# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-23-070037
**Filing Date:** 2023-3
**Character Count:** 242081
**Document Hash:** eaa3e5b038bc6c3c9444f6eaab338204
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070037.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070037

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601
- **IRS NUMBER:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 23768958

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Global Equity Fund (Series ID: S000015554)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000042371 | Class A      | RGEAX           |
| C000042372 | Class C      | RGECX           |
| C000042374 | Class S      | RGESX           |
| C000066919 | Class Y      | RLGYX           |
| C000178375 | Class M      | RGDTX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

  - **Street Address 1:** 1301 SECOND AVENUE

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** Global Equity Fund

- **b. EDGAR series identifier (if any):** S000015554

- **c. LEI of Series:** VTHOU527SFHXM6LQY641

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1589937703.75

**Total Liabilities:** $9737989.93

**Net Assets:** $1580199713.82

**Cash Not Reported:** $40121442.08

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000042371 | 1.90%                | -9.64%               | 1.37%                |
| Class ID C000178375 | 8.21%                | -4.16%               | 7.56%                |
| Class ID C000042374 | 8.07%                | -4.21%               | 7.56%                |
| Class ID C000042372 | 8.00%                | -4.19%               | 7.39%                |
| Class ID C000066919 | 8.12%                | -4.18%               | 7.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7851924.50             | $118070518.46                              |
| Month 2  | $-1224013.52             | $-46908711.46                              |
| Month 3  | $-1975744.02             | $113090487.35                              |

**Designated Index Information**

- **Index Name:** MSCI World Index

- **Index Identifier:** MSCI.MC.MXWO

### Schedule of Portfolio Investments

| Name                                                                                                | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Honeywell International Inc                                                                         | Honeywell International Inc                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     10465 | NS      | $2181743.20   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Discover Financial Services                                                                         | Discover Financial Services                               | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      3518 | NS      | $410656.14    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SCB X PCL                                                                                           | SCB X PCL                                                 | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |    558100 | NS      | $1763189.56   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-348711.02   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Dongfeng Motor Group Co Ltd                                                                         | Dongfeng Motor Group Co Ltd                               | CUSIP: 000000000<br>LEI: 3003002JNYOYPX54GE50 | Long             | EC               | CORP              | CN        |   3198000 | NS      | $1908177.18   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Universal Music Group NV                                                                            | Universal Music Group NV                                  | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |    100572 | NS      | $2572921.40   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| St James's Place PLC                                                                                | St James's Place PLC                                      | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |     20458 | NS      | $310301.65    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                                 | LVMH Moet Hennessy Louis Vuitton SE                       | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      8396 | NS      | $7334614.80   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Kingfisher PLC                                                                                      | Kingfisher PLC                                            | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    424886 | NS      | $1464625.70   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Cisco Systems Inc                                                                                   | Cisco Systems Inc                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     57733 | NS      | $2809865.11   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp                                                                                      | Albemarle Corp                                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      8766 | NS      | $2467190.70   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                                                                      | Salesforce Inc                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     12130 | NS      | $2037476.10   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Dow Inc                                                                                             | Dow Inc                                                   | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      6583 | NS      | $390701.05    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Weir Group PLC/The                                                                                  | Weir Group PLC/The                                        | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |    233441 | NS      | $5139872.19   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| L3Harris Technologies Inc                                                                           | L3Harris Technologies Inc                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     11087 | NS      | $2381709.34   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Inc                                                                                       | BlackRock Inc                                             | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      3043 | NS      | $2310276.03   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                                                                           | Warner Bros Discovery Inc                                 | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     27238 | NS      | $403667.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BT Group PLC                                                                                        | BT Group PLC                                              | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   1367513 | NS      | $2109000.22   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| United Parcel Service Inc                                                                           | United Parcel Service Inc                                 | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      9649 | NS      | $1787284.27   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Nokia Oyj                                                                                           | Nokia Oyj                                                 | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    680293 | NS      | $3241972.19   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Dollar General Corp                                                                                 | Dollar General Corp                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1936 | NS      | $452249.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                                                                                       | Accenture PLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     33544 | NS      | $9360453.20   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Residential                                                                                  | Equity Residential                                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      4416 | NS      | $281078.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SMC Corp                                                                                            | SMC Corp                                                  | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      4400 | NS      | $2236834.33   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Co                                                                                   | General Motors Co                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      7538 | NS      | $296394.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp                                                                                | Western Digital Corp                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      7388 | NS      | $324702.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Rubber Industries Ltd                                                                      | Sumitomo Rubber Industries Ltd                            | CUSIP: 000000000<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |    136800 | NS      | $1214063.16   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |         1 | NC      | $64071.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                                                                  | MS&AD Insurance Group Holdings Inc                        | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |    105800 | NS      | $3401650.67   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Flutter Entertainment PLC                                                                           | Flutter Entertainment PLC                                 | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |     20796 | NS      | $3233252.29   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Welltower Inc                                                                                       | Welltower Inc                                             | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |     34047 | NS      | $2554886.88   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Genuine Parts Co                                                                                    | Genuine Parts Co                                          | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      5259 | NS      | $882565.38    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SKF AB                                                                                              | SKF AB                                                    | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |    201259 | NS      | $3555902.60   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-236564.44   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Viatris Inc                                                                                         | Viatris Inc                                               | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     18703 | NS      | $227428.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/The                                                                                | Progressive Corp/The                                      | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     18647 | NS      | $2542518.45   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| American Water Works Co Inc                                                                         | American Water Works Co Inc                               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      2407 | NS      | $376671.43    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                                                                      | TOPIX INDX FUTR MAR23                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |      -192 | NC      | $-391748.70   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy Inc                                                                                 | Dominion Energy Inc                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      6729 | NS      | $428233.56    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                                                                          | Mondelez International Inc                                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     33515 | NS      | $2193221.60   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Okta Inc                                                                                            | Okta Inc                                                  | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     22090 | NS      | $1626044.90   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp                                                                                  | Union Pacific Corp                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1131 | NS      | $230938.89    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                                                                   | Johnson & Johnson                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     45958 | NS      | $7510456.36   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Realty Income Corp                                                                                  | Realty Income Corp                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |      5115 | NS      | $346950.45    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4965 | NS      | $1327641.00   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultrapar Participacoes SA                                                                           | Ultrapar Participacoes SA                                 | CUSIP: 000000000<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |    506300 | NS      | $1315544.20   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Ltd                                                                                             | ASX Ltd                                                   | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |      6794 | NS      | $332657.72    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                                              | UnitedHealth Group Inc                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     25768 | NS      | $12863127.92  | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| BP PLC                                                                                              | BP PLC                                                    | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |   1366697 | NS      | $8268853.08   | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| Clorox Co/The                                                                                       | Clorox Co/The                                             | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      9458 | NS      | $1368478.02   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                                                                     | ASML Holding NV                                           | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      3727 | NS      | $2468255.87   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Philip Morris International Inc                                                                     | Philip Morris International Inc                           | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2806 | NS      | $292497.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| United Rentals Inc                                                                                  | United Rentals Inc                                        | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1054 | NS      | $464761.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |         1 | NC      | $60239.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| International Business Machines Corp                                                                | International Business Machines Corp                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3681 | NS      | $495941.13    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-98908.47    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Land Securities Group PLC                                                                           | Land Securities Group PLC                                 | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |    192732 | NS      | $1690076.60   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD SGD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2232.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Valero Energy Corp                                                                                  | Valero Energy Corp                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      5307 | NS      | $743139.21    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                                                                       | Amphenol Corp                                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      5355 | NS      | $427168.35    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                                                                    | Wells Fargo & Co                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    119441 | NS      | $5598199.67   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                                                                                 | Northern Trust Corp                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      2836 | NS      | $275006.92    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp                                                                             | Marathon Petroleum Corp                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      8334 | NS      | $1071085.68   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Persimmon PLC                                                                                       | Persimmon PLC                                             | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     17980 | NS      | $315446.41    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                                  | Mitsubishi UFJ Financial Group Inc                        | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    733100 | NS      | $5380907.30   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Telecommunications Ltd                                                                    | Singapore Telecommunications Ltd                          | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    112500 | NS      | $215606.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Partners Group Holding AG                                                                           | Partners Group Holding AG                                 | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       976 | NS      | $917281.40    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Inc                                                                                  | NextEra Energy Inc                                        | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11877 | NS      | $886380.51    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| WP Carey Inc                                                                                        | WP Carey Inc                                              | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |      3664 | NS      | $313381.92    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BPER Banca                                                                                          | BPER Banca                                                | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |    787558 | NS      | $2159464.08   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| General Mills Inc                                                                                   | General Mills Inc                                         | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     28210 | NS      | $2210535.60   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| DR Horton Inc                                                                                       | DR Horton Inc                                             | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     36142 | NS      | $3566853.98   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Paychex Inc                                                                                         | Paychex Inc                                               | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     16564 | NS      | $1919105.04   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Continental AG                                                                                      | Continental AG                                            | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |     28937 | NS      | $2027173.74   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Mowi ASA                                                                                            | Mowi ASA                                                  | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     18258 | NS      | $337566.58    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Schlumberger Ltd                                                                                    | Schlumberger Ltd                                          | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    298633 | NS      | $17016108.34  | 1.08%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie Inc                                                                                          | AbbVie Inc                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4798 | NS      | $708904.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tractor Supply Co                                                                                   | Tractor Supply Co                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      4482 | NS      | $1021851.18   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| DeNA Co Ltd                                                                                         | DeNA Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900T9JQP7I5LDY154 | Long             | EC               | CORP              | JP        |     88700 | NS      | $1244913.59   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Seagate Technology Holdings PLC                                                                     | Seagate Technology Holdings PLC                           | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     44524 | NS      | $3017836.72   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                                                                        | Unilever PLC                                              | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    178700 | NS      | $9129576.87   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Products and Chemicals Inc                                                                      | Air Products and Chemicals Inc                            | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      6887 | NS      | $2207352.37   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Hakuhodo DY Holdings Inc                                                                            | Hakuhodo DY Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     69300 | NS      | $749879.33    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | Commonwealth Bank of Australia                            | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      5478 | NS      | $427786.96    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Disco Corp                                                                                          | Disco Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $210186.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ARC Resources Ltd                                                                                   | ARC Resources Ltd                                         | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |    107032 | NS      | $1243632.12   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                        | Thermo Fisher Scientific Inc                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1002 | NS      | $571470.66    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                                                               | Costco Wholesale Corp                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1161 | NS      | $593433.54    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Holcim AG                                                                                           | Holcim AG                                                 | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     52893 | NS      | $3153045.79   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Everest Re Group Ltd                                                                                | Everest Re Group Ltd                                      | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1807 | NS      | $631889.83    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Carrefour SA                                                                                        | Carrefour SA                                              | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |    170186 | NS      | $3233853.71   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                                             | Uber Technologies Inc                                     | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    102068 | NS      | $3156963.24   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown-Forman Corp                                                                                   | Brown-Forman Corp                                         | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      4044 | NS      | $269249.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyundai Mobis Co Ltd                                                                                | Hyundai Mobis Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |     14849 | NS      | $2491528.07   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions Corp                                                                 | Cognizant Technology Solutions Corp                       | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     28747 | NS      | $1918862.25   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                                                      | BNP Paribas SA                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    233769 | NS      | $16023723.90  | 1.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WEC Energy Group Inc                                                                                | WEC Energy Group Inc                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      4119 | NS      | $387144.81    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                                                                                   | EOG Resources Inc                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     16604 | NS      | $2195879.00   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Arch Capital Group Ltd                                                                              | Arch Capital Group Ltd                                    | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      3295 | NS      | $212033.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| 3M Co                                                                                               | 3M Co                                                     | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2539 | NS      | $292188.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sony Group Corp                                                                                     | Sony Group Corp                                           | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     31000 | NS      | $2767371.35   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Airbus SE                                                                                           | Airbus SE                                                 | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     54295 | NS      | $6803260.73   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Agilent Technologies Inc                                                                            | Agilent Technologies Inc                                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     24051 | NS      | $3657676.08   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                                                                           | Shell PLC                                                 | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    351452 | NS      | $10322934.38  | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| Micron Technology Inc                                                                               | Micron Technology Inc                                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    161847 | NS      | $9759374.10   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Boerse AG                                                                                  | Deutsche Boerse AG                                        | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      2193 | NS      | $391866.32    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Snap-on Inc                                                                                         | Snap-on Inc                                               | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1696 | NS      | $421846.08    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                             | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     60369 | NS      | $3152469.18   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                                                                    | Novo Nordisk A/S                                          | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     34989 | NS      | $4845403.24   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Linde PLC                                                                                           | Linde PLC                                                 | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      2148 | NS      | $710859.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Walgreens Boots Alliance Inc                                                                        | Walgreens Boots Alliance Inc                              | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     12421 | NS      | $457838.06    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                                                                           | Chubb Ltd                                                 | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2938 | NS      | $668365.62    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                                                                                   | Omnicom Group Inc                                         | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      2756 | NS      | $236988.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amcor PLC                                                                                           | Amcor PLC                                                 | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     22339 | NS      | $269408.34    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Electronics Co Ltd                                                                          | Samsung Electronics Co Ltd                                | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |    256710 | NS      | $12831366.76  | 0.81%             |  |  |  | No            | 2                  | On Loan: No      |
| British Land Co PLC/The                                                                             | British Land Co PLC/The                                   | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |    280567 | NS      | $1536379.22   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc/The                                                                | PNC Financial Services Group Inc/The                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1936 | NS      | $320272.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hang Seng Bank Ltd                                                                                  | Hang Seng Bank Ltd                                        | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |     32600 | NS      | $542134.12    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Porsche Automobil Holding SE                                                                        | Porsche Automobil Holding SE                              | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |      3717 | NS      | $221599.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED USD / SOLD SEK                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-676.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| General Dynamics Corp                                                                               | General Dynamics Corp                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     18118 | NS      | $4222581.08   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Heavy Industries Ltd                                                                       | Sumitomo Heavy Industries Ltd                             | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |     72300 | NS      | $1606377.64   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| DBS Group Holdings Ltd                                                                              | DBS Group Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     51140 | NS      | $1399973.77   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Xcel Energy Inc                                                                                     | Xcel Energy Inc                                           | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      7030 | NS      | $483453.10    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-349237.89   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Allegion plc                                                                                        | Allegion plc                                              | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |     54368 | NS      | $6390958.40   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     27979 | NS      | $1100973.65   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Stockholm AB                                                                                 | OMXS30 IND FUTURE FEB23                                   | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |      -352 | NC      | $66407.66     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank/The                                                                           | Toronto-Dominion Bank/The                                 | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     28609 | NS      | $1979440.49   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| James Hardie Industries PLC                                                                         | James Hardie Industries PLC                               | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |     11418 | NS      | $256145.29    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Atmos Energy Corp                                                                                   | Atmos Energy Corp                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1890 | NS      | $222150.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Orange SA                                                                                           | Orange SA                                                 | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    268613 | NS      | $2842386.10   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Hankook Tire & Technology Co Ltd                                                                    | Hankook Tire & Technology Co Ltd                          | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |     43698 | NS      | $1159122.41   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Exelon Corp                                                                                         | Exelon Corp                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     12387 | NS      | $522607.53    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ABB Ltd                                                                                             | ABB Ltd                                                   | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     37932 | NS      | $1320866.74   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Nucor Corp                                                                                          | Nucor Corp                                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3838 | NS      | $648698.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Proximus SADP                                                                                       | Proximus SADP                                             | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |    123753 | NS      | $1269255.98   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                                                 | Societe Generale SA                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |    130120 | NS      | $3867912.19   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                                                                     | HANG SENG IDX FUT FEB23                                   | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |       -54 | NC      | $230954.63    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alps Alpine Co Ltd                                                                                  | Alps Alpine Co Ltd                                        | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |    117300 | NS      | $1212100.18   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Medtronic PLC                                                                                       | Medtronic PLC                                             | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     93059 | NS      | $7788107.71   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                                                                               | Truist Financial Corp                                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      4955 | NS      | $244727.45    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                                                                                         | Corteva Inc                                               | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     11015 | NS      | $709916.75    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Reckitt Benckiser Group PLC                                                                         | Reckitt Benckiser Group PLC                               | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      4507 | NS      | $320951.34    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Advanced Micro Devices Inc                                                                          | Advanced Micro Devices Inc                                | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     35720 | NS      | $2684358.00   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo Inc                                                                                         | PepsiCo Inc                                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     48159 | NS      | $8236152.18   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bradesco SA                                                                                   | Banco Bradesco SA                                         | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    930855 | NS      | $2597085.45   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| T&D Holdings Inc                                                                                    | T&D Holdings Inc                                          | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |    343800 | NS      | $5520409.61   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Texas Instruments Inc                                                                               | Texas Instruments Inc                                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     17031 | NS      | $3018063.51   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                                                                       | CME Group Inc                                             | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     79034 | NS      | $13962146.44  | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Tokyo Electron Ltd                                                                                  | Tokyo Electron Ltd                                        | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     27600 | NS      | $9685407.58   | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| Centene Corp                                                                                        | Centene Corp                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      6472 | NS      | $493425.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mobile TeleSystems PJSC                                                                             | Mobile TeleSystems PJSC                                   | CUSIP: 607409109<br>LEI: 2534008FX8EXH1FMJA74 | Long             | EC               | CORP              | RU        |    105880 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Renault SA                                                                                          | Renault SA                                                | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     58773 | NS      | $2389318.19   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet Inc                                                                                        | Alphabet Inc                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     28697 | NS      | $2836411.48   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Television Holdings Inc                                                                      | Nippon Television Holdings Inc                            | CUSIP: 000000000<br>LEI: 353800QI43C3H97E4W63 | Long             | EC               | CORP              | JP        |     55500 | NS      | $448313.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Phillips 66                                                                                         | Phillips 66                                               | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3858 | NS      | $386841.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                                                                            | Microchip Technology Inc                                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     24444 | NS      | $1897343.28   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                                                                        | Prologis Inc                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     24359 | NS      | $3149131.52   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Henkel AG & Co KGaA                                                                                 | Henkel AG & Co KGaA                                       | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     35005 | NS      | $2488859.97   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                                            | Lloyds Banking Group PLC                                  | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   2464617 | NS      | $1607160.88   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Kong & China Gas Co Ltd                                                                        | Hong Kong & China Gas Co Ltd                              | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |    634000 | NS      | $637948.58    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Visa Inc                                                                                            | Visa Inc                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4932 | NS      | $1135395.72   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co                                                                       | Hewlett Packard Enterprise Co                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     31222 | NS      | $503610.86    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ageas SA/NV                                                                                         | Ageas SA/NV                                               | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     55394 | NS      | $2699761.76   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern Co/The                                                                                     | Southern Co/The                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      6954 | NS      | $470646.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Roche Holding AG                                                                                    | Roche Holding AG                                          | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     34783 | NS      | $10870847.85  | 0.69%             |  |  |  | No            | 2                  | On Loan: No      |
| Zoetis Inc                                                                                          | Zoetis Inc                                                | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     88300 | NS      | $14612767.00  | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                                                                                 | Eastman Chemical Co                                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      2131 | NS      | $187890.27    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Canon Inc                                                                                           | Canon Inc                                                 | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     39600 | NS      | $879380.06    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                          | Zimmer Biomet Holdings Inc                                | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      2902 | NS      | $369540.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Otsuka Holdings Co Ltd                                                                              | Otsuka Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11700 | NS      | $375368.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co                                                                           | Archer-Daniels-Midland Co                                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     10235 | NS      | $847969.75    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Daimler Truck Holding AG                                                                            | Daimler Truck Holding AG                                  | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |    262566 | NS      | $8796703.74   | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health Inc                                                                                 | Elevance Health Inc                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     20514 | NS      | $10256794.86  | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                                                                         | Lennar Corp                                               | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     17638 | NS      | $1806131.20   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Baker Hughes Co                                                                                     | Baker Hughes Co                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6625 | NS      | $210277.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinross Gold Corp                                                                                   | Kinross Gold Corp                                         | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |    120339 | NS      | $558372.96    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| J M Smucker Co/The                                                                                  | J M Smucker Co/The                                        | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      7168 | NS      | $1095270.40   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CBRE Group Inc                                                                                      | CBRE Group Inc                                            | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      4130 | NS      | $353156.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                                                                          | Biogen Inc                                                | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1500 | NS      | $436350.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Atacadao SA                                                                                         | Atacadao SA                                               | CUSIP: 000000000<br>LEI: 549300SMI26ISJIRM371 | Long             | EC               | CORP              | BR        |    322500 | NS      | $1045077.12   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| WPP PLC                                                                                             | WPP PLC                                                   | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |    366499 | NS      | $4275300.85   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Block Inc                                                                                           | Block Inc                                                 | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     44111 | NS      | $3604750.92   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv Inc                                                                                          | Fiserv Inc                                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3575 | NS      | $381381.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                                                                | Edison International                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      6195 | NS      | $426835.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                                                             | Procter & Gamble Co/The                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     69085 | NS      | $9836322.30   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| TotalEnergies SE                                                                                    | TotalEnergies SE                                          | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    118404 | NS      | $7356123.91   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Akamai Technologies Inc                                                                             | Akamai Technologies Inc                                   | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      2723 | NS      | $242210.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp                                                                                   | State Street Corp                                         | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2030 | NS      | $185399.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NatWest Group PLC                                                                                   | NatWest Group PLC                                         | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    453498 | NS      | $1725417.97   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                                                              | Koninklijke Philips NV                                    | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    202088 | NS      | $3501058.88   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-64815.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cummins Inc                                                                                         | Cummins Inc                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      6394 | NS      | $1595558.76   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Kao Corp                                                                                            | Kao Corp                                                  | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     21200 | NS      | $864430.76    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SGS SA                                                                                              | SGS SA                                                    | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |       287 | NS      | $699641.75    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Endeavour Mining PLC                                                                                | Endeavour Mining PLC                                      | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     64777 | NS      | $1526255.27   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Italian Derivatives Market                                                                          | FTSE/MIB IDX FUT MAR23                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |       -50 | NC      | $-554315.93   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                                                                      | Microsoft Corp                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    131184 | NS      | $32508707.04  | 2.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Suncor Energy Inc                                                                                   | Suncor Energy Inc                                         | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |    187888 | NS      | $6521113.70   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Holdings Inc                                                                                 | Nomura Holdings Inc                                       | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    256400 | NS      | $1022515.61   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Insulet Corp                                                                                        | Insulet Corp                                              | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      8257 | NS      | $2372401.24   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| A O Smith Corp                                                                                      | A O Smith Corp                                            | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      4557 | NS      | $308508.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Industria de Diseno Textil SA                                                                       | Industria de Diseno Textil SA                             | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     37954 | NS      | $1185226.17   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Tyson Foods Inc                                                                                     | Tyson Foods Inc                                           | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      4785 | NS      | $314613.75    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Becton Dickinson and Co                                                                             | Becton Dickinson and Co                                   | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     25780 | NS      | $6502231.60   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                                                                 | American Tower Corp                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       802 | NS      | $179158.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kering SA                                                                                           | Kering SA                                                 | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       412 | NS      | $257209.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ams-OSRAM AG                                                                                        | ams-OSRAM AG                                              | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | EC               | CORP              | AT        |    136571 | NS      | $1278984.06   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                                                                                     | Dollar Tree Inc                                           | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     45212 | NS      | $6789938.16   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Packaging Corp of America                                                                           | Packaging Corp of America                                 | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      5300 | NS      | $756310.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Accor SA                                                                                            | Accor SA                                                  | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |     82368 | NS      | $2671077.16   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Intercontinental Exchange Inc                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2063 | NS      | $221875.65    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                                                                               | Applied Materials Inc                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       808 | NS      | $90083.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dai-ichi Life Holdings Inc                                                                          | Dai-ichi Life Holdings Inc                                | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    167100 | NS      | $3922341.69   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Orion Oyj                                                                                           | Orion Oyj                                                 | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      7117 | NS      | $381125.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Energy Corp                                                                           | Constellation Energy Corp                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      4127 | NS      | $352280.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kellogg Co                                                                                          | Kellogg Co                                                | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     12040 | NS      | $825703.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |         1 | NC      | $63621.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Stryker Corp                                                                                        | Stryker Corp                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1336 | NS      | $339090.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $28639.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                                                                            | Constellation Brands Inc                                  | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      9497 | NS      | $2198745.44   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Kerry Group PLC                                                                                     | Kerry Group PLC                                           | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |     60478 | NS      | $5677472.94   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                                                                         | NVIDIA Corp                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      6365 | NS      | $1243530.05   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co Inc                                                                                     | Best Buy Co Inc                                           | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      6768 | NS      | $600456.96    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                                                                        | Chevron Corp                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22918 | NS      | $3988190.36   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Collateral Fund | U.S. Cash Collateral Fund                                 | CUSIP: 000000000<br>LEI: B4DCP86PGS7VRJXJTE28 | Long             | STIV             | PF                | US        |    127596 | NS      | $127596.00    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Johnson Controls International plc                                                                  | Johnson Controls International plc                        | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      9307 | NS      | $647487.99    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                                                                                           | Adobe Inc                                                 | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     31078 | NS      | $11509426.52  | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                                                             | KeyCorp                                                   | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      9824 | NS      | $188522.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Power Assets Holdings Ltd                                                                           | Power Assets Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |     65500 | NS      | $371012.20    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                                                                  | Sumitomo Mitsui Trust Holdings Inc                        | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     91900 | NS      | $3350773.47   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| AXA SA                                                                                              | AXA SA                                                    | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    188043 | NS      | $5861948.95   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Waste Management Inc                                                                                | Waste Management Inc                                      | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      5597 | NS      | $866023.81    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| GSK PLC                                                                                             | GSK PLC                                                   | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    282667 | NS      | $4936215.66   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Entergy Corp                                                                                        | Entergy Corp                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1389 | NS      | $150400.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Elisa Oyj                                                                                           | Elisa Oyj                                                 | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      8689 | NS      | $495335.33    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsuruha Holdings Inc                                                                                | Tsuruha Holdings Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25500 | NS      | $1875919.86   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Evonik Industries AG                                                                                | Evonik Industries AG                                      | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     76463 | NS      | $1692836.79   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Amada Co Ltd                                                                                        | Amada Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |    120900 | NS      | $1085932.08   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet Inc                                                                                        | Alphabet Inc                                              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    330289 | NS      | $32985962.43  | 2.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Telefonica Brasil SA                                                                                | Telefonica Brasil SA                                      | CUSIP: 000000000<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |    278570 | NS      | $2294938.72   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp                                                                                          | Cigna Corp                                                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     36124 | NS      | $11439387.08  | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Ceridian HCM Holding Inc                                                                            | Ceridian HCM Holding Inc                                  | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     31730 | NS      | $2293444.40   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie Financiere Richemont SA                                                                         | Cie Financiere Richemont SA                               | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     20724 | NS      | $3195345.07   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Dassault Aviation SA                                                                                | Dassault Aviation SA                                      | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |      9147 | NS      | $1560193.62   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Euronext Eqf, Equities And Indices Derivatives                                                      | AMSTERDAM IDX FUT FEB23                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | NL        |       -75 | NC      | $56514.77     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-323364.82   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| THK Co Ltd                                                                                          | THK Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     97200 | NS      | $2059033.21   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Sempra Energy                                                                                       | Sempra Energy                                             | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      4395 | NS      | $704650.35    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| O'Reilly Automotive Inc                                                                             | O'Reilly Automotive Inc                                   | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       414 | NS      | $328032.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| W R Berkley Corp                                                                                    | W R Berkley Corp                                          | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      9334 | NS      | $654686.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     10887 | NS      | $960451.14    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                                                                                    | Crown Castle Inc                                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      1303 | NS      | $192987.33    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                                                                               | DuPont de Nemours Inc                                     | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      5156 | NS      | $381286.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Illumina Inc                                                                                        | Illumina Inc                                              | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     12637 | NS      | $2706845.40   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                                                                                  | Walt Disney Co/The                                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    128014 | NS      | $13888238.86  | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| LG Energy Solution Ltd                                                                              | LG Energy Solution Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5338 | NS      | $2272699.83   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| VEON Ltd                                                                                            | VEON Ltd                                                  | CUSIP: 91822M106<br>LEI: 5493008CA3NMHYEVT131 | Long             | EC               | CORP              | BM        |    218994 | NS      | $110438.67    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Subaru Corp                                                                                         | Subaru Corp                                               | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |    179585 | NS      | $2966614.27   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies Inc                                                                      | Marsh & McLennan Cos Inc                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     41793 | NS      | $7310013.63   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NOK / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |         1 | NC      | $-115030.44   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                                         | Walmart Inc                                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      9823 | NS      | $1413235.01   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NZD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |         1 | NC      | $262.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Compass Group PLC                                                                                   | Compass Group PLC                                         | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     97779 | NS      | $2331236.24   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| RTL Group SA                                                                                        | RTL Group SA                                              | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |     34315 | NS      | $1664607.20   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Astellas Pharma Inc                                                                                 | Astellas Pharma Inc                                       | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    102800 | NS      | $1517290.95   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Co/The                                                                                    | Coca-Cola Co/The                                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     20473 | NS      | $1255404.36   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD HKD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $2226.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KB Financial Group Inc                                                                              | KB Financial Group Inc                                    | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |    101256 | NS      | $4613586.12   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Robert Half International Inc                                                                       | Robert Half International Inc                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      2834 | NS      | $237942.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eisai Co Ltd                                                                                        | Eisai Co Ltd                                              | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |     18800 | NS      | $1166279.45   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| MongoDB Inc                                                                                         | MongoDB Inc                                               | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      6814 | NS      | $1459626.94   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | Royal Bank of Canada                                      | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     22861 | NS      | $2339448.92   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| KT Corp                                                                                             | KT Corp                                                   | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |    236095 | NS      | $3378519.45   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                                                                                      | Public Storage                                            | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |       889 | NS      | $270558.26    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiheiyo Cement Corp                                                                                | Taiheiyo Cement Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     71500 | NS      | $1231158.15   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Airlines Co Ltd                                                                               | Japan Airlines Co Ltd                                     | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |     97100 | NS      | $2059076.31   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Industrial & Commercial Bank of China Ltd                                                           | Industrial & Commercial Bank of China Ltd                 | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |   1147000 | NS      | $614355.30    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Techtronic Industries Co Ltd                                                                        | Techtronic Industries Co Ltd                              | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |    754967 | NS      | $9733606.50   | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| Stanley Black & Decker Inc                                                                          | Stanley Black & Decker Inc                                | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      2219 | NS      | $198178.89    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbnb Inc                                                                                          | Airbnb Inc                                                | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     26304 | NS      | $2922637.44   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| PACCAR Inc                                                                                          | PACCAR Inc                                                | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      5176 | NS      | $565788.56    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                                                                    | Exxon Mobil Corp                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     43778 | NS      | $5078685.78   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Cellnex Telecom SA                                                                                  | Cellnex Telecom SA                                        | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     58754 | NS      | $2305604.33   | 0.15%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Corning Inc                                                                                         | Corning Inc                                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     15425 | NS      | $533859.25    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Etsy Inc                                                                                            | Etsy Inc                                                  | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     23335 | NS      | $3210429.30   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Nestle SA                                                                                           | Nestle SA                                                 | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    155093 | NS      | $18926223.77  | 1.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $15781.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CMS Energy Corp                                                                                     | CMS Energy Corp                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      7308 | NS      | $461792.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |         1 | NC      | $-49056.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Keyence Corp                                                                                        | Keyence Corp                                              | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |     15400 | NS      | $7113672.05   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                                                         | Bank Mandiri Persero Tbk PT                               | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |   3220211 | NS      | $2141653.59   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-23910.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Agnico Eagle Mines Ltd                                                                              | Agnico Eagle Mines Ltd                                    | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     30566 | NS      | $1726150.27   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                                                     | MSCI SING IX ETS FEB23                                    | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |      -162 | NC      | $6278.79      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Geberit AG                                                                                          | Geberit AG                                                | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |       957 | NS      | $547079.65    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| American Financial Group Inc/OH                                                                     | American Financial Group Inc/OH                           | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1570 | NS      | $223866.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Marvell Technology Inc                                                                              | Marvell Technology Inc                                    | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52922 | NS      | $2283584.30   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Edison Inc                                                                             | Consolidated Edison Inc                                   | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      6068 | NS      | $578341.08    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Marks & Spencer Group PLC                                                                           | Marks & Spencer Group PLC                                 | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |    248590 | NS      | $448704.69    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | SPI 200 FUTURES MAR23                                     | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |       135 | NC      | $677176.42    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Baidu Inc                                                                                           | Baidu Inc                                                 | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |    139700 | NS      | $2356101.70   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Assa Abloy AB                                                                                       | Assa Abloy AB                                             | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |    117342 | NS      | $2765569.40   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                                                                     | TJX Cos Inc/The                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     49302 | NS      | $4035861.72   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Nitto Denko Corp                                                                                    | Nitto Denko Corp                                          | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      8300 | NS      | $537127.04    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Engie SA                                                                                            | Engie SA                                                  | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    352398 | NS      | $5013271.44   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Monster Beverage Corp                                                                               | Monster Beverage Corp                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3841 | NS      | $399771.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Wartsila OYJ Abp                                                                                    | Wartsila OYJ Abp                                          | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |    259012 | NS      | $2463194.72   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Resona Holdings Inc                                                                                 | Resona Holdings Inc                                       | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |    625300 | NS      | $3463176.96   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                    | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5903 | NS      | $1838902.56   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Hershey Co/The                                                                                      | Hershey Co/The                                            | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      6630 | NS      | $1489098.00   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Hannover Rueck SE                                                                                   | Hannover Rueck SE                                         | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      3647 | NS      | $738725.17    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Shinhan Financial Group Co Ltd                                                                      | Shinhan Financial Group Co Ltd                            | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |    173625 | NS      | $5882511.20   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO STOXX 50 MAR23                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      -400 | NC      | $-929572.95   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-227015.23   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                                     | AstraZeneca PLC                                           | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     25713 | NS      | $3364244.94   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Juniper Networks Inc                                                                                | Juniper Networks Inc                                      | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     11258 | NS      | $363633.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                                                              | Intuitive Surgical Inc                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      9823 | NS      | $2413412.87   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| FANUC Corp                                                                                          | FANUC Corp                                                | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      9000 | NS      | $1592988.60   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Ireland Group PLC                                                                           | Bank of Ireland Group PLC                                 | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |    262535 | NS      | $2800369.34   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Fresenius SE & Co KGaA                                                                              | Fresenius SE & Co KGaA                                    | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |    117276 | NS      | $3381176.74   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Ecolab Inc                                                                                          | Ecolab Inc                                                | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1929 | NS      | $298667.07    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                                                                      | Mastercard Inc                                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     47888 | NS      | $17747292.80  | 1.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED EUR / SOLD USD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-301.97      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services Inc                                                                               | Republic Services Inc                                     | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      5814 | NS      | $725703.48    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     37911 | NS      | $772247.07    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Schroders PLC                                                                                       | Schroders PLC                                             | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |     40311 | NS      | $238489.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                                                           | Shin-Etsu Chemical Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     83800 | NS      | $12481630.09  | 0.79%             |  |  |  | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                                        | Broadcom Inc                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       800 | NS      | $468008.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                                                                           | Amgen Inc                                                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      8385 | NS      | $2116374.00   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     26911 | NS      | $954802.28    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| JGC Holdings Corp                                                                                   | JGC Holdings Corp                                         | CUSIP: 000000000<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |    125900 | NS      | $1644596.45   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayerische Motoren Werke AG                                                                         | Bayerische Motoren Werke AG                               | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |    103318 | NS      | $10466101.63  | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $333241.35    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen AG                                                                                       | Volkswagen AG                                             | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     15796 | NS      | $2182343.39   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Hormel Foods Corp                                                                                   | Hormel Foods Corp                                         | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     25713 | NS      | $1165056.03   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Nikon Corp                                                                                          | Nikon Corp                                                | CUSIP: 000000000<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |    141800 | NS      | $1403276.68   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Cameco Corp                                                                                         | Cameco Corp                                               | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     56009 | NS      | $1568812.09   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Tesla Inc                                                                                           | Tesla Inc                                                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      6663 | NS      | $1154164.86   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                                                                          | US Bancorp                                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     10248 | NS      | $510350.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Inpex Corp                                                                                          | Inpex Corp                                                | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |    218700 | NS      | $2410227.33   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Swisscom AG                                                                                         | Swisscom AG                                               | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      1229 | NS      | $726265.13    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Campbell Soup Co                                                                                    | Campbell Soup Co                                          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     16759 | NS      | $870294.87    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| easyJet PLC                                                                                         | easyJet PLC                                               | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |    458739 | NS      | $2795808.20   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                                        | ING Groep NV                                              | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |   1038875 | NS      | $14994494.00  | 0.95%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Depot Inc/The                                                                                  | Home Depot Inc/The                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     11527 | NS      | $3736707.59   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Energy Corp                                                                                 | Alliant Energy Corp                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      4025 | NS      | $217470.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp                                                                                          | Intel Corp                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     28138 | NS      | $795179.88    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED AUD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |         1 | NC      | $53847.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gazprom PJSC                                                                                        | Gazprom PJSC                                              | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    280696 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SS&C Technologies Holdings Inc                                                                      | SS&C Technologies Holdings Inc                            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      8389 | NS      | $506276.15    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-65737.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gazprom PJSC                                                                                        | Gazprom PJSC                                              | CUSIP: 368287207<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |     38324 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Rio Tinto PLC                                                                                       | Rio Tinto PLC                                             | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     27902 | NS      | $2181276.39   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                                                           | Ono Pharmaceutical Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |    121288 | NS      | $2634039.41   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Honda Motor Co Ltd                                                                                  | Honda Motor Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    193777 | NS      | $4806395.94   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Cia de Saneamento Basico do Estado de Sao Paulo                                                     | Cia de Saneamento Basico do Estado de Sao Paulo           | CUSIP: 000000000<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |    169598 | NS      | $1859587.63   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                                                                                  | Conagra Brands Inc                                        | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      8314 | NS      | $309197.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Mutual Ltd                                                                                      | Old Mutual Ltd                                            | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |   1847906 | NS      | $1259156.56   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Exchange Group Inc                                                                            | Japan Exchange Group Inc                                  | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |     16400 | NS      | $251272.15    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                                                                    | ABN AMRO Bank NV                                          | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |    268851 | NS      | $4452060.28   | 0.28%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Abbott Laboratories                                                                                 | Abbott Laboratories                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     22595 | NS      | $2497877.25   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                                                                          | FedEx Corp                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1571 | NS      | $304554.06    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CIMB Group Holdings Bhd                                                                             | CIMB Group Holdings Bhd                                   | CUSIP: 000000000<br>LEI: 549300FYDN5UD7USZW18 | Long             | EC               | CORP              | MY        |   1390099 | NS      | $1878387.67   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Babcock International Group PLC                                                                     | Babcock International Group PLC                           | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |    329588 | NS      | $1242936.71   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                       | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      7570 | NS      | $278046.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Co                                                                                       | Ford Motor Co                                             | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     25019 | NS      | $338006.69    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronext N.V.                                                                                       | CAC40 10 EURO FUT FEB23                                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | NL        |      -424 | NC      | $58425.63     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J Sainsbury PLC                                                                                     | J Sainsbury PLC                                           | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    712952 | NS      | $2312684.02   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Nedbank Group Ltd                                                                                   | Nedbank Group Ltd                                         | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |         0 | NS      | $3.29         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                                                        | CaixaBank SA                                              | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    428555 | NS      | $1898039.98   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                                                      | Lonza Group AG                                            | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      4105 | NS      | $2343441.69   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| CSX Corp                                                                                            | CSX Corp                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      8297 | NS      | $256543.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CAE Inc                                                                                             | CAE Inc                                                   | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |    282515 | NS      | $6380501.11   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan Inc                                                                                   | Kinder Morgan Inc                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     25042 | NS      | $458268.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Coway Co Ltd                                                                                        | Coway Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     37789 | NS      | $1718970.29   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Cincinnati Financial Corp                                                                           | Cincinnati Financial Corp                                 | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      6952 | NS      | $786618.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                         | Goldman Sachs Group Inc/The                               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1257 | NS      | $459823.17    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FinecoBank Banca Fineco SpA                                                                         | FinecoBank Banca Fineco SpA                               | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     23779 | NS      | $426210.62    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ServiceNow Inc                                                                                      | ServiceNow Inc                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      6204 | NS      | $2823626.52   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CenterPoint Energy Inc                                                                              | CenterPoint Energy Inc                                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     10636 | NS      | $320356.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                                            | Mitsubishi Estate Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |    206400 | NS      | $2662027.61   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| AvalonBay Communities Inc                                                                           | AvalonBay Communities Inc                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      1724 | NS      | $305906.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CECONOMY AG                                                                                         | CECONOMY AG                                               | CUSIP: 000000000<br>LEI: 5299001X9L42HXEBCZ51 | Long             | EC               | CORP              | DE        |    178123 | NS      | $434063.80    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                                 | Sumitomo Mitsui Financial Group Inc                       | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    229400 | NS      | $9982170.28   | 0.63%             |  |  |  | No            | 2                  | On Loan: No      |
| Julius Baer Group Ltd                                                                               | Julius Baer Group Ltd                                     | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     41680 | NS      | $2670764.58   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |         1 | NC      | $21528.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Boliden AB                                                                                          | Boliden AB                                                | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     18155 | NS      | $816382.60    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Mondi PLC                                                                                           | Mondi PLC                                                 | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |      9102 | NS      | $171144.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WH Group Ltd                                                                                        | WH Group Ltd                                              | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   3315291 | NS      | $2037877.28   | 0.13%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Komatsu Ltd                                                                                         | Komatsu Ltd                                               | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      3900 | NS      | $95583.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| International Paper Co                                                                              | International Paper Co                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      3527 | NS      | $147499.14    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $17924.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                                       | UniCredit SpA                                             | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    374397 | NS      | $7296210.09   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      5606 | NS      | $229565.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| General Electric Co                                                                                 | General Electric Co                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2029 | NS      | $163293.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zurich Insurance Group AG                                                                           | Zurich Insurance Group AG                                 | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      2519 | NS      | $1245834.22   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Analog Devices Inc                                                                                  | Analog Devices Inc                                        | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     11619 | NS      | $1992309.93   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corp/The                                                                             | Charles Schwab Corp/The                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    194955 | NS      | $15093416.10  | 0.96%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                                                                         | MetLife Inc                                               | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      6179 | NS      | $451190.58    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Illinois Tool Works Inc                                                                             | Illinois Tool Works Inc                                   | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      9302 | NS      | $2195644.08   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Kasikornbank PCL                                                                                    | Kasikornbank PCL                                          | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |   1131900 | NS      | $4984299.02   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Aflac Inc                                                                                           | Aflac Inc                                                 | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      8840 | NS      | $649740.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Eversource Energy                                                                                   | Eversource Energy                                         | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      4990 | NS      | $410826.70    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                                                                                    | Duke Energy Corp                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      4752 | NS      | $486842.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake Inc                                                                                       | Snowflake Inc                                             | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     13925 | NS      | $2178427.00   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                                                                  | Meta Platforms Inc                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     56383 | NS      | $8399375.51   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc                                                                                          | Pfizer Inc                                                | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     62748 | NS      | $2770951.68   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                                                                        | VeriSign Inc                                              | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1334 | NS      | $290878.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica Inc                                                                             | Lululemon Athletica Inc                                   | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      8643 | NS      | $2652363.84   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Meff Financial Derivatives                                                                          | IBEX 35 INDX FUTR FEB23                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |       -72 | NC      | $-100276.11   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Waste Connections Inc                                                                               | Waste Connections Inc                                     | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      3402 | NS      | $452125.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                                                        | UBS Group AG                                              | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    299749 | NS      | $6382354.91   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications Inc                                                                          | Verizon Communications Inc                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     24279 | NS      | $1009278.03   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED JPY / SOLD USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |         1 | NC      | $2301.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BHP Group Ltd                                                                                       | BHP Group Ltd                                             | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     66310 | NS      | $2324466.99   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Assicurazioni Generali SpA                                                                          | Assicurazioni Generali SpA                                | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |    163678 | NS      | $3190402.27   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     10455 | NS      | $924849.30    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CarMax Inc                                                                                          | CarMax Inc                                                | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2139 | NS      | $150692.55    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered PLC                                                                              | Standard Chartered PLC                                    | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    616885 | NS      | $5166584.99   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Makita Corp                                                                                         | Makita Corp                                               | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |    109432 | NS      | $2923123.40   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Eni SpA                                                                                             | Eni SpA                                                   | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    395004 | NS      | $6092106.06   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| EMS-Chemie Holding AG                                                                               | EMS-Chemie Holding AG                                     | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |       488 | NS      | $362990.58    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Autodesk Inc                                                                                        | Autodesk Inc                                              | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     30220 | NS      | $6502135.20   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Aon PLC                                                                                             | Aon PLC                                                   | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      1109 | NS      | $353416.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MTN Group Ltd                                                                                       | MTN Group Ltd                                             | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     61178 | NS      | $517514.18    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Blackstone Inc                                                                                      | Blackstone Inc                                            | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     42534 | NS      | $4081562.64   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Ferrari NV                                                                                          | Ferrari NV                                                | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      9706 | NS      | $2420351.85   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Allstate Corp/The                                                                                   | Allstate Corp/The                                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2173 | NS      | $279165.31    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-234185.18   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD CHF                                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-70590.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AmerisourceBergen Corp                                                                              | AmerisourceBergen Corp                                    | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3068 | NS      | $518369.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity Ltd                                                                                 | TE Connectivity Ltd                                       | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      5218 | NS      | $663468.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Baidu Inc                                                                                           | Baidu Inc                                                 | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |      2056 | NS      | $276902.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HeidelbergCement AG                                                                                 | HeidelbergCement AG                                       | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     67170 | NS      | $4591637.00   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                                                                              | MSCI EMGMKT MAR23                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |     -1644 | NC      | $-5607863.81  | -0.35%            |  |  |  | No            | 1                  | On Loan: No      |
| Intact Financial Corp                                                                               | Intact Financial Corp                                     | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      6111 | NS      | $886555.43    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Roper Technologies Inc                                                                              | Roper Technologies Inc                                    | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       836 | NS      | $356763.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LyondellBasell Industries NV                                                                        | LyondellBasell Industries NV                              | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      2766 | NS      | $267444.54    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Life Financial Inc                                                                              | Sun Life Financial Inc                                    | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     31355 | NS      | $1575585.51   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanofi                                                                                              | Sanofi                                                    | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     14676 | NS      | $1442162.00   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Isuzu Motors Ltd                                                                                    | Isuzu Motors Ltd                                          | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    220800 | NS      | $2788934.83   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Skyworks Solutions Inc                                                                              | Skyworks Solutions Inc                                    | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      3004 | NS      | $329448.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                          | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      7461 | NS      | $336043.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Electric Corp                                                                            | Mitsubishi Electric Corp                                  | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     82500 | NS      | $908386.79    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| LKQ Corp                                                                                            | LKQ Corp                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4071 | NS      | $240026.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Capgemini SE                                                                                        | Capgemini SE                                              | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |     12247 | NS      | $2322500.23   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB Group PLC                                                                                       | AIB Group PLC                                             | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    543655 | NS      | $2275147.32   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Starbucks Corp                                                                                      | Starbucks Corp                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     19328 | NS      | $2109457.92   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| LUKOIL PJSC                                                                                         | LUKOIL PJSC                                               | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      3764 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Emerson Electric Co                                                                                 | Emerson Electric Co                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3060 | NS      | $276073.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $16396.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sampo Oyj                                                                                           | Sampo Oyj                                                 | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     22965 | NS      | $1204747.26   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Shiseido Co Ltd                                                                                     | Shiseido Co Ltd                                           | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |     76600 | NS      | $3997052.57   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuji Media Holdings Inc                                                                             | Fuji Media Holdings Inc                                   | CUSIP: 000000000<br>LEI: 353800TG2T8DSPV7H313 | Long             | EC               | CORP              | JP        |     18100 | NS      | $152905.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Norsk Hydro ASA                                                                                     | Norsk Hydro ASA                                           | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     68091 | NS      | $551671.38    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PulteGroup Inc                                                                                      | PulteGroup Inc                                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3451 | NS      | $196327.39    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| International Flavors & Fragrances Inc                                                              | International Flavors & Fragrances Inc                    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      3409 | NS      | $383376.14    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Electric Co Ltd                                                                             | Stanley Electric Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     98029 | NS      | $2108335.86   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Laboratory Corp of America Holdings                                                                 | Laboratory Corp of America Holdings                       | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      1396 | NS      | $351959.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sberbank of Russia PJSC                                                                             | Sberbank of Russia PJSC                                   | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    303624 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Bank of New York Mellon Corp/The                                                                    | Bank of New York Mellon Corp/The                          | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      9724 | NS      | $491742.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                                      | Morgan Stanley                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4730 | NS      | $460370.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nissan Motor Co Ltd                                                                                 | Nissan Motor Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |    743600 | NS      | $2666463.86   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Kuehne + Nagel International AG                                                                     | Kuehne + Nagel International AG                           | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      1864 | NS      | $444186.63    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| QUALCOMM Inc                                                                                        | QUALCOMM Inc                                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1830 | NS      | $243774.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Diageo PLC                                                                                          | Diageo PLC                                                | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     48708 | NS      | $2116245.57   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens AG                                                                                          | Siemens AG                                                | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     23880 | NS      | $3710133.93   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Textron Inc                                                                                         | Textron Inc                                               | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      2513 | NS      | $183072.05    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UGI Corp                                                                                            | UGI Corp                                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      5969 | NS      | $237745.27    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SK Hynix Inc                                                                                        | SK Hynix Inc                                              | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     55410 | NS      | $4032775.97   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Lam Research Corp                                                                                   | Lam Research Corp                                         | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4199 | NS      | $2099919.90   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED USD / SOLD GBP                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-18792.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United Overseas Bank Ltd                                                                            | United Overseas Bank Ltd                                  | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |    122401 | NS      | $2787865.38   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Haleon PLC                                                                                          | Haleon PLC                                                | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |   2812154 | NS      | $11252460.87  | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                           | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      6582 | NS      | $2370576.69   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| HCA Healthcare Inc                                                                                  | HCA Healthcare Inc                                        | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     48489 | NS      | $12368089.23  | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrop Grumman Corp                                                                               | Northrop Grumman Corp                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     20430 | NS      | $9153457.20   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                                     | Telefonaktiebolaget LM Ericsson                           | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    372738 | NS      | $2160881.26   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                                        | Takeda Pharmaceutical Co Ltd                              | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     94800 | NS      | $2985463.42   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |         1 | NC      | $-336630.64   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                                | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1168 | NS      | $597665.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | S+P500 EMINI FUT MAR23                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      1197 | NC      | $6159056.61   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                                                                                       | Kroger Co/The                                             | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      8823 | NS      | $393770.49    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortive Corp                                                                                        | Fortive Corp                                              | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      6433 | NS      | $437636.99    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie de Saint-Gobain                                                                                 | Cie de Saint-Gobain                                       | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     68518 | NS      | $3923798.98   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-235734.49   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Canadian National Railway Co                                                                        | Canadian National Railway Co                              | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     66932 | NS      | $7967149.04   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                                                           | Apple Inc                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    137781 | NS      | $19880420.49  | 1.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Nintendo Co Ltd                                                                                     | Nintendo Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     33100 | NS      | $1431506.02   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                                                                 | Erste Group Bank AG                                       | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     97770 | NS      | $3703466.94   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurofins Scientific SE                                                                              | Eurofins Scientific SE                                    | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |     61683 | NS      | $4423837.11   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Danaher Corp                                                                                        | Danaher Corp                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     49367 | NS      | $13051647.46  | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Adecco Group AG                                                                                     | Adecco Group AG                                           | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     92007 | NS      | $3412073.01   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Dassault Systemes SE                                                                                | Dassault Systemes SE                                      | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      8341 | NS      | $310007.57    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                                           | Taiwan Semiconductor Manufacturing Co Ltd                 | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    136000 | NS      | $2399338.08   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| ANSYS Inc                                                                                           | ANSYS Inc                                                 | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     18629 | NS      | $4962020.44   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| KDDI Corp                                                                                           | KDDI Corp                                                 | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     54500 | NS      | $1702816.36   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED DKK / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | DK        |         1 | NC      | $104575.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cboe Global Markets Inc                                                                             | Cboe Global Markets Inc                                   | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      2994 | NS      | $367902.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Medical Properties Trust Inc                                                                        | Medical Properties Trust Inc                              | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |     10082 | NS      | $130561.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| LUKOIL PJSC                                                                                         | LUKOIL PJSC                                               | CUSIP: 69343P105<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      5353 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                                           | Taiwan Semiconductor Manufacturing Co Ltd                 | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    331078 | NS      | $30700862.94  | 1.94%             |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing Inc                                                                       | Automatic Data Processing Inc                             | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      9543 | NS      | $2154904.83   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                 | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  52833106 | NS      | $52822539.58  | 3.34%             |  |  |  | No            | N/A                | On Loan: No      |
| Mid-America Apartment Communities Inc                                                               | Mid-America Apartment Communities Inc                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      1537 | NS      | $256248.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential Financial Inc                                                                            | Prudential Financial Inc                                  | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2362 | NS      | $247868.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kyocera Corp                                                                                        | Kyocera Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14900 | NS      | $774705.63    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| South32 Ltd                                                                                         | South32 Ltd                                               | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    197709 | NS      | $638864.61    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED USD / SOLD JPY                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |         1 | NC      | $-228157.44   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Nasdaq Inc                                                                                          | Nasdaq Inc                                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      4652 | NS      | $280003.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                                                                  | FTSE 100 IDX FUT MAR23                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |      -268 | NC      | $-913786.22   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | S+P/TSX 60 IX FUT MAR23                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        99 | NC      | $650276.64    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Benesse Holdings Inc                                                                                | Benesse Holdings Inc                                      | CUSIP: 000000000<br>LEI: 549300XOPEJA8L2IV934 | Long             | EC               | CORP              | JP        |      9700 | NS      | $148509.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WW Grainger Inc                                                                                     | WW Grainger Inc                                           | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       641 | NS      | $377856.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                                                                                 | Fifth Third Bancorp                                       | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      9088 | NS      | $329803.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | DAX INDEX FUTURE MAR23                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -54 | NC      | $-822047.08   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile US Inc                                                                                     | T-Mobile US Inc                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     41573 | NS      | $6207264.63   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Novartis AG                                                                                         | Novartis AG                                               | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    179314 | NS      | $16217274.70  | 1.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corp                                                                                 | Kimberly-Clark Corp                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     13619 | NS      | $1770606.19   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | CA        |         1 | NC      | $61121.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                                    | Interpublic Group of Cos Inc/The                          | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     10601 | NS      | $386512.46    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |         1 | NC      | $61016.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Electric Industries Ltd                                                                    | Sumitomo Electric Industries Ltd                          | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |    235200 | NS      | $2825639.10   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Travelers Companies Inc/The                                                                         | Travelers Cos Inc/The                                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     13638 | NS      | $2606494.56   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| AIA Group Ltd                                                                                       | AIA Group Ltd                                             | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    881348 | NS      | $9952632.81   | 0.63%             |  |  |  | No            | 2                  | On Loan: No      |
| Kraft Heinz Co/The                                                                                  | Kraft Heinz Co/The                                        | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     11544 | NS      | $467878.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Extra Space Storage Inc                                                                             | Extra Space Storage Inc                                   | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      1772 | NS      | $279674.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CK Asset Holdings Ltd                                                                               | CK Asset Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    457000 | NS      | $2919889.02   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                                                                   | Hon Hai Precision Industry Co Ltd                         | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    596000 | NS      | $1988123.50   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                                                                | Tencent Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     25200 | NS      | $1228259.64   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Alfresa Holdings Corp                                                                               | Alfresa Holdings Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     93100 | NS      | $1164049.40   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Las Vegas Sands Corp                                                                                | Las Vegas Sands Corp                                      | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     64521 | NS      | $3806739.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Yamato Holdings Co Ltd                                                                              | Yamato Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    175400 | NS      | $3063794.86   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Catcher Technology Co Ltd                                                                           | Catcher Technology Co Ltd                                 | CUSIP: 000000000<br>LEI: 5299006PRSCU66N5JF55 | Long             | EC               | CORP              | TW        |    312364 | NS      | $1859201.60   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                                                                | Booking Holdings Inc                                      | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1240 | NS      | $3018284.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                                                                              | T Rowe Price Group Inc                                    | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     11017 | NS      | $1283149.99   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryanair Holdings PLC                                                                                | Ryanair Holdings PLC                                      | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     28083 | NS      | $2542353.99   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Keurig Dr Pepper Inc                                                                                | Keurig Dr Pepper Inc                                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     44672 | NS      | $1576028.16   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                                                                      | Merck & Co Inc                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     25485 | NS      | $2737343.85   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix Inc                                                                                         | Equinix Inc                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       317 | NS      | $233987.21    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Cos Inc/The                                                                                  | Cooper Cos Inc/The                                        | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     22156 | NS      | $7730893.08   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co                                                                                | Colgate-Palmolive Co                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     27584 | NS      | $2055835.52   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadridge Financial Solutions Inc                                                                  | Broadridge Financial Solutions Inc                        | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      4914 | NS      | $738869.04    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Hino Motors Ltd                                                                                     | Hino Motors Ltd                                           | CUSIP: 000000000<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |    332100 | NS      | $1420514.20   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Quest Diagnostics Inc                                                                               | Quest Diagnostics Inc                                     | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      2268 | NS      | $336752.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| STERIS PLC                                                                                          | STERIS PLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1321 | NS      | $272799.71    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| S&P Global Inc                                                                                      | S&P Global Inc                                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     38947 | NS      | $14602788.18  | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity LifeStyle Properties Inc                                                                     | Equity LifeStyle Properties Inc                           | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      2577 | NS      | $184977.06    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| West Pharmaceutical Services Inc                                                                    | West Pharmaceutical Services Inc                          | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     18356 | NS      | $4875353.60   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| HDFC Bank Ltd                                                                                       | HDFC Bank Ltd                                             | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |    170661 | NS      | $11495724.96  | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Davide Campari-Milano NV                                                                            | Davide Campari-Milano NV                                  | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |    199064 | NS      | $2130696.32   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Whirlpool Corp                                                                                      | Whirlpool Corp                                            | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1526 | NS      | $237430.34    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brambles Ltd                                                                                        | Brambles Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     47284 | NS      | $402043.87    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Eli Lilly & Co                                                                                      | Eli Lilly & Co                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     14767 | NS      | $5082063.05   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Tokio Marine Holdings Inc                                                                           | Tokio Marine Holdings Inc                                 | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     81600 | NS      | $1707997.18   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co                                                                             | Arthur J Gallagher & Co                                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      4285 | NS      | $838660.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     53275 | NS      | $7456369.00   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Halliburton Co                                                                                      | Halliburton Co                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     95863 | NS      | $3951472.86   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                                                                      | Amazon.com Inc                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    212022 | NS      | $21865828.86  | 1.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider Electric SE                                                                               | Schneider Electric SE                                     | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     20008 | NS      | $3244444.00   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Swatch Group AG/The                                                                                 | Swatch Group AG/The                                       | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |     11701 | NS      | $4226734.03   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $-232802.65   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                                            | Westinghouse Air Brake Technologies Corp                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      2004 | NS      | $208035.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DTE Energy Co                                                                                       | DTE Energy Co                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2980 | NS      | $346782.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Anglo American PLC                                                                                  | Anglo American PLC                                        | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |    183269 | NS      | $7899730.14   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | E-MINI RUSS 2000 MAR23                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       656 | NC      | $3832027.91   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Meituan                                                                                             | Meituan                                                   | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |      2520 | NS      | $56142.32     | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Linde PLC                                                                                           | Linde PLC                                                 | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     36061 | NS      | $11855255.10  | 0.75%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD EUR                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-346979.87   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd                                                                          | Samsung Electronics Co Ltd                                | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |    149603 | NS      | $6741297.24   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co                                                                             | Bristol-Myers Squibb Co                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      8482 | NS      | $616217.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitation Homes Inc                                                                                | Invitation Homes Inc                                      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |      7637 | NS      | $248202.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED CAD / SOLD USD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $7829.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co                                                                                 | American Express Co                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     24758 | NS      | $4330916.94   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CH Robinson Worldwide Inc                                                                           | CH Robinson Worldwide Inc                                 | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      5965 | NS      | $597514.05    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercedes-Benz Group AG                                                                              | Mercedes-Benz Group AG                                    | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |    231330 | NS      | $17151073.78  | 1.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                                                          | Capital One Financial Corp                                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3396 | NS      | $404124.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Service Enterprise Group Inc                                                                 | Public Service Enterprise Group Inc                       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      5448 | NS      | $337394.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group Inc                                                                    | American International Group Inc                          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      5562 | NS      | $351629.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics Inc                                                                               | Arrow Electronics Inc                                     | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      3115 | NS      | $365981.35    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kirin Holdings Co Ltd                                                                               | Kirin Holdings Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |    144900 | NS      | $2231733.96   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Eaton Corp PLC                                                                                      | Eaton Corp PLC                                            | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     10375 | NS      | $1682928.75   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                                                                 | Gilead Sciences Inc                                       | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     24587 | NS      | $2063832.78   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| China Construction Bank Corp                                                                        | China Construction Bank Corp                              | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |   3083074 | NS      | $2002636.28   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Barrick Gold Corp                                                                                   | Barrick Gold Corp                                         | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    166457 | NS      | $3255203.59   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                                                                      | ConocoPhillips                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      4678 | NS      | $570107.86    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Heineken NV                                                                                         | Heineken NV                                               | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |    158076 | NS      | $15753185.52  | 1.00%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer, Chief Accounting Officer and Chief Financial Officer