, Inc. |
23,232 | 483,690 | 30.5 | |||||||||
Mercury General Corp. |
14,242 | 570,392 | 36.0 | |||||||||
Methode Electronics, Inc. |
19,405 | 402,848 | 25.4 | |||||||||
MGP Ingredients, Inc. |
4,464 | 379,217 | 23.9 | |||||||||
Midland States Bancorp, Inc. |
11,546 | 303,198 | 19.1 | |||||||||
MillerKnoll, Inc. |
27,824 | 739,840 | 46.7 | |||||||||
Minerals Technologies, Inc. |
7,115 | 464,965 | 29.3 | |||||||||
MiNK Therapeutics, Inc. |
72 | 62 | 0.0 | |||||||||
Mister Car Wash, Inc. |
22,383 | 185,779 | 11.7 | |||||||||
Model N, Inc. |
40,173 | 1,082,662 | 68.3 | |||||||||
Monro, Inc. |
25,633 | 816,667 | 51.5 | |||||||||
Mr. Cooper Group, Inc. |
25,404 | 1,711,213 | 107.9 | |||||||||
N-able, Inc. |
36,475 | 473,446 | 29.9 | |||||||||
Nabors Industries Ltd. |
5,174 | 437,617 | 27.6 | |||||||||
National Vision Holdings, Inc. |
34,660 | 658,887 | 41.6 | |||||||||
NCR Voyix Corp. |
62,549 | 919,470 | 58.0 | |||||||||
NETGEAR, Inc. |
48,519 | 688,970 | 43.5 | |||||||||
NetScout Systems, Inc. |
16,543 | 355,840 | 22.4 | |||||||||
NexPoint Residential Trust, Inc. |
27,108 | 828,149 | 52.2 | |||||||||
NMI Holdings, Inc., Class A |
8,964 | 286,131 | 18.1 | |||||||||
Nordstrom, Inc. |
22,339 | 405,453 | 25.6 | |||||||||
Novocure Ltd. |
128,883 | 1,794,051 | 113.2 | |||||||||
NOW, Inc. |
25,556 | 257,860 | 16.3 | |||||||||
OceanFirst Financial Corp. |
918 | 15,817 | 1.0 | |||||||||
Olo, Inc., Class A |
45,050 | 232,909 | 14.7 | |||||||||
Omega Flex, Inc. |
236 | 16,463 | 1.0 | |||||||||
ON24, Inc. |
31,698 | 242,490 | 15.3 | |||||||||
Outfront Media, Inc. |
102,951 | 1,340,422 | 84.6 | |||||||||
Owens & Minor, Inc. |
12,164 | 239,752 | 15.1 | |||||||||
Palomar Holdings, Inc. |
9,535 | 570,860 | 36.0 | |||||||||
Pegasystems, Inc. |
7,014 | 341,862 | 21.6 | |||||||||
Pennant Group, Inc. |
1,553 | 23,311 | 1.5 | |||||||||
Perella Weinberg Partners, Class A |
16,693 | 196,143 | 12.4 | |||||||||
PetIQ, Inc., Class A |
9,106 | 163,635 | 10.3 | |||||||||
Playtika Holding Corp. |
23,649 | 170,746 | 10.8 | |||||||||
PRA Group, Inc. |
28,166 | 641,340 | 40.5 | |||||||||
Premier Financial Corp. |
34,324 | 717,028 | 45.2 | |||||||||
Prestige Consumer Healthcare, Inc. |
10,202 | 627,831 | 39.6 | |||||||||
PriceSmart, Inc. |
5,963 | 453,307 | 28.6 | |||||||||
Primoris Services Corp. |
15,576 | 510,893 | 32.2 | |||||||||
PROG Holdings, Inc. |
8,404 | 257,499 | 16.2 | |||||||||
Proto Labs, Inc. |
21,600 | 779,544 | 49.2 | |||||||||
Q2 Holdings, Inc. |
26,781 | 1,139,532 | 71.9 | |||||||||
Quaker Chemical Corp. |
4,053 | 769,827 | 48.6 | |||||||||
RE/MAX Holdings, Inc., Class A |
7,416 | 79,574 | 5.0 | |||||||||
Redfin Corp. |
127,827 | 1,043,068 | 65.8 | |||||||||
REV Group, Inc. |
5,584 | 109,000 | 6.9 | |||||||||
Revolve Group, Inc., Class A |
26,431 | 380,871 | 24.0 | |||||||||
REX American Resources Corp. |
20,825 | 861,947 | 54.4 | |||||||||
RHI Magnesita NV |
10,387 | 444,688 | 28.1 | |||||||||
Riskified Ltd., Class A |
10,569 | 48,512 | 3.1 | |||||||||
RLJ Lodging Trust |
68,894 | 797,793 | 50.3 | |||||||||
Ryerson Holding Corp. |
4,396 | 150,871 | 9.5 | |||||||||
Sandy Spring Bancorp, Inc. |
10,583 | 258,014 | 16.3 | |||||||||
Schnitzer Steel Industries, Inc., Class A |
14,575 | 383,760 | 24.2 | |||||||||
Scholastic Corp. |
12,309 | 473,158 | 29.8 | |||||||||
SEMrush Holdings, Inc., Class A |
2,457 | 28,354 | 1.8 | |||||||||
Semtech Corp. |
52,875 | 1,049,040 | 66.2 | |||||||||
SI-BONE, Inc. |
2,537 | 51,273 | 3.2 | |||||||||
Silk Road Medical, Inc. |
10,833 | 163,903 | 10.3 |
S C H E D U L E O F I N V E S T M E N T S |
58 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Sims Ltd. |
75,379 | $ | 716,390 | 45.2 | % | |||||||
Simulations Plus, Inc. |
1,871 | 70,911 | 4.5 | |||||||||
SolarWinds Corp. |
25,248 | 298,431 | 18.8 | |||||||||
Sonic Automotive, Inc., Class A |
16,140 | 816,038 | 51.5 | |||||||||
Sonos, Inc. |
46,619 | 726,324 | 45.8 | |||||||||
Southside Bancshares, Inc. |
2,320 | 72,616 | 4.6 | |||||||||
SpartanNash Co. |
35,935 | 806,022 | 50.8 | |||||||||
Standard Motor Products, Inc. |
12,782 | 515,754 | 32.5 | |||||||||
Steelcase, Inc., Class A |
38,415 | 487,102 | 30.7 | |||||||||
Summit Hotel Properties, Inc. |
24,162 | 156,570 | 9.9 | |||||||||
Sunnova Energy International, Inc. |
42,724 | 449,457 | 28.4 | |||||||||
Supernus Pharmaceuticals, Inc. |
41,253 | 1,141,883 | 72.0 | |||||||||
Tandem Diabetes Care, Inc. |
30,968 | 706,070 | 44.5 | |||||||||
Tennant Co. |
6,601 | 623,927 | 39.4 | |||||||||
Titan Machinery, Inc. |
15,859 | 423,911 | 26.7 | |||||||||
TTEC Holdings, Inc. |
7,233 | 147,409 | 9.3 | |||||||||
TTM Technologies, Inc. |
18,959 | 263,720 | 16.6 | |||||||||
Turning Point Brands, Inc. |
48,624 | 1,181,077 | 74.5 | |||||||||
Tutor Perini Corp. |
63,768 | 571,361 | 36.0 | |||||||||
Univest Financial Corp. |
12,582 | 267,242 | 16.9 | |||||||||
Upbound Group, Inc. |
2,987 | 99,168 | 6.3 | |||||||||
Upwork, Inc. |
32,616 | 447,165 | 28.2 | |||||||||
Varex Imaging Corp. |
64,041 | 1,234,070 | 77.8 | |||||||||
Verint Systems, Inc. |
76,451 | 2,269,830 | 143.2 | |||||||||
Viad Corp. |
4,204 | 138,984 | 8.8 | |||||||||
Viavi Solutions, Inc. |
27,912 | 274,375 | 17.3 | |||||||||
Vicor Corp. |
2,931 | 110,411 | 7.0 | |||||||||
Vimeo, Inc. |
26,077 | 103,526 | 6.5 | |||||||||
Vishay Precision Group, Inc. |
2,997 | 95,544 | 6.0 | |||||||||
Vital Farms, Inc. |
30,844 | 443,537 | 28.0 | |||||||||
Vizio Holding Corp., Class A |
13,060 | 91,420 | 5.8 | |||||||||
Wabash National Corp. |
2,716 | 68,715 | 4.3 | |||||||||
Washington Trust Bancorp, Inc. |
9,149 | 254,434 | 16.1 | |||||||||
Winmark Corp. |
1,091 | 393,491 | 24.8 | |||||||||
World Kinect Corp. |
33,590 | 758,126 | 47.8 | |||||||||
Yext, Inc. |
51,251 | 303,918 | 19.2 | |||||||||
Zeta Global Holdings Corp., Class A |
52,883 | 511,907 | 32.3 | |||||||||
ZipRecruiter, Inc., Class A |
19,610 | 272,971 | 17.2 | |||||||||
Zumiez, Inc. |
18,879 | 324,152 | 20.4 | |||||||||
Zuora, Inc., Class A |
75,161 | 686,972 | 43.3 | |||||||||
|
|
|
|
|||||||||
142,858,629 | ||||||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Schaeffler AG |
97,783 | 625,947 | 39.5 | |||||||||
|
|
|
|
|||||||||
Total Reference Entity Long |
363,695,304 | |||||||||||
|
|
|||||||||||
Reference Entity Short |
||||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
ARB Corp. Ltd. |
(32,373 | ) | (718,261 | ) | (45.3 | ) | ||||||
Bellevue Gold Ltd. |
(370,351 | ) | (325,952 | ) | (20.6 | ) | ||||||
Boss Energy Ltd. |
(90,472 | ) | (330,991 | ) | (20.9 | ) | ||||||
Breville Group Ltd. |
(20,460 | ) | (366,999 | ) | (23.1 | ) | ||||||
Brickworks Ltd. |
(6,804 | ) | (131,751 | ) | (8.3 | ) | ||||||
Capricorn Metals Ltd. |
(81,871 | ) | (247,742 | ) | (15.6 | ) | ||||||
Champion Iron Ltd. |
(156,941 | ) | (873,988 | ) | (55.1 | ) | ||||||
Core Lithium Ltd. |
(133,382 | ) | (17,029 | ) | (1.1 | ) | ||||||
Coronado Global Resources, Inc., CDI |
(321,598 | ) | (347,569 | ) | (21.9 | ) | ||||||
Corporate Travel Management Ltd. |
(50,923 | ) | (683,729 | ) | (43.1 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Australia (continued) | ||||||||||||
De Grey Mining Ltd. |
(198,387 | ) | $ | (160,259 | ) | (10.1 | )% | |||||
Deep Yellow Ltd. |
(111,539 | ) | (106,993 | ) | (6.8 | ) | ||||||
Domain Holdings Australia Ltd. |
(153,847 | ) | (338,988 | ) | (21.4 | ) | ||||||
EVT Ltd. |
(60,918 | ) | (504,366 | ) | (31.8 | ) | ||||||
Genesis Minerals Ltd. |
(131,881 | ) | (141,945 | ) | (9.0 | ) | ||||||
Gold Road Resources Ltd. |
(64,400 | ) | (64,717 | ) | (4.1 | ) | ||||||
GUD Holdings Ltd. |
(77,043 | ) | (620,551 | ) | (39.1 | ) | ||||||
Harvey Norman Holdings Ltd. |
(429,507 | ) | (1,252,520 | ) | (79.0 | ) | ||||||
HMC Capital Ltd. |
(98,991 | ) | (398,209 | ) | (25.1 | ) | ||||||
Ingenia Communities Group |
(117,491 | ) | (345,599 | ) | (21.8 | ) | ||||||
Kelsian Group Ltd. |
(138,926 | ) | (655,608 | ) | (41.4 | ) | ||||||
Leo Lithium Ltd. |
(33,787 | ) | (10,243 | ) | (0.6 | ) | ||||||
Neuren Pharmaceuticals Ltd. |
(38,669 | ) | (601,463 | ) | (37.9 | ) | ||||||
Nine Entertainment Co. Holdings Ltd. |
(1,297,977 | ) | (1,691,000 | ) | (106.7 | ) | ||||||
Perpetual Ltd. |
(25,708 | ) | (439,200 | ) | (27.7 | ) | ||||||
PEXA Group Ltd. |
(54,112 | ) | (410,254 | ) | (25.9 | ) | ||||||
Red 5 Ltd. |
(1,407,534 | ) | (292,686 | ) | (18.5 | ) | ||||||
Sayona Mining Ltd. |
(42,865,071 | ) | (1,123,055 | ) | (70.8 | ) | ||||||
Silex Systems Ltd. |
(86,052 | ) | (291,334 | ) | (18.4 | ) | ||||||
Stanmore Resources Ltd. |
(214,338 | ) | (558,724 | ) | (35.2 | ) | ||||||
Strike Energy Ltd. |
(1,356,442 | ) | (386,402 | ) | (24.4 | ) | ||||||
Webjet Ltd. |
(201,353 | ) | (991,338 | ) | (62.5 | ) | ||||||
|
|
|
|
|||||||||
(15,429,465 | ) | |||||||||||
Austria |
||||||||||||
CA Immobilien Anlagen AG |
(45,630 | ) | (1,514,607 | ) | (95.5 | ) | ||||||
|
|
|
|
|||||||||
Belgium |
||||||||||||
Ackermans & van Haaren NV |
(6,785 | ) | (1,149,615 | ) | (72.5 | ) | ||||||
Azelis Group NV |
(31,512 | ) | (658,339 | ) | (41.5 | ) | ||||||
Biocartis Group NV |
(30 | ) | (0 | ) | 0.0 | |||||||
Xior Student Housing NV |
(10,458 | ) | (317,596 | ) | (20.1 | ) | ||||||
|
|
|
|
|||||||||
(2,125,550 | ) | |||||||||||
Brazil |
||||||||||||
ERO Copper Corp. |
(4,311 | ) | (67,329 | ) | (4.2 | ) | ||||||
|
|
|
|
|||||||||
Canada |
||||||||||||
Altius Minerals Corp. |
(10,361 | ) | (136,888 | ) | (8.6 | ) | ||||||
Andlauer Healthcare Group, Inc. |
(8,293 | ) | (242,278 | ) | (15.3 | ) | ||||||
Badger Infrastructure Solutions Ltd. |
(13,457 | ) | (468,044 | ) | (29.5 | ) | ||||||
Brookfield Business Corp., Class A |
(19,079 | ) | (443,146 | ) | (27.9 | ) | ||||||
Canadian Western Bank |
(44,448 | ) | (979,789 | ) | (61.8 | ) | ||||||
Choice Properties Real Estate Investment Trust |
(34,311 | ) | (358,648 | ) | (22.6 | ) | ||||||
Cogeco Communications, Inc. |
(10,359 | ) | (478,534 | ) | (30.2 | ) | ||||||
Cogeco, Inc. |
(5,952 | ) | (264,363 | ) | (16.7 | ) | ||||||
Converge Technology Solutions Corp. |
(28 | ) | (95 | ) | (0.0 | ) | ||||||
Definity Financial Corp. |
(50,259 | ) | (1,463,716 | ) | (92.3 | ) | ||||||
Filo Corp. |
(64,400 | ) | (990,639 | ) | (62.5 | ) | ||||||
Headwater Exploration, Inc. |
(47,406 | ) | (222,696 | ) | (14.0 | ) | ||||||
Lumine Group, Inc. |
(34,046 | ) | (794,849 | ) | (50.1 | ) | ||||||
MAG Silver Corp. |
(50,016 | ) | (450,208 | ) | (28.4 | ) | ||||||
Maple Leaf Foods, Inc. |
(15,584 | ) | (297,440 | ) | (18.8 | ) | ||||||
Martinrea International, Inc. |
(69,917 | ) | (718,363 | ) | (45.3 | ) | ||||||
Minto Apartment REIT |
(135,629 | ) | (1,667,095 | ) | (105.1 | ) | ||||||
North West Co., Inc. |
(2,964 | ) | (85,818 | ) | (5.4 | ) | ||||||
Sandstorm Gold Ltd. |
(10,398 | ) | (47,225 | ) | (3.0 | ) | ||||||
Savaria Corp. |
(31,182 | ) | (374,895 | ) | (23.6 | ) | ||||||
SilverCrest Metals, Inc. |
(162,290 | ) | (897,826 | ) | (56.6 | ) | ||||||
Skeena Resources Ltd. |
(115,217 | ) | (524,070 | ) | (33.1 | ) | ||||||
Spartan Delta Corp. |
(77,146 | ) | (178,621 | ) | (11.3 | ) | ||||||
Spin Master Corp. |
(6,079 | ) | (156,495 | ) | (9.9 | ) | ||||||
Stella-Jones, Inc. |
(17,181 | ) | (1,017,396 | ) | (64.2 | ) |
59 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
Canada (continued) |
||||||||||||
StorageVault Canada, Inc. |
(120,397 | ) | $ | (481,334 | ) | (30.4 | )% | |||||
Triple Flag Precious Metals Corp. |
(23,734 | ) | (304,451 | ) | (19.2 | ) | ||||||
Trisura Group Ltd. |
(8,207 | ) | (229,165 | ) | (14.5 | ) | ||||||
Westshore Terminals Investment Corp. |
(1,430 | ) | (30,102 | ) | (1.9 | ) | ||||||
Winpak Ltd. |
(19,137 | ) | (600,965 | ) | (37.9 | ) | ||||||
|
|
|
|
|||||||||
(14,905,154 | ) | |||||||||||
Cayman Islands | ||||||||||||
Consolidated Water Co. Ltd., Ordinary Shares |
(2,512 | ) | (80,208 | ) | (5.1 | ) | ||||||
|
|
|
|
|||||||||
China | ||||||||||||
TI Fluid Systems PLC |
(205,370 | ) | (374,045 | ) | (23.6 | ) | ||||||
|
|
|
|
|||||||||
Denmark | ||||||||||||
NKT A/S, Class B |
(600 | ) | (41,834 | ) | (2.6 | ) | ||||||
NTG Nordic Transport Group A/S |
(6,158 | ) | (279,654 | ) | (17.7 | ) | ||||||
|
|
|
|
|||||||||
(321,488 | ) | |||||||||||
Egypt | ||||||||||||
Energean PLC |
(15,233 | ) | (183,833 | ) | (11.6 | ) | ||||||
|
|
|
|
|||||||||
Faeroe Islands | ||||||||||||
Bakkafrost P/F |
(10,255 | ) | (579,605 | ) | (36.6 | ) | ||||||
|
|
|
|
|||||||||
Finland | ||||||||||||
Kemira OYJ |
(7,558 | ) | (141,858 | ) | (9.0 | ) | ||||||
Mandatum Oyj |
(120,772 | ) | (547,288 | ) | (34.5 | ) | ||||||
Metsa Board OYJ, Class B |
(112,408 | ) | (917,377 | ) | (57.9 | ) | ||||||
Tokmanni Group Corp. |
(40,851 | ) | (709,081 | ) | (44.7 | ) | ||||||
|
|
|
|
|||||||||
(2,315,604 | ) | |||||||||||
France | ||||||||||||
Alten SA |
(8,073 | ) | (1,263,244 | ) | (79.7 | ) | ||||||
Esker SA |
(128 | ) | (21,495 | ) | (1.3 | ) | ||||||
Euroapi SA |
(29,979 | ) | (201,674 | ) | (12.7 | ) | ||||||
Metropole Television SA |
(69,585 | ) | (999,900 | ) | (63.1 | ) | ||||||
Neoen SA |
(54,022 | ) | (1,582,948 | ) | (99.8 | ) | ||||||
Societe BIC SA |
(17,067 | ) | (1,196,939 | ) | (75.5 | ) | ||||||
Verallia SA |
(46,447 | ) | (1,659,440 | ) | (104.7 | ) | ||||||
Virbac SA |
(1,213 | ) | (443,609 | ) | (28.0 | ) | ||||||
|
|
|
|
|||||||||
(7,369,249 | ) | |||||||||||
Germany | ||||||||||||
Dermapharm Holding SE |
(7,591 | ) | (327,383 | ) | (20.7 | ) | ||||||
Eckert & Ziegler Strahlen- und Medizintechnik AG . |
(6,372 | ) | (320,483 | ) | (20.2 | ) | ||||||
Energiekontor AG |
(5,849 | ) | (484,508 | ) | (30.6 | ) | ||||||
Fielmann Group AG |
(3,321 | ) | (175,119 | ) | (11.0 | ) | ||||||
Hensoldt AG |
(65,080 | ) | (1,971,122 | ) | (124.3 | ) | ||||||
Norma Group SE |
(3,409 | ) | (56,159 | ) | (3.5 | ) | ||||||
PNE AG, Class N |
(62,583 | ) | (913,986 | ) | (57.7 | ) | ||||||
PVA Tepla AG |
(24,650 | ) | (564,365 | ) | (35.6 | ) | ||||||
Sixt SE |
(6,325 | ) | (625,005 | ) | (39.4 | ) | ||||||
Software AG |
(1,045 | ) | (44,227 | ) | (2.8 | ) | ||||||
SUESS MicroTec SE, Class N |
(1,522 | ) | (52,111 | ) | (3.3 | ) | ||||||
Thyssenkrupp Nucera AG & Co. KGaa |
(34,168 | ) | (565,016 | ) | (35.6 | ) | ||||||
|
|
|
|
|||||||||
(6,099,484 | ) | |||||||||||
Ghana | ||||||||||||
Tullow Oil PLC |
(3,545,374 | ) | (1,396,041 | ) | (88.1 | ) | ||||||
|
|
|
|
Security | Shares | Value | % of Basket Value |
|||||||||
Indonesia |
||||||||||||
Golden Agri-Resources Ltd. |
(681,700 | ) | $ | (138,001 | ) | (8.7 | )% | |||||
Nickel Industries Ltd. |
(1,206,780 | ) | (626,121 | ) | (39.5 | ) | ||||||
|
|
|
|
|||||||||
(764,122 | ) | |||||||||||
Ireland | ||||||||||||
Ardmore Shipping Corp. |
(32,319 | ) | (535,526 | ) | (33.8 | ) | ||||||
C&C Group PLC |
(427,746 | ) | (836,248 | ) | (52.7 | ) | ||||||
|
|
|
|
|||||||||
(1,371,774 | ) | |||||||||||
Israel | ||||||||||||
Israel Corp. Ltd. |
(7,625 | ) | (1,695,519 | ) | (106.9 | ) | ||||||
Maytronics Ltd. |
(17,170 | ) | (183,094 | ) | (11.6 | ) | ||||||
Strauss Group Ltd. |
(46,455 | ) | (873,772 | ) | (55.1 | ) | ||||||
|
|
|
|
|||||||||
(2,752,385 | ) | |||||||||||
Italy | ||||||||||||
BFF Bank SpA |
(28,555 | ) | (312,772 | ) | (19.7 | ) | ||||||
Eurogroup Laminations SpA |
(102,858 | ) | (340,277 | ) | (21.5 | ) | ||||||
Industrie De Nora SpA |
(49,569 | ) | (790,241 | ) | (49.8 | ) | ||||||
Salvatore Ferragamo SpA |
(12,681 | ) | (163,809 | ) | (10.3 | ) | ||||||
Technogym SpA |
(39,430 | ) | (395,568 | ) | (25.0 | ) | ||||||
Technoprobe SpA |
(31,845 | ) | (320,436 | ) | (20.2 | ) | ||||||
|
|
|
|
|||||||||
(2,323,103 | ) | |||||||||||
Japan | ||||||||||||
Advance Logistics Investment Corp. |
(480 | ) | (421,093 | ) | (26.6 | ) | ||||||
Advance Residence Investment Corp. |
(240 | ) | (530,342 | ) | (33.5 | ) | ||||||
Aichi Financial Group, Inc. |
(31,900 | ) | (568,331 | ) | (35.8 | ) | ||||||
Aiful Corp. |
(281,000 | ) | (711,601 | ) | (44.9 | ) | ||||||
Amvis Holdings, Inc. |
(24,900 | ) | (463,362 | ) | (29.2 | ) | ||||||
Anycolor, Inc. |
(600 | ) | (15,352 | ) | (1.0 | ) | ||||||
AOKI Holdings, Inc. |
(5,600 | ) | (45,004 | ) | (2.8 | ) | ||||||
Appier Group, Inc. |
(17,200 | ) | (203,278 | ) | (12.8 | ) | ||||||
Arclands Corp. |
(113,000 | ) | (1,306,122 | ) | (82.4 | ) | ||||||
Ariake Japan Co. Ltd. |
(15,900 | ) | (514,688 | ) | (32.5 | ) | ||||||
Asahi Yukizai Corp. |
(5,700 | ) | (160,013 | ) | (10.1 | ) | ||||||
Atom Corp. |
(157,100 | ) | (1,007,336 | ) | (63.5 | ) | ||||||
Autobacs Seven Co. Ltd. |
(26,700 | ) | (293,016 | ) | (18.5 | ) | ||||||
Base Co. Ltd. |
(10,600 | ) | (236,812 | ) | (14.9 | ) | ||||||
C Uyemura & Co. Ltd. |
(8,700 | ) | (666,515 | ) | (42.0 | ) | ||||||
Chikaranomoto Holdings Co. Ltd. |
(10,900 | ) | (107,429 | ) | (6.8 | ) | ||||||
Comforia Residential REIT, Inc. |
(507 | ) | (1,061,474 | ) | (67.0 | ) | ||||||
CRE Logistics REIT, Inc. |
(200 | ) | (211,268 | ) | (13.3 | ) | ||||||
CUC, Inc. |
(9,400 | ) | (170,703 | ) | (10.8 | ) | ||||||
Daido Steel Co. Ltd. |
(3,600 | ) | (37,864 | ) | (2.4 | ) | ||||||
Daiei Kankyo Co. Ltd. |
(34,500 | ) | (592,713 | ) | (37.4 | ) | ||||||
Daikoku Denki Co. Ltd. |
(6,300 | ) | (160,027 | ) | (10.1 | ) | ||||||
Daikokutenbussan Co. Ltd. |
(5,600 | ) | (319,860 | ) | (20.2 | ) | ||||||
Daiwa Office Investment Corp. |
(68 | ) | (292,861 | ) | (18.5 | ) | ||||||
DCM Holdings Co. Ltd. |
(189,700 | ) | (1,782,472 | ) | (112.4 | ) | ||||||
DeNA Co. Ltd. |
(43,200 | ) | (440,488 | ) | (27.8 | ) | ||||||
Descente Ltd. |
(23,500 | ) | (548,650 | ) | (34.6 | ) | ||||||
Dexerials Corp. |
(10,300 | ) | (299,743 | ) | (18.9 | ) | ||||||
Eagle Industry Co. Ltd. |
(5,900 | ) | (68,991 | ) | (4.4 | ) | ||||||
Enplas Corp. |
(11,600 | ) | (951,098 | ) | (60.0 | ) | ||||||
First Bank of Toyama Ltd. |
(6,600 | ) | (37,251 | ) | (2.3 | ) | ||||||
Fuji Media Holdings, Inc. |
(103,800 | ) | (1,241,342 | ) | (78.3 | ) | ||||||
Fujio Food Group, Inc. |
(34,800 | ) | (349,836 | ) | (22.1 | ) | ||||||
Fukuyama Transporting Co. Ltd. |
(21,000 | ) | (586,737 | ) | (37.0 | ) | ||||||
Furuya Metal Co. Ltd. |
(1,600 | ) | (100,269 | ) | (6.3 | ) | ||||||
Fuso Chemical Co. Ltd. |
(22,000 | ) | (625,952 | ) | (39.5 | ) |
S C H E D U L E O F I N V E S T M E N T S |
60 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) |
||||||||||||
Future Corp. |
(10,100 | ) | $ | (121,075 | ) | (7.6 | )% | |||||
Globeride, Inc. |
(24,200 | ) | (343,743 | ) | (21.7 | ) | ||||||
GMO Financial Holdings, Inc. |
(19,700 | ) | (101,651 | ) | (6.4 | ) | ||||||
Godo Steel Ltd. |
(1,500 | ) | (52,953 | ) | (3.3 | ) | ||||||
GungHo Online Entertainment, Inc. |
(31,600 | ) | (536,218 | ) | (33.8 | ) | ||||||
Hakuto Co. Ltd. |
(9,000 | ) | (376,100 | ) | (23.7 | ) | ||||||
Hankyu Hanshin REIT, Inc. |
(295 | ) | (294,803 | ) | (18.6 | ) | ||||||
Heiwa Real Estate REIT, Inc. |
(994 | ) | (932,514 | ) | (58.8 | ) | ||||||
Hirata Corp. |
(5,800 | ) | (267,818 | ) | (16.9 | ) | ||||||
HIS Co. Ltd. |
(92,500 | ) | (1,133,589 | ) | (71.5 | ) | ||||||
Hisamitsu Pharmaceutical Co., Inc. |
(24,500 | ) | (705,390 | ) | (44.5 | ) | ||||||
Hokuetsu Corp. |
(103,700 | ) | (989,706 | ) | (62.4 | ) | ||||||
Hokuhoku Financial Group, Inc. |
(76,200 | ) | (814,929 | ) | (51.4 | ) | ||||||
Hoshino Resorts REIT, Inc. |
(322 | ) | (1,135,358 | ) | (71.6 | ) | ||||||
House Foods Group, Inc. |
(6,300 | ) | (140,016 | ) | (8.8 | ) | ||||||
Idec Corp. |
(22,900 | ) | (462,786 | ) | (29.2 | ) | ||||||
Iino Kaiun Kaisha Ltd. |
(65,700 | ) | (579,484 | ) | (36.5 | ) | ||||||
Industrial & Infrastructure Fund Investment Corp. |
(128 | ) | (117,008 | ) | (7.4 | ) | ||||||
Insource Co. Ltd. |
(37,000 | ) | (211,116 | ) | (13.3 | ) | ||||||
Internet Initiative Japan, Inc. |
(3,500 | ) | (68,546 | ) | (4.3 | ) | ||||||
Izumi Co. Ltd. |
(17,000 | ) | (404,165 | ) | (25.5 | ) | ||||||
J Trust Co. Ltd. |
(69,500 | ) | (227,110 | ) | (14.3 | ) | ||||||
Japan Aviation Electronics Industry Ltd. |
(37,700 | ) | (655,911 | ) | (41.4 | ) | ||||||
Japan Prime Realty Investment Corp. |
(93 | ) | (224,832 | ) | (14.2 | ) | ||||||
Japan Wool Textile Co. Ltd. |
(15,200 | ) | (154,735 | ) | (9.8 | ) | ||||||
Kadokawa Corp. |
(164,500 | ) | (3,513,308 | ) | (221.6 | ) | ||||||
Kagome Co. Ltd. |
(51,600 | ) | (1,281,274 | ) | (80.8 | ) | ||||||
Kanto Denka Kogyo Co. Ltd. |
(21,600 | ) | (130,466 | ) | (8.2 | ) | ||||||
KeePer Technical Laboratory Co. Ltd. |
(10,200 | ) | (454,621 | ) | (28.7 | ) | ||||||
Keihan Holdings Co. Ltd. |
(71,000 | ) | (1,749,041 | ) | (110.3 | ) | ||||||
KH Neochem Co. Ltd. |
(12,900 | ) | (203,001 | ) | (12.8 | ) | ||||||
Kisoji Co. Ltd. |
(25,400 | ) | (464,987 | ) | (29.3 | ) | ||||||
Ki-Star Real Estate Co. Ltd. |
(21,900 | ) | (522,002 | ) | (32.9 | ) | ||||||
Kiyo Bank Ltd. |
(35,300 | ) | (401,655 | ) | (25.3 | ) | ||||||
Koa Corp. |
(28,500 | ) | (294,474 | ) | (18.6 | ) | ||||||
Kohnan Shoji Co. Ltd. |
(43,600 | ) | (1,169,191 | ) | (73.7 | ) | ||||||
Komehyo Holdings Co. Ltd. |
(3,100 | ) | (93,215 | ) | (5.9 | ) | ||||||
Komeri Co. Ltd. |
(44,900 | ) | (1,015,562 | ) | (64.1 | ) | ||||||
Kosaido Holdings Co. Ltd. |
(43,500 | ) | (222,930 | ) | (14.1 | ) | ||||||
Kumiai Chemical Industry Co. Ltd. |
(14,700 | ) | (85,116 | ) | (5.4 | ) | ||||||
Kura Sushi, Inc. |
(55,100 | ) | (1,489,975 | ) | (94.0 | ) | ||||||
KYB Corp. |
(27,700 | ) | (969,664 | ) | (61.2 | ) | ||||||
Leopalace21 Corp. |
(38,100 | ) | (106,504 | ) | (6.7 | ) | ||||||
Maruwa Co. Ltd. |
(8,600 | ) | (1,736,524 | ) | (109.5 | ) | ||||||
MEC Co. Ltd. |
(14,200 | ) | (433,711 | ) | (27.4 | ) | ||||||
Megachips Corp. |
(5,100 | ) | (166,363 | ) | (10.5 | ) | ||||||
Meiko Electronics Co. Ltd. |
(5,300 | ) | (145,829 | ) | (9.2 | ) | ||||||
Mitsubishi Estate Logistics REIT Investment Corp. |
(213 | ) | (538,897 | ) | (34.0 | ) | ||||||
Mitsui E&S Co. Ltd. |
(16,300 | ) | (83,638 | ) | (5.3 | ) | ||||||
Mitsui Fudosan Logistics Park, Inc. |
(229 | ) | (688,769 | ) | (43.4 | ) | ||||||
Mitsui-Soko Holdings Co. Ltd. |
(13,800 | ) | (465,410 | ) | (29.4 | ) | ||||||
Morinaga Milk Industry Co. Ltd. |
(48,200 | ) | (995,940 | ) | (62.8 | ) | ||||||
m-up Holdings, Inc. |
(7,900 | ) | (53,975 | ) | (3.4 | ) | ||||||
Musashino Bank Ltd. |
(7,400 | ) | (140,713 | ) | (8.9 | ) | ||||||
Nagoya Railroad Co. Ltd. |
(17,700 | ) | (275,609 | ) | (17.4 | ) | ||||||
Namura Shipbuilding Co. Ltd. |
(54,200 | ) | (517,578 | ) | (32.6 | ) | ||||||
Nankai Electric Railway Co. Ltd. |
(53,400 | ) | (1,051,543 | ) | (66.3 | ) | ||||||
Nanto Bank Ltd. |
(35,300 | ) | (644,321 | ) | (40.6 | ) | ||||||
Nihon Kohden Corp. |
(27,100 | ) | (834,029 | ) | (52.6 | ) | ||||||
Nikkiso Co. Ltd. |
(8,900 | ) | (65,940 | ) | (4.2 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) |
||||||||||||
Nikkon Holdings Co. Ltd. |
(31,000 | ) | $ | (672,338 | ) | (42.4 | )% | |||||
Nippon Accommodations Fund, Inc. |
(99 | ) | (416,054 | ) | (26.2 | ) | ||||||
Nippon Carbon Co. Ltd. |
(27,700 | ) | (849,574 | ) | (53.6 | ) | ||||||
Nippon Kayaku Co. Ltd. |
(73,400 | ) | (661,795 | ) | (41.7 | ) | ||||||
Nippon Pillar Packing Co. Ltd. |
(3,200 | ) | (106,158 | ) | (6.7 | ) | ||||||
Nippon REIT Investment Corp. |
(50 | ) | (116,891 | ) | (7.4 | ) | ||||||
Nippon Yakin Kogyo Co. Ltd. |
(31,000 | ) | (1,007,298 | ) | (63.5 | ) | ||||||
Nishimatsu Construction Co. Ltd. |
(26,600 | ) | (738,231 | ) | (46.6 | ) | ||||||
Nishimatsuya Chain Co. Ltd. |
(76,400 | ) | (1,113,869 | ) | (70.3 | ) | ||||||
Nitto Boseki Co. Ltd. |
(2,600 | ) | (89,629 | ) | (5.7 | ) | ||||||
Nojima Corp. |
(71,400 | ) | (908,435 | ) | (57.3 | ) | ||||||
Nomura Micro Science Co. Ltd. |
(16,300 | ) | (1,538,263 | ) | (97.0 | ) | ||||||
NS United Kaiun Kaisha Ltd. |
(25,600 | ) | (908,722 | ) | (57.3 | ) | ||||||
One REIT, Inc. |
(309 | ) | (573,681 | ) | (36.2 | ) | ||||||
Orient Corp. |
(27,600 | ) | (210,282 | ) | (13.3 | ) | ||||||
Osaka Soda Co. Ltd. |
(26,300 | ) | (1,861,601 | ) | (117.4 | ) | ||||||
OSAKA Titanium Technologies Co. Ltd. |
(90,300 | ) | (1,707,405 | ) | (107.7 | ) | ||||||
OSG Corp. |
(54,000 | ) | (742,217 | ) | (46.8 | ) | ||||||
PAL GROUP Holdings Co. Ltd. |
(25,200 | ) | (406,787 | ) | (25.7 | ) | ||||||
Piolax, Inc. |
(30,700 | ) | (524,884 | ) | (33.1 | ) | ||||||
Rengo Co. Ltd. |
(196,500 | ) | (1,286,614 | ) | (81.2 | ) | ||||||
Riken Keiki Co. Ltd. |
(10,200 | ) | (508,504 | ) | (32.1 | ) | ||||||
Roland Corp. |
(15,200 | ) | (509,775 | ) | (32.2 | ) | ||||||
Rorze Corp. |
(12,700 | ) | (1,423,042 | ) | (89.8 | ) | ||||||
Ryosan Co. Ltd. |
(2,800 | ) | (93,170 | ) | (5.9 | ) | ||||||
SAMTY Co. Ltd. |
(16,100 | ) | (276,957 | ) | (17.5 | ) | ||||||
Sangetsu Corp. |
(39,800 | ) | (885,254 | ) | (55.8 | ) | ||||||
San-In Godo Bank Ltd. |
(3,000 | ) | (21,028 | ) | (1.3 | ) | ||||||
Sanyo Denki Co. Ltd. |
(8,300 | ) | (348,556 | ) | (22.0 | ) | ||||||
SBI Sumishin Net Bank Ltd. |
(14,500 | ) | (168,560 | ) | (10.6 | ) | ||||||
Seiren Co. Ltd. |
(15,000 | ) | (254,198 | ) | (16.0 | ) | ||||||
Senshu Ikeda Holdings, Inc. |
(36,200 | ) | (84,641 | ) | (5.3 | ) | ||||||
Shiga Bank Ltd. |
(38,800 | ) | (973,343 | ) | (61.4 | ) | ||||||
Shin Nippon Biomedical Laboratories Ltd. |
(10,200 | ) | (119,483 | ) | (7.5 | ) | ||||||
Shoei Co. Ltd. |
(62,900 | ) | (848,405 | ) | (53.5 | ) | ||||||
SKY Perfect JSAT Holdings, Inc. |
(124,500 | ) | (661,269 | ) | (41.7 | ) | ||||||
SOSiLA Logistics REIT, Inc. |
(829 | ) | (679,733 | ) | (42.9 | ) | ||||||
Sotetsu Holdings, Inc. |
(16,700 | ) | (309,136 | ) | (19.5 | ) | ||||||
Star Asia Investment Corp. |
(1,802 | ) | (708,420 | ) | (44.7 | ) | ||||||
Star Micronics Co. Ltd. |
(26,500 | ) | (319,299 | ) | (20.1 | ) | ||||||
T Hasegawa Co. Ltd. |
(18,900 | ) | (428,109 | ) | (27.0 | ) | ||||||
Takara Holdings, Inc. |
(84,300 | ) | (720,168 | ) | (45.4 | ) | ||||||
Takara Leben Real Estate Investment Corp. |
(1,632 | ) | (1,171,788 | ) | (73.9 | ) | ||||||
Tamura Corp. |
(41,600 | ) | (150,768 | ) | (9.5 | ) | ||||||
Tocalo Co. Ltd. |
(29,500 | ) | (316,724 | ) | (20.0 | ) | ||||||
Toho Bank Ltd. |
(328,000 | ) | (701,952 | ) | (44.3 | ) | ||||||
TOKAI Holdings Corp. |
(97,500 | ) | (663,742 | ) | (41.9 | ) | ||||||
Tokyo Kiraboshi Financial Group, Inc. |
(12,700 | ) | (374,935 | ) | (23.6 | ) | ||||||
Tokyo Steel Manufacturing Co. Ltd. |
(76,600 | ) | (934,235 | ) | (58.9 | ) | ||||||
TOMONY Holdings, Inc. |
(112,600 | ) | (312,839 | ) | (19.7 | ) | ||||||
Topre Corp. |
(5,100 | ) | (74,895 | ) | (4.7 | ) | ||||||
Toyo Gosei Co. Ltd. |
(3,600 | ) | (212,465 | ) | (13.4 | ) | ||||||
TRE Holdings Corp. |
(32,800 | ) | (277,505 | ) | (17.5 | ) | ||||||
Tri Chemical Laboratories, Inc. |
(64,800 | ) | (1,613,588 | ) | (101.8 | ) | ||||||
TRYT, Inc. |
(7,000 | ) | (28,877 | ) | (1.8 | ) | ||||||
Tsuburaya Fields Holdings, Inc. |
(11,900 | ) | (146,920 | ) | (9.3 | ) | ||||||
Valqua Ltd. |
(4,700 | ) | (144,221 | ) | (9.1 | ) | ||||||
Wacoal Holdings Corp. |
(51,200 | ) | (1,206,253 | ) | (76.1 | ) | ||||||
W-Scope Corp. |
(8,300 | ) | (43,342 | ) | (2.7 | ) | ||||||
YA-MAN Ltd. |
(114,700 | ) | (795,549 | ) | (50.2 | ) | ||||||
Yamato Kogyo Co. Ltd. |
(12,200 | ) | (681,602 | ) | (43.0 | ) |
61 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) |
||||||||||||
Yodogawa Steel Works Ltd. |
(7,700 | ) | $ | (204,801 | ) | (12.9 | )% | |||||
Yonex Co. Ltd. |
(61,600 | ) | (505,753 | ) | (31.9 | ) | ||||||
Zojirushi Corp. |
(22,400 | ) | (218,993 | ) | (13.8 | ) | ||||||
|
|
|
|
|||||||||
(88,750,749 | ) | |||||||||||
Luxembourg | ||||||||||||
RTL Group SA |
(6,621 | ) | (257,819 | ) | (16.3 | ) | ||||||
|
|
|
|
|||||||||
Netherlands | ||||||||||||
AMG Critical Materials NV |
(14,457 | ) | (311,165 | ) | (19.6 | ) | ||||||
Arcadis NV |
(29,178 | ) | (1,618,217 | ) | (102.1 | ) | ||||||
Corbion NV, Class C |
(34,107 | ) | (669,343 | ) | (42.2 | ) | ||||||
Flow Traders Ltd. |
(74,399 | ) | (1,354,929 | ) | (85.4 | ) | ||||||
SIF Holding NV |
(9 | ) | (103 | ) | (0.0 | ) | ||||||
TKH Group NV |
(17,006 | ) | (693,910 | ) | (43.8 | ) | ||||||
Topicus.com, Inc. |
(550 | ) | (42,545 | ) | (2.7 | ) | ||||||
|
|
|
|
|||||||||
(4,690,212 | ) | |||||||||||
New Zealand | ||||||||||||
Mainfreight Ltd. |
(17,578 | ) | (779,504 | ) | (49.2 | ) | ||||||
|
|
|
|
|||||||||
Norway | ||||||||||||
Crayon Group Holding ASA |
(19,842 | ) | (169,137 | ) | (10.7 | ) | ||||||
Dof Group ASA |
(54,247 | ) | (297,069 | ) | (18.7 | ) | ||||||
Entra ASA |
(10,184 | ) | (113,225 | ) | (7.1 | ) | ||||||
Europris ASA |
(11,450 | ) | (87,121 | ) | (5.5 | ) | ||||||
Kitron ASA |
(7,132 | ) | (22,029 | ) | (1.4 | ) | ||||||
MPC Container Ships ASA |
(378,493 | ) | (576,923 | ) | (36.4 | ) | ||||||
NEL ASA |
(3,762,037 | ) | (1,908,011 | ) | (120.3 | ) | ||||||
Norske Skog ASA |
(40,077 | ) | (140,393 | ) | (8.9 | ) | ||||||
|
|
|
|
|||||||||
(3,313,908 | ) | |||||||||||
Philippines | ||||||||||||
TELUS International CDA, Inc. |
(107,626 | ) | (930,301 | ) | (58.7 | ) | ||||||
|
|
|
|
|||||||||
Portugal | ||||||||||||
Greenvolt-Energias Renovaveis SA |
(2,467 | ) | (21,693 | ) | (1.4 | ) | ||||||
|
|
|
|
|||||||||
Puerto Rico | ||||||||||||
Liberty Latin America Ltd., Class C |
(18,983 | ) | (135,159 | ) | (8.5 | ) | ||||||
|
|
|
|
|||||||||
Singapore | ||||||||||||
AEM Holdings Ltd. |
(147,000 | ) | (294,524 | ) | (18.6 | ) | ||||||
SATS Ltd. |
(331,800 | ) | (681,741 | ) | (43.0 | ) | ||||||
Sheng Siong Group Ltd. |
(557,300 | ) | (651,025 | ) | (41.0 | ) | ||||||
|
|
|
|
|||||||||
(1,627,290 | ) | |||||||||||
Spain | ||||||||||||
Befesa SA |
(17,197 | ) | (612,545 | ) | (38.6 | ) | ||||||
Ence Energia y Celulosa SA |
(117,215 | ) | (375,309 | ) | (23.7 | ) | ||||||
Faes Farma SA |
(107,077 | ) | (356,748 | ) | (22.5 | ) | ||||||
Sacyr SA |
(575,037 | ) | (1,917,978 | ) | (121.0 | ) | ||||||
Vidrala SA |
(9,877 | ) | (1,003,034 | ) | (63.2 | ) | ||||||
Viscofan SA |
(3,472 | ) | (206,073 | ) | (13.0 | ) | ||||||
|
|
|
|
|||||||||
(4,471,687 | ) | |||||||||||
Sweden | ||||||||||||
AcadeMedia AB |
(24 | ) | (132 | ) | (0.0 | ) | ||||||
Billerud Aktiebolag |
(23,846 | ) | (211,487 | ) | (13.4 | ) | ||||||
Clas Ohlson AB, B Shares |
(15,756 | ) | (226,162 | ) | (14.3 | ) | ||||||
Dometic Group AB |
(84,716 | ) | (677,463 | ) | (42.7 | ) | ||||||
Hexatronic Group AB |
(613,902 | ) | (1,292,605 | ) | (81.5 | ) | ||||||
Hufvudstaden AB, Class A |
(48,890 | ) | (637,309 | ) | (40.2 | ) | ||||||
OX2 AB, Class B |
(117,074 | ) | (561,928 | ) | (35.5 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Sweden (continued) |
||||||||||||
Pandox AB |
(7,590 | ) | $ | (104,925 | ) | (6.6 | )% | |||||
Paradox Interactive AB |
(8,280 | ) | (163,038 | ) | (10.3 | ) | ||||||
Peab AB, Class B |
(9,660 | ) | (48,090 | ) | (3.0 | ) | ||||||
Stillfront Group AB |
(160,653 | ) | (167,092 | ) | (10.5 | ) | ||||||
Surgical Science Sweden AB |
(7,480 | ) | (127,400 | ) | (8.0 | ) | ||||||
Wihlborgs Fastigheter AB |
(52,934 | ) | (476,443 | ) | (30.1 | ) | ||||||
|
|
|
|
|||||||||
(4,694,074 | ) | |||||||||||
Switzerland | ||||||||||||
Allreal Holding AG, Class N |
(8,391 | ) | (1,504,717 | ) | (94.9 | ) | ||||||
ALSO Holding AG, Registered Shares |
(630 | ) | (185,933 | ) | (11.7 | ) | ||||||
Autoneum Holding AG, Class N |
(7,966 | ) | (1,192,653 | ) | (75.2 | ) | ||||||
Cembra Money Bank AG |
(26,503 | ) | (2,054,188 | ) | (129.6 | ) | ||||||
Comet Holding AG, Class N |
(1,128 | ) | (374,707 | ) | (23.6 | ) | ||||||
Daetwyler Holding AG |
(2,153 | ) | (441,281 | ) | (27.8 | ) | ||||||
Emmi AG, Class N |
(1,113 | ) | (1,175,603 | ) | (74.2 | ) | ||||||
Forbo Holding AG, Registered Shares |
(764 | ) | (905,479 | ) | (57.1 | ) | ||||||
Garrett Motion, Inc. |
(45,884 | ) | (394,144 | ) | (24.9 | ) | ||||||
Interroll Holding AG, Class N |
(673 | ) | (1,970,056 | ) | (124.3 | ) | ||||||
Komax Holding AG, Class N |
(2,696 | ) | (522,459 | ) | (33.0 | ) | ||||||
Landis&Gyr Group AG |
(9,132 | ) | (755,196 | ) | (47.6 | ) | ||||||
Leonteq AG |
(5,738 | ) | (214,780 | ) | (13.6 | ) | ||||||
Meyer Burger Technology AG, Class N |
(5,064,283 | ) | (658,316 | ) | (41.5 | ) | ||||||
Mobimo Holding AG, Registered Shares |
(4,426 | ) | (1,318,515 | ) | (83.2 | ) | ||||||
SFS Group AG |
(13,599 | ) | (1,645,965 | ) | (103.8 | ) | ||||||
SKAN Group AG |
(3,886 | ) | (345,687 | ) | (21.8 | ) | ||||||
St Galler Kantonalbank AG, Class N |
(1,318 | ) | (768,996 | ) | (48.5 | ) | ||||||
Valiant Holding AG, Registered Shares |
(423 | ) | (50,663 | ) | (3.2 | ) | ||||||
Vontobel Holding AG, Class N |
(13,102 | ) | (869,157 | ) | (54.8 | ) | ||||||
Zehnder Group AG |
(2,405 | ) | (144,481 | ) | (9.1 | ) | ||||||
|
|
|
|
|||||||||
(17,492,976 | ) | |||||||||||
United Kingdom | ||||||||||||
Ascential PLC |
(485,022 | ) | (1,874,430 | ) | (118.2 | ) | ||||||
Aston Martin Lagonda Global Holdings PLC |
(9,689 | ) | (23,370 | ) | (1.5 | ) | ||||||
Auction Technology Group PLC |
(2,339 | ) | (16,215 | ) | (1.0 | ) | ||||||
Coats Group PLC |
(837,681 | ) | (763,026 | ) | (48.1 | ) | ||||||
Elementis PLC |
(535,102 | ) | (962,574 | ) | (60.7 | ) | ||||||
Essentra PLC |
(54,467 | ) | (119,891 | ) | (7.6 | ) | ||||||
Finablr PLC |
(44,203 | ) | (27 | ) | (0.0 | ) | ||||||
Flutter Entertainment PLC, Class DI |
(6,481 | ) | (1,334,953 | ) | (84.2 | ) | ||||||
GB Group PLC |
(56,977 | ) | (204,318 | ) | (12.9 | ) | ||||||
Genuit Group PLC |
(121,902 | ) | (654,520 | ) | (41.3 | ) | ||||||
Greatland Gold PLC |
(9,513,634 | ) | (871,876 | ) | (55.0 | ) | ||||||
Home Reit PLC |
(350,343 | ) | (127,439 | ) | (8.0 | ) | ||||||
Ibstock PLC |
(127,164 | ) | (248,213 | ) | (15.7 | ) | ||||||
ITV PLC |
(8,423,256 | ) | (6,405,270 | ) | (404.0 | ) | ||||||
Moonpig Group PLC |
(564,560 | ) | (1,199,608 | ) | (75.7 | ) | ||||||
Oxford Nanopore Technologies PLC |
(217,798 | ) | (444,288 | ) | (28.0 | ) | ||||||
Pagegroup PLC |
(431,551 | ) | (2,518,905 | ) | (158.9 | ) | ||||||
Pets at Home Group Plc |
(5,784 | ) | (20,539 | ) | (1.3 | ) | ||||||
Rathbones Group PLC |
(51,916 | ) | (1,090,961 | ) | (68.8 | ) | ||||||
Renewi PLC |
(81,488 | ) | (608,803 | ) | (38.4 | ) | ||||||
Renishaw PLC |
(5,068 | ) | (225,121 | ) | (14.2 | ) | ||||||
Safestore Holdings PLC |
(9,591 | ) | (100,093 | ) | (6.3 | ) | ||||||
Savills PLC |
(1,730 | ) | (22,251 | ) | (1.4 | ) | ||||||
Trainline PLC |
(63,513 | ) | (267,019 | ) | (16.8 | ) | ||||||
Victrex PLC |
(50,315 | ) | (871,842 | ) | (55.0 | ) | ||||||
Volex PLC |
(9,347 | ) | (37,711 | ) | (2.4 | ) |
S C H E D U L E O F I N V E S T M E N T S |
62 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
United Kingdom (continued) |
||||||||||||
WH Smith PLC |
(91,603 | ) | $ | (1,405,515 | ) | (88.6 | )% | |||||
Yellow Cake PLC |
(88,652 | ) | (782,691 | ) | (49.4 | ) | ||||||
|
|
|
|
|||||||||
(23,201,469 | ) | |||||||||||
United States | ||||||||||||
ACCO Brands Corp. |
(21,695 | ) | (131,906 | ) | (8.3 | ) | ||||||
Adeia, Inc. |
(33,844 | ) | (410,866 | ) | (25.9 | ) | ||||||
ADT, Inc. |
(54,508 | ) | (355,937 | ) | (22.5 | ) | ||||||
ADTRAN Holdings, Inc. |
(10,927 | ) | (68,458 | ) | (4.3 | ) | ||||||
AerSale Corp. |
(42,769 | ) | (397,752 | ) | (25.1 | ) | ||||||
Agiliti, Inc. |
(16,181 | ) | (114,723 | ) | (7.2 | ) | ||||||
Allegiant Travel Co. |
(18,488 | ) | (1,449,459 | ) | (91.4 | ) | ||||||
AMC Networks, Inc., Class A |
(11,608 | ) | (209,989 | ) | (13.2 | ) | ||||||
Amerant Bancorp, Inc., Class A |
(10,660 | ) | (241,023 | ) | (15.2 | ) | ||||||
Americas Car-Mart, Inc. |
(6,838 | ) | (416,366 | ) | (26.3 | ) | ||||||
Anterix, Inc. |
(4,645 | ) | (138,514 | ) | (8.7 | ) | ||||||
Apollo Commercial Real Estate Finance, Inc. |
(39,596 | ) | (441,891 | ) | (27.9 | ) | ||||||
Applied Digital Corp. |
(52,662 | ) | (270,683 | ) | (17.1 | ) | ||||||
Ares Commercial Real Estate Corp. |
(31,900 | ) | (303,369 | ) | (19.1 | ) | ||||||
Arhaus, Inc., Class A |
(7,570 | ) | (88,493 | ) | (5.6 | ) | ||||||
ARMOUR Residential REIT, Inc. |
(43,331 | ) | (825,456 | ) | (52.1 | ) | ||||||
Artesian Resources Corp., Class A |
(5,155 | ) | (188,157 | ) | (11.9 | ) | ||||||
Astronics Corp. |
(2,201 | ) | (37,219 | ) | (2.3 | ) | ||||||
Atlanta Braves Holdings, Inc., Class C |
(8,629 | ) | (347,835 | ) | (21.9 | ) | ||||||
Atlantic Union Bankshares Corp. |
(18,629 | ) | (636,367 | ) | (40.1 | ) | ||||||
Atlas Energy Solutions, Inc. |
(48,757 | ) | (846,909 | ) | (53.4 | ) | ||||||
Azenta, Inc. |
(11,732 | ) | (764,926 | ) | (48.2 | ) | ||||||
Balchem Corp. |
(23,875 | ) | (3,346,320 | ) | (211.1 | ) | ||||||
BancFirst Corp. |
(6,005 | ) | (531,503 | ) | (33.5 | ) | ||||||
Bank First Corp. |
(2,558 | ) | (215,998 | ) | (13.6 | ) | ||||||
Barnes Group, Inc. |
(37,013 | ) | (1,225,500 | ) | (77.3 | ) | ||||||
Belden, Inc. |
(12,039 | ) | (893,053 | ) | (56.3 | ) | ||||||
BGC Group, Inc., Class A |
(115,288 | ) | (813,933 | ) | (51.3 | ) | ||||||
Bloomin Brands, Inc. |
(11,822 | ) | (314,702 | ) | (19.9 | ) | ||||||
Boston Omaha Corp., Class A |
(24,228 | ) | (375,292 | ) | (23.7 | ) | ||||||
Broadstone Net Lease, Inc. |
(16,378 | ) | (263,194 | ) | (16.6 | ) | ||||||
BRP Group, Inc., Class A |
(45,802 | ) | (1,027,797 | ) | (64.8 | ) | ||||||
Calavo Growers, Inc. |
(9,191 | ) | (239,793 | ) | (15.1 | ) | ||||||
California Water Service Group |
(31,311 | ) | (1,417,449 | ) | (89.4 | ) | ||||||
Cal-Maine Foods, Inc. |
(8,746 | ) | (484,703 | ) | (30.6 | ) | ||||||
Camping World Holdings, Inc., Class A |
(8,434 | ) | (209,585 | ) | (13.2 | ) | ||||||
Casella Waste Systems, Inc., Class A |
(27,930 | ) | (2,383,546 | ) | (150.3 | ) | ||||||
Cass Information Systems, Inc. |
(15,598 | ) | (673,210 | ) | (42.5 | ) | ||||||
Cathay General Bancorp |
(41,032 | ) | (1,689,287 | ) | (106.6 | ) | ||||||
CCC Intelligent Solutions Holdings, Inc. |
(146,754 | ) | (1,612,826 | ) | (101.7 | ) | ||||||
Centrus Energy Corp., Class A |
(12,849 | ) | (645,277 | ) | (40.7 | ) | ||||||
Certara, Inc. |
(44,437 | ) | (718,102 | ) | (45.3 | ) | ||||||
Claros Mortgage Trust, Inc. |
(1,686 | ) | (19,794 | ) | (1.3 | ) | ||||||
Cleanspark, Inc. |
(58,653 | ) | (472,157 | ) | (29.8 | ) | ||||||
Clearfield, Inc. |
(28,343 | ) | (713,960 | ) | (45.0 | ) | ||||||
CNB Financial Corp. |
(1,078 | ) | (23,015 | ) | (1.5 | ) | ||||||
Coastal Financial Corp. |
(4,661 | ) | (185,974 | ) | (11.7 | ) | ||||||
Collegium Pharmaceutical, Inc. |
(11,105 | ) | (366,021 | ) | (23.1 | ) | ||||||
Columbia Financial, Inc. |
(21,893 | ) | (393,636 | ) | (24.8 | ) | ||||||
Community Bank System, Inc. |
(7,154 | ) | (327,439 | ) | (20.7 | ) | ||||||
Community Healthcare Trust, Inc. |
(17,184 | ) | (439,739 | ) | (27.7 | ) | ||||||
Community Trust Bancorp, Inc. |
(2,219 | ) | (92,088 | ) | (5.8 | ) | ||||||
Conduent, Inc. |
(76,533 | ) | (275,519 | ) | (17.4 | ) | ||||||
Consensus Cloud Solutions, Inc. |
(30,384 | ) | (660,548 | ) | (41.7 | ) | ||||||
CoreCivic, Inc. |
(7,194 | ) | (102,299 | ) | (6.5 | ) | ||||||
Crescent Energy Co., Class A |
(5,149 | ) | (56,896 | ) | (3.6 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
CTS Corp. |
(28,281 | ) | $ | (1,161,218 | ) | (73.2 | )% | |||||
Cymabay Therapeutics, Inc. |
(15,221 | ) | (357,846 | ) | (22.6 | ) | ||||||
Cytek Biosciences, Inc. |
(38,462 | ) | (290,388 | ) | (18.3 | ) | ||||||
Definitive Healthcare Corp., Class A |
(33,334 | ) | (283,339 | ) | (17.9 | ) | ||||||
Dennys Corp. |
(9,347 | ) | (99,359 | ) | (6.3 | ) | ||||||
Diamond Offshore Drilling, Inc. |
(1,646 | ) | (20,081 | ) | (1.3 | ) | ||||||
Dine Brands Global, Inc. |
(34,444 | ) | (1,606,813 | ) | (101.4 | ) | ||||||
Distribution Solutions Group, Inc. |
(5,996 | ) | (191,392 | ) | (12.1 | ) | ||||||
DocGo, Inc. |
(44,258 | ) | (163,755 | ) | (10.3 | ) | ||||||
Domo, Inc., Class B |
(7,274 | ) | (79,068 | ) | (5.0 | ) | ||||||
Dorman Products, Inc. |
(8,341 | ) | (679,041 | ) | (42.8 | ) | ||||||
Douglas Emmett, Inc. |
(50,348 | ) | (682,215 | ) | (43.0 | ) | ||||||
Ducommun, Inc. |
(3,661 | ) | (180,670 | ) | (11.4 | ) | ||||||
Ecovyst, Inc. |
(2,104 | ) | (19,483 | ) | (1.2 | ) | ||||||
Embecta Corp. |
(61,721 | ) | (1,057,898 | ) | (66.7 | ) | ||||||
Encore Capital Group, Inc. |
(9,772 | ) | (489,382 | ) | (30.9 | ) | ||||||
Energizer Holdings, Inc. |
(42,046 | ) | (1,329,494 | ) | (83.9 | ) | ||||||
Enhabit, Inc. |
(19,912 | ) | (200,912 | ) | (12.7 | ) | ||||||
Enpro, Inc. |
(5,084 | ) | (759,448 | ) | (47.9 | ) | ||||||
Enstar Group Ltd. |
(2,149 | ) | (573,547 | ) | (36.2 | ) | ||||||
EPR Properties |
(27,006 | ) | (1,195,556 | ) | (75.4 | ) | ||||||
Evolus, Inc. |
(17,477 | ) | (221,783 | ) | (14.0 | ) | ||||||
Evolv Technologies Holdings, Inc., Class A |
(78,476 | ) | (342,940 | ) | (21.6 | ) | ||||||
Excelerate Energy, Inc., Class A |
(14,861 | ) | (227,671 | ) | (14.4 | ) | ||||||
Expro Group Holdings NV |
(15,988 | ) | (281,389 | ) | (17.7 | ) | ||||||
F&G Annuities & Life, Inc. |
(12,691 | ) | (569,064 | ) | (35.9 | ) | ||||||
Farmers National Banc Corp. |
(65,502 | ) | (898,687 | ) | (56.7 | ) | ||||||
Farmland Partners, Inc. |
(19,246 | ) | (215,940 | ) | (13.6 | ) | ||||||
First Advantage Corp. |
(26,915 | ) | (440,599 | ) | (27.8 | ) | ||||||
First Bancorp/Southern Pines NC |
(32,481 | ) | (1,122,543 | ) | (70.8 | ) | ||||||
First Bancshares, Inc. |
(5,566 | ) | (141,543 | ) | (8.9 | ) | ||||||
First Commonwealth Financial Corp. |
(68,807 | ) | (963,986 | ) | (60.8 | ) | ||||||
First Community Bankshares, Inc. |
(9,827 | ) | (336,870 | ) | (21.2 | ) | ||||||
First Merchants Corp. |
(15,575 | ) | (526,591 | ) | (33.2 | ) | ||||||
Fortrea Holdings, Inc. |
(11,514 | ) | (356,473 | ) | (22.5 | ) | ||||||
Freshpet, Inc. |
(4,586 | ) | (394,855 | ) | (24.9 | ) | ||||||
Funko, Inc., Class A |
(39,394 | ) | (278,516 | ) | (17.6 | ) | ||||||
Genie Energy Ltd., Class B |
(693 | ) | (12,897 | ) | (0.8 | ) | ||||||
GEO Group, Inc. |
(12,945 | ) | (143,948 | ) | (9.1 | ) | ||||||
German American Bancorp, Inc. |
(3,817 | ) | (126,457 | ) | (8.0 | ) | ||||||
Global Medical REIT, Inc. |
(33,042 | ) | (334,055 | ) | (21.1 | ) | ||||||
Global Net Lease, Inc. |
(184,703 | ) | (1,560,740 | ) | (98.4 | ) | ||||||
Graham Holdings Co., Class B |
(700 | ) | (504,280 | ) | (31.8 | ) | ||||||
Great Southern Bancorp, Inc. |
(5,201 | ) | (270,920 | ) | (17.1 | ) | ||||||
Grid Dynamics Holdings, Inc., Class A |
(22,274 | ) | (290,676 | ) | (18.3 | ) | ||||||
Harrow, Inc. |
(9,058 | ) | (86,323 | ) | (5.4 | ) | ||||||
Hawkins, Inc. |
(2,949 | ) | (196,315 | ) | (12.4 | ) | ||||||
Haynes International, Inc. |
(1,712 | ) | (95,307 | ) | (6.0 | ) | ||||||
Herbalife Ltd. |
(58,077 | ) | (699,828 | ) | (44.1 | ) | ||||||
Hillman Solutions Corp. |
(83,198 | ) | (731,310 | ) | (46.1 | ) | ||||||
Hilltop Holdings, Inc. |
(8,365 | ) | (263,414 | ) | (16.6 | ) | ||||||
Home BancShares, Inc. |
(87,680 | ) | (2,055,219 | ) | (129.6 | ) | ||||||
Ichor Holdings Ltd. |
(25,843 | ) | (935,517 | ) | (59.0 | ) | ||||||
Impinj, Inc. |
(13,839 | ) | (1,342,106 | ) | (84.7 | ) | ||||||
Innospec, Inc. |
(2,188 | ) | (254,049 | ) | (16.0 | ) | ||||||
Innovative Industrial Properties, Inc. |
(2,696 | ) | (251,348 | ) | (15.9 | ) | ||||||
International Bancshares Corp. |
(8,658 | ) | (457,662 | ) | (28.9 | ) | ||||||
Intrepid Potash, Inc. |
(2,356 | ) | (43,350 | ) | (2.7 | ) | ||||||
InvenTrust Properties Corp. |
(44,743 | ) | (1,110,969 | ) | (70.1 | ) | ||||||
iRhythm Technologies, Inc. |
(11,514 | ) | (1,379,147 | ) | (87.0 | ) | ||||||
Ivanhoe Electric, Inc. |
(3,095 | ) | (25,874 | ) | (1.6 | ) |
63 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
Jack in the Box, Inc. |
(20,798 | ) | $ | (1,621,620 | ) | (102.3 | )% | |||||
Jackson Financial, Inc., Class A |
(24,401 | ) | (1,221,758 | ) | (77.1 | ) | ||||||
JBG SMITH Properties |
(152,818 | ) | (2,445,088 | ) | (154.2 | ) | ||||||
Kinetik Holdings, Inc., Class A |
(691 | ) | (22,471 | ) | (1.4 | ) | ||||||
KKR Real Estate Finance Trust, Inc. |
(52,123 | ) | (637,986 | ) | (40.2 | ) | ||||||
Lakeland Financial Corp. |
(3,663 | ) | (245,274 | ) | (15.5 | ) | ||||||
Leonardo DRS, Inc. |
(39,686 | ) | (770,305 | ) | (48.6 | ) | ||||||
Leslies, Inc. |
(68,196 | ) | (457,595 | ) | (28.9 | ) | ||||||
Liberty Energy, Inc., Class A |
(34,327 | ) | (713,658 | ) | (45.0 | ) | ||||||
Liberty Media Corp.-Liberty Live, Class C |
(45,888 | ) | (1,710,246 | ) | (107.9 | ) | ||||||
Life Time Group Holdings, Inc. |
(24,958 | ) | (331,941 | ) | (20.9 | ) | ||||||
Lightwave Logic, Inc. |
(16,605 | ) | (71,568 | ) | (4.5 | ) | ||||||
Lindblad Expeditions Holdings, Inc. |
(7,613 | ) | (70,344 | ) | (4.4 | ) | ||||||
LTC Properties, Inc. |
(43,296 | ) | (1,349,536 | ) | (85.1 | ) | ||||||
Madison Square Garden Entertainment Corp. |
(13,137 | ) | (437,988 | ) | (27.6 | ) | ||||||
Maravai LifeSciences Holdings, Inc., Class A |
(24,770 | ) | (143,666 | ) | (9.1 | ) | ||||||
MaxCyte, Inc. |
(3,944 | ) | (20,075 | ) | (1.3 | ) | ||||||
MediaAlpha, Inc., Class A |
(2,952 | ) | (37,638 | ) | (2.4 | ) | ||||||
Medifast, Inc. |
(4,084 | ) | (223,191 | ) | (14.1 | ) | ||||||
MeridianLink, Inc. |
(15,192 | ) | (345,618 | ) | (21.8 | ) | ||||||
Mesa Laboratories, Inc. |
(3,974 | ) | (364,098 | ) | (23.0 | ) | ||||||
Middlesex Water Co. |
(7,360 | ) | (411,939 | ) | (26.0 | ) | ||||||
Mission Produce, Inc. |
(25,466 | ) | (254,405 | ) | (16.0 | ) | ||||||
Montauk Renewables, Inc. |
(16,413 | ) | (113,414 | ) | (7.2 | ) | ||||||
Movado Group, Inc. |
(39,239 | ) | (1,082,212 | ) | (68.3 | ) | ||||||
Mueller Water Products, Inc., Class A |
(79,501 | ) | (1,089,959 | ) | (68.7 | ) | ||||||
National Bank Holdings Corp., Class A |
(11,345 | ) | (397,075 | ) | (25.0 | ) | ||||||
National Cinemedia, Inc. |
(39,787 | ) | (162,729 | ) | (10.3 | ) | ||||||
National Health Investors, Inc. |
(2,758 | ) | (146,670 | ) | (9.3 | ) | ||||||
National Presto Industries, Inc. |
(8,057 | ) | (637,873 | ) | (40.2 | ) | ||||||
Navient Corp. |
(32,305 | ) | (556,292 | ) | (35.1 | ) | ||||||
NBT Bancorp, Inc. |
(23,059 | ) | (820,209 | ) | (51.7 | ) | ||||||
nCino, Inc. |
(22,568 | ) | (710,441 | ) | (44.8 | ) | ||||||
Nelnet, Inc., Class A |
(10,349 | ) | (901,708 | ) | (56.9 | ) | ||||||
NeoGenomics, Inc. |
(12,246 | ) | (181,853 | ) | (11.5 | ) | ||||||
NETSTREIT Corp. |
(105,382 | ) | (1,914,791 | ) | (120.8 | ) | ||||||
NextDecade Corp. |
(32,185 | ) | (163,822 | ) | (10.3 | ) | ||||||
Nicolet Bankshares, Inc. |
(7,450 | ) | (579,386 | ) | (36.5 | ) | ||||||
nLight, Inc. |
(36,595 | ) | (475,003 | ) | (30.0 | ) | ||||||
Northern Oil and Gas, Inc. |
(52,414 | ) | (1,755,869 | ) | (110.8 | ) | ||||||
Northfield Bancorp, Inc. |
(15,418 | ) | (185,479 | ) | (11.7 | ) | ||||||
Novanta, Inc. |
(11,630 | ) | (1,797,416 | ) | (113.4 | ) | ||||||
NV5 Global, Inc. |
(6,780 | ) | (711,154 | ) | (44.9 | ) | ||||||
One Liberty Properties, Inc. |
(7,544 | ) | (152,691 | ) | (9.6 | ) | ||||||
Open Lending Corp. |
(26,667 | ) | (195,736 | ) | (12.3 | ) | ||||||
Origin Bancorp, Inc. |
(21,636 | ) | (659,898 | ) | (41.6 | ) | ||||||
OrthoPediatrics Corp. |
(10,393 | ) | (271,465 | ) | (17.1 | ) | ||||||
Papa Johns International, Inc. |
(27,052 | ) | (1,987,781 | ) | (125.4 | ) | ||||||
Paragon 28, Inc. |
(9,220 | ) | (116,910 | ) | (7.4 | ) | ||||||
Park National Corp. |
(1,527 | ) | (199,548 | ) | (12.6 | ) | ||||||
Paycor HCM, Inc. |
(30,517 | ) | (592,945 | ) | (37.4 | ) | ||||||
Peapack-Gladstone Financial Corp. |
(5,549 | ) | (153,041 | ) | (9.7 | ) | ||||||
PennyMac Mortgage Investment Trust |
(48,067 | ) | (689,281 | ) | (43.5 | ) | ||||||
Phathom Pharmaceuticals, Inc. |
(20,230 | ) | (135,541 | ) | (8.6 | ) | ||||||
Phillips Edison & Co., Inc. |
(51,311 | ) | (1,781,005 | ) | (112.3 | ) | ||||||
Phinia, Inc. |
(3,166 | ) | (95,740 | ) | (6.0 | ) | ||||||
Piedmont Lithium, Inc. |
(18,325 | ) | (280,006 | ) | (17.7 | ) | ||||||
Piedmont Office Realty Trust, Inc., Class A |
(48,941 | ) | (332,799 | ) | (21.0 | ) | ||||||
Pitney Bowes, Inc. |
(109,308 | ) | (449,256 | ) | (28.3 | ) | ||||||
Plymouth Industrial REIT, Inc. |
(38,486 | ) | (852,080 | ) | (53.7 | ) | ||||||
PolyPeptide Group AG |
(14,734 | ) | (272,654 | ) | (17.2 | ) | ||||||
PotlatchDeltic Corp. |
(36,378 | ) | (1,627,188 | ) | (102.6 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
Powell Industries, Inc. |
(3,747 | ) | $ | (444,132 | ) | (28.0 | )% | |||||
PowerSchool Holdings, Inc., Class A |
(15,517 | ) | (365,270 | ) | (23.0 | ) | ||||||
Premier, Inc., Class A |
(19,813 | ) | (428,357 | ) | (27.0 | ) | ||||||
ProAssurance Corp. |
(2,687 | ) | (36,167 | ) | (2.3 | ) | ||||||
PROCEPT BioRobotics Corp. |
(20,587 | ) | (953,178 | ) | (60.1 | ) | ||||||
ProPetro Holding Corp. |
(20,165 | ) | (170,596 | ) | (10.8 | ) | ||||||
Pulmonx Corp. |
(21,671 | ) | (287,791 | ) | (18.2 | ) | ||||||
Quanterix Corp. |
(7,347 | ) | (162,295 | ) | (10.2 | ) | ||||||
Ramaco Resources, Inc., Class A |
(4,932 | ) | (93,116 | ) | (5.9 | ) | ||||||
RCI Hospitality Holdings, Inc. |
(12,021 | ) | (742,417 | ) | (46.8 | ) | ||||||
Ready Capital Corp. |
(121,496 | ) | (1,138,418 | ) | (71.8 | ) | ||||||
REC Silicon ASA |
(77,581 | ) | (92,084 | ) | (5.8 | ) | ||||||
Reliance Worldwide Corp. Ltd. |
(129,558 | ) | (359,855 | ) | (22.7 | ) | ||||||
Retail Opportunity Investments Corp. |
(30,899 | ) | (419,917 | ) | (26.5 | ) | ||||||
Rocket Lab USA, Inc., Class A |
(106,371 | ) | (515,899 | ) | (32.5 | ) | ||||||
S&T Bancorp, Inc. |
(15,923 | ) | (530,873 | ) | (33.5 | ) | ||||||
Sabra Health Care REIT, Inc. |
(92,500 | ) | (1,233,950 | ) | (77.8 | ) | ||||||
Sabre Corp. |
(39,427 | ) | (161,651 | ) | (10.2 | ) | ||||||
Safety Insurance Group, Inc. |
(5,503 | ) | (458,455 | ) | (28.9 | ) | ||||||
Seacoast Banking Corp. of Florida |
(13,613 | ) | (334,335 | ) | (21.1 | ) | ||||||
Sensient Technologies Corp. |
(27,629 | ) | (1,713,827 | ) | (108.1 | ) | ||||||
Service Properties Trust |
(20,961 | ) | (162,029 | ) | (10.2 | ) | ||||||
Shenandoah Telecommunications Co. |
(10,623 | ) | (217,665 | ) | (13.7 | ) | ||||||
Silgan Holdings, Inc. |
(42,124 | ) | (1,935,177 | ) | (122.1 | ) | ||||||
SilverBow Resources, Inc. |
(4,533 | ) | (120,396 | ) | (7.6 | ) | ||||||
Simply Good Foods Co. |
(37,127 | ) | (1,403,401 | ) | (88.5 | ) | ||||||
SITE Centers Corp. |
(115,344 | ) | (1,536,382 | ) | (96.9 | ) | ||||||
SiTime Corp. |
(2,491 | ) | (265,466 | ) | (16.7 | ) | ||||||
Six Flags Entertainment Corp. |
(45,334 | ) | (1,142,870 | ) | (72.1 | ) | ||||||
Sotera Health Co. |
(15,457 | ) | (227,527 | ) | (14.4 | ) | ||||||
Stellar Bancorp, Inc. |
(23,374 | ) | (585,051 | ) | (36.9 | ) | ||||||
Stepan Co. |
(6,491 | ) | (579,452 | ) | (36.6 | ) | ||||||
StepStone Group, Inc., Class A |
(43,312 | ) | (1,448,786 | ) | (91.4 | ) | ||||||
Stericycle, Inc. |
(31,424 | ) | (1,508,352 | ) | (95.1 | ) | ||||||
Steven Madden Ltd. |
(70,272 | ) | (2,942,991 | ) | (185.6 | ) | ||||||
Sun Country Airlines Holdings, Inc. |
(12,444 | ) | (169,363 | ) | (10.7 | ) | ||||||
SunCoke Energy, Inc. |
(35,093 | ) | (359,703 | ) | (22.7 | ) | ||||||
Tarsus Pharmaceuticals, Inc. |
(1,981 | ) | (53,962 | ) | (3.4 | ) | ||||||
TFS Financial Corp. |
(24,792 | ) | (330,229 | ) | (20.8 | ) | ||||||
Tidewater, Inc. |
(27,384 | ) | (1,839,931 | ) | (116.1 | ) | ||||||
TimkenSteel Corp. |
(14,277 | ) | (293,392 | ) | (18.5 | ) | ||||||
Towne Bank |
(15,374 | ) | (432,163 | ) | (27.3 | ) | ||||||
Transcat, Inc. |
(2,005 | ) | (220,630 | ) | (13.9 | ) | ||||||
TreeHouse Foods, Inc. |
(15,698 | ) | (660,886 | ) | (41.7 | ) | ||||||
Triumph Financial, Inc. |
(6,803 | ) | (480,632 | ) | (30.3 | ) | ||||||
Triumph Group, Inc. |
(121,031 | ) | (1,960,702 | ) | (123.7 | ) | ||||||
UFP Technologies, Inc. |
(4,173 | ) | (703,192 | ) | (44.4 | ) | ||||||
Ultra Clean Holdings, Inc. |
(17,355 | ) | (662,961 | ) | (41.8 | ) | ||||||
UniFirst Corp. |
(6,851 | ) | (1,160,696 | ) | (73.2 | ) | ||||||
United Community Banks, Inc. |
(26,078 | ) | (712,973 | ) | (45.0 | ) | ||||||
United Natural Foods, Inc. |
(34,756 | ) | (518,212 | ) | (32.7 | ) | ||||||
Uniti Group, Inc. |
(176,589 | ) | (928,858 | ) | (58.6 | ) | ||||||
Universal Corp. |
(10,652 | ) | (617,283 | ) | (38.9 | ) | ||||||
Universal Health Realty Income Trust |
(8,613 | ) | (342,884 | ) | (21.6 | ) | ||||||
Uranium Energy Corp. |
(260 | ) | (1,986 | ) | (0.1 | ) | ||||||
Utz Brands, Inc., Class A |
(13,905 | ) | (246,118 | ) | (15.5 | ) | ||||||
Veris Residential, Inc. |
(69,238 | ) | (1,055,879 | ) | (66.6 | ) | ||||||
Vishay Intertechnology, Inc. |
(76,840 | ) | (1,669,733 | ) | (105.3 | ) | ||||||
Vista Outdoor, Inc. |
(30,057 | ) | (843,700 | ) | (53.2 | ) | ||||||
Vobile Group Ltd. |
(525,000 | ) | (97,281 | ) | (6.1 | ) | ||||||
VSE Corp. |
(10,734 | ) | (666,689 | ) | (42.1 | ) | ||||||
WaFd, Inc. |
(25,551 | ) | (742,001 | ) | (46.8 | ) |
S C H E D U L E O F I N V E S T M E N T S |
64 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
Warrior Met Coal, Inc. |
(11,562 | ) | $ | (741,934 | ) | (46.8 | )% | |||||
White Mountains Insurance Group Ltd. |
(1,963 | ) | (3,093,629 | ) | (195.1 | ) | ||||||
Whitestone REIT |
(7,142 | ) | (92,275 | ) | (5.8 | ) | ||||||
Worthington Steel, Inc. |
(2,923 | ) | (87,544 | ) | (5.5 | ) | ||||||
Xenia Hotels & Resorts, Inc. |
(27,545 | ) | (367,175 | ) | (23.2 | ) | ||||||
XPEL, Inc. |
(6,980 | ) | (373,081 | ) | (23.5 | ) | ||||||
York Water Co. |
(8,098 | ) | (290,556 | ) | (18.3 | ) | ||||||
|
|
|
|
|||||||||
(150,481,808 | ) | |||||||||||
Investment Companies | ||||||||||||
Luxembourg | ||||||||||||
BBGI Global Infrastructure SA |
(383,724 | ) | (637,778 | ) | (40.2 | ) | ||||||
|
|
|
|
|||||||||
United Kingdom | ||||||||||||
Digital 9 Infrastructure PLC |
(427,934 | ) | (135,692 | ) | (8.6 | ) | ||||||
|
|
|
|
|||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Jungheinrich AG |
(14,439 | ) | (492,659 | ) | (31.1 | ) | ||||||
|
|
|
|
|||||||||
Rights | ||||||||||||
Spain | ||||||||||||
Sacyr SA, (Expires 02/09/24) |
(326,236 | ) | (22,050 | ) | (1.4 | ) | ||||||
|
|
|
|
|||||||||
Warrants | ||||||||||||
Australia | ||||||||||||
Ardagh Group SA, (Issued/Exercisable 06/20/22, 1 Share for 1 Warrant, Expires 07/08/24, Strike Price AUD 10.00) |
(9,593 | ) | (0 | ) | 0.0 | |||||||
|
|
|
|
|||||||||
Total Reference Entity Short |
(362,109,874 | ) | ||||||||||
|
|
|||||||||||
Net Value of Reference Entity Goldman Sachs Bank USA |
|
$ | 1,585,430 | |||||||||
|
|
The following table represents the individual long and short positions and related values of the equity securities underlying the total return swap with Goldman Sachs Bank USA as of period end, termination dates 08/9/24 08/19/26:
Security | Shares | Value | % of Basket Value |
|||||||||
Reference Entity Long |
||||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
AGL Energy Ltd. |
283,539 | $ | 1,626,592 | (16.1 | )% | |||||||
Aristocrat Leisure Ltd. |
38,878 | 1,136,469 | (11.2 | ) | ||||||||
Charter Hall Group |
73,647 | 582,882 | (5.8 | ) | ||||||||
Flight Centre Travel Group Ltd. |
25,752 | 360,425 | (3.6 | ) | ||||||||
Rio Tinto PLC |
487 | 33,806 | (0.3 | ) | ||||||||
Worley Ltd. |
49,931 | 487,452 | (4.8 | ) | ||||||||
|
|
|
|
|||||||||
4,227,626 | ||||||||||||
Austria | ||||||||||||
BAWAG Group AG |
30,582 | 1,594,658 | (15.8 | ) | ||||||||
|
|
|
|
|||||||||
Belgium | ||||||||||||
Liberty Global Ltd., Class C |
46,002 | 963,282 | (9.5 | ) | ||||||||
Sofina SA |
3,287 | 796,226 | (7.9 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Belgium (continued) |
||||||||||||
Syensqo SA |
16,581 | $ | 1,499,218 | (14.8 | )% | |||||||
Warehouses De Pauw CVA |
36,380 | 1,078,800 | (10.7 | ) | ||||||||
|
|
|
|
|||||||||
4,337,526 | ||||||||||||
Canada | ||||||||||||
Algonquin Power & Utilities Corp. |
17,030 | 101,057 | (1.0 | ) | ||||||||
Barrick Gold Corp. |
15,243 | 238,341 | (2.4 | ) | ||||||||
Capital Power Corp. |
11,508 | 316,486 | (3.1 | ) | ||||||||
Crescent Point Energy Corp. |
39,697 | 259,193 | (2.6 | ) | ||||||||
Descartes Systems Group, Inc. |
6,709 | 587,961 | (5.8 | ) | ||||||||
Element Fleet Management Corp. |
13,239 | 223,540 | (2.2 | ) | ||||||||
Enbridge, Inc. |
15,638 | 557,172 | (5.5 | ) | ||||||||
Enerplus Corp. |
63,522 | 923,134 | (9.1 | ) | ||||||||
FirstService Corp. |
3,181 | 532,879 | (5.3 | ) | ||||||||
GFL Environmental, Inc. |
24,467 | 832,061 | (8.2 | ) | ||||||||
Gibson Energy, Inc. |
6,153 | 98,304 | (1.0 | ) | ||||||||
Gildan Activewear, Inc. |
51,419 | 1,698,658 | (16.8 | ) | ||||||||
Imperial Oil Ltd. |
12,447 | 718,639 | (7.1 | ) | ||||||||
Keyera Corp. |
23,206 | 561,829 | (5.6 | ) | ||||||||
Magna International, Inc. |
16,247 | 924,201 | (9.1 | ) | ||||||||
MEG Energy Corp. |
8,773 | 166,023 | (1.6 | ) | ||||||||
Methanex Corp. |
5,517 | 244,887 | (2.4 | ) | ||||||||
Pembina Pipeline Corp. |
23,346 | 804,907 | (8.0 | ) | ||||||||
Power Corp. of Canada |
137,018 | 3,987,297 | (39.5 | ) | ||||||||
Stantec, Inc. |
4,747 | 381,779 | (3.8 | ) | ||||||||
TC Energy Corp. |
9,943 | 393,588 | (3.9 | ) | ||||||||
TELUS Corp. |
87,383 | 1,566,578 | (15.5 | ) | ||||||||
TransAlta Corp. |
22,658 | 164,315 | (1.6 | ) | ||||||||
West Fraser Timber Co. Ltd. |
6,860 | 546,059 | (5.4 | ) | ||||||||
WSP Global, Inc. |
1,035 | 152,185 | (1.5 | ) | ||||||||
|
|
|
|
|||||||||
16,981,073 | ||||||||||||
Denmark | ||||||||||||
AP Moller - Maersk A/S, Class A |
131 | 240,653 | (2.4 | ) | ||||||||
AP Moller - Maersk A/S, Class B |
148 | 276,460 | (2.7 | ) | ||||||||
DSV A/S |
8,650 | 1,567,617 | (15.5 | ) | ||||||||
Genmab A/S |
1,918 | 536,516 | (5.3 | ) | ||||||||
Novo Nordisk A/S, Class B |
80,789 | 9,328,743 | (92.3 | ) | ||||||||
Orsted A/S |
7,409 | 422,989 | (4.2 | ) | ||||||||
|
|
|
|
|||||||||
12,372,978 | ||||||||||||
France | ||||||||||||
Aeroports de Paris SA |
15,533 | 2,104,354 | (20.8 | ) | ||||||||
Bouygues SA |
60,159 | 2,234,613 | (22.1 | ) | ||||||||
Carrefour SA |
495,292 | 8,547,313 | (84.6 | ) | ||||||||
Credit Agricole SA |
245,878 | 3,569,120 | (35.3 | ) | ||||||||
Dassault Aviation SA |
525 | 100,786 | (1.0 | ) | ||||||||
Eiffage SA |
46,954 | 4,977,388 | (49.2 | ) | ||||||||
Engie SA |
959,792 | 15,550,605 | (153.8 | ) | ||||||||
Eurazeo SE |
4,073 | 351,165 | (3.5 | ) | ||||||||
Forvia SE |
15,474 | 270,285 | (2.7 | ) | ||||||||
Gaztransport Et Technigaz SA |
1,659 | 235,685 | (2.3 | ) | ||||||||
Rexel SA |
5,853 | 157,702 | (1.6 | ) | ||||||||
Ubisoft Entertainment SA |
4,719 | 105,623 | (1.0 | ) | ||||||||
Valeo SE |
92,786 | 1,228,322 | (12.2 | ) | ||||||||
Vallourec SA |
37,496 | 543,466 | (5.4 | ) | ||||||||
Veolia Environnement SA |
106,435 | 3,512,831 | (34.7 | ) | ||||||||
Vinci SA |
37,381 | 4,785,117 | (47.3 | ) | ||||||||
|
|
|
|
|||||||||
48,274,375 | ||||||||||||
Germany | ||||||||||||
Bayerische Motoren Werke AG |
10,230 | 1,068,789 | (10.6 | ) | ||||||||
Covestro AG |
26,861 | 1,437,403 | (14.2 | ) |
65 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
Germany (continued) |
||||||||||||
Evonik Industries AG |
14,846 | $ | 274,365 | (2.7 | )% | |||||||
Heidelberg Materials AG |
16,687 | 1,561,312 | (15.4 | ) | ||||||||
HUGO BOSS AG, Ordinary Shares |
5,672 | 359,676 | (3.6 | ) | ||||||||
K&S AG, Class N |
26,263 | 371,217 | (3.7 | ) | ||||||||
KION Group AG |
4,371 | 201,840 | (2.0 | ) | ||||||||
LANXESS AG |
25,380 | 687,289 | (6.8 | ) | ||||||||
Nemetschek SE |
4,428 | 413,482 | (4.1 | ) | ||||||||
RWE AG |
72,307 | 2,710,269 | (26.8 | ) | ||||||||
thyssenkrupp AG |
225,643 | 1,411,724 | (14.0 | ) | ||||||||
Wacker Chemie AG |
2,605 | 284,270 | (2.8 | ) | ||||||||
|
|
|
|
|||||||||
10,781,636 | ||||||||||||
Hong Kong | ||||||||||||
AIA Group Ltd. |
66,400 | 520,395 | (5.2 | ) | ||||||||
Hang Lung Properties Ltd. |
185,000 | 214,621 | (2.1 | ) | ||||||||
Hongkong Land Holdings Ltd. |
44,900 | 140,156 | (1.4 | ) | ||||||||
Swire Pacific Ltd., Class A |
49,500 | 382,734 | (3.8 | ) | ||||||||
Swire Properties Ltd. |
266,000 | 496,759 | (4.9 | ) | ||||||||
|
|
|
|
|||||||||
1,754,665 | ||||||||||||
Ireland | ||||||||||||
Kerry Group PLC, Class A |
11,857 | 1,069,941 | (10.6 | ) | ||||||||
Smurfit Kappa Group PLC |
59,804 | 2,254,018 | (22.3 | ) | ||||||||
|
|
|
|
|||||||||
3,323,959 | ||||||||||||
Israel | ||||||||||||
Nice Ltd. |
1,147 | 230,996 | (2.3 | ) | ||||||||
Nova Ltd. |
5,904 | 854,958 | (8.4 | ) | ||||||||
Wix.com Ltd. |
14,718 | 1,867,420 | (18.5 | ) | ||||||||
|
|
|
|
|||||||||
2,953,374 | ||||||||||||
Italy | ||||||||||||
A2A SpA |
946,035 | 1,901,027 | (18.8 | ) | ||||||||
Enel SpA |
109,068 | 754,940 | (7.5 | ) | ||||||||
Ferrari NV |
1,357 | 479,380 | (4.7 | ) | ||||||||
Infrastrutture Wireless Italiane SpA |
9,917 | 121,565 | (1.2 | ) | ||||||||
Intesa Sanpaolo SpA |
203,080 | 633,739 | (6.3 | ) | ||||||||
Mediobanca Banca di Credito Finanziario SpA |
6,662 | 89,316 | (0.9 | ) | ||||||||
Moncler SpA |
14,859 | 925,564 | (9.1 | ) | ||||||||
Prysmian SpA |
1,951 | 87,014 | (0.9 | ) | ||||||||
Recordati Industria Chimica e Farmaceutica SpA |
3,097 | 173,174 | (1.7 | ) | ||||||||
|
|
|
|
|||||||||
5,165,719 | ||||||||||||
Japan | ||||||||||||
ABC-Mart, Inc. |
22,400 | 391,952 | (3.9 | ) | ||||||||
Aeon Co. Ltd. |
42,200 | 1,017,643 | (10.1 | ) | ||||||||
Amada Co. Ltd. |
34,800 | 379,165 | (3.8 | ) | ||||||||
Asahi Kasei Corp. |
95,400 | 729,930 | (7.2 | ) | ||||||||
Astellas Pharma, Inc. |
55,300 | 650,102 | (6.4 | ) | ||||||||
Brother Industries Ltd. |
21,700 | 366,947 | (3.6 | ) | ||||||||
Central Japan Railway Co. |
145,800 | 3,679,291 | (36.4 | ) | ||||||||
Credit Saison Co. Ltd. |
13,000 | 243,051 | (2.4 | ) | ||||||||
DMG Mori Co. Ltd. |
45,200 | 913,320 | (9.0 | ) | ||||||||
Fast Retailing Co. Ltd. |
11,300 | 3,045,625 | (30.1 | ) | ||||||||
Hulic Co. Ltd. |
76,800 | 855,996 | (8.5 | ) | ||||||||
Inpex Corp. |
86,000 | 1,178,623 | (11.7 | ) | ||||||||
ITOCHU Corp. |
36,500 | 1,672,328 | (16.5 | ) | ||||||||
J Front Retailing Co. Ltd. |
73,000 | 682,248 | (6.8 | ) | ||||||||
Japan Post Holdings Co. Ltd. |
262,200 | 2,532,685 | (25.1 | ) | ||||||||
JFE Holdings, Inc. |
52,900 | 843,092 | (8.3 | ) | ||||||||
JGC Holdings Corp. |
9,600 | 112,898 | (1.1 | ) | ||||||||
Kakaku.com, Inc. |
172,700 | 1,983,514 | (19.6 | ) | ||||||||
KDX Realty Investment Corp. |
317 | 347,239 | (3.4 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) |
||||||||||||
Komatsu Ltd. |
87,400 | $ | 2,508,179 | (24.8 | )% | |||||||
Kubota Corp. |
126,500 | 1,932,983 | (19.1 | ) | ||||||||
Kyowa Kirin Co. Ltd. |
41,600 | 661,894 | (6.5 | ) | ||||||||
Lawson, Inc. |
87,200 | 5,034,163 | (49.8 | ) | ||||||||
MEIJI Holdings Co. Ltd. |
36,100 | 880,833 | (8.7 | ) | ||||||||
Mitsubishi Chemical Group Corp. |
101,300 | 616,735 | (6.1 | ) | ||||||||
Mitsui & Co. Ltd. |
67,500 | 2,763,614 | (27.3 | ) | ||||||||
Mitsui Fudosan Co. Ltd. |
46,200 | 1,170,982 | (11.6 | ) | ||||||||
Mizuho Financial Group, Inc. |
149,400 | 2,738,095 | (27.1 | ) | ||||||||
MS&AD Insurance Group Holdings, Inc. |
24,600 | 1,025,218 | (10.1 | ) | ||||||||
Nihon M&A Center Holdings, Inc. |
122,500 | 742,426 | (7.3 | ) | ||||||||
Nikon Corp. |
65,700 | 676,710 | (6.7 | ) | ||||||||
Nintendo Co. Ltd. |
29,300 | 1,652,523 | (16.3 | ) | ||||||||
Nippon Express Holdings, Inc. |
10,900 | 654,905 | (6.5 | ) | ||||||||
Nippon Shinyaku Co. Ltd. |
2,300 | 82,027 | (0.8 | ) | ||||||||
Nissan Motor Co. Ltd. |
384,900 | 1,525,178 | (15.1 | ) | ||||||||
Nisshin Seifun Group, Inc. |
6,400 | 90,122 | (0.9 | ) | ||||||||
Nomura Research Institute Ltd. |
46,100 | 1,423,531 | (14.1 | ) | ||||||||
NSK Ltd. |
105,700 | 581,690 | (5.8 | ) | ||||||||
Obayashi Corp. |
14,600 | 136,413 | (1.4 | ) | ||||||||
Obic Co. Ltd. |
10,200 | 1,583,332 | (15.7 | ) | ||||||||
Ono Pharmaceutical Co. Ltd. |
33,700 | 613,247 | (6.1 | ) | ||||||||
Oracle Corp. Japan |
3,500 | 278,538 | (2.8 | ) | ||||||||
Otsuka Corp. |
80,700 | 3,417,239 | (33.8 | ) | ||||||||
Otsuka Holdings Co. Ltd. |
17,000 | 674,721 | (6.7 | ) | ||||||||
Panasonic Holdings Corp. |
89,200 | 848,313 | (8.4 | ) | ||||||||
Rakuten Group, Inc. |
622,800 | 2,761,995 | (27.3 | ) | ||||||||
Resona Holdings, Inc. |
14,000 | 77,969 | (0.8 | ) | ||||||||
Ricoh Co. Ltd. |
3,500 | 27,782 | (0.3 | ) | ||||||||
Santen Pharmaceutical Co. Ltd. |
49,000 | 499,725 | (4.9 | ) | ||||||||
SCREEN Holdings Co. Ltd. |
5,800 | 573,505 | (5.7 | ) | ||||||||
Sega Sammy Holdings, Inc. |
47,000 | 698,004 | (6.9 | ) | ||||||||
Seiko Epson Corp. |
1,300 | 19,165 | (0.2 | ) | ||||||||
Sekisui House Ltd. |
109,700 | 2,500,236 | (24.7 | ) | ||||||||
Shimadzu Corp. |
31,700 | 885,306 | (8.8 | ) | ||||||||
Shimizu Corp. |
59,800 | 404,192 | (4.0 | ) | ||||||||
SoftBank Group Corp. |
58,500 | 2,548,483 | (25.2 | ) | ||||||||
Sumitomo Corp. |
66,200 | 1,535,055 | (15.2 | ) | ||||||||
Sumitomo Mitsui Financial Group, Inc. |
54,000 | 2,828,386 | (28.0 | ) | ||||||||
Sumitomo Mitsui Trust Holdings, Inc. |
25,600 | 529,479 | (5.2 | ) | ||||||||
Taisei Corp. |
32,900 | 1,210,946 | (12.0 | ) | ||||||||
TIS, Inc. |
9,100 | 204,411 | (2.0 | ) | ||||||||
Tokyo Electron Ltd. |
25,700 | 4,812,746 | (47.6 | ) | ||||||||
Tokyo Tatemono Co. Ltd. |
138,600 | 2,156,686 | (21.3 | ) | ||||||||
Tsuruha Holdings, Inc. |
1,700 | 135,949 | (1.3 | ) | ||||||||
|
|
|
|
|||||||||
80,349,280 | ||||||||||||
Luxembourg | ||||||||||||
ArcelorMittal SA |
97,872 | 2,729,939 | (27.0 | ) | ||||||||
|
|
|
|
|||||||||
Macau | ||||||||||||
Galaxy Entertainment Group Ltd. |
30,000 | 155,601 | (1.5 | ) | ||||||||
|
|
|
|
|||||||||
Netherlands | ||||||||||||
ABN AMRO Bank NV, CVA |
145,553 | 2,170,647 | (21.5 | ) | ||||||||
ASR Nederland NV |
652 | 31,128 | (0.3 | ) | ||||||||
ING Groep NV |
23,123 | 332,844 | (3.3 | ) | ||||||||
Koninklijke Philips NV |
20,894 | 448,633 | (4.4 | ) | ||||||||
NN Group NV |
10,585 | 439,235 | (4.3 | ) |
S C H E D U L E O F I N V E S T M E N T S |
66 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
Netherlands (continued) |
||||||||||||
Randstad NV |
545 | $ | 31,205 | (0.3 | )% | |||||||
Redcare Pharmacy NV |
1,410 | 197,863 | (2.0 | ) | ||||||||
|
|
|
|
|||||||||
3,651,555 | ||||||||||||
New Zealand | ||||||||||||
Xero Ltd. |
4,393 | 319,211 | (3.2 | ) | ||||||||
|
|
|
|
|||||||||
Norway | ||||||||||||
Aker BP ASA |
9,306 | 249,911 | (2.5 | ) | ||||||||
Equinor ASA |
113,674 | 3,302,545 | (32.7 | ) | ||||||||
Gjensidige Forsikring ASA |
19,520 | 319,004 | (3.1 | ) | ||||||||
Kongsberg Gruppen ASA |
11,077 | 572,606 | (5.6 | ) | ||||||||
Var Energi ASA |
75,125 | 221,181 | (2.2 | ) | ||||||||
|
|
|
|
|||||||||
4,665,247 | ||||||||||||
Puerto Rico | ||||||||||||
Liberty Latin America Ltd., Class A |
2 | 14 | (0.0 | ) | ||||||||
Popular, Inc. |
3,872 | 330,863 | (3.3 | ) | ||||||||
|
|
|
|
|||||||||
330,877 | ||||||||||||
Saudi Arabia | ||||||||||||
MBC Group CJSC |
111,093 | 1,700,418 | (16.8 | ) | ||||||||
|
|
|
|
|||||||||
Singapore | ||||||||||||
Sea Ltd., Class A, ADR |
3,022 | 115,259 | (1.2 | ) | ||||||||
Sembcorp Industries Ltd. |
105,100 | 444,874 | (4.4 | ) | ||||||||
Singapore Airlines Ltd. |
40,800 | 203,678 | (2.0 | ) | ||||||||
|
|
|
|
|||||||||
763,811 | ||||||||||||
Spain | ||||||||||||
Banco Bilbao Vizcaya Argentaria SA |
282,057 | 2,673,527 | (26.4 | ) | ||||||||
Banco de Sabadell SA |
672,818 | 884,479 | (8.7 | ) | ||||||||
Banco Santander SA |
472,952 | 1,926,518 | (19.1 | ) | ||||||||
Bankinter SA |
82,914 | 519,253 | (5.1 | ) | ||||||||
EDP Renovaveis SA |
17,631 | 289,746 | (2.9 | ) | ||||||||
Fluidra SA |
4,471 | 98,019 | (1.0 | ) | ||||||||
Grifols SA, Class A |
30,447 | 335,565 | (3.3 | ) | ||||||||
Industria de Diseno Textil SA |
26,352 | 1,140,097 | (11.3 | ) | ||||||||
Repsol SA |
46,068 | 689,159 | (6.8 | ) | ||||||||
|
|
|
|
|||||||||
8,556,363 | ||||||||||||
Sweden | ||||||||||||
Electrolux AB, Class B |
14,339 | 135,219 | (1.4 | ) | ||||||||
H & M Hennes & Mauritz AB, B Shares |
91,973 | 1,306,847 | (12.9 | ) | ||||||||
|
|
|
|
|||||||||
1,442,066 | ||||||||||||
Switzerland | ||||||||||||
ABB Ltd., Class N |
59,028 | 2,517,954 | (24.9 | ) | ||||||||
Chocoladefabriken Lindt & Spruengli AG, Participation Certificates |
192 | 2,458,878 | (24.3 | ) | ||||||||
Chocoladefabriken Lindt & Spruengli AG, Class N |
2 | 255,485 | (2.5 | ) | ||||||||
Flughafen Zurich AG, Class N |
5,515 | 1,147,228 | (11.4 | ) | ||||||||
Partners Group Holding AG |
297 | 400,305 | (4.0 | ) | ||||||||
Temenos AG, Class N |
4,142 | 423,814 | (4.2 | ) | ||||||||
|
|
|
|
|||||||||
7,203,664 | ||||||||||||
United Kingdom | ||||||||||||
AstraZeneca PLC |
20,627 | 2,742,220 | (27.1 | ) | ||||||||
Auto Trader Group PLC |
67,634 | 624,857 | (6.2 | ) | ||||||||
Aviva PLC |
295,566 | 1,620,359 | (16.0 | ) | ||||||||
B&M European Value Retail SA |
6,454 | 42,411 | (0.4 | ) | ||||||||
British Land Co. PLC |
456,310 | 2,202,449 | (21.8 | ) | ||||||||
Burberry Group PLC |
37,420 | 618,874 | (6.1 | ) | ||||||||
Darktrace PLC |
16,680 | 72,646 | (0.7 | ) | ||||||||
Drax Group PLC |
188,025 | 1,218,855 | (12.1 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United Kingdom (continued) |
||||||||||||
easyJet PLC |
264,806 | $ | 1,861,238 | (18.4 | )% | |||||||
Endeavour Mining PLC |
1,250 | 22,256 | (0.2 | ) | ||||||||
Hammerson PLC |
45 | 15 | (0.0 | ) | ||||||||
IMI PLC |
47,372 | 1,008,796 | (10.0 | ) | ||||||||
Informa PLC |
94,469 | 931,361 | (9.2 | ) | ||||||||
J Sainsbury PLC |
457,689 | 1,569,864 | (15.5 | ) | ||||||||
Johnson Matthey PLC |
100,297 | 2,074,287 | (20.5 | ) | ||||||||
Just Eat Takeaway.com NV |
76,748 | 1,172,355 | (11.6 | ) | ||||||||
Land Securities Group PLC |
38,186 | 323,355 | (3.2 | ) | ||||||||
Marks & Spencer Group PLC |
454,105 | 1,425,252 | (14.1 | ) | ||||||||
Moneysupermarket.com Group PLC |
3 | 10 | (0.0 | ) | ||||||||
Smiths Group PLC |
176,335 | 3,630,084 | (35.9 | ) | ||||||||
Spectris PLC |
33,746 | 1,577,597 | (15.6 | ) | ||||||||
Tesco PLC |
453,627 | 1,650,721 | (16.3 | ) | ||||||||
Tritax Big Box REIT PLC |
127,281 | 267,631 | (2.7 | ) | ||||||||
United Utilities Group PLC |
30,917 | 418,095 | (4.1 | ) | ||||||||
Vodafone Group PLC |
1,051,338 | 897,515 | (8.9 | ) | ||||||||
Weir Group PLC |
92,123 | 2,126,845 | (21.1 | ) | ||||||||
Whitbread PLC |
15,922 | 724,928 | (7.2 | ) | ||||||||
Wise PLC, Class A |
18,833 | 193,005 | (1.9 | ) | ||||||||
|
|
|
|
|||||||||
31,017,881 | ||||||||||||
United States | ||||||||||||
A O Smith Corp. |
14,037 | 1,089,412 | (10.8 | ) | ||||||||
Academy Sports & Outdoors, Inc. |
8,407 | 527,371 | (5.2 | ) | ||||||||
Adient PLC |
6,915 | 240,020 | (2.4 | ) | ||||||||
Adobe, Inc. |
190 | 117,378 | (1.2 | ) | ||||||||
Advanced Drainage Systems, Inc. |
8,850 | 1,154,217 | (11.4 | ) | ||||||||
AECOM |
42,801 | 3,774,620 | (37.3 | ) | ||||||||
AES Corp. |
22,228 | 370,763 | (3.7 | ) | ||||||||
Agilent Technologies, Inc. |
14,775 | 1,922,227 | (19.0 | ) | ||||||||
Alaska Air Group, Inc. |
8,861 | 317,490 | (3.1 | ) | ||||||||
Alcoa Corp. |
46,505 | 1,383,524 | (13.7 | ) | ||||||||
Align Technology, Inc. |
10,298 | 2,752,861 | (27.2 | ) | ||||||||
Alkermes PLC |
32,577 | 881,208 | (8.7 | ) | ||||||||
Alnylam Pharmaceuticals, Inc. |
574 | 99,250 | (1.0 | ) | ||||||||
Amdocs Ltd. |
16,541 | 1,516,479 | (15.0 | ) | ||||||||
AMETEK, Inc. |
12,445 | 2,016,712 | (20.0 | ) | ||||||||
Amgen, Inc. |
1,648 | 517,900 | (5.1 | ) | ||||||||
Antero Resources Corp. |
1,590 | 35,521 | (0.4 | ) | ||||||||
Aon PLC, Class A |
309 | 92,215 | (0.9 | ) | ||||||||
Asbury Automotive Group, Inc. |
194 | 40,558 | (0.4 | ) | ||||||||
AT&T, Inc. |
18,972 | 335,615 | (3.3 | ) | ||||||||
Atlassian Corp., Class A |
777 | 194,071 | (1.9 | ) | ||||||||
AutoNation, Inc. |
3,819 | 533,362 | (5.3 | ) | ||||||||
Avnet, Inc. |
7,550 | 342,015 | (3.4 | ) | ||||||||
Axis Capital Holdings Ltd. |
3,875 | 230,640 | (2.3 | ) | ||||||||
Bank of America Corp. |
45,168 | 1,536,164 | (15.2 | ) | ||||||||
Best Buy Co., Inc. |
42,117 | 3,053,061 | (30.2 | ) | ||||||||
Block, Inc., Class A |
43,214 | 2,809,342 | (27.8 | ) | ||||||||
Box, Inc., Class A |
48,257 | 1,253,717 | (12.4 | ) | ||||||||
Boyd Gaming Corp. |
16,963 | 1,076,981 | (10.7 | ) | ||||||||
BRP, Inc. |
6,935 | 438,060 | (4.3 | ) | ||||||||
Builders FirstSource, Inc. |
14,757 | 2,563,734 | (25.4 | ) | ||||||||
Bunge Global SA |
1,345 | 118,481 | (1.2 | ) | ||||||||
Cable One, Inc. |
12 | 6,587 | (0.1 | ) | ||||||||
CACI International, Inc., Class A |
6,602 | 2,269,305 | (22.4 | ) | ||||||||
Cadence Design Systems, Inc. |
2,688 | 775,380 | (7.7 | ) | ||||||||
Camden Property Trust |
32,387 | 3,039,196 | (30.1 | ) | ||||||||
CarMax, Inc. |
102 | 7,260 | (0.1 | ) | ||||||||
Carnival Corp. |
1,959 | 32,480 | (0.3 | ) | ||||||||
Carnival PLC |
48,573 | 732,939 | (7.3 | ) |
67 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
Cencora, Inc. |
5,406 | $ | 1,257,868 | (12.4 | )% | |||||||
CH Robinson Worldwide, Inc. |
17,975 | 1,511,518 | (15.0 | ) | ||||||||
Chemed Corp. |
4,719 | 2,797,376 | (27.7 | ) | ||||||||
Ciena Corp. |
24,263 | 1,285,939 | (12.7 | ) | ||||||||
Cincinnati Financial Corp. |
2,721 | 301,487 | (3.0 | ) | ||||||||
Cirrus Logic, Inc. |
22,027 | 1,700,484 | (16.8 | ) | ||||||||
Citizens Financial Group, Inc. |
29,686 | 970,732 | (9.6 | ) | ||||||||
Coca-Cola Co. |
119,963 | 7,136,599 | (70.6 | ) | ||||||||
Cognex Corp. |
11,566 | 417,995 | (4.1 | ) | ||||||||
Colgate-Palmolive Co. |
13,444 | 1,131,985 | (11.2 | ) | ||||||||
Coterra Energy, Inc. |
7,808 | 194,263 | (1.9 | ) | ||||||||
Credit Acceptance Corp. |
3,285 | 1,777,415 | (17.6 | ) | ||||||||
CRH PLC |
8,869 | 631,787 | (6.3 | ) | ||||||||
Crimson Wine Group Ltd. |
1 | 6 | (0.0 | ) | ||||||||
D.R. Horton, Inc. |
20,338 | 2,906,504 | (28.8 | ) | ||||||||
Deckers Outdoor Corp. |
1,122 | 845,685 | (8.4 | ) | ||||||||
Delta Air Lines, Inc. |
53,566 | 2,096,573 | (20.7 | ) | ||||||||
Devon Energy Corp. |
26,254 | 1,103,193 | (10.9 | ) | ||||||||
Donaldson Co., Inc. |
1,513 | 97,725 | (1.0 | ) | ||||||||
eBay, Inc. |
29,997 | 1,231,977 | (12.2 | ) | ||||||||
EMCOR Group, Inc. |
8,275 | 1,887,610 | (18.7 | ) | ||||||||
EOG Resources, Inc. |
35,079 | 3,991,639 | (39.5 | ) | ||||||||
Etsy, Inc. |
1,425 | 94,848 | (0.9 | ) | ||||||||
Exact Sciences Corp. |
6,796 | 444,458 | (4.4 | ) | ||||||||
Exelixis, Inc. |
14,825 | 322,592 | (3.2 | ) | ||||||||
F5, Inc. |
829 | 152,287 | (1.5 | ) | ||||||||
Fair Isaac Corp. |
2,397 | 2,873,595 | (28.4 | ) | ||||||||
First American Financial Corp. |
10,940 | 660,229 | (6.5 | ) | ||||||||
Flex Ltd. |
61,912 | 1,469,791 | (14.5 | ) | ||||||||
Flowserve Corp. |
28,924 | 1,154,935 | (11.4 | ) | ||||||||
Fox Corp., Class A |
31,408 | 1,014,478 | (10.0 | ) | ||||||||
Franklin Resources, Inc. |
832 | 22,156 | (0.2 | ) | ||||||||
GoDaddy, Inc., Class A |
28,713 | 3,062,529 | (30.3 | ) | ||||||||
Graco, Inc. |
22,779 | 1,943,049 | (19.2 | ) | ||||||||
Guidewire Software, Inc. |
7,375 | 823,640 | (8.1 | ) | ||||||||
H&R Block, Inc. |
18,003 | 843,261 | (8.3 | ) | ||||||||
Halozyme Therapeutics, Inc. |
6,027 | 204,014 | (2.0 | ) | ||||||||
Harley-Davidson, Inc. |
29,586 | 960,066 | (9.5 | ) | ||||||||
Helmerich & Payne, Inc. |
57,057 | 2,297,115 | (22.7 | ) | ||||||||
Hilton Grand Vacations, Inc. |
4,480 | 186,816 | (1.8 | ) | ||||||||
Holcim AG |
36,240 | 2,790,196 | (27.6 | ) | ||||||||
HP, Inc. |
71,164 | 2,043,118 | (20.2 | ) | ||||||||
IDEXX Laboratories, Inc. |
1,239 | 638,184 | (6.3 | ) | ||||||||
Incyte Corp. |
14,346 | 843,114 | (8.3 | ) | ||||||||
Independence Realty Trust, Inc. |
4,645 | 68,235 | (0.7 | ) | ||||||||
International Paper Co. |
4,173 | 149,519 | (1.5 | ) | ||||||||
Invesco Ltd. |
68,739 | 1,088,138 | (10.8 | ) | ||||||||
Invitation Homes, Inc. |
11,572 | 381,066 | (3.8 | ) | ||||||||
Ionis Pharmaceuticals, Inc. |
22,578 | 1,160,283 | (11.5 | ) | ||||||||
Iridium Communications, Inc. |
12,949 | 469,531 | (4.6 | ) | ||||||||
ITT, Inc. |
3,561 | 430,098 | (4.3 | ) | ||||||||
Jack Henry & Associates, Inc. |
12,688 | 2,104,051 | (20.8 | ) | ||||||||
James Hardie Industries PLC, CDI |
34,734 | 1,323,438 | (13.1 | ) | ||||||||
Jones Lang LaSalle, Inc. |
3,010 | 532,951 | (5.3 | ) | ||||||||
KeyCorp |
102,925 | 1,495,500 | (14.8 | ) | ||||||||
Keysight Technologies, Inc. |
8,306 | 1,272,978 | (12.6 | ) | ||||||||
Lamar Advertising Co., Class A |
3,923 | 410,660 | (4.1 | ) | ||||||||
Landstar System, Inc. |
1,386 | 265,724 | (2.6 | ) | ||||||||
Lattice Semiconductor Corp. |
5,716 | 347,876 | (3.4 | ) | ||||||||
Lennar Corp., Class A |
507 | 75,974 | (0.8 | ) | ||||||||
Liberty Media Corp.-Liberty SiriusXM |
12,608 | 382,779 | (3.8 | ) | ||||||||
Lockheed Martin Corp. |
4,845 | 2,080,491 | (20.6 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) |
||||||||||||
Louisiana-Pacific Corp. |
25,556 | $ | 1,700,752 | (16.8 | )% | |||||||
Magnolia Oil & Gas Corp., Class A |
4,233 | 87,284 | (0.9 | ) | ||||||||
Manhattan Associates, Inc. |
24,546 | 5,953,878 | (58.9 | ) | ||||||||
Marathon Oil Corp. |
26,071 | 595,722 | (5.9 | ) | ||||||||
Marathon Petroleum Corp. |
40,588 | 6,721,373 | (66.5 | ) | ||||||||
Marsh & McLennan Cos., Inc. |
14,190 | 2,750,590 | (27.2 | ) | ||||||||
Masco Corp. |
7,864 | 529,169 | (5.2 | ) | ||||||||
Mastercard, Inc., Class A |
14,585 | 6,552,020 | (64.8 | ) | ||||||||
Mettler-Toledo International, Inc. |
2,082 | 2,492,550 | (24.7 | ) | ||||||||
MGM Resorts International |
37,589 | 1,630,235 | (16.1 | ) | ||||||||
Molina Healthcare, Inc. |
524 | 186,775 | (1.8 | ) | ||||||||
Moodys Corp. |
8,810 | 3,453,872 | (34.2 | ) | ||||||||
MSCI, Inc., Class A |
472 | 282,549 | (2.8 | ) | ||||||||
Murphy USA, Inc. |
1,991 | 701,867 | (6.9 | ) | ||||||||
Nestle SA, Class N |
26,331 | 3,024,691 | (29.9 | ) | ||||||||
NetApp, Inc. |
26,665 | 2,325,188 | (23.0 | ) | ||||||||
Neurocrine Biosciences, Inc. |
8,463 | 1,182,873 | (11.7 | ) | ||||||||
New Jersey Resources Corp. |
10,333 | 421,896 | (4.2 | ) | ||||||||
Nucor Corp. |
2,894 | 540,975 | (5.4 | ) | ||||||||
Nutanix, Inc., Class A |
10,794 | 606,623 | (6.0 | ) | ||||||||
NVIDIA Corp. |
4,480 | 2,756,410 | (27.3 | ) | ||||||||
NVR, Inc. |
64 | 452,819 | (4.5 | ) | ||||||||
OGE Energy Corp. |
5,147 | 171,086 | (1.7 | ) | ||||||||
OneMain Holdings, Inc. |
29,073 | 1,383,875 | (13.7 | ) | ||||||||
Oshkosh Corp. |
35,862 | 3,948,406 | (39.1 | ) | ||||||||
Otis Worldwide Corp. |
18,560 | 1,641,446 | (16.2 | ) | ||||||||
Owens Corning |
2,966 | 449,438 | (4.4 | ) | ||||||||
Palo Alto Networks, Inc. |
7,386 | 2,500,235 | (24.7 | ) | ||||||||
Paramount Global, Class B |
105,203 | 1,534,912 | (15.2 | ) | ||||||||
Penske Automotive Group, Inc. |
8,624 | 1,279,543 | (12.7 | ) | ||||||||
Perrigo Co. PLC |
2,356 | 75,580 | (0.7 | ) | ||||||||
Pfizer, Inc. |
32,609 | 883,052 | (8.7 | ) | ||||||||
Pool Corp. |
608 | 225,720 | (2.2 | ) | ||||||||
Post Holdings, Inc. |
8,583 | 797,103 | (7.9 | ) | ||||||||
Primo Water Corp. |
40,963 | 598,349 | (5.9 | ) | ||||||||
Prudential Financial, Inc. |
20,971 | 2,200,487 | (21.8 | ) | ||||||||
PulteGroup, Inc. |
9,531 | 996,561 | (9.9 | ) | ||||||||
Pure Storage, Inc., Class A |
26,289 | 1,051,297 | (10.4 | ) | ||||||||
QUALCOMM, Inc. |
1,792 | 266,130 | (2.6 | ) | ||||||||
Qualys, Inc. |
4,405 | 833,294 | (8.2 | ) | ||||||||
Regions Financial Corp. |
78,769 | 1,470,617 | (14.5 | ) | ||||||||
Reinsurance Group of America, Inc. |
19,300 | 3,356,077 | (33.2 | ) | ||||||||
ResMed, Inc. |
11,446 | 2,177,029 | (21.5 | ) | ||||||||
RH |
1,183 | 299,867 | (3.0 | ) | ||||||||
Robert Half, Inc. |
4,318 | 343,454 | (3.4 | ) | ||||||||
Roche Holding AG |
1,355 | 413,944 | (4.1 | ) | ||||||||
Royal Caribbean Cruises Ltd. |
7,427 | 946,942 | (9.4 | ) | ||||||||
RPM International, Inc. |
1,724 | 183,882 | (1.8 | ) | ||||||||
Sarepta Therapeutics, Inc. |
6,743 | 802,350 | (7.9 | ) | ||||||||
SEI Investments Co. |
25,784 | 1,630,580 | (16.1 | ) | ||||||||
Service Corp. International |
60,283 | 4,046,195 | (40.0 | ) | ||||||||
Signify NV |
1,565 | 47,593 | (0.5 | ) | ||||||||
Silicon Laboratories, Inc. |
7,586 | 935,809 | (9.3 | ) | ||||||||
Skechers USA, Inc., Class A |
23,664 | 1,477,580 | (14.6 | ) | ||||||||
Spotify Technology SA |
19,071 | 4,106,940 | (40.6 | ) | ||||||||
Synopsys, Inc. |
1,869 | 996,831 | (9.9 | ) | ||||||||
Synovus Financial Corp. |
19,995 | 753,012 | (7.5 | ) | ||||||||
T Rowe Price Group, Inc. |
551 | 59,756 | (0.6 | ) | ||||||||
TD SYNNEX Corp. |
550 | 54,989 | (0.5 | ) | ||||||||
TE Connectivity Ltd. |
17,015 | 2,419,363 | (23.9 | ) | ||||||||
Teradata Corp. |
23,956 | 1,106,288 | (10.9 | ) | ||||||||
Teradyne, Inc. |
36,206 | 3,497,138 | (34.6 | ) |
S C H E D U L E O F I N V E S T M E N T S |
68 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Toll Brothers, Inc. |
18,125 | $ | 1,800,719 | (17.8 | )% | |||||||
Transocean Ltd. |
16,141 | 88,130 | (0.9 | ) | ||||||||
Trex Co., Inc. |
24,804 | 2,021,030 | (20.0 | ) | ||||||||
Truist Financial Corp. |
1,844 | 68,339 | (0.7 | ) | ||||||||
U.S. Foods Holding Corp. |
6,519 | 299,939 | (3.0 | ) | ||||||||
UFP Industries, Inc. |
1,239 | 140,565 | (1.4 | ) | ||||||||
UGI Corp. |
127,737 | 2,828,097 | (28.0 | ) | ||||||||
United Therapeutics Corp. |
3,835 | 823,681 | (8.1 | ) | ||||||||
Unum Group |
2,414 | 116,693 | (1.2 | ) | ||||||||
Valero Energy Corp. |
12,755 | 1,771,669 | (17.5 | ) | ||||||||
Valmont Industries, Inc. |
2,054 | 463,608 | (4.6 | ) | ||||||||
VeriSign, Inc. |
26,604 | 5,291,004 | (52.3 | ) | ||||||||
Visa, Inc., Class A |
60,365 | 16,495,340 | (163.2 | ) | ||||||||
Visteon Corp. |
458 | 52,803 | (0.5 | ) | ||||||||
Vulcan Materials Co. |
10,937 | 2,471,871 | (24.5 | ) | ||||||||
Wayfair, Inc., Class A |
2,029 | 101,957 | (1.0 | ) | ||||||||
West Pharmaceutical Services, Inc. |
1,061 | 395,785 | (3.9 | ) | ||||||||
Westinghouse Air Brake Technologies Corp. |
13,040 | 1,715,673 | (17.0 | ) | ||||||||
Westlake Corp. |
28,449 | 3,935,919 | (38.9 | ) | ||||||||
WEX, Inc. |
5,978 | 1,221,843 | (12.1 | ) | ||||||||
Weyerhaeuser Co. |
5,529 | 181,185 | (1.8 | ) | ||||||||
Workday, Inc., Class A |
2,898 | 843,521 | (8.3 | ) | ||||||||
WW Grainger, Inc. |
292 | 261,527 | (2.6 | ) | ||||||||
Zillow Group, Inc., Class C |
41,060 | 2,333,850 | (23.1 | ) | ||||||||
Zions Bancorp NA |
34,971 | 1,465,285 | (14.5 | ) | ||||||||
Zoetis, Inc., Class A |
5,707 | 1,071,832 | (10.6 | ) | ||||||||
|
|
|
|
|||||||||
259,532,965 | ||||||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Bayerische Motoren Werke AG |
2,838 | 280,913 | (2.8 | ) | ||||||||
|
|
|
|
|||||||||
Total Reference Entity Long | 514,467,380 | |||||||||||
|
|
|||||||||||
Reference Entity Short |
|
|||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
Incitec Pivot Ltd. |
(350,608 | ) | (622,014 | ) | 6.1 | |||||||
Lottery Corp. Ltd. |
(197,882 | ) | (658,497 | ) | 6.5 | |||||||
NEXTDC Ltd. |
(135,051 | ) | (1,241,209 | ) | 12.3 | |||||||
Pilbara Minerals Ltd. |
(1,138,950 | ) | (2,633,828 | ) | 26.1 | |||||||
Reece Ltd. |
(17,295 | ) | (258,554 | ) | 2.6 | |||||||
Santos Ltd. |
(291,549 | ) | (1,496,071 | ) | 14.8 | |||||||
Woodside Energy Group Ltd. |
(1 | ) | (21 | ) | 0.0 | |||||||
|
|
|
|
|||||||||
(6,910,194 | ) | |||||||||||
Austria | ||||||||||||
Mondi PLC |
(14,976 | ) | (269,043 | ) | 2.7 | |||||||
Voestalpine AG |
(13,425 | ) | (404,561 | ) | 4.0 | |||||||
|
|
|
|
|||||||||
(673,604 | ) | |||||||||||
Belgium | ||||||||||||
Anheuser-Busch InBev SA |
(84,936 | ) | (5,324,519 | ) | 52.7 | |||||||
Elia Group SA/NV |
(6,917 | ) | (844,464 | ) | 8.3 | |||||||
|
|
|
|
|||||||||
(6,168,983 | ) | |||||||||||
Bermuda | ||||||||||||
RenaissanceRe Holdings Ltd. |
(2,842 | ) | (650,335 | ) | 6.4 | |||||||
|
|
|
|
|||||||||
Canada | ||||||||||||
Agnico Eagle Mines Ltd. |
(54,145 | ) | (2,663,642 | ) | 26.4 | |||||||
Cameco Corp. |
(65,034 | ) | (3,108,095 | ) | 30.8 | |||||||
Canadian Apartment Properties REIT |
(22,243 | ) | (772,870 | ) | 7.6 |
Security | Shares | Value | % of Basket Value |
|||||||||
|
|
|
|
|||||||||
Canada (continued) | ||||||||||||
Canadian National Railway Co. |
(34,378 | ) | $ | (4,268,370 | ) | 42.2 | % | |||||
Canadian Pacific Kansas City Ltd. |
(373,713 | ) | (30,093,090 | ) | 297.7 | |||||||
Colliers International Group, Inc. |
(9,733 | ) | (1,143,533 | ) | 11.3 | |||||||
Dollarama, Inc. |
(693 | ) | (50,860 | ) | 0.5 | |||||||
Fairfax Financial Holdings Ltd. |
(668 | ) | (696,915 | ) | 6.9 | |||||||
Finning International, Inc. |
(43,559 | ) | (1,261,834 | ) | 12.5 | |||||||
Kinross Gold Corp. |
(48,681 | ) | (268,571 | ) | 2.7 | |||||||
Lightspeed Commerce, Inc. |
(70,361 | ) | (1,299,660 | ) | 12.9 | |||||||
Loblaw Cos. Ltd. |
(4,126 | ) | (412,655 | ) | 4.1 | |||||||
Nexgen Energy Ltd. |
(28,849 | ) | (221,172 | ) | 2.2 | |||||||
Northland Power, Inc. |
(3,333 | ) | (60,960 | ) | 0.6 | |||||||
Open Text Corp. |
(23,893 | ) | (1,042,856 | ) | 10.3 | |||||||
Osisko Gold Royalties Ltd. |
(95,067 | ) | (1,386,517 | ) | 13.7 | |||||||
Parkland Corp. |
(10,916 | ) | (372,857 | ) | 3.7 | |||||||
Quebecor, Inc., Class B |
(23,033 | ) | (560,567 | ) | 5.5 | |||||||
RB Global, Inc. |
(51,727 | ) | (3,314,196 | ) | 32.8 | |||||||
Rogers Communications, Inc., Class B |
(153,515 | ) | (7,177,575 | ) | 71.0 | |||||||
SNC-Lavalin Group, Inc. |
(13,755 | ) | (456,608 | ) | 4.5 | |||||||
Sun Life Financial, Inc. |
(63,583 | ) | (3,298,853 | ) | 32.6 | |||||||
TMX Group Ltd. |
(38,915 | ) | (963,285 | ) | 9.5 | |||||||
Toronto-Dominion Bank |
(100,990 | ) | (6,140,437 | ) | 60.7 | |||||||
|
|
|
|
|||||||||
(71,035,978 | ) | |||||||||||
China | ||||||||||||
BOC Hong Kong Holdings Ltd. |
(119,500 | ) | (286,236 | ) | 2.8 | |||||||
ESR Group Ltd. |
(200 | ) | (256 | ) | 0.0 | |||||||
Wilmar International Ltd. |
(83,900 | ) | (206,719 | ) | 2.1 | |||||||
Xinyi Glass Holdings Ltd. |
(1,366,000 | ) | (1,131,626 | ) | 11.2 | |||||||
|
|
|
|
|||||||||
(1,624,837 | ) | |||||||||||
Denmark | ||||||||||||
Zealand Pharma A/S, Class A |
(5,498 | ) | (379,497 | ) | 3.7 | |||||||
|
|
|
|
|||||||||
Finland | ||||||||||||
Elisa OYJ |
(37,891 | ) | (1,750,082 | ) | 17.3 | |||||||
Kesko OYJ, Class B |
(14,757 | ) | (292,066 | ) | 2.9 | |||||||
Neste OYJ |
(20,678 | ) | (719,207 | ) | 7.1 | |||||||
Nokia OYJ |
(650,134 | ) | (2,379,473 | ) | 23.5 | |||||||
Orion OYJ, Class B |
(7,628 | ) | (355,884 | ) | 3.5 | |||||||
Stora Enso OYJ, Class R |
(16,025 | ) | (206,781 | ) | 2.1 | |||||||
UPM-Kymmene OYJ |
(4,598 | ) | (169,552 | ) | 1.7 | |||||||
|
|
|
|
|||||||||
(5,873,045 | ) | |||||||||||
France | ||||||||||||
Air Liquide SA |
(31,247 | ) | (5,919,392 | ) | 58.6 | |||||||
Airbus SE |
(17,428 | ) | (2,792,947 | ) | 27.6 | |||||||
Biomerieux |
(7,297 | ) | (795,821 | ) | 7.9 | |||||||
BNP Paribas SA |
(86,593 | ) | (5,876,271 | ) | 58.1 | |||||||
Bollore SE |
(365,735 | ) | (2,445,920 | ) | 24.2 | |||||||
Capgemini SE |
(6,327 | ) | (1,424,423 | ) | 14.1 | |||||||
Covivio SA/France |
(2,209 | ) | (108,435 | ) | 1.1 | |||||||
Danone SA |
(22,197 | ) | (1,498,125 | ) | 14.8 | |||||||
EssilorLuxottica SA |
(22,245 | ) | (4,416,390 | ) | 43.7 | |||||||
Ipsen SA |
(8,355 | ) | (975,892 | ) | 9.7 | |||||||
Kering SA |
(9,101 | ) | (3,783,601 | ) | 37.4 | |||||||
Klepierre SA |
(11,864 | ) | (311,328 | ) | 3.1 | |||||||
LOreal SA |
(1,479 | ) | (716,847 | ) | 7.1 | |||||||
LVMH Moet Hennessy Louis Vuitton SE |
(1,600 | ) | (1,346,765 | ) | 13.3 | |||||||
Orange SA |
(183,738 | ) | (2,210,074 | ) | 21.9 | |||||||
Pernod Ricard SA |
(4,297 | ) | (709,909 | ) | 7.0 | |||||||
Publicis Groupe SA |
(13,154 | ) | (1,333,718 | ) | 13.2 | |||||||
Remy Cointreau SA |
(2,007 | ) | (206,062 | ) | 2.0 | |||||||
Renault SA |
(5,237 | ) | (199,845 | ) | 2.0 |
69 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
France (continued) | ||||||||||||
Safran SA |
(19,202 | ) | $ | (3,624,938 | ) | 35.9 | % | |||||
Sartorius Stedim Biotech |
(2,822 | ) | (769,796 | ) | 7.6 | |||||||
SOITEC |
(650 | ) | (94,657 | ) | 0.9 | |||||||
Thales SA |
(42 | ) | (6,227 | ) | 0.1 | |||||||
TotalEnergies SE |
(66,483 | ) | (4,365,093 | ) | 43.2 | |||||||
Unibail-Rodamco-Westfield |
(2,125 | ) | (154,229 | ) | 1.5 | |||||||
Vivendi SE |
(4,896 | ) | (55,880 | ) | 0.5 | |||||||
|
|
|
|
|||||||||
(46,142,585 | ) | |||||||||||
Germany | ||||||||||||
AIXTRON SE |
(5,832 | ) | (219,830 | ) | 2.2 | |||||||
Bayer AG, Class N |
(56,891 | ) | (1,792,189 | ) | 17.7 | |||||||
Bechtle AG |
(5,208 | ) | (273,444 | ) | 2.7 | |||||||
Fresenius SE & Co. KGaA |
(43,553 | ) | (1,239,616 | ) | 12.3 | |||||||
Hannover Rueck SE, Class N |
(1,320 | ) | (320,705 | ) | 3.2 | |||||||
HelloFresh SE |
(5,523 | ) | (74,040 | ) | 0.7 | |||||||
Symrise AG, Class A |
(15,208 | ) | (1,585,381 | ) | 15.7 | |||||||
Vonovia SE |
(35,386 | ) | (1,116,464 | ) | 11.0 | |||||||
|
|
|
|
|||||||||
(6,621,669 | ) | |||||||||||
Hong Kong | ||||||||||||
CK Infrastructure Holdings Ltd. |
(68,000 | ) | (403,600 | ) | 4.0 | |||||||
CLP Holdings Ltd. |
(203,500 | ) | (1,617,505 | ) | 16.0 | |||||||
Hang Seng Bank Ltd. |
(15,300 | ) | (159,171 | ) | 1.6 | |||||||
Henderson Land Development Co. Ltd. |
(130,000 | ) | (338,498 | ) | 3.3 | |||||||
HKT Trust & HKT Ltd., Class SS |
(2,459,000 | ) | (2,952,041 | ) | 29.2 | |||||||
Hong Kong & China Gas Co. Ltd. |
(460,000 | ) | (327,132 | ) | 3.2 | |||||||
Link REIT |
(43,500 | ) | (218,100 | ) | 2.2 | |||||||
Power Assets Holdings Ltd. |
(155,500 | ) | (909,920 | ) | 9.0 | |||||||
Sino Land Co. Ltd. |
(699,107 | ) | (729,809 | ) | 7.2 | |||||||
Techtronic Industries Co. Ltd. |
(7,500 | ) | (79,607 | ) | 0.8 | |||||||
|
|
|
|
|||||||||
(7,735,383 | ) | |||||||||||
Ireland | ||||||||||||
Aercap Holdings NV |
(15,973 | ) | (1,222,893 | ) | 12.1 | |||||||
AIB Group PLC |
(27,798 | ) | (123,173 | ) | 1.2 | |||||||
|
|
|
|
|||||||||
(1,346,066 | ) | |||||||||||
Israel | ||||||||||||
Azrieli Group Ltd. |
(16,475 | ) | (1,078,769 | ) | 10.7 | |||||||
Bank Hapoalim BM |
(121,752 | ) | (1,005,397 | ) | 9.9 | |||||||
Bank Leumi Le-Israel BM |
(119,886 | ) | (884,430 | ) | 8.7 | |||||||
Global-e Online Ltd. |
(6,531 | ) | (246,676 | ) | 2.4 | |||||||
Israel Discount Bank Ltd., Class A |
(89,781 | ) | (422,927 | ) | 4.2 | |||||||
Mizrahi Tefahot Bank Ltd. |
(9,777 | ) | (353,493 | ) | 3.5 | |||||||
Mobileye Global, Inc., Class A |
(433 | ) | (11,197 | ) | 0.1 | |||||||
Teva Pharmaceutical Industries Ltd., ADR |
(5,450 | ) | (65,945 | ) | 0.7 | |||||||
|
|
|
|
|||||||||
(4,068,834 | ) | |||||||||||
Italy | ||||||||||||
Assicurazioni Generali SpA |
(39,081 | ) | (882,958 | ) | 8.7 | |||||||
Bper Banca |
(8,826 | ) | (32,239 | ) | 0.3 | |||||||
DiaSorin SpA |
(3,625 | ) | (337,961 | ) | 3.4 | |||||||
Leonardo SpA |
(19,194 | ) | (339,739 | ) | 3.4 | |||||||
Nexi SpA |
(17,272 | ) | (134,258 | ) | 1.3 | |||||||
Poste Italiane SpA |
(31,968 | ) | (351,338 | ) | 3.5 | |||||||
|
|
|
|
|||||||||
(2,078,493 | ) | |||||||||||
Japan | ||||||||||||
Asahi Group Holdings Ltd. |
(11,500 | ) | (431,673 | ) | 4.3 | |||||||
BayCurrent Consulting, Inc. |
(39,200 | ) | (921,279 | ) | 9.1 | |||||||
Bridgestone Corp. |
(13,200 | ) | (577,160 | ) | 5.7 | |||||||
Chiba Bank Ltd. |
(7,400 | ) | (55,352 | ) | 0.5 |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Chubu Electric Power Co., Inc. |
(31,300 | ) | $ | (410,020 | ) | 4.1 | % | |||||
Chugai Pharmaceutical Co. Ltd. |
(45,200 | ) | (1,643,169 | ) | 16.3 | |||||||
Daikin Industries Ltd. |
(600 | ) | (97,084 | ) | 1.0 | |||||||
Daiwa House REIT Investment Corp. |
(177 | ) | (315,756 | ) | 3.1 | |||||||
GLP J-REIT |
(71 | ) | (64,045 | ) | 0.6 | |||||||
Harmonic Drive Systems, Inc. |
(2,600 | ) | (63,705 | ) | 0.6 | |||||||
Ibiden Co. Ltd. |
(16,300 | ) | (829,009 | ) | 8.2 | |||||||
Iida Group Holdings Co. Ltd. |
(29,400 | ) | (448,367 | ) | 4.4 | |||||||
Japan Metropolitan Fund Invest |
(1,557 | ) | (1,067,380 | ) | 10.6 | |||||||
Japan Petroleum Exploration Co. Ltd. |
(800 | ) | (32,842 | ) | 0.3 | |||||||
Japan Real Estate Investment Corp. |
(167 | ) | (646,539 | ) | 6.4 | |||||||
JMDC, Inc. |
(11,600 | ) | (310,070 | ) | 3.1 | |||||||
JSR Corp. |
(70,700 | ) | (1,946,818 | ) | 19.3 | |||||||
Keisei Electric Railway Co. Ltd. |
(9,200 | ) | (420,615 | ) | 4.2 | |||||||
Kikkoman Corp. |
(11,800 | ) | (733,313 | ) | 7.2 | |||||||
Kintetsu Group Holdings Co. Ltd. |
(23,900 | ) | (744,798 | ) | 7.4 | |||||||
Kyushu Electric Power Co., Inc. |
(56,400 | ) | (426,309 | ) | 4.2 | |||||||
Kyushu Railway Co. |
(53,100 | ) | (1,178,256 | ) | 11.7 | |||||||
MatsukiyoCocokara & Co. |
(11,700 | ) | (214,734 | ) | 2.1 | |||||||
Mercari, Inc. |
(9,600 | ) | (160,296 | ) | 1.6 | |||||||
MinebeaMitsumi, Inc. |
(3,200 | ) | (66,761 | ) | 0.7 | |||||||
MISUMI Group, Inc. |
(2,500 | ) | (43,271 | ) | 0.4 | |||||||
Mitsui High-Tec, Inc. |
(1,300 | ) | (60,599 | ) | 0.6 | |||||||
Nippon Building Fund, Inc. |
(155 | ) | (633,360 | ) | 6.3 | |||||||
Nippon Sanso Holdings Corp. |
(31,400 | ) | (803,613 | ) | 7.9 | |||||||
Nippon Yusen KK |
(20,400 | ) | (709,467 | ) | 7.0 | |||||||
Nissan Chemical Corp. |
(42,900 | ) | (1,727,954 | ) | 17.1 | |||||||
Rakuten Bank Ltd. |
(14,200 | ) | (222,876 | ) | 2.2 | |||||||
Rohto Pharmaceutical Co. Ltd. |
(1,700 | ) | (35,130 | ) | 0.3 | |||||||
Secom Co. Ltd. |
(6,400 | ) | (469,159 | ) | 4.6 | |||||||
Seven & i Holdings Co. Ltd. |
(18,200 | ) | (725,630 | ) | 7.2 | |||||||
SG Holdings Co. Ltd. |
(111,600 | ) | (1,460,581 | ) | 14.4 | |||||||
Shimano, Inc. |
(300 | ) | (43,506 | ) | 0.4 | |||||||
Shizuoka Financial Group, Inc. |
(118,500 | ) | (1,092,926 | ) | 10.8 | |||||||
SMC Corp. |
(1,200 | ) | (674,517 | ) | 6.7 | |||||||
Sony Group Corp. |
(14,000 | ) | (1,386,077 | ) | 13.7 | |||||||
Square Enix Holdings Co. Ltd. |
(6,500 | ) | (256,450 | ) | 2.5 | |||||||
SUMCO Corp. |
(131,600 | ) | (2,014,728 | ) | 19.9 | |||||||
Taiyo Yuden Co. Ltd. |
(10,200 | ) | (248,794 | ) | 2.5 | |||||||
TDK Corp. |
(1,600 | ) | (80,349 | ) | 0.8 | |||||||
Tobu Railway Co. Ltd. |
(43,300 | ) | (1,158,206 | ) | 11.5 | |||||||
Tokyo Electric Power Co.Holdings, Inc. |
(92,400 | ) | (496,889 | ) | 4.9 | |||||||
Tokyo Gas Co. Ltd. |
(16,200 | ) | (375,829 | ) | 3.7 | |||||||
Tokyo Seimitsu Co. Ltd. |
(1,400 | ) | (91,521 | ) | 0.9 | |||||||
Toyo Suisan Kaisha Ltd. |
(5,300 | ) | (278,736 | ) | 2.8 | |||||||
West Japan Railway Co. |
(16,800 | ) | (706,401 | ) | 7.0 | |||||||
Yamato Holdings Co. Ltd. |
(26,500 | ) | (462,638 | ) | 4.6 | |||||||
Yokohama Rubber Co. Ltd. |
(15,400 | ) | (367,867 | ) | 3.6 | |||||||
Zensho Holdings Co. Ltd. |
(1,000 | ) | (49,450 | ) | 0.5 | |||||||
|
|
|
|
|||||||||
(30,481,874 | ) | |||||||||||
Netherlands | ||||||||||||
ASM International NV |
(442 | ) | (247,845 | ) | 2.5 | |||||||
BE Semiconductor Industries NV |
(829 | ) | (126,121 | ) | 1.2 | |||||||
EXOR NV |
(3,916 | ) | (383,965 | ) | 3.8 | |||||||
Heineken Holding NV |
(33,027 | ) | (2,808,394 | ) | 27.8 | |||||||
Heineken NV |
(25,790 | ) | (2,628,531 | ) | 26.0 | |||||||
IMCD NV |
(3,878 | ) | (600,276 | ) | 5.9 | |||||||
JDE Peets NV |
(60,473 | ) | (1,513,368 | ) | 15.0 |
S C H E D U L E O F I N V E S T M E N T S |
70 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Netherlands (continued) | ||||||||||||
Koninklijke Ahold Delhaize NV |
(11,840 | ) | $ | (337,527 | ) | 3.3 | % | |||||
Universal Music Group NV |
(19,842 | ) | (592,615 | ) | 5.9 | |||||||
|
|
|
|
|||||||||
(9,238,642 | ) | |||||||||||
Portugal | ||||||||||||
Banco Comercial Portugues SA, R Shares |
(7,705,679 | ) | (2,269,779 | ) | 22.4 | |||||||
Jeronimo Martins SGPS SA |
(1,137 | ) | (26,209 | ) | 0.3 | |||||||
|
|
|
|
|||||||||
(2,295,988 | ) | |||||||||||
Singapore | ||||||||||||
CapitaLand Ascendas REIT |
(238,000 | ) | (518,900 | ) | 5.1 | |||||||
CapitaLand Investment Ltd./Singapore |
(12,600 | ) | (27,778 | ) | 0.3 | |||||||
Genting Singapore Ltd. |
(701,300 | ) | (529,760 | ) | 5.2 | |||||||
Jardine Cycle & Carriage Ltd. |
(13,500 | ) | (262,230 | ) | 2.6 | |||||||
Keppel Ltd. |
(26,600 | ) | (141,443 | ) | 1.4 | |||||||
Mapletree Logistics Trust |
(6,000 | ) | (6,943 | ) | 0.1 | |||||||
Oversea-Chinese Banking Corp. Ltd. |
(72,900 | ) | (700,510 | ) | 6.9 | |||||||
Singapore Exchange Ltd. |
(78,500 | ) | (551,562 | ) | 5.5 | |||||||
Singapore Technologies Engineering Ltd. |
(154,300 | ) | (430,193 | ) | 4.3 | |||||||
STMicroelectronics NV |
(15,305 | ) | (680,769 | ) | 6.7 | |||||||
UOL Group Ltd. |
(65,200 | ) | (304,558 | ) | 3.0 | |||||||
|
|
|
|
|||||||||
(4,154,646 | ) | |||||||||||
Spain | ||||||||||||
Amadeus IT Group SA |
(27,546 | ) | (1,955,876 | ) | 19.4 | |||||||
Cellnex Telecom SA |
(22,889 | ) | (892,473 | ) | 8.8 | |||||||
Corp. ACCIONA Energias Renovables SA |
(6,568 | ) | (173,027 | ) | 1.7 | |||||||
|
|
|
|
|||||||||
(3,021,376 | ) | |||||||||||
Switzerland | ||||||||||||
Alcon, Inc. |
(276 | ) | (20,953 | ) | 0.2 | |||||||
Bachem Holding AG, Class N |
(1,259 | ) | (84,997 | ) | 0.9 | |||||||
Barry Callebaut AG, Class N |
(371 | ) | (545,878 | ) | 5.4 | |||||||
EMS-Chemie Holding AG, Registered Shares |
(761 | ) | (579,189 | ) | 5.7 | |||||||
On Holding AG, Class A |
(2,890 | ) | (76,758 | ) | 0.8 | |||||||
SIG Group AG |
(33,737 | ) | (707,922 | ) | 7.0 | |||||||
Swatch Group AG |
(2,774 | ) | (656,897 | ) | 6.5 | |||||||
Swiss Life Holding AG, Class N |
(6,804 | ) | (4,916,777 | ) | 48.6 | |||||||
Swisscom AG, Class N |
(4,240 | ) | (2,557,376 | ) | 25.3 | |||||||
VAT Group AG |
(730 | ) | (342,542 | ) | 3.4 | |||||||
|
|
|
|
|||||||||
(10,489,289 | ) | |||||||||||
Thailand | ||||||||||||
Fabrinet |
(2,402 | ) | (512,851 | ) | 5.1 | |||||||
|
|
|
|
|||||||||
Turkey | ||||||||||||
Eldorado Gold Corp. |
(24,533 | ) | (300,097 | ) | 3.0 | |||||||
|
|
|
|
|||||||||
United Kingdom | ||||||||||||
Abrdn PLC |
(207,471 | ) | (443,324 | ) | 4.4 | |||||||
Admiral Group PLC |
(23,727 | ) | (757,876 | ) | 7.5 | |||||||
Associated British Foods PLC |
(4,275 | ) | (126,623 | ) | 1.3 | |||||||
Barratt Developments PLC |
(35,965 | ) | (246,186 | ) | 2.4 | |||||||
Beazley PLC |
(80,247 | ) | (554,643 | ) | 5.5 | |||||||
British American Tobacco PLC |
(134,033 | ) | (3,968,102 | ) | 39.3 | |||||||
Ck Hutchison Holdings Ltd. |
(175,000 | ) | (903,274 | ) | 8.9 | |||||||
DS Smith PLC |
(194,959 | ) | (698,288 | ) | 6.9 | |||||||
Flutter Entertainment PLC, Class DI |
(519 | ) | (106,528 | ) | 1.1 | |||||||
Hiscox Ltd. |
(120,127 | ) | (1,588,739 | ) | 15.7 | |||||||
Howden Joinery Group PLC |
(14,148 | ) | (143,878 | ) | 1.4 | |||||||
JD Sports Fashion PLC |
(213,802 | ) | (316,800 | ) | 3.1 | |||||||
JET2 PLC |
(3,290 | ) | (55,939 | ) | 0.6 | |||||||
Legal & General Group PLC |
(54,270 | ) | (175,310 | ) | 1.7 | |||||||
Lloyds Banking Group PLC |
(1,510,936 | ) | (813,588 | ) | 8.0 |
Security | Shares | Value | % of Basket Value |
|||||||||
United Kingdom (continued) | ||||||||||||
Ocado Group PLC |
(47,011 | ) | $ | (323,622 | ) | 3.2 | % | |||||
Persimmon PLC |
(29,867 | ) | (552,476 | ) | 5.5 | |||||||
Reckitt Benckiser Group PLC |
(36,563 | ) | (2,653,510 | ) | 26.2 | |||||||
Rentokil Initial PLC |
(111,628 | ) | (577,432 | ) | 5.7 | |||||||
Smith & Nephew PLC |
(136,911 | ) | (1,922,732 | ) | 19.0 | |||||||
Vistry Group PLC |
(41,236 | ) | (523,811 | ) | 5.2 | |||||||
|
|
|
|
|||||||||
(17,452,681 | ) | |||||||||||
United States | ||||||||||||
10X Genomics, Inc., Class A |
(13,663 | ) | (569,337 | ) | 5.6 | |||||||
Aflac, Inc. |
(44,932 | ) | (3,789,565 | ) | 37.5 | |||||||
Agree Realty Corp. |
(27,534 | ) | (1,641,302 | ) | 16.2 | |||||||
Air Lease Corp., Class A |
(26,431 | ) | (1,105,080 | ) | 10.9 | |||||||
Airbnb, Inc., Class A |
(13,720 | ) | (1,977,601 | ) | 19.6 | |||||||
Albemarle Corp. |
(17,225 | ) | (1,976,396 | ) | 19.6 | |||||||
Alight, Inc., Class A |
(200,031 | ) | (1,784,277 | ) | 17.7 | |||||||
Alliant Energy Corp. |
(45,089 | ) | (2,194,031 | ) | 21.7 | |||||||
Allison Transmission Holdings, Inc. |
(1,044 | ) | (63,204 | ) | 0.6 | |||||||
Amcor PLC |
(158,020 | ) | (1,490,129 | ) | 14.7 | |||||||
American Electric Power Co., Inc. |
(2,988 | ) | (233,482 | ) | 2.3 | |||||||
Americold Realty Trust, Inc. |
(25,725 | ) | (707,438 | ) | 7.0 | |||||||
Amkor Technology, Inc. |
(55,331 | ) | (1,751,779 | ) | 17.3 | |||||||
Annaly Capital Management, Inc. |
(92,471 | ) | (1,774,518 | ) | 17.6 | |||||||
Antero Midstream Corp. |
(11,721 | ) | (143,465 | ) | 1.4 | |||||||
Apellis Pharmaceuticals, Inc. |
(8,032 | ) | (508,345 | ) | 5.0 | |||||||
Apollo Global Management, Inc. |
(49,559 | ) | (4,975,724 | ) | 49.2 | |||||||
Asana, Inc., Class A |
(9,104 | ) | (158,592 | ) | 1.6 | |||||||
Aspen Technology, Inc. |
(7,261 | ) | (1,394,039 | ) | 13.8 | |||||||
ATI, Inc. |
(15,128 | ) | (618,281 | ) | 6.1 | |||||||
Avantor, Inc. |
(23,342 | ) | (536,633 | ) | 5.3 | |||||||
Ball Corp. |
(23,544 | ) | (1,305,515 | ) | 12.9 | |||||||
Bath & Body Works, Inc. |
(10,306 | ) | (439,654 | ) | 4.3 | |||||||
Bausch Health Cos, Inc. |
(50,038 | ) | (392,675 | ) | 3.9 | |||||||
Berry Global Group, Inc. |
(13,436 | ) | (879,521 | ) | 8.7 | |||||||
Bill Holdings, Inc. |
(433 | ) | (33,796 | ) | 0.3 | |||||||
BJs Wholesale Club Holdings, Inc. |
(14,108 | ) | (907,709 | ) | 9.0 | |||||||
Blue Owl Capital, Inc., Class A |
(26,270 | ) | (408,236 | ) | 4.0 | |||||||
BorgWarner, Inc. |
(7,424 | ) | (251,674 | ) | 2.5 | |||||||
Boston Scientific Corp. |
(19,148 | ) | (1,211,302 | ) | 12.0 | |||||||
Braze, Inc., Class A |
(2,332 | ) | (126,045 | ) | 1.2 | |||||||
BWX Technologies, Inc. |
(19,819 | ) | (1,614,852 | ) | 16.0 | |||||||
Cboe Global Markets, Inc. |
(2,388 | ) | (439,034 | ) | 4.3 | |||||||
Celanese Corp., Class A |
(20,014 | ) | (2,927,848 | ) | 29.0 | |||||||
CF Industries Holdings, Inc. |
(28,243 | ) | (2,132,629 | ) | 21.1 | |||||||
Chart Industries, Inc. |
(1,178 | ) | (137,496 | ) | 1.4 | |||||||
Chipotle Mexican Grill, Inc. |
(517 | ) | (1,245,334 | ) | 12.3 | |||||||
Chord Energy Corp. |
(13,935 | ) | (2,142,646 | ) | 21.2 | |||||||
Chubb Ltd. |
(5,309 | ) | (1,300,705 | ) | 12.9 | |||||||
Churchill Downs, Inc. |
(5,703 | ) | (689,892 | ) | 6.8 | |||||||
Citigroup, Inc. |
(245,473 | ) | (13,788,218 | ) | 136.4 | |||||||
Coca-Cola Consolidated, Inc. |
(1,093 | ) | (941,499 | ) | 9.3 | |||||||
Coherent Corp. |
(15,239 | ) | (724,462 | ) | 7.2 | |||||||
Columbia Sportswear Co. |
(2,669 | ) | (211,545 | ) | 2.1 | |||||||
Confluent, Inc., Class A |
(49,284 | ) | (1,101,990 | ) | 10.9 | |||||||
Constellation Energy Corp. |
(16,726 | ) | (2,040,572 | ) | 20.2 | |||||||
Cooper Cos., Inc. |
(6,169 | ) | (2,301,222 | ) | 22.8 | |||||||
Core & Main, Inc., Class A |
(4,767 | ) | (196,925 | ) | 1.9 | |||||||
Corebridge Financial, Inc. |
(99,247 | ) | (2,398,800 | ) | 23.7 | |||||||
Coty, Inc., Class A |
(52,558 | ) | (634,901 | ) | 6.3 | |||||||
Cousins Properties, Inc. |
(30,766 | ) | (704,849 | ) | 7.0 | |||||||
Crane Co. |
(22,116 | ) | (2,744,817 | ) | 27.2 | |||||||
Danaher Corp. |
(417 | ) | (100,042 | ) | 1.0 |
71 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Diamondback Energy, Inc. |
(19,405 | ) | $ | (2,983,325 | ) | 29.5 | % | |||||
Digital Realty Trust, Inc. |
(2,629 | ) | (369,269 | ) | 3.7 | |||||||
Dollar Tree, Inc. |
(20,182 | ) | (2,636,173 | ) | 26.1 | |||||||
DoorDash, Inc., Class A |
(19,819 | ) | (2,065,140 | ) | 20.4 | |||||||
Dun & Bradstreet Holdings, Inc. |
(3,676 | ) | (42,605 | ) | 0.4 | |||||||
Duolingo, Inc., Class A |
(1,191 | ) | (213,058 | ) | 2.1 | |||||||
Dutch Bros, Inc., Class A |
(1,979 | ) | (53,136 | ) | 0.5 | |||||||
Element Solutions, Inc. |
(3,096 | ) | (68,824 | ) | 0.7 | |||||||
Entegris, Inc. |
(27,272 | ) | (3,209,914 | ) | 31.8 | |||||||
Envista Holdings Corp. |
(47,403 | ) | (1,113,971 | ) | 11.0 | |||||||
Equifax, Inc. |
(5,208 | ) | (1,272,523 | ) | 12.6 | |||||||
Erie Indemnity Co., Class A |
(876 | ) | (302,947 | ) | 3.0 | |||||||
Exelon Corp. |
(104,735 | ) | (3,645,825 | ) | 36.1 | |||||||
Extra Space Storage, Inc. |
(25,846 | ) | (3,733,196 | ) | 36.9 | |||||||
Ferguson PLC |
(4,617 | ) | (866,997 | ) | 8.6 | |||||||
Fifth Third Bancorp |
(42,583 | ) | (1,458,042 | ) | 14.4 | |||||||
First Citizens BancShares, Inc., Class A |
(620 | ) | (936,200 | ) | 9.3 | |||||||
Five Below, Inc. |
(5,648 | ) | (1,013,590 | ) | 10.0 | |||||||
Frontier Communications Parent, Inc. |
(10,044 | ) | (247,384 | ) | 2.4 | |||||||
FTI Consulting, Inc. |
(1,184 | ) | (226,866 | ) | 2.2 | |||||||
Gaming and Leisure Properties, Inc. |
(21,173 | ) | (966,547 | ) | 9.6 | |||||||
GE HealthCare, Inc. |
(44,764 | ) | (3,283,887 | ) | 32.5 | |||||||
Graphic Packaging Holding Co. |
(66,554 | ) | (1,697,793 | ) | 16.8 | |||||||
Haleon PLC |
(1,312,435 | ) | (5,354,919 | ) | 53.0 | |||||||
Hasbro, Inc. |
(35,901 | ) | (1,757,354 | ) | 17.4 | |||||||
HB Fuller Co. |
(3,919 | ) | (296,943 | ) | 2.9 | |||||||
Healthcare Realty Trust, Inc. |
(218,313 | ) | (3,517,022 | ) | 34.8 | |||||||
HealthEquity, Inc. |
(864 | ) | (65,301 | ) | 0.6 | |||||||
Hexcel Corp. |
(14,952 | ) | (992,663 | ) | 9.8 | |||||||
Howmet Aerospace, Inc. |
(14,237 | ) | (800,974 | ) | 7.9 | |||||||
Hyatt Hotels Corp., Class A |
(8,223 | ) | (1,055,587 | ) | 10.4 | |||||||
Immunovant, Inc. |
(6,897 | ) | (251,120 | ) | 2.5 | |||||||
Ingersoll Rand, Inc. |
(15,897 | ) | (1,269,534 | ) | 12.6 | |||||||
Interactive Brokers Group, Inc., Class A |
(17,669 | ) | (1,568,124 | ) | 15.5 | |||||||
International Flavors & Fragrances, Inc. |
(18,882 | ) | (1,523,400 | ) | 15.1 | |||||||
Intra-Cellular Therapies, Inc. |
(12,950 | ) | (872,053 | ) | 8.6 | |||||||
Intuit, Inc. |
(1,123 | ) | (708,984 | ) | 7.0 | |||||||
Kenvue, Inc. |
(26,559 | ) | (551,365 | ) | 5.5 | |||||||
Keurig Dr. Pepper, Inc. |
(107,462 | ) | (3,378,605 | ) | 33.4 | |||||||
Kite Realty Group Trust |
(26,965 | ) | (577,051 | ) | 5.7 | |||||||
KKR & Co., Inc., Class A |
(33,478 | ) | (2,898,525 | ) | 28.7 | |||||||
Laboratory Corp. of America Holdings |
(9,567 | ) | (2,126,744 | ) | 21.0 | |||||||
Lantheus Holdings, Inc. |
(19,528 | ) | (1,014,089 | ) | 10.0 | |||||||
Levi Strauss & Co., Class A |
(24,298 | ) | (395,571 | ) | 3.9 | |||||||
Linde PLC |
(11,881 | ) | (4,809,785 | ) | 47.6 | |||||||
Loews Corp. |
(36,711 | ) | (2,674,763 | ) | 26.5 | |||||||
MACOM Technology Solutions Holdings, Inc., Class H |
(24,369 | ) | (2,101,339 | ) | 20.8 | |||||||
Madison Square Garden Sports Corp., Class A |
(1,909 | ) | (353,356 | ) | 3.5 | |||||||
MarketAxess Holdings, Inc. |
(3,564 | ) | (803,718 | ) | 8.0 | |||||||
Marriott International, Inc., Class A |
(15,202 | ) | (3,644,375 | ) | 36.1 | |||||||
Masimo Corp. |
(454 | ) | (58,539 | ) | 0.6 | |||||||
Matador Resources Co. |
(18,381 | ) | (1,008,933 | ) | 10.0 | |||||||
Mueller Industries, Inc. |
(4,521 | ) | (217,008 | ) | 2.1 | |||||||
National Storage Affiliates Trust |
(110,474 | ) | (4,126,204 | ) | 40.8 | |||||||
Netflix, Inc. |
(27,000 | ) | (15,230,970 | ) | 150.7 | |||||||
New Fortress Energy, Inc., Class A |
(7,194 | ) | (239,057 | ) | 2.4 | |||||||
New York Community Bancorp, Inc., Class A |
(145,465 | ) | (941,159 | ) | 9.3 | |||||||
News Corp., Class A |
(105,970 | ) | (2,611,101 | ) | 25.8 | |||||||
NextEra Energy, Inc. |
(8,385 | ) | (491,613 | ) | 4.9 | |||||||
Noble Corp. PLC |
(42,515 | ) | (1,876,187 | ) | 18.6 | |||||||
Nordson Corp. |
(1,070 | ) | (269,340 | ) | 2.7 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
nVent Electric PLC |
(26,328 | ) | $ | (1,580,733 | ) | 15.6 | % | |||||
Omega Healthcare Investors, Inc. |
(90,108 | ) | (2,613,132 | ) | 25.8 | |||||||
Omnicom Group, Inc. |
(2,692 | ) | (243,303 | ) | 2.4 | |||||||
ON Semiconductor Corp. |
(13,056 | ) | (928,673 | ) | 9.2 | |||||||
Onto Innovation, Inc. |
(21,981 | ) | (3,549,931 | ) | 35.1 | |||||||
Organon & Co. |
(16,679 | ) | (277,705 | ) | 2.7 | |||||||
Palantir Technologies, Inc., Class A |
(113,492 | ) | (1,826,086 | ) | 18.1 | |||||||
Parsons Corp. |
(9,487 | ) | (618,078 | ) | 6.1 | |||||||
PayPal Holdings, Inc. |
(42,700 | ) | (2,619,645 | ) | 25.9 | |||||||
Penumbra, Inc. |
(3,911 | ) | (986,315 | ) | 9.8 | |||||||
Permian Resources Corp., Class A |
(128,123 | ) | (1,727,098 | ) | 17.1 | |||||||
PG&E Corp. |
(65,449 | ) | (1,104,125 | ) | 10.9 | |||||||
Pinnacle Financial Partners, Inc. |
(11,521 | ) | (1,018,226 | ) | 10.1 | |||||||
Primerica, Inc. |
(2,476 | ) | (579,780 | ) | 5.7 | |||||||
Procore Technologies, Inc. |
(4,420 | ) | (315,544 | ) | 3.1 | |||||||
Procter & Gamble Co. |
(74,000 | ) | (11,628,360 | ) | 115.0 | |||||||
PTC, Inc. |
(2,502 | ) | (451,986 | ) | 4.5 | |||||||
QIAGEN NV |
(71,148 | ) | (3,093,895 | ) | 30.6 | |||||||
Quest Diagnostics, Inc. |
(6,851 | ) | (879,874 | ) | 8.7 | |||||||
R1 RCM, Inc. |
(33,397 | ) | (341,985 | ) | 3.4 | |||||||
Rambus, Inc. |
(11,001 | ) | (753,899 | ) | 7.5 | |||||||
Range Resources Corp. |
(12,158 | ) | (353,068 | ) | 3.5 | |||||||
Raymond James Financial, Inc. |
(1,206 | ) | (132,877 | ) | 1.3 | |||||||
Regal Rexnord Corp., Registered Shares |
(3,421 | ) | (456,567 | ) | 4.5 | |||||||
Repligen Corp. |
(15,053 | ) | (2,851,038 | ) | 28.2 | |||||||
Rithm Capital Corp. |
(180,593 | ) | (1,932,345 | ) | 19.1 | |||||||
Rivian Automotive, Inc., Class A |
(24,295 | ) | (371,956 | ) | 3.7 | |||||||
RLI Corp. |
(1,310 | ) | (178,645 | ) | 1.8 | |||||||
Ryman Hospitality Properties, Inc. |
(3,447 | ) | (378,825 | ) | 3.7 | |||||||
Samsara, Inc., Class A |
(62,060 | ) | (1,948,684 | ) | 19.3 | |||||||
Sanofi SA |
(76,672 | ) | (7,777,513 | ) | 76.9 | |||||||
Selective Insurance Group, Inc. |
(4,151 | ) | (435,274 | ) | 4.3 | |||||||
SentinelOne, Inc., Class A |
(107,111 | ) | (2,870,575 | ) | 28.4 | |||||||
SoFi Technologies, Inc. |
(2,197 | ) | (17,203 | ) | 0.2 | |||||||
SolarEdge Technologies, Inc. |
(15,400 | ) | (1,024,100 | ) | 10.1 | |||||||
Southern Co. |
(6,566 | ) | (456,468 | ) | 4.5 | |||||||
SouthState Corp. |
(20,844 | ) | (1,732,136 | ) | 17.1 | |||||||
SPS Commerce, Inc. |
(3,351 | ) | (615,914 | ) | 6.1 | |||||||
STAG Industrial, Inc. |
(46,402 | ) | (1,714,090 | ) | 17.0 | |||||||
STERIS PLC |
(8,410 | ) | (1,841,369 | ) | 18.2 | |||||||
Sun Communities, Inc. |
(1,592 | ) | (199,557 | ) | 2.0 | |||||||
Super Micro Computer, Inc. |
(1,206 | ) | (638,710 | ) | 6.3 | |||||||
Surgery Partners, Inc. |
(6,867 | ) | (210,748 | ) | 2.1 | |||||||
Take-Two Interactive Software, Inc. |
(17,173 | ) | (2,832,343 | ) | 28.0 | |||||||
Teledyne Technologies, Inc. |
(6,172 | ) | (2,582,797 | ) | 25.5 | |||||||
Teleflex, Inc. |
(900 | ) | (218,547 | ) | 2.2 | |||||||
Tenable Holdings, Inc. |
(1,507 | ) | (70,980 | ) | 0.7 | |||||||
Terreno Realty Corp. |
(8,231 | ) | (491,638 | ) | 4.9 | |||||||
TKO Group Holdings, Inc., Class A |
(18,373 | ) | (1,537,636 | ) | 15.2 | |||||||
Tradeweb Markets, Inc., Class A |
(36,957 | ) | (3,525,328 | ) | 34.9 | |||||||
Tyler Technologies, Inc. |
(6,250 | ) | (2,642,187 | ) | 26.1 | |||||||
Union Pacific Corp. |
(7,412 | ) | (1,808,009 | ) | 17.9 | |||||||
Valaris Ltd. |
(19,969 | ) | (1,235,482 | ) | 12.2 | |||||||
Valvoline, Inc. |
(29,833 | ) | (1,088,606 | ) | 10.8 | |||||||
Vaxcyte, Inc. |
(12,422 | ) | (887,179 | ) | 8.8 | |||||||
Veralto Corp. |
(3,845 | ) | (294,873 | ) | 2.9 | |||||||
Viatris, Inc. |
(17,325 | ) | (203,915 | ) | 2.0 | |||||||
Vontier Corp. |
(11,796 | ) | (408,024 | ) | 4.0 | |||||||
Warner Music Group Corp., Class A |
(2,633 | ) | (96,078 | ) | 1.0 | |||||||
Webster Financial Corp. |
(40,657 | ) | (2,011,708 | ) | 19.9 | |||||||
Welltower, Inc. |
(48,616 | ) | (4,205,770 | ) | 41.6 | |||||||
Whirlpool Corp. |
(5,912 | ) | (647,482 | ) | 6.4 |
S C H E D U L E O F I N V E S T M E N T S |
72 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Wolfspeed, Inc. |
(10,550 | ) | $ | (343,403 | ) | 3.4 | % | |||||
Wyndham Hotels & Resorts, Inc. |
(11,182 | ) | (871,413 | ) | 8.6 | |||||||
XPO, Inc. |
(6,775 | ) | (578,856 | ) | 5.7 | |||||||
YETI Holdings, Inc. |
(21,730 | ) | (955,468 | ) | 9.5 | |||||||
Zebra Technologies Corp., Class A |
(2,045 | ) | (489,880 | ) | 4.8 | |||||||
ZoomInfo Technologies, Inc., CLass A |
(27,535 | ) | (441,661 | ) | 4.4 | |||||||
|
|
|
|
|||||||||
(276,455,508 | ) | |||||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Sartorius AG |
(2,681 | ) | (989,990 | ) | 9.8 | |||||||
|
|
|
|
|||||||||
Volkswagen AG |
(60,661 | ) | (7,873,652 | ) | 77.9 | |||||||
|
|
|||||||||||
Total Reference Entity Short |
|
(524,576,097 | ) | |||||||||
|
|
|||||||||||
Net Value of Reference Entity Goldman Sachs Bank USA |
|
$ | (10,108,717 | ) | ||||||||
|
|
The following table represents the individual long and short positions and related values of the equity securities underlying the total return swap with UBS AG as of period end, termination date 04/18/28:
Security | Shares | Value | % of Basket Value |
|||||||||
Reference Entity Long |
||||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
AGL Energy Ltd. |
82,489 | $ | 473,218 | (3.9 | )% | |||||||
Aristocrat Leisure Ltd. |
31,384 | 917,406 | (7.5 | ) | ||||||||
Charter Hall Group |
66,767 | 528,430 | (4.3 | ) | ||||||||
Flight Centre Travel Group Ltd. |
60,831 | 851,673 | (7.0 | ) | ||||||||
Worley Ltd. |
17,812 | 173,890 | (1.4 | ) | ||||||||
|
|
|
|
|||||||||
2,944,617 | ||||||||||||
Austria | ||||||||||||
BAWAG Group AG |
25,636 | 1,334,457 | (10.9 | ) | ||||||||
|
|
|
|
|||||||||
Belgium | ||||||||||||
Liberty Global Ltd., Class C |
52,609 | 1,101,632 | (9.0 | ) | ||||||||
Sofina SA |
9,161 | 2,219,115 | (18.2 | ) | ||||||||
Syensqo SA |
14,307 | 1,293,608 | (10.6 | ) | ||||||||
Warehouses De Pauw CVA |
6,222 | 184,505 | (1.5 | ) | ||||||||
|
|
|
|
|||||||||
4,798,860 | ||||||||||||
Canada | ||||||||||||
Algonquin Power & Utilities Corp. |
47,722 | 283,185 | (2.3 | ) | ||||||||
Barrick Gold Corp. |
64,947 | 1,015,190 | (8.3 | ) | ||||||||
Canadian Natural Resources Ltd. |
27,795 | 1,781,292 | (14.6 | ) | ||||||||
Capital Power Corp. |
25,116 | 687,769 | (5.6 | ) | ||||||||
Cenovus Energy, Inc. |
37,738 | 611,905 | (5.0 | ) | ||||||||
Element Fleet Management Corp. |
93,377 | 1,576,668 | (12.9 | ) | ||||||||
Emera, Inc. |
939 | 33,216 | (0.3 | ) | ||||||||
Enerplus Corp. |
112,411 | 1,633,614 | (13.4 | ) | ||||||||
FirstService Corp. |
1,910 | 319,962 | (2.6 | ) | ||||||||
Gibson Energy, Inc. |
1,581 | 25,259 | (0.2 | ) | ||||||||
Great-West Lifeco, Inc. |
953 | 31,702 | (0.3 | ) | ||||||||
Imperial Oil Ltd. |
2,665 | 153,866 | (1.3 | ) | ||||||||
Keyera Corp. |
48,666 | 1,178,228 | (9.6 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Canada (continued) | ||||||||||||
Magna International, Inc. |
14,250 | $ | 810,603 | (6.6 | )% | |||||||
MEG Energy Corp. |
29,128 | 551,227 | (4.5 | ) | ||||||||
Methanex Corp. |
18,739 | 831,780 | (6.8 | ) | ||||||||
Pembina Pipeline Corp. |
25,660 | 884,687 | (7.2 | ) | ||||||||
RioCan Real Estate Investment Trust |
20,150 | 274,386 | (2.2 | ) | ||||||||
Stantec, Inc. |
40,688 | 3,271,966 | (26.8 | ) | ||||||||
Tourmaline Oil Corp. |
6,428 | 278,205 | (2.3 | ) | ||||||||
TransAlta Corp. |
2,414 | 17,506 | (0.1 | ) | ||||||||
West Fraser Timber Co. Ltd. |
8,524 | 678,514 | (5.6 | ) | ||||||||
Whitecap Resources, Inc. |
30,901 | 199,838 | (1.6 | ) | ||||||||
WSP Global, Inc. |
53 | 7,793 | (0.1 | ) | ||||||||
|
|
|
|
|||||||||
17,138,361 | ||||||||||||
Denmark | ||||||||||||
AP Moller - Maersk A/S, Class B |
3 | 5,604 | (0.1 | ) | ||||||||
DSV A/S |
5,009 | 907,768 | (7.4 | ) | ||||||||
Genmab A/S |
2,066 | 577,973 | (4.7 | ) | ||||||||
|
|
|
|
|||||||||
1,491,345 | ||||||||||||
France | ||||||||||||
Arkema SA |
2,704 | 298,131 | (2.4 | ) | ||||||||
AXA SA |
902 | 30,368 | (0.2 | ) | ||||||||
Carrefour SA |
17,128 | 294,187 | (2.4 | ) | ||||||||
Dassault Aviation SA |
956 | 183,526 | (1.5 | ) | ||||||||
Eiffage SA |
42,690 | 4,526,917 | (37.0 | ) | ||||||||
Engie SA |
79,539 | 1,286,505 | (10.5 | ) | ||||||||
Eurazeo SE |
3,421 | 294,951 | (2.4 | ) | ||||||||
Gaztransport Et Technigaz SA |
3,154 | 447,578 | (3.7 | ) | ||||||||
Rexel SA |
46,443 | 1,251,095 | (10.2 | ) | ||||||||
Ubisoft Entertainment SA |
2,009 | 44,966 | (0.4 | ) | ||||||||
Valeo SE |
73,583 | 974,109 | (8.0 | ) | ||||||||
Vallourec SA |
6,867 | 99,530 | (0.8 | ) | ||||||||
Veolia Environnement SA |
108,399 | 3,577,652 | (29.3 | ) | ||||||||
Vinci SA |
28,676 | 3,663,042 | (30.0 | ) | ||||||||
|
|
|
|
|||||||||
16,972,557 | ||||||||||||
Germany | ||||||||||||
Adidas AG, Class N |
8,048 | 1,539,549 | (12.6 | ) | ||||||||
Bayerische Motoren Werke AG |
14,296 | 1,498,510 | (12.3 | ) | ||||||||
Deutsche Lufthansa AG, Registered Shares |
43,947 | 370,162 | (3.0 | ) | ||||||||
Deutsche Telekom AG, Class N |
242,217 | 6,023,229 | (49.3 | ) | ||||||||
Heidelberg Materials AG |
10,248 | 958,850 | (7.8 | ) | ||||||||
HUGO BOSS AG, Ordinary Shares |
2,517 | 159,610 | (1.3 | ) | ||||||||
K&S AG, Class N |
28,189 | 398,515 | (3.3 | ) | ||||||||
KION Group AG |
4,933 | 227,791 | (1.9 | ) | ||||||||
LANXESS AG |
5,667 | 153,462 | (1.2 | ) | ||||||||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, Class N |
142 | 60,799 | (0.5 | ) | ||||||||
Nemetschek SE |
6,958 | 649,731 | (5.3 | ) | ||||||||
RWE AG |
89,807 | 3,353,284 | (27.4 | ) | ||||||||
Scout24 SE |
599 | 44,662 | (0.4 | ) | ||||||||
thyssenkrupp AG |
103,950 | 650,358 | (5.3 | ) | ||||||||
|
|
|
|
|||||||||
16,088,512 | ||||||||||||
Hong Kong | ||||||||||||
Hang Lung Properties Ltd. |
129,000 | 149,655 | (1.2 | ) | ||||||||
Hongkong Land Holdings Ltd. |
77,400 | 241,605 | (2.0 | ) | ||||||||
Jardine Matheson Holdings Ltd. |
3,600 | 144,555 | (1.2 | ) | ||||||||
New World Development Co. Ltd. |
1,331,000 | 1,630,188 | (13.3 | ) |
73 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
Hong Kong (continued) | ||||||||||||
Swire Pacific Ltd., Class A |
35,000 | $ | 270,620 | (2.2 | )% | |||||||
Swire Properties Ltd. |
153,600 | 286,850 | (2.4 | ) | ||||||||
|
|
|
|
|||||||||
2,723,473 | ||||||||||||
Ireland | ||||||||||||
Kerry Group PLC, Class A |
8,208 | 740,666 | (6.1 | ) | ||||||||
Smurfit Kappa Group PLC |
88,144 | 3,327,465 | (27.2 | ) | ||||||||
|
|
|
|
|||||||||
4,068,131 | ||||||||||||
Israel | ||||||||||||
Nice Ltd. |
180 | 36,251 | (0.3 | ) | ||||||||
Nova Ltd. |
94 | 13,612 | (0.1 | ) | ||||||||
Wix.com Ltd. |
9,091 | 1,153,466 | (9.4 | ) | ||||||||
|
|
|
|
|||||||||
1,203,329 | ||||||||||||
Italy | ||||||||||||
A2A SpA |
146,150 | 293,684 | (2.4 | ) | ||||||||
Ferrari NV |
2,179 | 769,763 | (6.3 | ) | ||||||||
Intesa Sanpaolo SpA |
182,300 | 568,892 | (4.6 | ) | ||||||||
Mediobanca Banca di Credito Finanziario SpA |
54,924 | 736,358 | (6.0 | ) | ||||||||
Moncler SpA |
16,399 | 1,021,490 | (8.4 | ) | ||||||||
Recordati Industria Chimica e Farmaceutica SpA |
2,584 | 144,488 | (1.2 | ) | ||||||||
Snam SpA |
24,656 | 122,162 | (1.0 | ) | ||||||||
|
|
|
|
|||||||||
3,656,837 | ||||||||||||
Japan | ||||||||||||
ABC-Mart, Inc. |
14,000 | 244,970 | (2.0 | ) | ||||||||
Aeon Co. Ltd. |
11,400 | 273,441 | (2.2 | ) | ||||||||
Amada Co. Ltd. |
22,900 | 249,508 | (2.0 | ) | ||||||||
ANA Holdings, Inc. |
15,000 | 332,056 | (2.7 | ) | ||||||||
Aozora Bank Ltd. |
6,100 | 135,351 | (1.1 | ) | ||||||||
Asahi Kasei Corp. |
55,600 | 425,270 | (3.5 | ) | ||||||||
Astellas Pharma, Inc. |
38,700 | 454,764 | (3.7 | ) | ||||||||
Brother Industries Ltd. |
1,800 | 30,438 | (0.3 | ) | ||||||||
Dai Nippon Printing Co. Ltd. |
48,500 | 1,417,383 | (11.6 | ) | ||||||||
Fast Retailing Co. Ltd. |
4,200 | 1,132,002 | (9.3 | ) | ||||||||
Horiba Ltd. |
400 | 31,900 | (0.3 | ) | ||||||||
Hulic Co. Ltd. |
47,600 | 530,539 | (4.3 | ) | ||||||||
ITOCHU Corp. |
13,700 | 627,696 | (5.1 | ) | ||||||||
J Front Retailing Co. Ltd. |
58,700 | 548,844 | (4.5 | ) | ||||||||
Japan Post Holdings Co. Ltd. |
494,100 | 4,772,692 | (39.0 | ) | ||||||||
JFE Holdings, Inc. |
54,700 | 871,779 | (7.1 | ) | ||||||||
JGC Holdings Corp. |
32,400 | 382,738 | (3.1 | ) | ||||||||
Kakaku.com, Inc. |
40,400 | 464,007 | (3.8 | ) | ||||||||
Kao Corp. |
49,100 | 1,934,433 | (15.8 | ) | ||||||||
Koito Manufacturing Co. Ltd. |
24,800 | 383,266 | (3.1 | ) | ||||||||
Komatsu Ltd. |
50,400 | 1,445,263 | (11.8 | ) | ||||||||
Kubota Corp. |
40,000 | 611,220 | (5.0 | ) | ||||||||
Kyowa Kirin Co. Ltd. |
28,900 | 459,825 | (3.8 | ) | ||||||||
Lawson, Inc. |
54,800 | 3,163,344 | (25.9 | ) | ||||||||
Lixil Corp. |
144,800 | 1,952,435 | (16.0 | ) | ||||||||
MEIJI Holdings Co. Ltd. |
44,600 | 1,088,069 | (8.9 | ) | ||||||||
Mitsubishi Chemical Group Corp. |
69,000 | 420,086 | (3.4 | ) | ||||||||
Mitsui & Co. Ltd. |
40,900 | 1,674,545 | (13.7 | ) | ||||||||
Mizuho Financial Group, Inc. |
71,500 | 1,307,979 | (10.7 | ) | ||||||||
NIDEC Corp. |
78,500 | 2,957,881 | (24.2 | ) | ||||||||
Nihon M&A Center Holdings, Inc. |
33,800 | 204,849 | (1.7 | ) | ||||||||
Nikon Corp. |
32,600 | 335,780 | (2.7 | ) | ||||||||
Nippon Express Holdings, Inc. |
4,400 | 264,365 | (2.2 | ) | ||||||||
Nippon Shinyaku Co. Ltd. |
6,500 | 231,814 | (1.9 | ) | ||||||||
Nissan Motor Co. Ltd. |
128,500 | 509,185 | (4.2 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Nisshin Seifun Group, Inc. |
33,200 | $ | 467,510 | (3.8 | )% | |||||||
NSK Ltd. |
306,600 | 1,687,286 | (13.8 | ) | ||||||||
Obayashi Corp. |
253,500 | 2,368,539 | (19.4 | ) | ||||||||
Obic Co. Ltd. |
6,700 | 1,040,032 | (8.5 | ) | ||||||||
Ono Pharmaceutical Co. Ltd. |
5,100 | 92,047 | (0.8 | ) | ||||||||
Oracle Corp. Japan |
15,800 | 1,257,401 | (10.3 | ) | ||||||||
Otsuka Corp. |
58,400 | 2,478,510 | (20.3 | ) | ||||||||
Otsuka Holdings Co. Ltd. |
11,500 | 456,429 | (3.7 | ) | ||||||||
Panasonic Holdings Corp. |
73,400 | 698,051 | (5.7 | ) | ||||||||
Ricoh Co. Ltd. |
32,400 | 257,177 | (2.1 | ) | ||||||||
SCREEN Holdings Co. Ltd. |
72,300 | 7,149,043 | (58.5 | ) | ||||||||
SCSK Corp. |
9,700 | 192,314 | (1.6 | ) | ||||||||
Sega Sammy Holdings, Inc. |
30,400 | 451,644 | (3.7 | ) | ||||||||
Seiko Epson Corp. |
23,400 | 344,979 | (2.8 | ) | ||||||||
Sekisui House Ltd. |
70,400 | 1,604,527 | (13.1 | ) | ||||||||
Shimadzu Corp. |
15,700 | 438,464 | (3.6 | ) | ||||||||
Shimizu Corp. |
62,500 | 422,441 | (3.5 | ) | ||||||||
SoftBank Group Corp. |
44,800 | 1,951,431 | (16.0 | ) | ||||||||
Sumitomo Corp. |
40,900 | 946,446 | (7.7 | ) | ||||||||
Sumitomo Mitsui Trust Holdings, Inc. |
53,600 | 1,108,598 | (9.1 | ) | ||||||||
Takashimaya Co. Ltd. |
34,900 | 490,904 | (4.0 | ) | ||||||||
Tokyo Tatemono Co. Ltd. |
53,000 | 824,707 | (6.7 | ) | ||||||||
Trend Micro, Inc. |
5,800 | 331,236 | (2.7 | ) | ||||||||
|
|
|
|
|||||||||
58,929,433 | ||||||||||||
Luxembourg | ||||||||||||
ArcelorMittal SA |
141,672 | 3,951,650 | (32.3 | ) | ||||||||
|
|
|
|
|||||||||
Macau | ||||||||||||
Galaxy Entertainment Group Ltd. |
45,000 | 233,402 | (1.9 | ) | ||||||||
|
|
|
|
|||||||||
Netherlands | ||||||||||||
ABN AMRO Bank NV, CVA |
117,393 | 1,748,055 | (14.3 | ) | ||||||||
ASR Nederland NV |
1,468 | 70,084 | (0.6 | ) | ||||||||
NN Group NV |
22,821 | 946,701 | (7.7 | ) | ||||||||
Redcare Pharmacy NV |
486 | 68,281 | (0.6 | ) | ||||||||
|
|
|
|
|||||||||
2,833,121 | ||||||||||||
New Zealand | ||||||||||||
Xero Ltd. |
887 | 64,453 | (0.5 | ) | ||||||||
|
|
|
|
|||||||||
Norway | ||||||||||||
Aker BP ASA |
37,326 | 1,005,522 | (8.2 | ) | ||||||||
Equinor ASA |
33,555 | 973,518 | (8.0 | ) | ||||||||
Gjensidige Forsikring ASA |
27,237 | 445,119 | (3.6 | ) | ||||||||
Kongsberg Gruppen ASA |
3,907 | 201,965 | (1.7 | ) | ||||||||
Var Energi ASA |
96,358 | 283,694 | (2.3 | ) | ||||||||
|
|
|
|
|||||||||
2,909,818 | ||||||||||||
Puerto Rico | ||||||||||||
Popular, Inc. |
1,588 | 135,695 | (1.1 | ) | ||||||||
|
|
|
|
|||||||||
Singapore | ||||||||||||
DBS Group Holdings Ltd. |
23,100 | 550,464 | (4.5 | ) | ||||||||
Singapore Airlines Ltd. |
99,200 | 495,218 | (4.1 | ) | ||||||||
|
|
|
|
|||||||||
1,045,682 | ||||||||||||
Spain | ||||||||||||
Banco Bilbao Vizcaya Argentaria SA |
40,419 | 383,118 | (3.2 | ) | ||||||||
Banco de Sabadell SA |
400,356 | 526,304 | (4.3 | ) | ||||||||
Banco Santander SA |
105,736 | 430,704 | (3.5 | ) | ||||||||
Bankinter SA |
103,615 | 648,894 | (5.3 | ) | ||||||||
EDP Renovaveis SA |
32,779 | 538,687 | (4.4 | ) |
S C H E D U L E O F I N V E S T M E N T S |
74 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
Spain (continued) | ||||||||||||
Fluidra SA |
77,684 | $ | 1,703,080 | (13.9 | )% | |||||||
Grifols SA, Class A |
13,093 | 144,302 | (1.2 | ) | ||||||||
Industria de Diseno Textil SA |
18,706 | 809,733 | (6.6 | ) | ||||||||
|
|
|
|
|||||||||
5,184,822 | ||||||||||||
Sweden | ||||||||||||
Electrolux AB, Class B |
59,253 | 558,765 | (4.6 | ) | ||||||||
Fastighets AB Balder, Class B |
6,319 | 42,268 | (0.3 | ) | ||||||||
Volvo Car AB, Class B |
113,915 | 299,380 | (2.5 | ) | ||||||||
|
|
|
|
|||||||||
900,413 | ||||||||||||
United Kingdom | ||||||||||||
Auto Trader Group PLC |
65,529 | 605,409 | (5.0 | ) | ||||||||
Aviva PLC |
396,028 | 2,170,471 | (17.8 | ) | ||||||||
B&M European Value Retail SA |
18,612 | 122,318 | (1.0 | ) | ||||||||
Barclays PLC |
486,420 | 907,806 | (7.4 | ) | ||||||||
British Land Co. PLC |
474,026 | 2,286,537 | (18.7 | ) | ||||||||
Burberry Group PLC |
362 | 5,987 | (0.1 | ) | ||||||||
Drax Group PLC |
98,411 | 637,940 | (5.2 | ) | ||||||||
easyJet PLC |
188,889 | 1,327,641 | (10.9 | ) | ||||||||
J Sainsbury PLC |
282,986 | 970,599 | (7.9 | ) | ||||||||
Land Securities Group PLC |
60,624 | 513,320 | (4.2 | ) | ||||||||
London Stock Exchange Group PLC |
14,407 | 1,631,010 | (13.3 | ) | ||||||||
M&G PLC |
337,300 | 956,147 | (7.8 | ) | ||||||||
Marks & Spencer Group PLC |
625,535 | 1,960,796 | (16.0 | ) | ||||||||
Phoenix Group Holdings PLC |
11,649 | 74,458 | (0.6 | ) | ||||||||
Smiths Group PLC |
19,864 | 408,926 | (3.4 | ) | ||||||||
Spectris PLC |
57,351 | 2,681,052 | (21.9 | ) | ||||||||
Tritax Big Box REIT PLC |
268,411 | 564,382 | (4.6 | ) | ||||||||
Vodafone Group PLC |
1,910,138 | 1,630,865 | (13.3 | ) | ||||||||
Weir Group PLC |
57,622 | 1,330,320 | (10.9 | ) | ||||||||
Whitbread PLC |
14,393 | 655,313 | (5.4 | ) | ||||||||
Wise PLC, Class A |
11,559 | 118,459 | (1.0 | ) | ||||||||
|
|
|
|
|||||||||
21,559,756 | ||||||||||||
United States | ||||||||||||
A O Smith Corp. |
24,154 | 1,874,592 | (15.3 | ) | ||||||||
Academy Sports & Outdoors, Inc. |
4,660 | 292,322 | (2.4 | ) | ||||||||
Adient PLC |
5,786 | 200,832 | (1.6 | ) | ||||||||
Advanced Drainage Systems, Inc. |
1,952 | 254,580 | (2.1 | ) | ||||||||
AECOM |
19,661 | 1,733,904 | (14.2 | ) | ||||||||
Agilent Technologies, Inc. |
12,674 | 1,648,887 | (13.5 | ) | ||||||||
Alaska Air Group, Inc. |
11,754 | 421,146 | (3.4 | ) | ||||||||
Alcoa Corp. |
62,757 | 1,867,021 | (15.3 | ) | ||||||||
Align Technology, Inc. |
3,118 | 833,504 | (6.8 | ) | ||||||||
Alkermes PLC |
2,244 | 60,700 | (0.5 | ) | ||||||||
Alnylam Pharmaceuticals, Inc. |
8,308 | 1,436,536 | (11.7 | ) | ||||||||
Amdocs Ltd. |
8,085 | 741,233 | (6.1 | ) | ||||||||
AMETEK, Inc. |
4,631 | 750,454 | (6.1 | ) | ||||||||
Amgen, Inc. |
1,015 | 318,974 | (2.6 | ) | ||||||||
Antero Resources Corp. |
1,228 | 27,434 | (0.2 | ) | ||||||||
Aon PLC, Class A |
106 | 31,634 | (0.3 | ) | ||||||||
AutoNation, Inc. |
4,350 | 607,521 | (5.0 | ) | ||||||||
Avnet, Inc. |
11,418 | 517,235 | (4.2 | ) | ||||||||
Axis Capital Holdings Ltd. |
1,320 | 78,566 | (0.6 | ) | ||||||||
Bank of America Corp. |
41,215 | 1,401,722 | (11.5 | ) | ||||||||
Best Buy Co., Inc. |
1,093 | 79,232 | (0.6 | ) | ||||||||
Block, Inc., Class A |
5,686 | 369,647 | (3.0 | ) | ||||||||
Box, Inc., Class A |
22,994 | 597,384 | (4.9 | ) | ||||||||
Boyd Gaming Corp. |
9,921 | 629,884 | (5.1 | ) | ||||||||
BRP, Inc. |
12,695 | 801,900 | (6.6 | ) | ||||||||
Builders FirstSource, Inc. |
5,559 | 965,765 | (7.9 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Bunge Global SA |
1,261 | $ | 111,082 | (0.9 | )% | |||||||
Cable One, Inc. |
315 | 172,913 | (1.4 | ) | ||||||||
CACI International, Inc., Class A |
4,668 | 1,604,532 | (13.1 | ) | ||||||||
Cadence Design Systems, Inc. |
5,123 | 1,477,781 | (12.1 | ) | ||||||||
Camden Property Trust |
19,717 | 1,850,243 | (15.1 | ) | ||||||||
Carnival Corp. |
52,671 | 873,285 | (7.1 | ) | ||||||||
Carnival PLC |
15,124 | 228,213 | (1.9 | ) | ||||||||
Cencora, Inc. |
2,316 | 538,887 | (4.4 | ) | ||||||||
CH Robinson Worldwide, Inc. |
7,095 | 596,619 | (4.9 | ) | ||||||||
Chemed Corp. |
1,775 | 1,052,202 | (8.6 | ) | ||||||||
Ciena Corp. |
10,931 | 579,343 | (4.7 | ) | ||||||||
Cincinnati Financial Corp. |
1,238 | 137,170 | (1.1 | ) | ||||||||
Cirrus Logic, Inc. |
8,950 | 690,940 | (5.6 | ) | ||||||||
Citigroup, Inc. |
4,165 | 233,948 | (1.9 | ) | ||||||||
Cognex Corp. |
13,569 | 490,384 | (4.0 | ) | ||||||||
Colgate-Palmolive Co. |
1,533 | 129,079 | (1.1 | ) | ||||||||
Constellium SE, Class A |
2,525 | 47,344 | (0.4 | ) | ||||||||
Coterra Energy, Inc. |
2,494 | 62,051 | (0.5 | ) | ||||||||
Credit Acceptance Corp. |
1,920 | 1,038,854 | (8.5 | ) | ||||||||
D.R. Horton, Inc. |
1,775 | 253,665 | (2.1 | ) | ||||||||
Deckers Outdoor Corp. |
433 | 326,365 | (2.7 | ) | ||||||||
Devon Energy Corp. |
6,016 | 252,792 | (2.1 | ) | ||||||||
Dominos Pizza, Inc. |
258 | 109,965 | (0.9 | ) | ||||||||
eBay, Inc. |
27,601 | 1,133,573 | (9.3 | ) | ||||||||
EOG Resources, Inc. |
16,726 | 1,903,252 | (15.6 | ) | ||||||||
Equity Residential |
24,738 | 1,488,980 | (12.2 | ) | ||||||||
Exelixis, Inc. |
634 | 13,796 | (0.1 | ) | ||||||||
F5, Inc. |
1,367 | 251,118 | (2.1 | ) | ||||||||
Fair Isaac Corp. |
995 | 1,192,836 | (9.8 | ) | ||||||||
First American Financial Corp. |
2,364 | 142,667 | (1.2 | ) | ||||||||
Flex Ltd. |
22,505 | 534,269 | (4.4 | ) | ||||||||
Flowserve Corp. |
25,303 | 1,010,349 | (8.3 | ) | ||||||||
Fox Corp., Class A |
14,953 | 482,982 | (3.9 | ) | ||||||||
Franklin Resources, Inc. |
2,953 | 78,638 | (0.6 | ) | ||||||||
GoDaddy, Inc., Class A |
6,669 | 711,316 | (5.8 | ) | ||||||||
Graco, Inc. |
7,120 | 607,336 | (5.0 | ) | ||||||||
Guidewire Software, Inc. |
1,402 | 156,575 | (1.3 | ) | ||||||||
H&R Block, Inc. |
1,659 | 77,708 | (0.6 | ) | ||||||||
Halozyme Therapeutics, Inc. |
5,510 | 186,514 | (1.5 | ) | ||||||||
Harley-Davidson, Inc. |
22,508 | 730,385 | (6.0 | ) | ||||||||
Helmerich & Payne, Inc. |
34,194 | 1,376,650 | (11.3 | ) | ||||||||
Hilton Grand Vacations, Inc. |
8,142 | 339,521 | (2.8 | ) | ||||||||
HP, Inc. |
112,312 | 3,224,478 | (26.4 | ) | ||||||||
Huntsman Corp. |
1,064 | 26,111 | (0.2 | ) | ||||||||
Independence Realty Trust, Inc. |
8,970 | 131,769 | (1.1 | ) | ||||||||
International Paper Co. |
18,956 | 679,193 | (5.6 | ) | ||||||||
Invesco Ltd. |
9,236 | 146,206 | (1.2 | ) | ||||||||
Invitation Homes, Inc. |
10,667 | 351,264 | (2.9 | ) | ||||||||
Iridium Communications, Inc. |
7,484 | 271,370 | (2.2 | ) | ||||||||
ITT, Inc. |
733 | 88,532 | (0.7 | ) | ||||||||
Jack Henry & Associates, Inc. |
3,464 | 574,435 | (4.7 | ) | ||||||||
James Hardie Industries PLC, CDI |
23,125 | 879,161 | (7.2 | ) | ||||||||
Jones Lang LaSalle, Inc. |
1,537 | 272,141 | (2.2 | ) | ||||||||
KeyCorp |
21,960 | 319,079 | (2.6 | ) | ||||||||
Kimberly-Clark Corp. |
3,297 | 398,838 | (3.3 | ) | ||||||||
KLA Corp. |
238 | 141,382 | (1.2 | ) | ||||||||
Lamar Advertising Co., Class A |
2,886 | 302,106 | (2.5 | ) | ||||||||
Landstar System, Inc. |
4,103 | 786,627 | (6.4 | ) | ||||||||
Lattice Semiconductor Corp. |
4,805 | 292,432 | (2.4 | ) | ||||||||
Lennar Corp., Class A |
2,921 | 437,712 | (3.6 | ) | ||||||||
Lennox International, Inc. |
360 | 154,138 | (1.3 | ) |
75 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Liberty Media Corp.-Liberty SiriusXM |
4,465 | $ | 135,557 | (1.1 | )% | |||||||
Louisiana-Pacific Corp. |
30,182 | 2,008,612 | (16.4 | ) | ||||||||
Lyft, Inc., Class A |
122,086 | 1,524,854 | (12.5 | ) | ||||||||
Manhattan Associates, Inc. |
10,888 | 2,640,993 | (21.6 | ) | ||||||||
Marathon Oil Corp. |
10,105 | 230,899 | (1.9 | ) | ||||||||
Marsh & McLennan Cos., Inc. |
6,229 | 1,207,429 | (9.9 | ) | ||||||||
Masco Corp. |
17,036 | 1,146,352 | (9.4 | ) | ||||||||
Mastercard, Inc., Class A |
1,004 | 451,027 | (3.7 | ) | ||||||||
Mettler-Toledo International, Inc. |
993 | 1,188,810 | (9.7 | ) | ||||||||
MGM Resorts International |
1,610 | 69,826 | (0.6 | ) | ||||||||
Molina Healthcare, Inc. |
489 | 174,299 | (1.4 | ) | ||||||||
MSCI, Inc., Class A |
886 | 530,377 | (4.3 | ) | ||||||||
Murphy USA, Inc. |
836 | 294,707 | (2.4 | ) | ||||||||
NetApp, Inc. |
8,363 | 729,254 | (6.0 | ) | ||||||||
New Jersey Resources Corp. |
3,615 | 147,600 | (1.2 | ) | ||||||||
Nutanix, Inc., Class A |
10,046 | 564,585 | (4.6 | ) | ||||||||
NVR, Inc. |
43 | 304,237 | (2.5 | ) | ||||||||
OGE Energy Corp. |
18,578 | 617,533 | (5.0 | ) | ||||||||
Oshkosh Corp. |
28,368 | 3,123,317 | (25.5 | ) | ||||||||
Paramount Global, Class B |
142,763 | 2,082,912 | (17.0 | ) | ||||||||
Penske Automotive Group, Inc. |
3,220 | 477,751 | (3.9 | ) | ||||||||
Perrigo Co. PLC |
2,899 | 93,000 | (0.8 | ) | ||||||||
Pool Corp. |
881 | 327,071 | (2.7 | ) | ||||||||
Post Holdings, Inc. |
31,183 | 2,895,965 | (23.7 | ) | ||||||||
Primo Water Corp. |
3,030 | 44,259 | (0.4 | ) | ||||||||
PulteGroup, Inc. |
10,769 | 1,126,007 | (9.2 | ) | ||||||||
Pure Storage, Inc., Class A |
9,975 | 398,900 | (3.3 | ) | ||||||||
Qualys, Inc. |
8,032 | 1,519,413 | (12.4 | ) | ||||||||
Regeneron Pharmaceuticals, Inc., Registered Shares |
207 | 195,155 | (1.6 | ) | ||||||||
Regions Financial Corp. |
12,814 | 239,237 | (2.0 | ) | ||||||||
Reinsurance Group of America, Inc. |
11,650 | 2,025,819 | (16.6 | ) | ||||||||
RH |
678 | 171,859 | (1.4 | ) | ||||||||
Robert Half, Inc. |
8,942 | 711,247 | (5.8 | ) | ||||||||
RPM International, Inc. |
725 | 77,329 | (0.6 | ) | ||||||||
S&P Global, Inc. |
941 | 421,897 | (3.4 | ) | ||||||||
Sarepta Therapeutics, Inc. |
6,025 | 716,915 | (5.9 | ) | ||||||||
SEI Investments Co. |
19,406 | 1,227,235 | (10.0 | ) | ||||||||
Service Corp. International |
23,436 | 1,573,024 | (12.9 | ) | ||||||||
Signify NV |
27,947 | 849,886 | (6.9 | ) | ||||||||
Silicon Laboratories, Inc. |
2,569 | 316,912 | (2.6 | ) | ||||||||
Spotify Technology SA |
10,179 | 2,192,048 | (17.9 | ) | ||||||||
Synovus Financial Corp. |
11,335 | 426,876 | (3.5 | ) | ||||||||
Sysco Corp. |
9,925 | 803,230 | (6.6 | ) | ||||||||
T Rowe Price Group, Inc. |
488 | 52,924 | (0.4 | ) | ||||||||
Taylor Morrison Home Corp., Class A |
4,971 | 259,188 | (2.1 | ) | ||||||||
TD SYNNEX Corp. |
854 | 85,383 | (0.7 | ) | ||||||||
TE Connectivity Ltd. |
29,539 | 4,200,150 | (34.4 | ) | ||||||||
Tenet Healthcare Corp. |
2,406 | 199,072 | (1.6 | ) | ||||||||
Teradata Corp. |
2,907 | 134,245 | (1.1 | ) | ||||||||
Teradyne, Inc. |
7,241 | 699,408 | (5.7 | ) | ||||||||
Tetra Tech, Inc. |
840 | 132,871 | (1.1 | ) | ||||||||
Toll Brothers, Inc. |
6,995 | 694,953 | (5.7 | ) | ||||||||
Transocean Ltd. |
25,441 | 138,908 | (1.1 | ) | ||||||||
Trex Co., Inc. |
8,818 | 718,491 | (5.9 | ) | ||||||||
U.S. Foods Holding Corp. |
9,570 | 440,316 | (3.6 | ) | ||||||||
UFP Industries, Inc. |
108 | 12,253 | (0.1 | ) | ||||||||
UGI Corp. |
85,066 | 1,883,361 | (15.4 | ) | ||||||||
United Therapeutics Corp. |
630 | 135,311 | (1.1 | ) | ||||||||
Valmont Industries, Inc. |
3,533 | 797,433 | (6.5 | ) | ||||||||
Veeva Systems, Inc., Class A |
383 | 79,438 | (0.6 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
VeriSign, Inc. |
18,651 | $ | 3,709,311 | (30.3 | )% | |||||||
Verisk Analytics, Inc. |
137 | 33,090 | (0.3 | ) | ||||||||
Visa, Inc., Class A |
6,809 | 1,860,627 | (15.2 | ) | ||||||||
Visteon Corp. |
1,041 | 120,017 | (1.0 | ) | ||||||||
Vulcan Materials Co. |
588 | 132,894 | (1.1 | ) | ||||||||
Wayfair, Inc., Class A |
4,072 | 204,618 | (1.7 | ) | ||||||||
West Pharmaceutical Services, Inc. |
2,040 | 760,981 | (6.2 | ) | ||||||||
Westinghouse Air Brake Technologies Corp. |
3,069 | 403,788 | (3.3 | ) | ||||||||
Westlake Corp. |
15,102 | 2,089,362 | (17.1 | ) | ||||||||
Zions Bancorp NA |
19,901 | 833,852 | (6.8 | ) | ||||||||
Zoetis, Inc., Class A |
4,860 | 912,757 | (7.5 | ) | ||||||||
|
|
|
|
|||||||||
113,024,922 | ||||||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Bayerische Motoren Werke AG |
1,041 | 103,041 | (0.8 | ) | ||||||||
|
|
|
|
|||||||||
Total Reference Entity Long |
283,296,687 | |||||||||||
|
|
|||||||||||
Reference Entity Short |
||||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
EBOS Group Ltd. |
(16,821 | ) | (390,123 | ) | 3.2 | |||||||
|
|
|
|
|||||||||
Austria | ||||||||||||
Mondi PLC |
(19,363 | ) | (347,855 | ) | 2.8 | |||||||
|
|
|
|
|||||||||
Belgium | ||||||||||||
Anheuser-Busch InBev SA |
(79,677 | ) | (4,995,580 | ) | 40.8 | |||||||
Lotus Bakeries NV |
(130 | ) | (1,122,122 | ) | 9.2 | |||||||
Solvay SA |
(11,900 | ) | (327,472 | ) | 2.7 | |||||||
|
|
|
|
|||||||||
(6,445,174 | ) | |||||||||||
Bermuda | ||||||||||||
RenaissanceRe Holdings Ltd. |
(4,482 | ) | (1,025,616 | ) | 8.4 | |||||||
|
|
|
|
|||||||||
Brazil | ||||||||||||
Yara International ASA |
(9,974 | ) | (334,548 | ) | 2.7 | |||||||
|
|
|
|
|||||||||
Canada | ||||||||||||
RB Global, Inc. |
(1 | ) | (64 | ) | 0.0 | |||||||
|
|
|
|
|||||||||
China | ||||||||||||
ESR Group Ltd. |
(78,000 | ) | (99,638 | ) | 0.8 | |||||||
Xinyi Glass Holdings Ltd. |
(11,000 | ) | (9,113 | ) | 0.1 | |||||||
|
|
|
|
|||||||||
(108,751 | ) | |||||||||||
Denmark | ||||||||||||
Carlsberg A/S, Class B |
(9,714 | ) | (1,266,260 | ) | 10.4 | |||||||
Coloplast A/S, Class B |
(4,758 | ) | (555,159 | ) | 4.6 | |||||||
Danske Bank A/S |
(178,411 | ) | (4,840,035 | ) | 39.6 | |||||||
GN Store Nord A/S |
(1,713 | ) | (40,969 | ) | 0.3 | |||||||
Vestas Wind Systems A/S |
(989 | ) | (28,246 | ) | 0.2 | |||||||
|
|
|
|
|||||||||
(6,730,669 | ) | |||||||||||
Finland | ||||||||||||
Fortum OYJ |
(15,617 | ) | (216,486 | ) | 1.8 | |||||||
Kesko OYJ, Class B |
(13,682 | ) | (270,790 | ) | 2.2 | |||||||
Neste OYJ |
(17,269 | ) | (601,892 | ) | 4.9 | |||||||
UPM-Kymmene OYJ |
(11,014 | ) | (406,142 | ) | 3.3 | |||||||
Valmet Oyj |
(1,856 | ) | (52,881 | ) | 0.5 | |||||||
|
|
|
|
|||||||||
(1,548,191 | ) | |||||||||||
France | ||||||||||||
Adevinta ASA, Class B |
(125,823 | ) | (1,372,056 | ) | 11.2 | |||||||
Bollore SE |
(307,422 | ) | (2,055,941 | ) | 16.8 |
S C H E D U L E O F I N V E S T M E N T S |
76 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
France (continued) | ||||||||||||
Capgemini SE |
(1,467 | ) | $ | (329,213 | ) | 2.7 | % | |||||
Danone SA |
(14,457 | ) | (976,035 | ) | 8.0 | |||||||
Edenred SE |
(8,635 | ) | (522,796 | ) | 4.3 | |||||||
EssilorLuxottica SA |
(10,422 | ) | (2,069,122 | ) | 16.9 | |||||||
Ipsen SA |
(11,027 | ) | (1,287,990 | ) | 10.5 | |||||||
Kering SA |
(11,278 | ) | (4,684,950 | ) | 38.3 | |||||||
LVMH Moet Hennessy Louis Vuitton SE |
(2,821 | ) | (2,374,515 | ) | 19.4 | |||||||
Remy Cointreau SA |
(299 | ) | (30,699 | ) | 0.3 | |||||||
Sartorius Stedim Biotech |
(4,936 | ) | (1,341,462 | ) | 11.0 | |||||||
TotalEnergies SE |
(23,141 | ) | (1,520,866 | ) | 12.5 | |||||||
Unibail-Rodamco-Westfield |
(4,743 | ) | (344,020 | ) | 2.8 | |||||||
|
|
|
|
|||||||||
(18,909,665 | ) | |||||||||||
Germany | ||||||||||||
AIXTRON SE |
(4,289 | ) | (161,669 | ) | 1.3 | |||||||
Bayer AG, Class N |
(47,513 | ) | (1,493,302 | ) | 12.2 | |||||||
Bechtle AG |
(6,361 | ) | (333,982 | ) | 2.7 | |||||||
Continental AG |
(9,925 | ) | (819,086 | ) | 6.7 | |||||||
Daimler Truck Holding AG |
(16,263 | ) | (587,642 | ) | 4.8 | |||||||
Deutsche Post AG, Class N |
(12,530 | ) | (608,214 | ) | 5.0 | |||||||
Fresenius SE & Co. KGaA |
(57,511 | ) | (1,636,893 | ) | 13.4 | |||||||
Hannover Rueck SE, Class N |
(1,426 | ) | (346,458 | ) | 2.8 | |||||||
HelloFresh SE |
(17,813 | ) | (238,798 | ) | 2.0 | |||||||
MTU Aero Engines AG, Class N |
(11,340 | ) | (2,629,118 | ) | 21.5 | |||||||
SMA Solar Technology AG |
(1,362 | ) | (70,287 | ) | 0.6 | |||||||
Symrise AG, Class A |
(12,299 | ) | (1,280,229 | ) | 10.5 | |||||||
Talanx AG |
(7,851 | ) | (558,265 | ) | 4.6 | |||||||
Volkswagen AG |
(712 | ) | (101,017 | ) | 0.8 | |||||||
|
|
|
|
|||||||||
(10,864,960 | ) | |||||||||||
Hong Kong | ||||||||||||
Hang Seng Bank Ltd. |
(39,100 | ) | (406,772 | ) | 3.3 | |||||||
Henderson Land Development Co. Ltd. |
(14,000 | ) | (36,453 | ) | 0.3 | |||||||
HKT Trust & HKT Ltd., Class SS |
(73,000 | ) | (87,637 | ) | 0.7 | |||||||
Hong Kong & China Gas Co. Ltd. |
(526,000 | ) | (374,089 | ) | 3.0 | |||||||
Link REIT |
(68,497 | ) | (343,481 | ) | 2.8 | |||||||
MTR Corp. Ltd. |
(300,500 | ) | (976,961 | ) | 8.0 | |||||||
Techtronic Industries Co. Ltd. |
(268,000 | ) | (2,844,622 | ) | 23.3 | |||||||
WH Group Ltd. |
(76,000 | ) | (44,809 | ) | 0.4 | |||||||
|
|
|
|
|||||||||
(5,114,824 | ) | |||||||||||
Ireland | ||||||||||||
Kingspan Group PLC |
(6,465 | ) | (531,987 | ) | 4.4 | |||||||
|
|
|
|
|||||||||
Israel | ||||||||||||
Global-e Online Ltd. |
(2,743 | ) | (103,603 | ) | 0.8 | |||||||
Mobileye Global, Inc., Class A |
(9,289 | ) | (240,214 | ) | 2.0 | |||||||
|
|
|
|
|||||||||
(343,817 | ) | |||||||||||
Italy | ||||||||||||
Assicurazioni Generali SpA |
(76,490 | ) | (1,728,140 | ) | 14.1 | |||||||
Davide Campari-Milano NV |
(26,979 | ) | (276,312 | ) | 2.3 | |||||||
DiaSorin SpA |
(601 | ) | (56,032 | ) | 0.5 | |||||||
Eni SpA |
(58,023 | ) | (937,537 | ) | 7.7 | |||||||
FinecoBank Banca Fineco SpA |
(22,842 | ) | (333,965 | ) | 2.7 | |||||||
Leonardo SpA |
(63,988 | ) | (1,132,606 | ) | 9.3 | |||||||
Nexi SpA |
(215,452 | ) | (1,674,739 | ) | 13.7 | |||||||
Poste Italiane SpA |
(13,747 | ) | (151,084 | ) | 1.2 | |||||||
|
|
|
|
|||||||||
(6,290,415 | ) | |||||||||||
Japan | ||||||||||||
Ajinomoto Co., Inc. |
(5,300 | ) | (219,652 | ) | 1.8 | |||||||
Chiba Bank Ltd. |
(74,100 | ) | (554,266 | ) | 4.5 |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Chubu Electric Power Co., Inc. |
(63,300 | ) | $ | (829,210 | ) | 6.8 | % | |||||
Daiwa House REIT Investment Corp. |
(725 | ) | (1,293,352 | ) | 10.6 | |||||||
Fukuoka Financial Group, Inc. |
(1,600 | ) | (39,678 | ) | 0.3 | |||||||
GLP J-REIT |
(1,868 | ) | (1,685,018 | ) | 13.8 | |||||||
Harmonic Drive Systems, Inc. |
(31,000 | ) | (759,557 | ) | 6.2 | |||||||
Hoshizaki Corp. |
(38,400 | ) | (1,410,872 | ) | 11.5 | |||||||
Ibiden Co. Ltd. |
(25,000 | ) | (1,271,487 | ) | 10.4 | |||||||
Iida Group Holdings Co. Ltd. |
(10,500 | ) | (160,131 | ) | 1.3 | |||||||
Japan Airport Terminal Co. Ltd. |
(17,000 | ) | (681,978 | ) | 5.6 | |||||||
Japan Metropolitan Fund Invest |
(20 | ) | (13,711 | ) | 0.1 | |||||||
Japan Petroleum Exploration Co. Ltd. |
(44,000 | ) | (1,806,326 | ) | 14.8 | |||||||
Japan Real Estate Investment Corp. |
(452 | ) | (1,749,915 | ) | 14.3 | |||||||
Jeol Ltd. |
(1,500 | ) | (69,180 | ) | 0.6 | |||||||
JMDC, Inc. |
(11,200 | ) | (299,378 | ) | 2.4 | |||||||
Keisei Electric Railway Co. Ltd. |
(16,600 | ) | (758,936 | ) | 6.2 | |||||||
Kikkoman Corp. |
(12,500 | ) | (776,815 | ) | 6.4 | |||||||
Kintetsu Group Holdings Co. Ltd. |
(15,900 | ) | (495,493 | ) | 4.1 | |||||||
Kyushu Electric Power Co., Inc. |
(54,200 | ) | (409,680 | ) | 3.4 | |||||||
Macnica Holdings, Inc. |
(900 | ) | (48,112 | ) | 0.4 | |||||||
Mercari, Inc. |
(1,300 | ) | (21,707 | ) | 0.2 | |||||||
MinebeaMitsumi, Inc. |
(12,600 | ) | (262,870 | ) | 2.2 | |||||||
Mitsui OSK Lines Ltd. |
(61,000 | ) | (2,211,098 | ) | 18.1 | |||||||
Nippon Building Fund, Inc. |
(488 | ) | (1,994,061 | ) | 16.3 | |||||||
Nippon Sanso Holdings Corp. |
(29,600 | ) | (757,546 | ) | 6.2 | |||||||
Nissan Chemical Corp. |
(6,500 | ) | (261,811 | ) | 2.1 | |||||||
Niterra Co. Ltd. |
(56,600 | ) | (1,537,924 | ) | 12.6 | |||||||
Nitori Holdings Co. Ltd. |
(1,900 | ) | (251,021 | ) | 2.1 | |||||||
Rakus Co. Ltd. |
(65,200 | ) | (1,081,726 | ) | 8.8 | |||||||
Rohto Pharmaceutical Co. Ltd. |
(55,300 | ) | (1,142,764 | ) | 9.3 | |||||||
Secom Co. Ltd. |
(9,400 | ) | (689,078 | ) | 5.6 | |||||||
Seven & i Holdings Co. Ltd. |
(14,700 | ) | (586,085 | ) | 4.8 | |||||||
SG Holdings Co. Ltd. |
(103,400 | ) | (1,353,262 | ) | 11.1 | |||||||
SHIFT, Inc. |
(1,800 | ) | (327,755 | ) | 2.7 | |||||||
Shinko Electric Industries Co. Ltd. |
(2,100 | ) | (78,386 | ) | 0.6 | |||||||
Shionogi & Co. Ltd. |
(4,900 | ) | (237,491 | ) | 1.9 | |||||||
SMC Corp. |
(5,500 | ) | (3,091,535 | ) | 25.3 | |||||||
Sony Group Corp. |
(4,800 | ) | (475,226 | ) | 3.9 | |||||||
Square Enix Holdings Co. Ltd. |
(7,100 | ) | (280,122 | ) | 2.3 | |||||||
SUMCO Corp. |
(81,000 | ) | (1,240,068 | ) | 10.1 | |||||||
Tobu Railway Co. Ltd. |
(7,500 | ) | (200,613 | ) | 1.6 | |||||||
Tohoku Electric Power Co., Inc. |
(7,200 | ) | (48,530 | ) | 0.4 | |||||||
Tokyo Electric Power Co. Holdings, Inc. |
(379,000 | ) | (2,038,104 | ) | 16.7 | |||||||
Tokyo Gas Co. Ltd. |
(54,500 | ) | (1,264,363 | ) | 10.3 | |||||||
Toyo Suisan Kaisha Ltd. |
(18,500 | ) | (972,948 | ) | 8.0 | |||||||
Visional, Inc. |
(7,400 | ) | (467,765 | ) | 3.8 | |||||||
West Japan Railway Co. |
(16,300 | ) | (685,377 | ) | 5.6 | |||||||
Yamato Holdings Co. Ltd. |
(4,200 | ) | (73,324 | ) | 0.6 | |||||||
Yokohama Rubber Co. Ltd. |
(32,800 | ) | (783,508 | ) | 6.4 | |||||||
|
|
|
|
|||||||||
(39,748,815 | ) | |||||||||||
Netherlands | ||||||||||||
Adyen NV |
(259 | ) | (329,310 | ) | 2.7 | |||||||
Argenx SE |
(3,808 | ) | (1,456,064 | ) | 11.9 | |||||||
BE Semiconductor Industries NV |
(606 | ) | (92,195 | ) | 0.8 | |||||||
Heineken Holding NV |
(58,007 | ) | (4,932,524 | ) | 40.3 | |||||||
Heineken NV |
(22,144 | ) | (2,256,944 | ) | 18.5 | |||||||
IMCD NV |
(1,614 | ) | (249,831 | ) | 2.0 | |||||||
JDE Peets NV |
(86,389 | ) | (2,159,993 | ) | 17.7 | |||||||
Universal Music Group NV |
(23,518 | ) | (702,405 | ) | 5.7 | |||||||
|
|
|
|
|||||||||
(12,179,266 | ) |
77 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
New Zealand | ||||||||||||
Auckland International Airport Ltd. |
(12,174 | ) | $ | (63,257 | ) | 0.5 | % | |||||
Mercury NZ Ltd. |
(8,921 | ) | (37,283 | ) | 0.3 | |||||||
Meridian Energy Ltd. |
(135,374 | ) | (464,835 | ) | 3.8 | |||||||
|
|
|
|
|||||||||
(565,375 | ) | |||||||||||
Norway | ||||||||||||
Orkla ASA |
(228,234 | ) | (1,814,849 | ) | 14.8 | |||||||
Salmar ASA |
(16,457 | ) | (927,300 | ) | 7.6 | |||||||
|
|
|
|
|||||||||
(2,742,149 | ) | |||||||||||
Portugal | ||||||||||||
Banco Comercial Portugues SA, R Shares |
(6,562,597 | ) | (1,937,342 | ) | 15.9 | |||||||
Jeronimo Martins SGPS SA |
(4,767 | ) | (109,883 | ) | 0.9 | |||||||
|
|
|
|
|||||||||
(2,047,225 | ) | |||||||||||
Spain | ||||||||||||
Aena SME SA |
(255 | ) | (45,370 | ) | 0.4 | |||||||
Cellnex Telecom SA |
(29,830 | ) | (1,161,399 | ) | 9.5 | |||||||
|
|
|
|
|||||||||
(1,206,769 | ) | |||||||||||
Sweden | ||||||||||||
Boliden AB |
(43,241 | ) | (1,157,423 | ) | 9.5 | |||||||
Castellum AB |
(125,424 | ) | (1,627,972 | ) | 13.3 | |||||||
Epiroc AB, Class A |
(66,269 | ) | (1,180,784 | ) | 9.7 | |||||||
Epiroc AB, Class B |
(8,900 | ) | (139,932 | ) | 1.1 | |||||||
EQT AB |
(22,869 | ) | (618,800 | ) | 5.1 | |||||||
Evolution Ab |
(2,993 | ) | (352,184 | ) | 2.9 | |||||||
Getinge AB, Class B |
(51,656 | ) | (1,113,293 | ) | 9.1 | |||||||
Industrivarden AB, Class A |
(204 | ) | (6,474 | ) | 0.1 | |||||||
Investment AB Latour, Class B |
(19,384 | ) | (489,135 | ) | 4.0 | |||||||
Lifco AB, Class B |
(6,186 | ) | (150,463 | ) | 1.2 | |||||||
Sandvik Ab |
(99,239 | ) | (2,101,529 | ) | 17.2 | |||||||
Skandinaviska Enskilda Banken AB, Class A |
(318,731 | ) | (4,562,367 | ) | 37.3 | |||||||
Skanska AB, B Shares |
(2,099 | ) | (36,682 | ) | 0.3 | |||||||
SKF AB, Class B |
(1,575 | ) | (31,276 | ) | 0.3 | |||||||
Svenska Cellulosa AB SCA, Class B |
(26,929 | ) | (369,659 | ) | 3.0 | |||||||
Svenska Handelsbanken AB, A Shares |
(292,440 | ) | (3,158,568 | ) | 25.8 | |||||||
|
|
|
|
|||||||||
(17,096,541 | ) | |||||||||||
Switzerland | ||||||||||||
On Holding AG, Class A |
(3,367 | ) | (89,428 | ) | 0.7 | |||||||
|
|
|
|
|||||||||
Thailand | ||||||||||||
Fabrinet |
(5,390 | ) | (1,150,819 | ) | 9.4 | |||||||
|
|
|
|
|||||||||
United Kingdom | ||||||||||||
Admiral Group PLC |
(9,299 | ) | (297,024 | ) | 2.4 | |||||||
Barratt Developments PLC |
(46,295 | ) | (316,896 | ) | 2.6 | |||||||
Beazley PLC |
(81,030 | ) | (560,055 | ) | 4.6 | |||||||
Compass Group PLC |
(56,707 | ) | (1,568,719 | ) | 12.8 | |||||||
Diageo PLC |
(141,175 | ) | (5,113,397 | ) | 41.8 | |||||||
DS Smith PLC |
(391,721 | ) | (1,402,792 | ) | 11.5 | |||||||
Howden Joinery Group PLC |
(26,530 | ) | (269,797 | ) | 2.2 | |||||||
Imperial Brands PLC |
(93,311 | ) | (2,249,369 | ) | 18.4 | |||||||
Intertek Group PLC |
(9,730 | ) | (554,596 | ) | 4.6 | |||||||
JD Sports Fashion PLC |
(481,280 | ) | (713,707 | ) | 5.9 | |||||||
Legal & General Group PLC |
(84,121 | ) | (271,739 | ) | 2.2 | |||||||
Lloyds Banking Group PLC |
(561,768 | ) | (302,493 | ) | 2.5 | |||||||
Ocado Group PLC |
(92,681 | ) | (638,012 | ) | 5.2 | |||||||
Persimmon PLC |
(186 | ) | (3,441 | ) | 0.0 | |||||||
RELX PLC |
(127,863 | ) | (5,299,945 | ) | 43.4 | |||||||
Smith & Nephew PLC |
(13,226 | ) | (185,627 | ) | 1.5 |
Security | Shares | Value | % of Basket Value |
|||||||||
United Kingdom (continued) | ||||||||||||
Spirax-Sarco Engineering PLC |
(42,337 | ) | $ | (5,343,731 | ) | 43.7 | % | |||||
St Jamess Place PLC |
(13,707 | ) | (112,989 | ) | 0.9 | |||||||
Vistry Group PLC |
(111,919 | ) | (1,421,681 | ) | 11.6 | |||||||
|
|
|
|
|||||||||
(26,626,010 | ) | |||||||||||
United States | ||||||||||||
10X Genomics, Inc., Class A |
(4,484 | ) | (186,848 | ) | 1.5 | |||||||
Agree Realty Corp. |
(19,989 | ) | (1,191,544 | ) | 9.7 | |||||||
Air Lease Corp., Class A |
(6,779 | ) | (283,430 | ) | 2.3 | |||||||
Airbnb, Inc., Class A |
(11,652 | ) | (1,679,519 | ) | 13.7 | |||||||
Albemarle Corp. |
(9,695 | ) | (1,112,404 | ) | 9.1 | |||||||
Alight, Inc., Class A |
(41,434 | ) | (369,591 | ) | 3.0 | |||||||
Alliant Energy Corp. |
(10,884 | ) | (529,615 | ) | 4.3 | |||||||
Americold Realty Trust, Inc. |
(18,258 | ) | (502,095 | ) | 4.1 | |||||||
Amkor Technology, Inc. |
(28,556 | ) | (904,083 | ) | 7.4 | |||||||
Antero Midstream Corp. |
(1,856 | ) | (22,717 | ) | 0.2 | |||||||
Aramark |
(1,707 | ) | (49,640 | ) | 0.4 | |||||||
Asana, Inc., Class A |
(9,241 | ) | (160,978 | ) | 1.3 | |||||||
Aspen Technology, Inc. |
(2,190 | ) | (420,458 | ) | 3.4 | |||||||
ATI, Inc. |
(5,466 | ) | (223,395 | ) | 1.8 | |||||||
Avantor, Inc. |
(50,056 | ) | (1,150,787 | ) | 9.4 | |||||||
Ball Corp. |
(19,747 | ) | (1,094,971 | ) | 9.0 | |||||||
Bath & Body Works, Inc. |
(15,984 | ) | (681,877 | ) | 5.6 | |||||||
Bill Holdings, Inc. |
(5,925 | ) | (462,446 | ) | 3.8 | |||||||
BJs Wholesale Club Holdings, Inc. |
(30,761 | ) | (1,979,163 | ) | 16.2 | |||||||
BorgWarner, Inc. |
(12,420 | ) | (421,038 | ) | 3.4 | |||||||
Boston Scientific Corp. |
(26,772 | ) | (1,693,597 | ) | 13.9 | |||||||
Braze, Inc., Class A |
(855 | ) | (46,213 | ) | 0.4 | |||||||
BWX Technologies, Inc. |
(13,063 | ) | (1,064,373 | ) | 8.7 | |||||||
Cboe Global Markets, Inc. |
(858 | ) | (157,743 | ) | 1.3 | |||||||
CF Industries Holdings, Inc. |
(7,325 | ) | (553,111 | ) | 4.5 | |||||||
Chart Industries, Inc. |
(658 | ) | (76,802 | ) | 0.6 | |||||||
Chesapeake Energy Corp. |
(3,047 | ) | (234,954 | ) | 1.9 | |||||||
Chord Energy Corp. |
(9,733 | ) | (1,496,546 | ) | 12.2 | |||||||
Churchill Downs, Inc. |
(7,531 | ) | (911,025 | ) | 7.5 | |||||||
Coinbase Global, Inc., Class A |
(760 | ) | (97,432 | ) | 0.8 | |||||||
Columbia Sportswear Co. |
(2,681 | ) | (212,496 | ) | 1.7 | |||||||
Core & Main, Inc., Class A |
(2,404 | ) | (99,309 | ) | 0.8 | |||||||
Corteva, Inc. |
(30,517 | ) | (1,387,913 | ) | 11.4 | |||||||
Coty, Inc., Class A |
(9,642 | ) | (116,475 | ) | 1.0 | |||||||
Crane Co. |
(22,819 | ) | (2,832,066 | ) | 23.2 | |||||||
Dollar Tree, Inc. |
(9,453 | ) | (1,234,751 | ) | 10.1 | |||||||
DoorDash, Inc., Class A |
(3,681 | ) | (383,560 | ) | 3.1 | |||||||
DoubleVerify Holdings, Inc. |
(5,767 | ) | (230,738 | ) | 1.9 | |||||||
Doximity, Inc., Class A |
(51,516 | ) | (1,388,356 | ) | 11.4 | |||||||
Duke Energy Corp. |
(13,954 | ) | (1,337,212 | ) | 10.9 | |||||||
Duolingo, Inc., Class A |
(2,265 | ) | (405,186 | ) | 3.3 | |||||||
Dutch Bros, Inc., Class A |
(23,321 | ) | (626,169 | ) | 5.1 | |||||||
Entegris, Inc. |
(824 | ) | (96,985 | ) | 0.8 | |||||||
Envista Holdings Corp. |
(557 | ) | (13,090 | ) | 0.1 | |||||||
Equifax, Inc. |
(6,666 | ) | (1,628,770 | ) | 13.3 | |||||||
Erie Indemnity Co., Class A |
(1,092 | ) | (377,646 | ) | 3.1 | |||||||
Eversource Energy |
(598 | ) | (32,424 | ) | 0.3 | |||||||
Exelon Corp. |
(85,669 | ) | (2,982,138 | ) | 24.4 | |||||||
Extra Space Storage, Inc. |
(6,461 | ) | (933,227 | ) | 7.6 | |||||||
Ferguson PLC |
(13,711 | ) | (2,574,701 | ) | 21.1 | |||||||
Fifth Third Bancorp |
(17,803 | ) | (609,575 | ) | 5.0 | |||||||
Freshworks, Inc., Class A |
(6,792 | ) | (150,782 | ) | 1.2 | |||||||
GE HealthCare, Inc. |
(32,799 | ) | (2,406,135 | ) | 19.7 | |||||||
Graphic Packaging Holding Co. |
(143,648 | ) | (3,664,460 | ) | 30.0 |
S C H E D U L E O F I N V E S T M E N T S |
78 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Haleon PLC |
(1,082,616 | ) | $ | (4,417,225 | ) | 36.1 | % | |||||
Hasbro, Inc. |
(40,125 | ) | (1,964,119 | ) | 16.1 | |||||||
HB Fuller Co. |
(45 | ) | (3,410 | ) | 0.0 | |||||||
Healthcare Realty Trust, Inc. |
(133,428 | ) | (2,149,525 | ) | 17.6 | |||||||
HealthEquity, Inc. |
(3,623 | ) | (273,826 | ) | 2.2 | |||||||
Hexcel Corp. |
(4,820 | ) | (320,000 | ) | 2.6 | |||||||
Hyatt Hotels Corp., Class A |
(11,597 | ) | (1,488,707 | ) | 12.2 | |||||||
Immunovant, Inc. |
(12,665 | ) | (461,133 | ) | 3.8 | |||||||
Inari Medical, Inc. |
(506 | ) | (28,817 | ) | 0.2 | |||||||
Ingersoll Rand, Inc. |
(28,933 | ) | (2,310,589 | ) | 18.9 | |||||||
Interactive Brokers Group, Inc., Class A |
(3,359 | ) | (298,111 | ) | 2.4 | |||||||
International Flavors & Fragrances, Inc. |
(20,289 | ) | (1,636,917 | ) | 13.4 | |||||||
Interpublic Group of Cos., Inc. |
(6,621 | ) | (218,427 | ) | 1.8 | |||||||
Intra-Cellular Therapies, Inc. |
(2,576 | ) | (173,468 | ) | 1.4 | |||||||
Keurig Dr. Pepper, Inc. |
(32,385 | ) | (1,018,184 | ) | 8.3 | |||||||
L3Harris Technologies, Inc. |
(18,560 | ) | (3,868,275 | ) | 31.6 | |||||||
Laboratory Corp. of America Holdings |
(7,357 | ) | (1,635,461 | ) | 13.4 | |||||||
Lantheus Holdings, Inc. |
(20,162 | ) | (1,047,013 | ) | 8.6 | |||||||
MACOM Technology Solutions Holdings, Inc., Class H |
(6,387 | ) | (550,751 | ) | 4.5 | |||||||
Madison Square Garden Sports Corp., Class A |
(902 | ) | (166,960 | ) | 1.4 | |||||||
Markel Group, Inc. |
(154 | ) | (230,604 | ) | 1.9 | |||||||
MarketAxess Holdings, Inc. |
(5,521 | ) | (1,245,041 | ) | 10.2 | |||||||
Marriott International, Inc., Class A |
(1,738 | ) | (416,651 | ) | 3.4 | |||||||
Masimo Corp. |
(6,187 | ) | (797,752 | ) | 6.5 | |||||||
Matador Resources Co. |
(17,499 | ) | (960,520 | ) | 7.9 | |||||||
Mueller Industries, Inc. |
(13,711 | ) | (658,128 | ) | 5.4 | |||||||
Murphy Oil Corp. |
(8,985 | ) | (347,720 | ) | 2.8 | |||||||
National Storage Affiliates Trust |
(51,177 | ) | (1,911,461 | ) | 15.6 | |||||||
New Fortress Energy, Inc., Class A |
(5,832 | ) | (193,797 | ) | 1.6 | |||||||
New York Community Bancorp, Inc., Class A |
(39,336 | ) | (254,504 | ) | 2.1 | |||||||
Noble Corp. PLC |
(67,202 | ) | (2,965,624 | ) | 24.3 | |||||||
Omnicom Group, Inc. |
(2,461 | ) | (222,425 | ) | 1.8 | |||||||
Onto Innovation, Inc. |
(9,826 | ) | (1,586,899 | ) | 13.0 | |||||||
Option Care Health, Inc. |
(7,500 | ) | (234,300 | ) | 1.9 | |||||||
Organon & Co. |
(32,455 | ) | (540,376 | ) | 4.4 | |||||||
Parsons Corp. |
(19,569 | ) | (1,274,920 | ) | 10.4 | |||||||
PayPal Holdings, Inc. |
(10,269 | ) | (630,003 | ) | 5.2 | |||||||
Penumbra, Inc. |
(1,905 | ) | (480,422 | ) | 3.9 | |||||||
Permian Resources Corp., Class A |
(105,428 | ) | (1,421,169 | ) | 11.6 | |||||||
PG&E Corp. |
(88,710 | ) | (1,496,538 | ) | 12.2 | |||||||
Pinnacle Financial Partners, Inc. |
(3,098 | ) | (273,801 | ) | 2.2 | |||||||
Planet Fitness, Inc., Class A |
(5,488 | ) | (371,867 | ) | 3.0 | |||||||
Primerica, Inc. |
(579 | ) | (135,579 | ) | 1.1 | |||||||
Procore Technologies, Inc. |
(1,707 | ) | (121,863 | ) | 1.0 | |||||||
PTC, Inc. |
(1,174 | ) | (212,083 | ) | 1.7 | |||||||
Public Service Enterprise Group, Inc. |
(31,516 | ) | (1,827,613 | ) | 15.0 | |||||||
QIAGEN NV |
(41,221 | ) | (1,792,509 | ) | 14.7 | |||||||
Quest Diagnostics, Inc. |
(3,119 | ) | (400,573 | ) | 3.3 | |||||||
Rambus, Inc. |
(5,705 | ) | (390,964 | ) | 3.2 | |||||||
Range Resources Corp. |
(933 | ) | (27,094 | ) | 0.2 | |||||||
Raymond James Financial, Inc. |
(16 | ) | (1,763 | ) | 0.0 | |||||||
Regal Rexnord Corp. |
(526 | ) | (70,200 | ) | 0.6 | |||||||
RLI Corp. |
(5,252 | ) | (716,215 | ) | 5.9 | |||||||
Robinhood Markets, Inc., Class A |
(24,844 | ) | (266,825 | ) | 2.2 | |||||||
Roivant Sciences Ltd. |
(3,330 | ) | (33,300 | ) | 0.3 | |||||||
Ryman Hospitality Properties, Inc. |
(12,063 | ) | (1,325,724 | ) | 10.8 | |||||||
Samsara, Inc., Class A |
(15,620 | ) | (490,468 | ) | 4.0 | |||||||
Sanofi SA |
(26,526 | ) | (2,690,908 | ) | 22.0 | |||||||
SentinelOne, Inc., Class A |
(2,367 | ) | (63,436 | ) | 0.5 | |||||||
Shift4 Payments, Inc., Class A |
(7,255 | ) | (520,982 | ) | 4.3 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Shockwave Medical, Inc. |
(8,403 | ) | $ | (1,901,179 | ) | 15.6 | % | |||||
Simpson Manufacturing Co., Inc. |
(18,863 | ) | (3,414,014 | ) | 27.9 | |||||||
SoFi Technologies, Inc. |
(18,539 | ) | (145,160 | ) | 1.2 | |||||||
SolarEdge Technologies, Inc. |
(20,010 | ) | (1,330,665 | ) | 10.9 | |||||||
SouthState Corp. |
(7,863 | ) | (653,415 | ) | 5.3 | |||||||
SPS Commerce, Inc. |
(3,000 | ) | (551,400 | ) | 4.5 | |||||||
STAG Industrial, Inc. |
(52,869 | ) | (1,952,981 | ) | 16.0 | |||||||
Starwood Property Trust, Inc. |
(50,226 | ) | (1,021,095 | ) | 8.4 | |||||||
STERIS PLC |
(1,301 | ) | (284,854 | ) | 2.3 | |||||||
Surgery Partners, Inc. |
(7,309 | ) | (224,313 | ) | 1.8 | |||||||
SVB Financial Group |
(216 | ) | (15 | ) | 0.0 | |||||||
Take-Two Interactive Software, Inc. |
(31,175 | ) | (5,141,693 | ) | 42.1 | |||||||
Teledyne Technologies, Inc. |
(8,850 | ) | (3,703,460 | ) | 30.3 | |||||||
Teleflex, Inc. |
(3,113 | ) | (755,930 | ) | 6.2 | |||||||
Tenable Holdings, Inc. |
(4,401 | ) | (207,287 | ) | 1.7 | |||||||
TKO Group Holdings, Inc., Class A |
(15,096 | ) | (1,263,384 | ) | 10.3 | |||||||
Tradeweb Markets, Inc., Class A |
(6,324 | ) | (603,246 | ) | 4.9 | |||||||
United Rentals, Inc. |
(361 | ) | (225,769 | ) | 1.9 | |||||||
Valaris Ltd. |
(18,251 | ) | (1,129,189 | ) | 9.2 | |||||||
Valvoline, Inc. |
(13,539 | ) | (494,038 | ) | 4.0 | |||||||
Vaxcyte, Inc. |
(4,056 | ) | (289,680 | ) | 2.4 | |||||||
Veralto Corp. |
(1,872 | ) | (143,564 | ) | 1.2 | |||||||
Warner Music Group Corp., Class A |
(5,574 | ) | (203,395 | ) | 1.7 | |||||||
Webster Financial Corp. |
(5,320 | ) | (263,234 | ) | 2.2 | |||||||
Welltower, Inc. |
(12,666 | ) | (1,095,736 | ) | 9.0 | |||||||
Whirlpool Corp. |
(1,130 | ) | (123,758 | ) | 1.0 | |||||||
Wolfspeed, Inc. |
(18,750 | ) | (610,313 | ) | 5.0 | |||||||
Wyndham Hotels & Resorts, Inc. |
(12,627 | ) | (984,022 | ) | 8.1 | |||||||
Wynn Resorts Ltd. |
(2,027 | ) | (191,410 | ) | 1.6 | |||||||
XPO, Inc. |
(13,735 | ) | (1,173,518 | ) | 9.6 | |||||||
YETI Holdings, Inc. |
(9,458 | ) | (415,868 | ) | 3.4 | |||||||
Zebra Technologies Corp., Class A |
(451 | ) | (108,037 | ) | 0.9 | |||||||
ZoomInfo Technologies, Inc., CLass A |
(13,997 | ) | (224,512 | ) | 1.8 | |||||||
|
|
|
|
|||||||||
(129,946,232 | ) | |||||||||||
Preferred Stocks |
| |||||||||||
Germany |
| |||||||||||
Sartorius AG |
(1,224 | ) | (451,976 | ) | 3.7 | |||||||
Volkswagen AG |
(20,680 | ) | (2,684,551 | ) | 21.9 | |||||||
|
|
|
|
|||||||||
Total Reference Entity Short |
|
(295,521,815 | ) | |||||||||
|
|
|||||||||||
Net Value of Reference Entity UBS AG |
|
$ | (12,225,128 | ) | ||||||||
|
|
The following table represents the individual long and short positions and related values of the equity securities underlying the total return swap with UBS AG as of period end, termination date 04/18/28:
Security | Shares | Value | % of Basket Value |
|||||||||
Reference Entity Long |
| |||||||||||
Common Stocks |
| |||||||||||
Australia |
| |||||||||||
Abacus Group |
123,177 | $ | 89,005 | (2,403.6 | )% | |||||||
Accent Group Ltd. |
111,900 | 149,374 | (4,033.9 | ) | ||||||||
Alumina Ltd. |
962,597 | 734,229 | (19,827.9 | ) | ||||||||
Austal Ltd. |
69,164 | 93,118 | (2,514.7 | ) | ||||||||
Bega Cheese Ltd. |
177,886 | 439,582 | (11,871.0 | ) | ||||||||
Boral Ltd. |
146,204 | 511,472 | (13,812.4 | ) |
79 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Australia (continued) | ||||||||||||
Challenger Ltd. |
114,283 | $ | 492,050 | (13,287.9 | )% | |||||||
Downer EDI Ltd. |
267,809 | 740,330 | (19,992.7 | ) | ||||||||
GrainCorp Ltd., Class A |
38,928 | 207,372 | (5,600.1 | ) | ||||||||
Growthpoint Properties Australia Ltd. |
108,559 | 172,171 | (4,649.5 | ) | ||||||||
NRW Holdings Ltd. |
99,791 | 179,107 | (4,836.8 | ) | ||||||||
Pinnacle Investment Management Group Ltd. |
4,595 | 30,766 | (830.8 | ) | ||||||||
Pro Medicus Ltd. |
8,691 | 580,910 | (15,687.5 | ) | ||||||||
Regis Resources Ltd. |
130,316 | 179,880 | (4,857.7 | ) | ||||||||
Ridley Corp. Ltd. |
19,698 | 36,520 | (986.2 | ) | ||||||||
Silver Lake Resources Ltd. |
454,367 | 362,899 | (9,800.1 | ) | ||||||||
SiteMinder Ltd. |
22,935 | 79,648 | (2,150.9 | ) | ||||||||
Steadfast Group Ltd. |
39,203 | 153,915 | (4,156.5 | ) | ||||||||
Technology One Ltd. |
78,698 | 815,953 | (22,034.9 | ) | ||||||||
Ventia Services Group Pty Ltd. |
131,512 | 286,244 | (7,730.1 | ) | ||||||||
|
|
|
|
|||||||||
6,334,545 | ||||||||||||
Austria | ||||||||||||
ANDRITZ AG |
14,873 | 927,331 | (25,042.7 | ) | ||||||||
Kontron AG |
6,358 | 149,453 | (4,036.0 | ) | ||||||||
Raiffeisen Bank International AG |
32,952 | 696,543 | (18,810.3 | ) | ||||||||
UNIQA Insurance Group AG |
12,197 | 103,663 | (2,799.4 | ) | ||||||||
|
|
|
|
|||||||||
1,876,990 | ||||||||||||
Belgium | ||||||||||||
Shurgard Self Storage Ltd. |
3,046 | 143,115 | (3,864.8 | ) | ||||||||
|
|
|
|
|||||||||
Canada | ||||||||||||
AbCellera Biologics, Inc. |
144,987 | 740,884 | (20,007.7 | ) | ||||||||
Advantage Energy Ltd. |
2,110 | 13,856 | (374.2 | ) | ||||||||
Ag Growth International, Inc. |
5,814 | 243,255 | (6,569.1 | ) | ||||||||
Artis Real Estate Investment Trust |
12,729 | 61,696 | (1,666.1 | ) | ||||||||
Canfor Corp. |
59,868 | 721,830 | (19,493.1 | ) | ||||||||
Centerra Gold, Inc. |
38,801 | 204,822 | (5,531.2 | ) | ||||||||
Crombie Real Estate Investment Trust |
13,197 | 133,525 | (3,605.9 | ) | ||||||||
Doman Building Materials Group Ltd. |
10,741 | 62,777 | (1,695.3 | ) | ||||||||
Dye & Durham Ltd. |
40,770 | 396,597 | (10,710.1 | ) | ||||||||
H&R Real Estate Investment Trust |
18,744 | 137,458 | (3,712.1 | ) | ||||||||
Innergex Renewable Energy, Inc. |
214,886 | 1,461,667 | (39,472.5 | ) | ||||||||
Interfor Corp. |
59,348 | 918,995 | (24,817.6 | ) | ||||||||
Laurentian Bank of Canada |
2,174 | 42,732 | (1,154.0 | ) | ||||||||
Major Drilling Group International, Inc. |
14,114 | 87,224 | (2,355.5 | ) | ||||||||
Nexus Industrial REIT |
8,505 | 51,016 | (1,377.7 | ) | ||||||||
North American Construction Group Ltd. |
30,541 | 701,566 | (18,945.9 | ) | ||||||||
Obsidian Energy Ltd. |
68,293 | 466,231 | (12,590.6 | ) | ||||||||
Silvercorp Metals, Inc. |
6,191 | 14,704 | (397.1 | ) | ||||||||
Stelco Holdings, Inc. |
16,335 | 522,225 | (14,102.8 | ) | ||||||||
Topaz Energy Corp. |
7,202 | 104,236 | (2,814.9 | ) | ||||||||
|
|
|
|
|||||||||
7,087,296 | ||||||||||||
France | ||||||||||||
CGG SA |
169,879 | 82,726 | (2,234.0 | ) | ||||||||
Cie Plastic Omnium SE |
16,829 | 195,599 | (5,282.2 | ) | ||||||||
Clariane SE |
23,265 | 59,526 | (1,607.5 | ) | ||||||||
Etablissements Maurel et Prom SA |
55,325 | 330,431 | (8,923.3 | ) | ||||||||
ICADE |
22,284 | 765,657 | (20,676.7 | ) | ||||||||
|
|
|
|
|||||||||
1,433,939 | ||||||||||||
Georgia | ||||||||||||
TBC Bank Group PLC |
9,532 | 353,629 | (9,549.8 | ) | ||||||||
|
|
|
|
|||||||||
Germany | ||||||||||||
Auto1 Group SE |
84,140 | 353,604 | (9,549.1 | ) | ||||||||
CompuGroup Medical SE & Co. KgaA |
4,350 | 188,399 | (5,087.7 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Germany (continued) | ||||||||||||
Deutsche Pfandbriefbank AG |
13,234 | $ | 80,541 | (2,175.0 | )% | |||||||
Deutsche Wohnen SE |
19,355 | 476,419 | (12,865.8 | ) | ||||||||
Duerr AG |
17,736 | 410,785 | (11,093.3 | ) | ||||||||
Grand City Properties SA |
60,013 | 587,196 | (15,857.3 | ) | ||||||||
METRO AG |
48,983 | 332,303 | (8,973.9 | ) | ||||||||
SAF-Holland SE |
19,627 | 321,138 | (8,672.4 | ) | ||||||||
Salzgitter AG |
14,399 | 406,600 | (10,980.3 | ) | ||||||||
Suedzucker AG |
30,681 | 438,807 | (11,850.0 | ) | ||||||||
TUI AG |
178,433 | 1,246,462 | (33,660.9 | ) | ||||||||
Uniper SE |
534 | 34,388 | (928.7 | ) | ||||||||
United Internet AG, Class N |
35,213 | 936,312 | (25,285.2 | ) | ||||||||
|
|
|
|
|||||||||
5,812,954 | ||||||||||||
Hong Kong | ||||||||||||
Fortune Real Estate Investment Trust |
53,000 | 30,328 | (819.0 | ) | ||||||||
|
|
|
|
|||||||||
Ireland | ||||||||||||
Glanbia PLC |
58,129 | 1,051,911 | (28,407.0 | ) | ||||||||
Greencore Group PLC |
319,050 | 415,243 | (11,213.7 | ) | ||||||||
|
|
|
|
|||||||||
1,467,154 | ||||||||||||
Israel | ||||||||||||
Kornit Digital Ltd. |
3,382 | 57,866 | (1,562.7 | ) | ||||||||
|
|
|
|
|||||||||
Italy | ||||||||||||
Banca IFIS SpA |
11,022 | 193,264 | (5,219.1 | ) | ||||||||
Brunello Cucinelli SpA |
1,583 | 158,057 | (4,268.4 | ) | ||||||||
Buzzi SpA |
19,816 | 681,958 | (18,416.4 | ) | ||||||||
Credito Emiliano SpA |
10,398 | 95,763 | (2,586.1 | ) | ||||||||
De Longhi SpA |
5,204 | 170,812 | (4,612.8 | ) | ||||||||
Hera SpA |
184,902 | 659,436 | (17,808.2 | ) | ||||||||
Maire Tecnimont SpA |
8,128 | 42,819 | (1,156.3 | ) | ||||||||
PRADA SpA |
114,600 | 710,288 | (19,181.4 | ) | ||||||||
Sesa SpA |
587 | 80,638 | (2,177.6 | ) | ||||||||
Unipol Gruppo SpA |
65,718 | 411,148 | (11,103.1 | ) | ||||||||
Webuild SpA |
437,329 | 931,769 | (25,162.5 | ) | ||||||||
|
|
|
|
|||||||||
4,135,952 | ||||||||||||
Japan | ||||||||||||
77 Bank Ltd. |
12,300 | 298,630 | (8,064.5 | ) | ||||||||
Acom Co. Ltd. |
28,000 | 72,378 | (1,954.6 | ) | ||||||||
Aisan Industry Co. Ltd. |
45,800 | 431,226 | (11,645.3 | ) | ||||||||
Alfresa Holdings Corp. |
79,600 | 1,314,319 | (35,493.4 | ) | ||||||||
Avex, Inc. |
3,600 | 34,865 | (941.5 | ) | ||||||||
AZ-COM MARUWA Holdings, Inc. |
20,200 | 210,064 | (5,672.8 | ) | ||||||||
BML, Inc. |
11,000 | 214,670 | (5,797.2 | ) | ||||||||
Cellebrite Di Ltd. |
77,934 | 704,523 | (19,025.7 | ) | ||||||||
Coca-Cola Bottlers Japan Holdings, Inc. |
56,200 | 765,197 | (20,664.2 | ) | ||||||||
Create SD Holdings Co. Ltd. |
1,800 | 39,029 | (1,054.0 | ) | ||||||||
Daiichikosho Co. Ltd. |
28,200 | 390,166 | (10,536.5 | ) | ||||||||
Dentsu Soken, Inc. |
7,800 | 294,240 | (7,946.0 | ) | ||||||||
Doutor Nichires Holdings Co. Ltd. |
20,500 | 305,651 | (8,254.1 | ) | ||||||||
DTS Corp. |
8,400 | 208,673 | (5,635.2 | ) | ||||||||
Eizo Corp. |
1,600 | 55,777 | (1,506.3 | ) | ||||||||
Elematec Corp. |
12,200 | 149,175 | (4,028.5 | ) | ||||||||
Financial Partners Group Co. Ltd. |
8,700 | 100,743 | (2,720.6 | ) | ||||||||
FULLCAST Holdings Co. Ltd. |
9,800 | 119,476 | (3,226.5 | ) | ||||||||
Furukawa Electric Co. Ltd. |
21,500 | 394,385 | (10,650.4 | ) | ||||||||
Futaba Industrial Co. Ltd. |
18,500 | 111,954 | (3,023.3 | ) | ||||||||
Glory Ltd. |
29,900 | 623,378 | (16,834.4 | ) | ||||||||
Hanwa Co. Ltd. |
2,600 | 95,995 | (2,592.4 | ) | ||||||||
Hazama Ando Corp. |
9,700 | 79,087 | (2,135.8 | ) | ||||||||
Heiwa Real Estate Co. Ltd. |
1,500 | 40,039 | (1,081.3 | ) |
S C H E D U L E O F I N V E S T M E N T S |
80 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
Heiwado Co. Ltd. |
9,700 | $ | 146,245 | (3,949.4 | )% | |||||||
Hioki EE Corp. |
7,000 | 313,541 | (8,467.2 | ) | ||||||||
Inaba Denki Sangyo Co. Ltd. |
2,200 | 53,073 | (1,433.2 | ) | ||||||||
Ishihara Sangyo Kaisha Ltd. |
35,200 | 379,547 | (10,249.7 | ) | ||||||||
Itochu Enex Co. Ltd. |
4,200 | 45,434 | (1,227.0 | ) | ||||||||
Japan Elevator Service Holdings Co. Ltd. |
42,600 | 650,096 | (17,555.9 | ) | ||||||||
JTEKT Corp. |
110,100 | 1,013,527 | (27,370.4 | ) | ||||||||
Kaken Pharmaceutical Co. Ltd. |
22,100 | 526,543 | (14,219.4 | ) | ||||||||
Kandenko Co. Ltd. |
13,100 | 135,919 | (3,670.5 | ) | ||||||||
Kaneka Corp. |
3,600 | 88,387 | (2,386.9 | ) | ||||||||
Kato Sangyo Co. Ltd. |
6,800 | 223,827 | (6,044.5 | ) | ||||||||
Kewpie Corp. |
46,100 | 827,899 | (22,357.5 | ) | ||||||||
Kissei Pharmaceutical Co. Ltd. |
2,200 | 47,443 | (1,281.2 | ) | ||||||||
Kitz Corp. |
14,600 | 120,531 | (3,255.0 | ) | ||||||||
Kokuyo Co. Ltd. |
52,100 | 843,655 | (22,783.0 | ) | ||||||||
Kyoritsu Maintenance Co. Ltd. |
40,200 | 1,666,831 | (45,013.0 | ) | ||||||||
Mani, Inc. |
17,200 | 239,077 | (6,456.3 | ) | ||||||||
Maxell Ltd. |
21,700 | 240,578 | (6,496.8 | ) | ||||||||
Meidensha Corp. |
4,500 | 81,409 | (2,198.5 | ) | ||||||||
MEITEC Group Holdings, Inc. |
31,500 | 629,153 | (16,990.4 | ) | ||||||||
Micronics Japan Co. Ltd. |
21,700 | 649,667 | (17,544.3 | ) | ||||||||
MIRAIT ONE Corp. |
30,300 | 403,765 | (10,903.7 | ) | ||||||||
Mitsui Mining & Smelting Co. Ltd. |
61,100 | 1,898,137 | (51,259.4 | ) | ||||||||
Modec, Inc. |
26,500 | 417,518 | (11,275.1 | ) | ||||||||
Morinaga & Co. Ltd. |
6,600 | 127,122 | (3,433.0 | ) | ||||||||
Nippon Light Metal Holdings Co. Ltd |
26,600 | 330,804 | (8,933.4 | ) | ||||||||
Nisshinbo Holdings, Inc. |
21,900 | 179,717 | (4,853.3 | ) | ||||||||
Nittetsu Mining Co. Ltd. |
1,800 | 64,793 | (1,749.7 | ) | ||||||||
NOK Corp. |
22,300 | 298,233 | (8,053.8 | ) | ||||||||
Noritz Corp. |
29,200 | 310,512 | (8,385.4 | ) | ||||||||
NTN Corp. |
761,900 | 1,400,081 | (37,809.4 | ) | ||||||||
Okinawa Cellular Telephone Co. |
4,300 | 105,796 | (2,857.0 | ) | ||||||||
Onward Holdings Co. Ltd. |
11,500 | 42,623 | (1,151.0 | ) | ||||||||
Optex Group Co. Ltd. |
9,700 | 121,557 | (3,282.7 | ) | ||||||||
Prima Meat Packers Ltd. |
17,600 | 290,608 | (7,847.9 | ) | ||||||||
Raito Kogyo Co. Ltd. |
10,300 | 145,462 | (3,928.2 | ) | ||||||||
San-Ai Obbli Co. Ltd. |
5,500 | 62,625 | (1,691.2 | ) | ||||||||
Sanki Engineering Co. Ltd. |
15,900 | 205,892 | (5,560.1 | ) | ||||||||
Sato Holdings Corp. |
14,500 | 215,249 | (5,812.8 | ) | ||||||||
Shibaura Machine Co. Ltd. |
27,100 | 663,422 | (17,915.8 | ) | ||||||||
Shizuoka Gas Co. Ltd. |
32,100 | 221,463 | (5,980.6 | ) | ||||||||
Sodick Co. Ltd. |
79,700 | 386,058 | (10,425.6 | ) | ||||||||
Sohgo Security Services Co. Ltd. |
116,200 | 640,237 | (17,289.7 | ) | ||||||||
Sumitomo Heavy Industries Ltd. |
6,200 | 160,128 | (4,324.3 | ) | ||||||||
Tadano Ltd. |
5,500 | 45,199 | (1,220.6 | ) | ||||||||
Taikisha Ltd. |
8,500 | 254,002 | (6,859.4 | ) | ||||||||
Tokai Rika Co. Ltd. |
25,300 | 403,654 | (10,900.7 | ) | ||||||||
Topcon Corp. |
55,100 | 637,050 | (17,203.6 | ) | ||||||||
Towa Pharmaceutical Co. Ltd. |
2,900 | 51,219 | (1,383.2 | ) | ||||||||
Toyo Seikan Group Holdings Ltd. |
14,000 | 224,553 | (6,064.1 | ) | ||||||||
Toyoda Gosei Co. Ltd. |
47,000 | 913,122 | (24,659.0 | ) | ||||||||
TS Tech Co. Ltd. |
38,700 | 491,238 | (13,266.0 | ) | ||||||||
TSI Holdings Co. Ltd. |
51,400 | 240,964 | (6,507.3 | ) | ||||||||
Tsubakimoto Chain Co. |
4,800 | 140,084 | (3,783.0 | ) | ||||||||
Tv Tokyo Holdings Corp. |
1,100 | 23,311 | (629.5 | ) | ||||||||
Wacom Co. Ltd. |
148,400 | 689,870 | (18,630.0 | ) | ||||||||
YAMABIKO Corp. |
17,500 | 197,823 | (5,342.2 | ) | ||||||||
Yamazen Corp. |
31,300 | 268,531 | (7,251.7 | ) | ||||||||
Yaoko Co. Ltd. |
6,300 | 366,998 | (9,910.8 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) |
| |||||||||||
Yokogawa Bridge Holdings Corp. |
6,300 | $ | 123,029 | (3,322.4 | )% | |||||||
Yoshinoya Holdings Co. Ltd. |
17,800 | 400,722 | (10,821.6 | ) | ||||||||
Yuasa Trading Co. Ltd. |
6,200 | 208,530 | (5,631.4 | ) | ||||||||
|
|
|
|
|||||||||
30,347,723 | ||||||||||||
Netherlands |
| |||||||||||
Eurocommercial Properties NV |
7,428 | 168,733 | (4,556.6 | ) | ||||||||
Koninklijke BAM Groep NV |
169,498 | 472,972 | (12,772.7 | ) | ||||||||
PostNL NV |
191,928 | 282,860 | (7,638.7 | ) | ||||||||
TomTom NV |
47,148 | 323,391 | (8,733.2 | ) | ||||||||
|
|
|
|
|||||||||
1,247,956 | ||||||||||||
Norway |
| |||||||||||
Aker Solutions ASA |
126,087 | 475,238 | (12,833.9 | ) | ||||||||
Elkem ASA |
184,509 | 388,893 | (10,502.1 | ) | ||||||||
Odfjell Drilling Ltd. |
59,068 | 222,303 | (6,003.3 | ) | ||||||||
Wallenius Wilhelmsen ASA |
14,975 | 146,922 | (3,967.6 | ) | ||||||||
|
|
|
|
|||||||||
1,233,356 | ||||||||||||
Portugal |
| |||||||||||
CTT-Correios de Portugal SA |
51,428 | 206,747 | (5,583.2 | ) | ||||||||
Mota-Engil SGPS SA |
81,840 | 474,904 | (12,824.8 | ) | ||||||||
Navigator Co SA |
13,770 | 56,821 | (1,534.5 | ) | ||||||||
Sonae SGPS SA |
545,491 | 534,290 | (14,428.6 | ) | ||||||||
|
|
|
|
|||||||||
1,272,762 | ||||||||||||
Singapore |
| |||||||||||
BW LPG Ltd. |
5,135 | 64,423 | (1,739.8 | ) | ||||||||
|
|
|
|
|||||||||
South Korea |
| |||||||||||
Magnachip Semiconductor Corp. |
4,778 | 31,200 | (842.6 | ) | ||||||||
|
|
|
|
|||||||||
Spain |
| |||||||||||
Atlantica Sustainable Infrastructure PLC |
57,219 | 1,097,460 | (29,637.1 | ) | ||||||||
Indra Sistemas SA |
30,583 | 549,290 | (14,833.6 | ) | ||||||||
Merlin Properties Socimi SA |
213,233 | 2,200,498 | (59,424.7 | ) | ||||||||
Obrascon Huarte Lain SA |
600,897 | 266,834 | (7,205.9 | ) | ||||||||
Tecnicas Reunidas SA |
11,357 | 95,804 | (2,587.2 | ) | ||||||||
|
|
|
|
|||||||||
4,209,886 | ||||||||||||
Sweden |
| |||||||||||
Attendo AB |
56 | 221 | (6.0 | ) | ||||||||
Loomis Ab, Class B |
15,589 | 430,052 | (11,613.6 | ) | ||||||||
Modern Times Group MTG AB, Class B |
8,202 | 63,282 | (1,708.9 | ) | ||||||||
|
|
|
|
|||||||||
493,555 | ||||||||||||
Switzerland |
| |||||||||||
IWG PLC |
99,131 | 235,884 | (6,370.1 | ) | ||||||||
|
|
|
|
|||||||||
United Kingdom |
| |||||||||||
Balfour Beatty PLC |
13,295 | 56,188 | (1,517.4 | ) | ||||||||
Breedon Group PLC |
7,034 | 32,538 | (878.7 | ) | ||||||||
Capricorn Energy PLC |
57,535 | 106,246 | (2,869.2 | ) | ||||||||
CVS Group PLC |
11,151 | 239,548 | (6,469.0 | ) | ||||||||
Deliveroo PLC, Class A |
422,997 | 632,813 | (17,089.2 | ) | ||||||||
Firstgroup PLC |
75,797 | 160,306 | (4,329.1 | ) | ||||||||
Gamma Communications PLC |
10,335 | 157,015 | (4,240.2 | ) | ||||||||
Investec PLC |
125,322 | 819,519 | (22,131.2 | ) | ||||||||
J D Wetherspoon PLC |
39,359 | 420,602 | (11,358.4 | ) | ||||||||
Jupiter Fund Management PLC |
299,949 | 301,783 | (8,149.7 | ) | ||||||||
Kier Group PLC |
12,481 | 20,292 | (548.0 | ) | ||||||||
Mitchells & Butlers PLC |
84,420 | 279,545 | (7,549.1 | ) | ||||||||
Mitie Group PLC |
290,329 | 382,037 | (10,317.0 | ) | ||||||||
Morgan Sindall Group PLC |
3,492 | 100,656 | (2,718.2 | ) |
81 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United Kingdom (continued) | ||||||||||||
NCC Group PLC |
17,703 | $ | 27,312 | (737.6 | )% | |||||||
Nomad Foods Ltd. |
18,301 | 329,235 | (8,891.0 | ) | ||||||||
OSB Group PLC |
158,826 | 907,093 | (24,496.2 | ) | ||||||||
Playtech Plc |
92,634 | 523,890 | (14,147.7 | ) | ||||||||
Redde Northgate PLC |
55,460 | 250,582 | (6,767.0 | ) | ||||||||
S4 Capital PLC |
169,508 | 94,922 | (2,563.4 | ) | ||||||||
Serco Group PLC |
366,279 | 802,655 | (21,675.8 | ) | ||||||||
SThree PLC |
9,668 | 50,234 | (1,356.6 | ) | ||||||||
TP ICAP Group PLC |
182,661 | 434,643 | (11,737.6 | ) | ||||||||
Vesuvius PLC |
35,063 | 212,002 | (5,725.1 | ) | ||||||||
Workspace Group PLC |
12,943 | 85,512 | (2,309.3 | ) | ||||||||
|
|
|
|
|||||||||
7,427,168 | ||||||||||||
United States | ||||||||||||
1-800-Flowers.com, Inc., Class A |
7,567 | 78,697 | (2,125.2 | ) | ||||||||
Accel Entertainment, Inc., Class A |
23,277 | 238,589 | (6,443.1 | ) | ||||||||
Addus HomeCare Corp. |
5,141 | 445,211 | (12,023.0 | ) | ||||||||
Albany International Corp., Class A |
5,107 | 454,063 | (12,262.0 | ) | ||||||||
Allient, Inc. |
5,016 | 139,746 | (3,773.9 | ) | ||||||||
Alpha & Omega Semiconductor Ltd. |
4,151 | 106,515 | (2,876.4 | ) | ||||||||
American Assets Trust, Inc. |
10,428 | 233,900 | (6,316.5 | ) | ||||||||
American Vanguard Corp. |
58,232 | 635,893 | (17,172.4 | ) | ||||||||
American Woodmark Corp. |
390 | 35,599 | (961.4 | ) | ||||||||
Anywhere Real Estate, Inc. |
80,827 | 575,488 | (15,541.1 | ) | ||||||||
Apogee Enterprises, Inc. |
11,666 | 616,081 | (16,637.3 | ) | ||||||||
Argan, Inc. |
2,553 | 113,174 | (3,056.3 | ) | ||||||||
AssetMark Financial Holdings, Inc. |
1,544 | 47,354 | (1,278.8 | ) | ||||||||
Atea Pharmaceuticals, Inc. |
6,608 | 27,489 | (742.3 | ) | ||||||||
AtriCure, Inc. |
1,275 | 43,427 | (1,172.7 | ) | ||||||||
Banc of California, Inc. |
71,326 | 982,872 | (26,542.6 | ) | ||||||||
Beazer Homes USA, Inc. |
1,029 | 32,671 | (882.3 | ) | ||||||||
Benchmark Electronics, Inc. |
6,551 | 177,663 | (4,797.8 | ) | ||||||||
Berry Corp. |
54,696 | 367,010 | (9,911.2 | ) | ||||||||
BigCommerce Holdings, Inc., Series-1 |
7,632 | 62,430 | (1,685.9 | ) | ||||||||
BlueLinx Holdings, Inc. |
12,929 | 1,491,231 | (40,270.9 | ) | ||||||||
Brightsphere Investment Group, Inc. |
10,544 | 233,233 | (6,298.5 | ) | ||||||||
Capitol Federal Financial, Inc. |
14,182 | 89,914 | (2,428.1 | ) | ||||||||
Cars.com, Inc. |
5,995 | 104,493 | (2,821.8 | ) | ||||||||
Castle Biosciences, Inc. |
8,936 | 206,243 | (5,569.6 | ) | ||||||||
Central Garden & Pet Co., Class A |
3,104 | 128,133 | (3,460.2 | ) | ||||||||
Century Communities, Inc. |
480 | 41,616 | (1,123.8 | ) | ||||||||
Cerence, Inc. |
6,054 | 121,201 | (3,273.0 | ) | ||||||||
Chegg, Inc. |
167,709 | 1,651,934 | (44,610.7 | ) | ||||||||
Clean Energy Fuels Corp. |
5,500 | 16,225 | (438.2 | ) | ||||||||
CommVault Systems, Inc. |
12,294 | 1,127,114 | (30,437.9 | ) | ||||||||
Comstock Resources, Inc. |
82,896 | 647,418 | (17,483.6 | ) | ||||||||
ConnectOne Bancorp, Inc. |
7,861 | 179,545 | (4,848.6 | ) | ||||||||
Corcept Therapeutics, Inc. |
21,168 | 446,645 | (12,061.7 | ) | ||||||||
Coursera, Inc. |
13,800 | 264,132 | (7,132.9 | ) | ||||||||
CS Disco, Inc. |
7,144 | 58,438 | (1,578.1 | ) | ||||||||
CSG Systems International, Inc. |
17,688 | 889,883 | (24,031.4 | ) | ||||||||
Customers Bancorp, Inc. |
4,024 | 215,043 | (5,807.3 | ) | ||||||||
Dana, Inc. |
66,301 | 899,042 | (24,278.7 | ) | ||||||||
Delek U.S. Holdings, Inc. |
27,623 | 746,650 | (20,163.4 | ) | ||||||||
Deluxe Corp. |
10,270 | 194,206 | (5,244.6 | ) | ||||||||
Digital Turbine, Inc. |
17,261 | 93,037 | (2,512.5 | ) | ||||||||
Dime Community Bancshares, Inc. |
14,413 | 328,761 | (8,878.2 | ) | ||||||||
DXP Enterprises, Inc. |
13,481 | 434,358 | (11,729.9 | ) | ||||||||
Eagle Bancorp, Inc. |
18,293 | 453,483 | (12,246.4 | ) | ||||||||
El Pollo Loco Holdings, Inc. |
7,000 | 64,820 | (1,750.5 | ) | ||||||||
Encore Wire Corp. |
3,174 | 715,737 | (19,328.6 | ) |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
EnerSys |
4,898 | $ | 468,102 | (12,641.2 | )% | |||||||
Everbridge, Inc. |
3,965 | 88,657 | (2,394.2 | ) | ||||||||
Everi Holdings, Inc. |
29,235 | 304,336 | (8,218.6 | ) | ||||||||
eXp World Holdings, Inc. |
36,313 | 449,555 | (12,140.3 | ) | ||||||||
EZCORP, Inc., Class A |
29,064 | 249,950 | (6,749.9 | ) | ||||||||
Forward Air Corp. |
2,823 | 125,144 | (3,379.5 | ) | ||||||||
Franklin Covey Co. |
2,671 | 108,015 | (2,917.0 | ) | ||||||||
Frontdoor, Inc. |
13,737 | 450,024 | (12,153.0 | ) | ||||||||
Fulgent Genetics, Inc. |
9,256 | 227,605 | (6,146.5 | ) | ||||||||
G-III Apparel Group Ltd. |
36,773 | 1,106,500 | (29,881.2 | ) | ||||||||
Global Industrial Co. |
4,358 | 185,346 | (5,005.3 | ) | ||||||||
GQG Partners, Inc., CDI |
353,008 | 438,441 | (11,840.2 | ) | ||||||||
Group 1 Automotive, Inc. |
2,462 | 640,268 | (17,290.5 | ) | ||||||||
Guess?, Inc. |
34,724 | 775,734 | (20,948.8 | ) | ||||||||
Hackett Group, Inc. |
721 | 16,670 | (450.2 | ) | ||||||||
Health Catalyst, Inc. |
22,257 | 217,451 | (5,872.3 | ) | ||||||||
Healthcare Services Group, Inc. |
23,546 | 222,274 | (6,002.5 | ) | ||||||||
HealthStream, Inc. |
9,757 | 259,731 | (7,014.1 | ) | ||||||||
Heidrick & Struggles International, Inc. |
24,113 | 722,667 | (19,515.7 | ) | ||||||||
Helen of Troy Ltd. |
1,021 | 116,904 | (3,157.0 | ) | ||||||||
Heritage Financial Corp. |
4,034 | 81,285 | (2,195.1 | ) | ||||||||
Hims & Hers Health, Inc., Class A |
15,843 | 135,933 | (3,670.9 | ) | ||||||||
Hope Bancorp, Inc. |
4,581 | 50,757 | (1,370.7 | ) | ||||||||
Horizon Bancorp, Inc. |
1,514 | 19,849 | (536.0 | ) | ||||||||
Hudson Pacific Properties, Inc. |
38,121 | 312,211 | (8,431.3 | ) | ||||||||
Huron Consulting Group, Inc. |
564 | 58,391 | (1,576.9 | ) | ||||||||
Hyster-Yale Materials Handling, Inc., Class A |
723 | 47,516 | (1,283.2 | ) | ||||||||
IES Holdings, Inc. |
303 | 24,834 | (670.6 | ) | ||||||||
Independent Bank Corp. |
5,939 | 151,088 | (4,080.1 | ) | ||||||||
Infinera Corp. |
56,400 | 278,616 | (7,524.1 | ) | ||||||||
Innoviva, Inc. |
61,017 | 988,475 | (26,693.9 | ) | ||||||||
Integral Ad Science Holding Corp. |
8,134 | 118,350 | (3,196.1 | ) | ||||||||
Inter Parfums, Inc. |
344 | 47,868 | (1,292.7 | ) | ||||||||
Itron, Inc. |
19,750 | 1,424,765 | (38,476.0 | ) | ||||||||
Janus International Group, Inc. |
7,753 | 109,705 | (2,962.6 | ) | ||||||||
JELD-WEN Holding, Inc. |
14,630 | 272,118 | (7,348.6 | ) | ||||||||
JetBlue Airways Corp. |
42,696 | 226,716 | (6,122.5 | ) | ||||||||
Kimball Electronics, Inc. |
3,655 | 86,916 | (2,347.2 | ) | ||||||||
Kodiak Gas Services, Inc. |
5,859 | 137,218 | (3,705.6 | ) | ||||||||
LendingClub Corp. |
9,694 | 87,440 | (2,361.3 | ) | ||||||||
Liquidity Services, Inc. |
1,045 | 18,235 | (492.4 | ) | ||||||||
LivaNova PLC |
6,904 | 336,087 | (9,076.1 | ) | ||||||||
Lovesac Co. |
18,614 | 431,100 | (11,641.9 | ) | ||||||||
M/I Homes, Inc. |
3,402 | 433,483 | (11,706.3 | ) | ||||||||
Manitowoc Co., Inc. |
50,199 | 808,204 | (21,825.7 | ) | ||||||||
MaxLinear, Inc. |
81,641 | 1,699,766 | (45,902.4 | ) | ||||||||
Methode Electronics, Inc. |
39,662 | 823,383 | (22,235.6 | ) | ||||||||
Midland States Bancorp, Inc. |
5,068 | 133,086 | (3,594.0 | ) | ||||||||
Minerals Technologies, Inc. |
5,303 | 346,551 | (9,358.7 | ) | ||||||||
Model N, Inc. |
18,648 | 502,564 | (13,571.8 | ) | ||||||||
N-able, Inc. |
43,557 | 565,370 | (15,267.9 | ) | ||||||||
NETGEAR, Inc. |
49,429 | 701,892 | (18,954.7 | ) | ||||||||
NexPoint Residential Trust, Inc. |
1,664 | 50,835 | (1,372.8 | ) | ||||||||
NMI Holdings, Inc., Class A |
10,074 | 321,562 | (8,683.8 | ) | ||||||||
Novocure Ltd. |
45,315 | 630,785 | (17,034.4 | ) | ||||||||
OceanFirst Financial Corp. |
5,453 | 93,955 | (2,537.3 | ) | ||||||||
ON24, Inc. |
54,676 | 418,271 | (11,295.5 | ) | ||||||||
Palomar Holdings, Inc. |
3,296 | 197,332 | (5,329.0 | ) | ||||||||
Pegasystems, Inc. |
541 | 26,368 | (712.1 | ) | ||||||||
Pennant Group, Inc. |
2,925 | 43,904 | (1,185.6 | ) | ||||||||
Perella Weinberg Partners, Class A |
9,368 | 110,074 | (2,972.6 | ) |
S C H E D U L E O F I N V E S T M E N T S |
82 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Playtika Holding Corp. |
13,360 | $ | 96,459 | (2,604.9 | )% | |||||||
PRA Group, Inc. |
11,358 | 258,622 | (6,984.1 | ) | ||||||||
Premier Financial Corp. |
29,555 | 617,404 | (16,673.1 | ) | ||||||||
Primoris Services Corp. |
7,280 | 238,784 | (6,448.4 | ) | ||||||||
PROG Holdings, Inc. |
8,571 | 262,615 | (7,092.0 | ) | ||||||||
Progress Software Corp. |
9,583 | 544,410 | (14,701.9 | ) | ||||||||
Redfin Corp. |
21,428 | 174,852 | (4,721.9 | ) | ||||||||
REV Group, Inc. |
5,241 | 102,304 | (2,762.7 | ) | ||||||||
REX American Resources Corp. |
10,856 | 449,330 | (12,134.2 | ) | ||||||||
RHI Magnesita NV |
6,027 | 257,904 | (6,964.7 | ) | ||||||||
Riskified Ltd., Class A |
17,911 | 82,211 | (2,220.1 | ) | ||||||||
Ryerson Holding Corp. |
7,471 | 256,405 | (6,924.2 | ) | ||||||||
Sandy Spring Bancorp, Inc. |
12,406 | 302,458 | (8,167.9 | ) | ||||||||
SEMrush Holdings, Inc., Class A |
18,883 | 217,910 | (5,884.7 | ) | ||||||||
SI-BONE, Inc. |
6,823 | 137,893 | (3,723.8 | ) | ||||||||
Silk Road Medical, Inc. |
12,928 | 195,601 | (5,282.2 | ) | ||||||||
Sims Ltd. |
53,589 | 509,302 | (13,753.8 | ) | ||||||||
SolarWinds Corp. |
3,614 | 42,717 | (1,153.6 | ) | ||||||||
Southside Bancshares, Inc. |
9,591 | 300,198 | (8,106.9 | ) | ||||||||
Supernus Pharmaceuticals, Inc. |
6,599 | 182,660 | (4,932.8 | ) | ||||||||
Tennant Co. |
1,012 | 95,654 | (2,583.1 | ) | ||||||||
Titan Machinery, Inc. |
855 | 22,854 | (617.2 | ) | ||||||||
TTEC Holdings, Inc. |
8,165 | 166,403 | (4,493.7 | ) | ||||||||
TTM Technologies, Inc. |
41,453 | 576,611 | (15,571.5 | ) | ||||||||
Tutor Perini Corp. |
4,735 | 42,426 | (1,145.7 | ) | ||||||||
Univest Financial Corp. |
3,807 | 80,861 | (2,183.7 | ) | ||||||||
Upbound Group, Inc. |
3,450 | 114,540 | (3,093.2 | ) | ||||||||
Upwork, Inc. |
16,951 | 232,398 | (6,275.9 | ) | ||||||||
Varex Imaging Corp. |
18,892 | 364,049 | (9,831.2 | ) | ||||||||
Verint Systems, Inc. |
18,348 | 544,752 | (14,711.1 | ) | ||||||||
Viad Corp. |
4,182 | 138,257 | (3,733.6 | ) | ||||||||
Vicor Corp. |
4,301 | 162,019 | (4,375.3 | ) | ||||||||
Vishay Precision Group, Inc. |
488 | 15,557 | (420.1 | ) | ||||||||
Vital Farms, Inc. |
33,838 | 486,590 | (13,140.4 | ) | ||||||||
Vizio Holding Corp., Class A |
2,065 | 14,455 | (390.4 | ) | ||||||||
World Kinect Corp. |
19,328 | 436,233 | (11,780.5 | ) | ||||||||
Yext, Inc. |
2,182 | 12,939 | (349.4 | ) | ||||||||
Zeta Global Holdings Corp., Class A |
14,099 | 136,478 | (3,685.6 | ) | ||||||||
ZipRecruiter, Inc., Class A |
20,718 | 288,395 | (7,788.1 | ) | ||||||||
Zumiez, Inc. |
4,875 | 83,704 | (2,260.4 | ) | ||||||||
Zuora, Inc., Class A |
65,787 | 601,293 | (16,238.0 | ) | ||||||||
|
|
|
|
|||||||||
47,629,146 | ||||||||||||
Preferred Stocks | ||||||||||||
Germany | ||||||||||||
Schaeffler AG |
34,072 | 218,108 | (5,890.0 | ) | ||||||||
|
|
|
|
|||||||||
Total Reference Entity Long | 123,144,935 | |||||||||||
|
|
|||||||||||
Reference Entity Short | ||||||||||||
Common Stocks | ||||||||||||
Australia | ||||||||||||
ARB Corp. Ltd. |
(2,614 | ) | (57,997 | ) | 1,566.2 | |||||||
Boss Energy Ltd. |
(12,988 | ) | (47,713 | ) | 1,288.5 | |||||||
Champion Iron Ltd. |
(83,683 | ) | (466,022 | ) | 12,585.0 | |||||||
Corporate Travel Management Ltd. |
(26,125 | ) | (350,773 | ) | 9,472.7 | |||||||
EVT Ltd. |
(23,814 | ) | (197,166 | ) | 5,324.5 | |||||||
GUD Holdings Ltd. |
(5,339 | ) | (43,004 | ) | 1,161.3 | |||||||
HMC Capital Ltd. |
(1,977 | ) | (7,953 | ) | 214.8 | |||||||
Kelsian Group Ltd. |
(17,430 | ) | (82,254 | ) | 2,221.3 |
Security | Shares | Value | % of Basket Value |
|||||||||
Australia (continued) | ||||||||||||
PEXA Group Ltd. |
(1,954 | ) | $ | (14,814 | ) | 400.1 | % | |||||
Sayona Mining Ltd. |
(706,590 | ) | (18,512 | ) | 499.9 | |||||||
Silex Systems Ltd. |
(7,555 | ) | (25,578 | ) | 690.7 | |||||||
Stanmore Resources Ltd. |
(66,022 | ) | (171,161 | ) | 4,622.2 | |||||||
|
|
|
|
|||||||||
(1,482,947 | ) | |||||||||||
Belgium | ||||||||||||
Azelis Group NV |
(48,961 | ) | (1,022,878 | ) | 27,623.0 | |||||||
Cofinimmo SA |
(25,435 | ) | (1,869,394 | ) | 50,483.2 | |||||||
VGP NV |
(5,446 | ) | (647,451 | ) | 17,484.5 | |||||||
|
|
|
|
|||||||||
(3,539,723 | ) | |||||||||||
Canada | ||||||||||||
Encore Energy Corp. |
(5,740 | ) | (26,257 | ) | 709.1 | |||||||
Skeena Resources Ltd. |
(20,266 | ) | (92,078 | ) | 2,486.6 | |||||||
Triple Flag Precious Metals Corp. |
(9,910 | ) | (127,122 | ) | 3,432.9 | |||||||
|
|
|
|
|||||||||
(245,457 | ) | |||||||||||
Cayman Islands | ||||||||||||
Consolidated Water Co. Ltd., Ordinary Shares |
(4,240 | ) | (135,383 | ) | 3,656.0 | |||||||
|
|
|
|
|||||||||
Costa Rica | ||||||||||||
Establishment Labs Holdings, Inc. |
(15,017 | ) | (578,155 | ) | 15,613.1 | |||||||
|
|
|
|
|||||||||
Denmark | ||||||||||||
ALK-Abello A/S, Class B |
(113,216 | ) | (1,837,204 | ) | 49,613.9 | |||||||
Chemometec A/S |
(6,172 | ) | (338,006 | ) | 9,127.9 | |||||||
FLSmidth & Co. A/S |
(8,660 | ) | (359,559 | ) | 9,709.9 | |||||||
Matas A/S |
(18,481 | ) | (335,520 | ) | 9,060.8 | |||||||
Ringkjoebing Landbobank A/S |
(9,544 | ) | (1,556,016 | ) | 42,020.4 | |||||||
Royal Unibrew A/S |
(19,862 | ) | (1,317,459 | ) | 35,578.1 | |||||||
Scandinavian Tobacco Group A/S |
(4,830 | ) | (87,719 | ) | 2,368.9 | |||||||
Topdanmark A/S |
(15,570 | ) | (699,407 | ) | 18,887.6 | |||||||
|
|
|
|
|||||||||
(6,530,890 | ) | |||||||||||
Faeroe Islands | ||||||||||||
Bakkafrost P/F |
(3,781 | ) | (214,189 | ) | 5,784.2 | |||||||
|
|
|
|
|||||||||
France | ||||||||||||
Euroapi SA |
(4,523 | ) | (30,605 | ) | 826.5 | |||||||
Neoen SA |
(30,451 | ) | (892,435 | ) | 24,100.3 | |||||||
Verallia SA |
(4,548 | ) | (162,489 | ) | 4,388.1 | |||||||
|
|
|
|
|||||||||
(1,085,529 | ) | |||||||||||
Germany | ||||||||||||
Eckert & Ziegler Strahlen- und Medizintechnik AG |
(4,010 | ) | (201,847 | ) | 5,450.9 | |||||||
Fraport AG Frankfurt Airport Services Worldwide |
(5,099 | ) | (303,280 | ) | 8,190.1 | |||||||
Hensoldt AG |
(2,262 | ) | (68,783 | ) | 1,857.5 | |||||||
Mercer International, Inc. |
(11,301 | ) | (95,606 | ) | 2,581.9 | |||||||
Schott Pharma AG & Co. KGaA |
(3,169 | ) | (124,829 | ) | 3,371.0 | |||||||
Sixt SE |
(7,451 | ) | (736,271 | ) | 19,883.1 | |||||||
|
|
|
|
|||||||||
(1,530,616 | ) | |||||||||||
Ghana | ||||||||||||
Tullow Oil PLC |
(154,769 | ) | (60,942 | ) | 1,645.7 | |||||||
|
|
|
|
|||||||||
Indonesia | ||||||||||||
Nickel Industries Ltd. |
(551,210 | ) | (285,987 | ) | 7,723.1 | |||||||
|
|
|
|
|||||||||
Ireland | ||||||||||||
Ardmore Shipping Corp. |
(29,622 | ) | (490,837 | ) | 13,255.1 | |||||||
|
|
|
|
83 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Security | Shares | Value | % of Basket Value |
|||||||||
Italy | ||||||||||||
Eurogroup Laminations SpA |
(15,862 | ) | $ | (52,475 | ) | 1,417.1 | % | |||||
Industrie De Nora SpA |
(8,309 | ) | (132,464 | ) | 3,577.2 | |||||||
Salvatore Ferragamo SpA |
(12,042 | ) | (155,555 | ) | 4,200.8 | |||||||
|
|
|
|
|||||||||
(340,494 | ) | |||||||||||
Japan | ||||||||||||
Advance Residence Investment Corp. |
(176 | ) | (391,311 | ) | 10,567.4 | |||||||
Aeon Fantasy Co. Ltd. |
(11,000 | ) | (188,143 | ) | 5,080.8 | |||||||
Aichi Financial Group, Inc. |
(7,200 | ) | (128,275 | ) | 3,464.1 | |||||||
Anycolor, Inc. |
(10,600 | ) | (271,215 | ) | 7,324.2 | |||||||
AOKI Holdings, Inc. |
(8,900 | ) | (71,524 | ) | 1,931.5 | |||||||
Ariake Japan Co. Ltd. |
(7,800 | ) | (252,488 | ) | 6,818.5 | |||||||
Asahi Yukizai Corp. |
(4,000 | ) | (112,290 | ) | 3,032.4 | |||||||
Atom Corp. |
(4,400 | ) | (28,223 | ) | 762.2 | |||||||
Base Co. Ltd. |
(8,600 | ) | (192,130 | ) | 5,188.5 | |||||||
C Uyemura & Co. Ltd. |
(5,700 | ) | (436,682 | ) | 11,792.7 | |||||||
Chikaranomoto Holdings Co. Ltd. |
(10,969 | ) | (108,109 | ) | 2,919.5 | |||||||
Chiyoda Corp. |
(648,500 | ) | (1,501,459 | ) | 40,547.1 | |||||||
Chubu Steel Plate Co. Ltd. |
(300 | ) | (5,085 | ) | 137.3 | |||||||
Comforia Residential REIT, Inc. |
(46 | ) | (97,343 | ) | 2,628.8 | |||||||
Cover Corp. |
(89,796 | ) | (1,725,182 | ) | 46,588.8 | |||||||
CUC, Inc. |
(25,000 | ) | (453,997 | ) | 12,260.2 | |||||||
CYBERDYNE, Inc. |
(411,200 | ) | (577,660 | ) | 15,599.8 | |||||||
Daiei Kankyo Co. Ltd. |
(32,300 | ) | (554,917 | ) | 14,985.6 | |||||||
Daikoku Denki Co. Ltd. |
(15,600 | ) | (397,065 | ) | 10,722.8 | |||||||
Daiwa Office Investment Corp. |
(66 | ) | (284,247 | ) | 7,676.1 | |||||||
DeNA Co. Ltd. |
(5,700 | ) | (58,120 | ) | 1,569.5 | |||||||
Descente Ltd. |
(24,100 | ) | (562,658 | ) | 15,194.6 | |||||||
Enplas Corp. |
(11,000 | ) | (902,729 | ) | 24,378.3 | |||||||
FP Partner, Inc. |
(3,200 | ) | (133,916 | ) | 3,616.4 | |||||||
Fuji Media Holdings, Inc. |
(82,400 | ) | (985,420 | ) | 26,611.4 | |||||||
Fujio Food Group, Inc. |
(22,100 | ) | (221,821 | ) | 5,990.3 | |||||||
Fujita Kanko, Inc. |
(700 | ) | (31,770 | ) | 857.9 | |||||||
Fukuyama Transporting Co. Ltd. |
(17,300 | ) | (483,359 | ) | 13,053.2 | |||||||
Fuso Chemical Co. Ltd. |
(10,600 | ) | (301,595 | ) | 8,144.6 | |||||||
Future Corp. |
(6,300 | ) | (75,522 | ) | 2,039.5 | |||||||
GMO Financial Holdings, Inc. |
(87,300 | ) | (450,093 | ) | 12,154.8 | |||||||
Godo Steel Ltd. |
(100 | ) | (3,530 | ) | 95.3 | |||||||
gremz, Inc. |
(35,600 | ) | (514,921 | ) | 13,905.5 | |||||||
GungHo Online Entertainment, Inc. |
(25,400 | ) | (431,011 | ) | 11,639.5 | |||||||
Hakuto Co. Ltd. |
(2,900 | ) | (121,188 | ) | 3,272.7 | |||||||
Hankyu Hanshin REIT, Inc. |
(194 | ) | (193,871 | ) | 5,235.5 | |||||||
Hirata Corp. |
(500 | ) | (23,088 | ) | 623.5 | |||||||
HIS Co. Ltd. |
(22,400 | ) | (274,779 | ) | 7,420.4 | |||||||
Hokuetsu Corp. |
(25,400 | ) | (242,416 | ) | 6,546.5 | |||||||
Iino Kaiun Kaisha Ltd. |
(67,600 | ) | (596,242 | ) | 16,101.6 | |||||||
I-NE Co. Ltd. |
(9,100 | ) | (153,020 | ) | 4,132.3 | |||||||
J Trust Co. Ltd. |
(33,500 | ) | (109,470 | ) | 2,956.2 | |||||||
Japan Aviation Electronics Industry Ltd. |
(31,300 | ) | (544,562 | ) | 14,706.0 | |||||||
Japan Material Co. Ltd. |
(12,200 | ) | (208,176 | ) | 5,621.8 | |||||||
Japan Prime Realty Investment Corp. |
(76 | ) | (183,734 | ) | 4,961.8 | |||||||
Japan Wool Textile Co. Ltd. |
(53,600 | ) | (545,643 | ) | 14,735.2 | |||||||
Kanto Denka Kogyo Co. Ltd. |
(52,900 | ) | (319,521 | ) | 8,628.7 | |||||||
Kasumigaseki Capital Co. Ltd. |
(600 | ) | (51,237 | ) | 1,383.7 | |||||||
KeePer Technical Laboratory Co. Ltd. |
(2,800 | ) | (124,798 | ) | 3,370.2 | |||||||
Keihan Holdings Co. Ltd. |
(13,200 | ) | (325,174 | ) | 8,781.4 | |||||||
KH Neochem Co. Ltd. |
(1,800 | ) | (28,326 | ) | 764.9 | |||||||
Komehyo Holdings Co. Ltd. |
(3,000 | ) | (90,630 | ) | 2,447.5 | |||||||
Kosaido Holdings Co. Ltd. |
(82,700 | ) | (423,823 | ) | 11,445.4 | |||||||
Krosaki Harima Corp. |
(2,200 | ) | (185,434 | ) | 5,007.7 | |||||||
Kumiai Chemical Industry Co. Ltd. |
(9,900 | ) | (57,323 | ) | 1,548.0 |
Security | Shares | Value | % of Basket Value |
|||||||||
Japan (continued) | ||||||||||||
KYB Corp. |
(2,000 | ) | $ | (70,012 | ) | 1,890.7 | % | |||||
M&A Research Institute Holdings, Inc. |
(41,900 | ) | (1,503,147 | ) | 40,592.7 | |||||||
MEC Co. Ltd. |
(3,000 | ) | (91,629 | ) | 2,474.4 | |||||||
Mitsuboshi Belting Ltd. |
(2,900 | ) | (97,157 | ) | 2,623.7 | |||||||
Mori Hills REIT Investment Corp. |
(200 | ) | (187,965 | ) | 5,076.0 | |||||||
Morinaga Milk Industry Co. Ltd. |
(10,000 | ) | (206,626 | ) | 5,580.0 | |||||||
m-up Holdings, Inc. |
(17,300 | ) | (118,198 | ) | 3,191.9 | |||||||
Musashino Bank Ltd. |
(5,100 | ) | (96,978 | ) | 2,618.9 | |||||||
Namura Shipbuilding Co. Ltd. |
(105,662 | ) | (1,009,011 | ) | 27,248.5 | |||||||
Nanto Bank Ltd. |
(1,800 | ) | (32,855 | ) | 887.3 | |||||||
Nihon Kohden Corp. |
(18,900 | ) | (581,666 | ) | 15,708.0 | |||||||
Nikkiso Co. Ltd. |
(9,100 | ) | (67,422 | ) | 1,820.7 | |||||||
Nikkon Holdings Co. Ltd. |
(7,900 | ) | (171,338 | ) | 4,627.0 | |||||||
Nippon Pillar Packing Co. Ltd. |
(1,300 | ) | (43,127 | ) | 1,164.6 | |||||||
Nippon REIT Investment Corp. |
(10 | ) | (23,378 | ) | 631.3 | |||||||
Nippon Yakin Kogyo Co. Ltd. |
(24,400 | ) | (792,841 | ) | 21,410.8 | |||||||
Nishimatsu Construction Co. Ltd. |
(1,200 | ) | (33,304 | ) | 899.4 | |||||||
Nomura Micro Science Co. Ltd. |
(3,700 | ) | (347,086 | ) | 9,373.1 | |||||||
One REIT, Inc. |
(17 | ) | (31,562 | ) | 852.3 | |||||||
Orient Corp. |
(51,900 | ) | (395,421 | ) | 10,678.4 | |||||||
OSAKA Titanium Technologies Co. Ltd. |
(34,481 | ) | (658,240 | ) | 17,775.9 | |||||||
OSG Corp. |
(40,000 | ) | (549,790 | ) | 14,847.1 | |||||||
Outsourcing Inc. |
(130,000 | ) | (1,530,765 | ) | 41,338.5 | |||||||
Piolax, Inc. |
(19,500 | ) | (333,395 | ) | 9,003.4 | |||||||
Rengo Co. Ltd. |
(30,000 | ) | (196,430 | ) | 5,304.6 | |||||||
Roland Corp. |
(5,900 | ) | (197,873 | ) | 5,343.6 | |||||||
Ryosan Co. Ltd. |
(1,800 | ) | (59,895 | ) | 1,617.5 | |||||||
Sangetsu Corp. |
(32,600 | ) | (725,108 | ) | 19,581.6 | |||||||
SBI Sumishin Net Bank Ltd. |
(1,800 | ) | (20,925 | ) | 565.1 | |||||||
Senshu Ikeda Holdings, Inc. |
(33,800 | ) | (79,029 | ) | 2,134.2 | |||||||
Septeni Holdings Co. Ltd. |
(60,900 | ) | (205,778 | ) | 5,557.1 | |||||||
Shiga Bank Ltd. |
(14,500 | ) | (363,749 | ) | 9,823.1 | |||||||
Shin Nippon Biomedical Laboratories Ltd. |
(20,000 | ) | (234,280 | ) | 6,326.8 | |||||||
Shoei Co. Ltd. |
(5,700 | ) | (76,882 | ) | 2,076.2 | |||||||
SKY Perfect JSAT Holdings, Inc. |
(112,800 | ) | (599,126 | ) | 16,179.5 | |||||||
Sosei Group Corp. |
(14,700 | ) | (142,525 | ) | 3,848.9 | |||||||
Sotetsu Holdings, Inc. |
(17,500 | ) | (323,945 | ) | 8,748.2 | |||||||
SRE Holdings Corp. |
(22,800 | ) | (518,557 | ) | 14,003.7 | |||||||
Star Asia Investment Corp. |
(72 | ) | (28,508 | ) | 769.9 | |||||||
Star Micronics Co. Ltd. |
(29,200 | ) | (351,831 | ) | 9,501.2 | |||||||
SUNWELS Co. Ltd. |
(8,800 | ) | (138,745 | ) | 3,746.8 | |||||||
T Hasegawa Co. Ltd. |
(500 | ) | (11,326 | ) | 305.9 | |||||||
Takara Holdings, Inc. |
(50,800 | ) | (433,980 | ) | 11,719.7 | |||||||
Tama Home Co. Ltd. |
(43,600 | ) | (1,212,661 | ) | 32,748.1 | |||||||
Tocalo Co. Ltd. |
(37,500 | ) | (402,615 | ) | 10,872.7 | |||||||
Toei Animation Co. Ltd. |
(2,000 | ) | (270,096 | ) | 7,294.0 | |||||||
Tokyo Kiraboshi Financial Group, Inc. |
(22,500 | ) | (664,255 | ) | 17,938.3 | |||||||
Tokyo Steel Manufacturing Co. Ltd. |
(51,300 | ) | (625,669 | ) | 16,896.3 | |||||||
Toyo Gosei Co. Ltd. |
(4,100 | ) | (241,974 | ) | 6,534.5 | |||||||
Tri Chemical Laboratories, Inc. |
(17,600 | ) | (438,258 | ) | 11,835.2 | |||||||
TRYT, Inc. |
(78,300 | ) | (325,543 | ) | 8,791.3 | |||||||
Valqua Ltd. |
(2,700 | ) | (82,850 | ) | 2,237.4 | |||||||
Workman Co. Ltd. |
(83,000 | ) | (2,393,309 | ) | 64,631.6 | |||||||
W-Scope Corp. |
(16,600 | ) | (86,685 | ) | 2,340.9 | |||||||
YA-MAN Ltd. |
(40,400 | ) | (280,211 | ) | 7,567.1 | |||||||
Yodogawa Steel Works Ltd. |
(9,600 | ) | (255,336 | ) | 6,895.4 | |||||||
Yonex Co. Ltd. |
(39,400 | ) | (323,485 | ) | 8,735.8 | |||||||
|
|
|
|
|||||||||
(39,020,617 | ) | |||||||||||
Luxembourg |
||||||||||||
Suse S.A |
(772 | ) | (9,086 | ) | 245.4 | |||||||
|
|
|
|
S C H E D U L E O F I N V E S T M E N T S |
84 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
Netherlands | ||||||||||||
Alfen NV |
(611 | ) | $ | (37,449 | ) | 1,011.3 | % | |||||
AMG Critical Materials NV |
(17,441 | ) | (375,391 | ) | 10,137.5 | |||||||
Corbion NV, Class C |
(7,583 | ) | (148,846 | ) | 4,019.6 | |||||||
Flow Traders Ltd. |
(7,368 | ) | (134,184 | ) | 3,623.7 | |||||||
TKH Group NV |
(7,116 | ) | (290,360 | ) | 7,841.2 | |||||||
|
|
|
|
|||||||||
(986,230 | ) | |||||||||||
New Zealand | ||||||||||||
Ryman Healthcare Ltd. |
(192,606 | ) | (678,336 | ) | 18,318.6 | |||||||
|
|
|
|
|||||||||
Norway | ||||||||||||
MPC Container Ships ASA |
(376,863 | ) | (574,438 | ) | 15,512.8 | |||||||
|
|
|
|
|||||||||
Portugal | ||||||||||||
Greenvolt-Energias Renovaveis SA |
(75,729 | ) | (661,872 | ) | 17,873.9 | |||||||
|
|
|
|
|||||||||
Puerto Rico | ||||||||||||
Liberty Latin America Ltd., Class C |
(12,275 | ) | (87,398 | ) | 2,360.2 | |||||||
|
|
|
|
|||||||||
Singapore | ||||||||||||
AEM Holdings Ltd. |
(22,600 | ) | (45,280 | ) | 1,222.8 | |||||||
Kenon Holdings Ltd./Singapore |
(2,320 | ) | (55,627 | ) | 1,502.2 | |||||||
SATS Ltd. |
(115,200 | ) | (236,699 | ) | 6,392.1 | |||||||
|
|
|
|
|||||||||
(337,606 | ) | |||||||||||
Spain | ||||||||||||
Faes Farma SA |
(22,958 | ) | (76,489 | ) | 2,065.6 | |||||||
Sacyr SA |
(77,526 | ) | (259,110 | ) | 6,997.3 | |||||||
Vidrala SA |
(7,478 | ) | (759,410 | ) | 20,508.0 | |||||||
Viscofan SA |
(6,150 | ) | (365,020 | ) | 9,857.4 | |||||||
|
|
|
|
|||||||||
(1,460,029 | ) | |||||||||||
Sweden | ||||||||||||
Addnode Group AB, Class B |
(6,319 | ) | (57,016 | ) | 1,539.7 | |||||||
Dometic Group AB |
(77,189 | ) | (619,476 | ) | 16,729.0 | |||||||
Hexatronic Group AB |
(47,467 | ) | (100,431 | ) | 2,712.1 | |||||||
Hms Networks Ab |
(2,455 | ) | (108,956 | ) | 2,942.4 | |||||||
Paradox Interactive AB |
(7,568 | ) | (149,493 | ) | 4,037.1 | |||||||
Stillfront Group AB |
(27,180 | ) | (28,404 | ) | 767.1 | |||||||
|
|
|
|
|||||||||
(1,063,776 | ) | |||||||||||
Switzerland | ||||||||||||
Garrett Motion, Inc. |
(22,953 | ) | (197,166 | ) | 5,324.5 | |||||||
|
|
|
|
|||||||||
United Kingdom | ||||||||||||
Auction Technology Group PLC |
(370 | ) | (2,565 | ) | 69.3 | |||||||
Global Ship Lease, Inc., Class A |
(7,512 | ) | (160,907 | ) | 4,345.3 | |||||||
Ibstock PLC |
(24,621 | ) | (48,058 | ) | 1,297.8 | |||||||
Moonpig Group PLC |
(13,438 | ) | (28,554 | ) | 771.1 | |||||||
Next 15 Group PLC |
(2,192 | ) | (25,516 | ) | 689.1 | |||||||
Renishaw PLC |
(3,774 | ) | (167,641 | ) | 4,527.2 | |||||||
Softcat PLC |
(1,893 | ) | (34,827 | ) | 940.5 | |||||||
Trainline PLC |
(18,358 | ) | (77,180 | ) | 2,084.2 | |||||||
Victrex PLC |
(15,519 | ) | (269,267 | ) | 7,271.6 | |||||||
|
|
|
|
|||||||||
(814,515 | ) | |||||||||||
United States | ||||||||||||
Adeia, Inc. |
(6,895 | ) | (83,705 | ) | 2,260.5 | |||||||
ADTRAN Holdings, Inc. |
(19,739 | ) | (123,665 | ) | 3,339.6 | |||||||
Aehr Test Systems |
(15,947 | ) | (236,813 | ) | 6,395.2 | |||||||
AerSale Corp. |
(17,851 | ) | (166,014 | ) | 4,483.2 | |||||||
Agiliti, Inc. |
(1,533 | ) | (10,869 | ) | 293.5 | |||||||
Altair Engineering, Inc., Class A |
(3,978 | ) | (338,210 | ) | 9,133.4 | |||||||
AMC Networks, Inc., Class A |
(2,344 | ) | (42,403 | ) | 1,145.1 | |||||||
Americas Car-Mart, Inc. |
(216 | ) | (13,152 | ) | 355.2 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Anterix, Inc. |
(6,321 | ) | $ | (188,492 | ) | 5,090.3 | % | |||||
Apollo Commercial Real Estate Finance, Inc. |
(16,952 | ) | (189,184 | ) | 5,108.9 | |||||||
Applied Digital Corp. |
(98,622 | ) | (506,917 | ) | 13,689.4 | |||||||
Ares Commercial Real Estate Corp. |
(15,736 | ) | (149,649 | ) | 4,041.3 | |||||||
Artesian Resources Corp., Class A |
(4,121 | ) | (150,417 | ) | 4,062.0 | |||||||
Assured Guaranty Ltd. |
(6,047 | ) | (490,593 | ) | 13,248.5 | |||||||
Astronics Corp. |
(4,657 | ) | (78,750 | ) | 2,126.7 | |||||||
Atlas Energy Solutions, Inc. |
(4,512 | ) | (78,373 | ) | 2,116.5 | |||||||
Atrion Corp. |
(57 | ) | (19,380 | ) | 523.4 | |||||||
Balchem Corp. |
(6,271 | ) | (878,943 | ) | 23,736.0 | |||||||
Bank First Corp. |
(522 | ) | (44,078 | ) | 1,190.3 | |||||||
BGC Group, Inc., Class A |
(175,323 | ) | (1,237,780 | ) | 33,426.4 | |||||||
Bloomin Brands, Inc. |
(12,254 | ) | (326,202 | ) | 8,809.1 | |||||||
Boston Omaha Corp., Class A |
(13,322 | ) | (206,358 | ) | 5,572.7 | |||||||
BRP Group, Inc., Class A |
(72,002 | ) | (1,615,725 | ) | 43,632.9 | |||||||
Burford Capital Ltd. |
(17,403 | ) | (261,741 | ) | 7,068.4 | |||||||
California Water Service Group |
(20,204 | ) | (914,635 | ) | 24,699.8 | |||||||
Cambridge Bancorp |
(5,950 | ) | (408,111 | ) | 11,021.1 | |||||||
Casella Waste Systems, Inc., Class A |
(14,548 | ) | (1,241,526 | ) | 33,527.6 | |||||||
Cass Information Systems, Inc. |
(1,724 | ) | (74,408 | ) | 2,009.4 | |||||||
Cathay General Bancorp |
(30,475 | ) | (1,254,656 | ) | 33,882.2 | |||||||
CCC Intelligent Solutions Holdings, Inc. |
(1,111 | ) | (12,210 | ) | 329.7 | |||||||
Centrus Energy Corp., Class A |
(4,378 | ) | (219,863 | ) | 5,937.4 | |||||||
Certara, Inc. |
(52,989 | ) | (856,302 | ) | 23,124.5 | |||||||
Claros Mortgage Trust, Inc. |
(4,808 | ) | (56,446 | ) | 1,524.3 | |||||||
Cleanspark, Inc. |
(48,911 | ) | (393,734 | ) | 10,632.8 | |||||||
Clearfield, Inc. |
(33,942 | ) | (854,999 | ) | 23,089.4 | |||||||
CNB Financial Corp. |
(852 | ) | (18,190 | ) | 491.2 | |||||||
Coastal Financial Corp. |
(7,689 | ) | (306,791 | ) | 8,284.9 | |||||||
Collegium Pharmaceutical, Inc. |
(30,497 | ) | (1,005,181 | ) | 27,145.0 | |||||||
Columbia Financial, Inc. |
(14,006 | ) | (251,828 | ) | 6,800.6 | |||||||
Conduent, Inc. |
(15,440 | ) | (55,584 | ) | 1,501.1 | |||||||
Consensus Cloud Solutions, Inc. |
(19,826 | ) | (431,017 | ) | 11,639.7 | |||||||
Crescent Energy Co., Class A |
(38,441 | ) | (424,773 | ) | 11,471.1 | |||||||
CTS Corp. |
(16,791 | ) | (689,439 | ) | 18,618.4 | |||||||
Cytek Biosciences, Inc. |
(7,602 | ) | (57,395 | ) | 1,550.0 | |||||||
Definitive Healthcare Corp., Class A |
(21,764 | ) | (184,994 | ) | 4,995.8 | |||||||
Diamond Hill Investment Group, Inc., Class A |
(189 | ) | (30,151 | ) | 814.2 | |||||||
DiamondRock Hospitality Co. |
(77,031 | ) | (704,063 | ) | 19,013.3 | |||||||
Dine Brands Global, Inc. |
(12,616 | ) | (588,536 | ) | 15,893.5 | |||||||
Distribution Solutions Group, Inc. |
(7,559 | ) | (241,283 | ) | 6,515.9 | |||||||
DocGo, Inc. |
(10,499 | ) | (38,846 | ) | 1,049.0 | |||||||
Domo, Inc., Class B |
(10,276 | ) | (111,700 | ) | 3,016.5 | |||||||
Dorman Products, Inc. |
(9,224 | ) | (750,926 | ) | 20,278.9 | |||||||
Easterly Government Properties, Inc. |
(13,637 | ) | (167,462 | ) | 4,522.3 | |||||||
Eastman Kodak Co. |
(126,890 | ) | (437,771 | ) | 11,822.1 | |||||||
Ecovyst, Inc. |
(43,367 | ) | (401,578 | ) | 10,844.7 | |||||||
Embecta Corp. |
(28,870 | ) | (494,832 | ) | 13,363.0 | |||||||
Encore Capital Group, Inc. |
(2,151 | ) | (107,722 | ) | 2,909.0 | |||||||
Enfusion, Inc., Class A |
(50,983 | ) | (402,766 | ) | 10,876.7 | |||||||
Enhabit, Inc. |
(7,025 | ) | (70,882 | ) | 1,914.2 | |||||||
Enpro, Inc. |
(1,307 | ) | (195,240 | ) | 5,272.5 | |||||||
European Wax Center, Inc., Class A |
(55,218 | ) | (819,435 | ) | 22,129.0 | |||||||
Evolus, Inc. |
(14,239 | ) | (180,693 | ) | 4,879.6 | |||||||
Excelerate Energy, Inc., Class A |
(29,653 | ) | (454,284 | ) | 12,268.0 | |||||||
F&G Annuities & Life, Inc. |
(6,009 | ) | (269,444 | ) | 7,276.4 | |||||||
Farmland Partners, Inc. |
(13,496 | ) | (151,425 | ) | 4,089.3 | |||||||
First Advantage Corp. |
(10,023 | ) | (164,077 | ) | 4,430.9 | |||||||
First Bancorp/Southern Pines NC |
(1,498 | ) | (51,771 | ) | 1,398.1 | |||||||
First Bancshares, Inc. |
(7,058 | ) | (179,485 | ) | 4,847.0 | |||||||
First Commonwealth Financial Corp. |
(78,131 | ) | (1,094,615 | ) | 29,560.2 |
85 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund
|
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
First Community Bankshares, Inc. |
(2,811 | ) | $ | (96,361 | ) | 2,602.2 | % | |||||
First Merchants Corp. |
(973 | ) | (32,897 | ) | 888.4 | |||||||
Four Corners Property Trust, Inc. |
(1,247 | ) | (29,192 | ) | 788.3 | |||||||
GCM Grosvenor, Inc., Class A |
(3,591 | ) | (31,206 | ) | 842.7 | |||||||
GEO Group, Inc. |
(11,978 | ) | (133,195 | ) | 3,596.9 | |||||||
German American Bancorp, Inc. |
(2,856 | ) | (94,619 | ) | 2,555.2 | |||||||
Gladstone Land Corp. |
(15,931 | ) | (225,583 | ) | 6,091.9 | |||||||
Global Medical REIT, Inc. |
(8,891 | ) | (89,888 | ) | 2,427.4 | |||||||
Great Southern Bancorp, Inc. |
(2,853 | ) | (148,613 | ) | 4,013.3 | |||||||
Grid Dynamics Holdings, Inc., Class A |
(25,156 | ) | (328,286 | ) | 8,865.4 | |||||||
Harrow, Inc. |
(1,681 | ) | (16,020 | ) | 432.6 | |||||||
Haynes International, Inc. |
(5,415 | ) | (301,453 | ) | 8,140.8 | |||||||
HighPeak Energy, Inc. |
(5,280 | ) | (72,072 | ) | 1,946.3 | |||||||
Hillman Solutions Corp. |
(85,820 | ) | (754,358 | ) | 20,371.5 | |||||||
Hilltop Holdings, Inc. |
(14,040 | ) | (442,120 | ) | 11,939.5 | |||||||
Home BancShares, Inc. |
(12,008 | ) | (281,468 | ) | 7,601.1 | |||||||
Ichor Holdings Ltd. |
(6,049 | ) | (218,974 | ) | 5,913.4 | |||||||
International Bancshares Corp. |
(15,655 | ) | (827,523 | ) | 22,347.4 | |||||||
Intrepid Potash, Inc. |
(1,349 | ) | (24,822 | ) | 670.3 | |||||||
iRhythm Technologies, Inc. |
(3,904 | ) | (467,621 | ) | 12,628.2 | |||||||
Jack in the Box, Inc. |
(12,883 | ) | (1,004,488 | ) | 27,126.3 | |||||||
Jackson Financial, Inc., Class A |
(5,949 | ) | (297,866 | ) | 8,043.9 | |||||||
John Bean Technologies Corp. |
(3,317 | ) | (327,587 | ) | 8,846.5 | |||||||
Leslies, Inc. |
(63,310 | ) | (424,810 | ) | 11,472.1 | |||||||
Liberty Media Corp.-Liberty Live, Class C |
(11,622 | ) | (433,152 | ) | 11,697.3 | |||||||
Life Time Group Holdings, Inc. |
(8,701 | ) | (115,723 | ) | 3,125.1 | |||||||
Lightwave Logic, Inc. |
(6,477 | ) | (27,916 | ) | 753.9 | |||||||
Lindblad Expeditions Holdings, Inc. |
(18,520 | ) | (171,125 | ) | 4,621.3 | |||||||
Madison Square Garden Entertainment Corp. |
(411 | ) | (13,703 | ) | 370.1 | |||||||
Maravai LifeSciences Holdings, Inc., Class A |
(41,632 | ) | (241,466 | ) | 6,520.8 | |||||||
MaxCyte, Inc. |
(13,154 | ) | (66,954 | ) | 1,808.1 | |||||||
MediaAlpha, Inc., Class A |
(10,851 | ) | (138,350 | ) | 3,736.2 | |||||||
MeridianLink, Inc. |
(8,513 | ) | (193,671 | ) | 5,230.1 | |||||||
Mesa Laboratories, Inc. |
(3,549 | ) | (325,159 | ) | 8,781.0 | |||||||
Middlesex Water Co. |
(8,242 | ) | (461,305 | ) | 12,457.6 | |||||||
Mirion Technologies, Inc., Class A |
(58,277 | ) | (550,718 | ) | 14,872.2 | |||||||
Mission Produce, Inc. |
(1,078 | ) | (10,769 | ) | 290.8 | |||||||
Montauk Renewables, Inc. |
(13,135 | ) | (90,763 | ) | 2,451.1 | |||||||
Movado Group, Inc. |
(19,107 | ) | (526,971 | ) | 14,230.9 | |||||||
National Bank Holdings Corp., Class A |
(25,386 | ) | (888,510 | ) | 23,994.3 | |||||||
National Cinemedia, Inc. |
(5,422 | ) | (22,176 | ) | 598.9 | |||||||
National Health Investors, Inc. |
(4,917 | ) | (261,486 | ) | 7,061.5 | |||||||
National Presto Industries, Inc. |
(715 | ) | (56,607 | ) | 1,528.7 | |||||||
Navient Corp. |
(6,464 | ) | (111,310 | ) | 3,005.9 | |||||||
NBT Bancorp, Inc. |
(32,066 | ) | (1,140,588 | ) | 30,801.7 | |||||||
nCino, Inc. |
(12,429 | ) | (391,265 | ) | 10,566.2 | |||||||
NeoGenomics, Inc. |
(5,257 | ) | (78,066 | ) | 2,108.2 | |||||||
New York Mortgage Trust, Inc. |
(22,209 | ) | (174,119 | ) | 4,702.1 | |||||||
Nicolet Bankshares, Inc. |
(1,982 | ) | (154,140 | ) | 4,162.6 | |||||||
nLight, Inc. |
(14,283 | ) | (185,393 | ) | 5,006.6 | |||||||
Northern Oil and Gas, Inc. |
(20,804 | ) | (696,934 | ) | 18,820.8 | |||||||
One Liberty Properties, Inc. |
(1,555 | ) | (31,473 | ) | 849.9 | |||||||
OneWater Marine, Inc., Class A |
(17,504 | ) | (441,626 | ) | 11,926.2 | |||||||
Origin Bancorp, Inc. |
(10,882 | ) | (331,901 | ) | 8,963.0 | |||||||
OrthoPediatrics Corp. |
(6,197 | ) | (161,866 | ) | 4,371.2 | |||||||
Papa Johns International, Inc. |
(10,086 | ) | (741,119 | ) | 20,014.0 | |||||||
Paragon 28, Inc. |
(4,122 | ) | (52,267 | ) | 1,411.5 | |||||||
Park National Corp. |
(1,824 | ) | (238,360 | ) | 6,436.9 | |||||||
Peapack-Gladstone Financial Corp. |
(3,947 | ) | (108,858 | ) | 2,939.7 | |||||||
Peoples Bancorp, Inc. |
(12,379 | ) | (362,705 | ) | 9,794.9 |
Security | Shares | Value | % of Basket Value |
|||||||||
United States (continued) | ||||||||||||
Phillips Edison & Co., Inc. |
(15,903 | ) | $ | (551,993 | ) | 14,906.6 | % | |||||
Phinia, Inc. |
(7,688 | ) | (232,485 | ) | 6,278.3 | |||||||
Piedmont Lithium, Inc. |
(7,623 | ) | (116,479 | ) | 3,145.5 | |||||||
Pitney Bowes, Inc. |
(13,419 | ) | (55,152 | ) | 1,489.4 | |||||||
Powell Industries, Inc. |
(6,696 | ) | (793,677 | ) | 21,433.4 | |||||||
Preformed Line Products Co. |
(361 | ) | (44,132 | ) | 1,191.8 | |||||||
ProAssurance Corp. |
(6,726 | ) | (90,532 | ) | 2,444.8 | |||||||
RCI Hospitality Holdings, Inc. |
(12,152 | ) | (750,508 | ) | 20,267.6 | |||||||
Ready Capital Corp. |
(103,747 | ) | (972,109 | ) | 26,251.9 | |||||||
REC Silicon ASA |
(77,450 | ) | (91,928 | ) | 2,482.5 | |||||||
Retail Opportunity Investments Corp. |
(25,733 | ) | (349,712 | ) | 9,444.0 | |||||||
Rocket Lab USA, Inc., Class A |
(81,700 | ) | (396,245 | ) | 10,700.6 | |||||||
S&T Bancorp, Inc. |
(14,058 | ) | (468,694 | ) | 12,657.1 | |||||||
Seacoast Banking Corp. of Florida |
(5,314 | ) | (130,512 | ) | 3,524.5 | |||||||
Sensient Technologies Corp. |
(5,365 | ) | (332,791 | ) | 8,987.1 | |||||||
Service Properties Trust |
(5,833 | ) | (45,089 | ) | 1,217.6 | |||||||
Shenandoah Telecommunications Co. |
(5,212 | ) | (106,794 | ) | 2,884.0 | |||||||
Simply Good Foods Co. |
(38,105 | ) | (1,440,369 | ) | 38,897.4 | |||||||
Six Flags Entertainment Corp. |
(29,652 | ) | (747,527 | ) | 20,187.1 | |||||||
Solo Brands, Inc., Class A |
(5,024 | ) | (14,017 | ) | 378.5 | |||||||
Sotera Health Co. |
(10,010 | ) | (147,347 | ) | 3,979.1 | |||||||
Southern Missouri Bancorp, Inc. |
(542 | ) | (23,637 | ) | 638.3 | |||||||
Stellar Bancorp, Inc. |
(5,753 | ) | (143,998 | ) | 3,888.7 | |||||||
Stepan Co. |
(1,258 | ) | (112,302 | ) | 3,032.7 | |||||||
StepStone Group, Inc., Class A |
(36,035 | ) | (1,205,371 | ) | 32,551.2 | |||||||
Stericycle, Inc. |
(2,299 | ) | (110,352 | ) | 2,980.1 | |||||||
Sterling Check Corp. |
(17,269 | ) | (235,549 | ) | 6,361.0 | |||||||
Steven Madden Ltd. |
(37,118 | ) | (1,554,502 | ) | 41,979.5 | |||||||
Sun Country Airlines Holdings, Inc. |
(9,804 | ) | (133,432 | ) | 3,603.3 | |||||||
SunCoke Energy, Inc. |
(16,075 | ) | (164,769 | ) | 4,449.6 | |||||||
Tarsus Pharmaceuticals, Inc. |
(9,360 | ) | (254,966 | ) | 6,885.4 | |||||||
Tidewater, Inc. |
(12,465 | ) | (837,523 | ) | 22,617.4 | |||||||
TimkenSteel Corp. |
(4,509 | ) | (92,660 | ) | 2,502.3 | |||||||
Towne Bank |
(7,567 | ) | (212,708 | ) | 5,744.2 | |||||||
Transcat, Inc. |
(562 | ) | (61,843 | ) | 1,670.1 | |||||||
TransMedics Group, Inc. |
(4,533 | ) | (388,795 | ) | 10,499.5 | |||||||
TreeHouse Foods, Inc. |
(18,014 | ) | (758,389 | ) | 20,480.4 | |||||||
Triumph Financial, Inc. |
(1,268 | ) | (89,584 | ) | 2,419.2 | |||||||
Triumph Group, Inc. |
(44,668 | ) | (723,622 | ) | 19,541.5 | |||||||
UFP Technologies, Inc. |
(1,479 | ) | (249,226 | ) | 6,730.4 | |||||||
United Community Banks, Inc. |
(12,823 | ) | (350,581 | ) | 9,467.5 | |||||||
Uniti Group, Inc. |
(102,867 | ) | (541,080 | ) | 14,611.9 | |||||||
Vista Outdoor, Inc. |
(27,149 | ) | (762,072 | ) | 20,579.9 | |||||||
WaFd, Inc. |
(3,444 | ) | (100,014 | ) | 2,700.9 | |||||||
Westrock Coffee Co. |
(12,232 | ) | (126,724 | ) | 3,422.2 | |||||||
White Mountains Insurance Group Ltd. |
(455 | ) | (717,066 | ) | 19,364.5 | |||||||
XPEL, Inc. |
(7,043 | ) | (376,448 | ) | 10,166.0 | |||||||
York Water Co. |
(7,033 | ) | (252,344 | ) | 6,814.6 | |||||||
|
|
|
|
|||||||||
(60,385,667 | ) | |||||||||||
Investment Companies | ||||||||||||
Luxembourg | ||||||||||||
BBGI Global Infrastructure SA |
(207,881 | ) | (345,513 | ) | 9,330.6 | |||||||
|
|
|
|
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Rights | ||||||||||||
Spain | ||||||||||||
Sacyr SA, (Expires 02/09/24) |
(77,526 | ) | (5,240 | ) | 141.5 | |||||||
|
|
|
|
|||||||||
Total Reference Entity Short |
(123,148,638 | ) | ||||||||||
|
|
|||||||||||
Net Value of Reference Entity UBS AG |
$ | (3,703 | ) | |||||||||
|
|
S C H E D U L E O F I N V E S T M E N T S |
86 |
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:
| Level 1 Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access; |
| Level 2 Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other marketcorroborated inputs); and |
| Level 3 Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committees assumptions used in determining the fair value of financial instruments). |
The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Funds policy regarding valuation of financial instruments, refer to its most recent financial statements.
The following table summarizes the Funds financial instruments categorized in the fair value hierarchy. The breakdown of the Funds financial instruments into major categories is disclosed in the Schedule of Investments above.
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets |
||||||||||||||||
Investments |
||||||||||||||||
Long-Term Investments |
||||||||||||||||
Common Stocks |
$ | 84,080,707 | $ | | $ | | $ | 84,080,707 | ||||||||
Preferred Securities |
||||||||||||||||
Preferred Stocks |
| | 4,891,338 | 4,891,338 | ||||||||||||
U.S. Government Sponsored Agency Securities |
| 2,960,993 | | 2,960,993 | ||||||||||||
U.S. Treasury Obligations |
| 11,271,117 | | 11,271,117 | ||||||||||||
Short-Term Securities |
||||||||||||||||
Money Market Funds |
6,471,362 | | | 6,471,362 | ||||||||||||
U.S. Treasury Obligations |
| 1,085,358,429 | | 1,085,358,429 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 90,552,069 | $ | 1,099,590,539 | $ | 4,891,338 | $ | 1,195,033,946 | |||||||||
|
|
|
|
|
|
|
|
|||||||||
Derivative Financial Instruments(a) |
||||||||||||||||
Assets |
||||||||||||||||
Equity Contracts |
$ | 347,700 | $ | 12,713,478 | $ | | $ | 13,061,178 | ||||||||
Interest Rate Contracts |
| 916,711 | | 916,711 | ||||||||||||
Liabilities |
||||||||||||||||
Equity Contracts |
(705,947 | ) | (3,914,138 | ) | | (4,620,085 | ) | |||||||||
Interest Rate Contracts |
| (38,528 | ) | | (38,528 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | (358,247 | ) | $ | 9,677,523 | $ | | $ | 9,319,276 | ||||||||
|
|
|
|
|
|
|
|
(a) | Derivative financial instruments are swaps and futures contracts. Swaps and futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
Currency Abbreviation | ||
EUR | Euro | |
GBP | British Pound | |
JPY | Japanese Yen |
Currency Abbreviation (continued) | ||
USD | United States Dollar |
87 |
|
Schedule of Investments (unaudited) (continued) January 31, 2024 |
BlackRock Global Equity Market Neutral Fund |
Portfolio Abbreviation | ||
ADR | American Depositary Receipt | |
AGC | Assured Guaranty Corp. | |
AMBAC | AMBAC Assurance Corp. | |
ARB | Airport Revenue Bonds | |
BAM | Build America Mutual Assurance Co. | |
CDI | CREST Depository Interest | |
CJSC | Closed Joint Stock Company | |
CVA | Certificaten Van Aandelen (Dutch Certificate) | |
DIP | Debtor-In-Possession | |
ETF | Exchange-Traded Fund | |
FTSE | Financial Times Stock Exchange | |
MSCI | Morgan Stanley Capital International | |
PJSC | Public Joint Stock Company | |
RB | Revenue Bond | |
REIT | Real Estate Investment Trust | |
S&P | Standard & Poors | |
SCA | Societe en Commandite par Actions | |
SG | Syncora Guarantee | |
ST | Special Tax | |
THOR | Thai Overnight Repurchase Rate | |
UT | Unlimited Tax |
S C H E D U L E O F I N V E S T M E N T S |
88 |