# EDGAR Filing Document

**Accession Number:** 0001140884
**File Stem:** 0001752724-23-075502
**Filing Date:** 2023-3
**Character Count:** 399471
**Document Hash:** b6e9853ab3eb64d2f2d2f48847d6524f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075502.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075502

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Tax-Managed International Equity Portfolio
- **CENTRAL INDEX KEY:** 0001140884
- **IRS NUMBER:** 043428673
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10389
- **FILM NUMBER:** 23784734

**BUSINESS ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TAX MANAGED INTERNATIONAL GROWTH PORTFOLIO
- **DATE OF NAME CHANGE:** 20010518

## Series and Classes Contracts Data

### Tax-Managed International Equity Portfolio (Series ID: S000005249)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000014301 | Tax-Managed International Equity Portfolio |  |

## Nport-Ex

Tax-Managed International Equity Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited)

------

Common Stocks — 99.7%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Australia — 8.9% | Australia — 8.9% | Australia — 8.9% |
| AGL Energy, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18829 | &nbsp;&nbsp;$102115 |
| Altium, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3632 | &nbsp;&nbsp;&nbsp;&nbsp; 100559 |
| Ampol, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3627 | &nbsp;&nbsp;&nbsp;&nbsp; 78655 |
| Ansell, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp; 28160 |
| ANZ Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2177 | &nbsp;&nbsp;&nbsp;&nbsp; 38743 |
| APA Group | &nbsp;&nbsp;&nbsp;&nbsp;24888 | &nbsp;&nbsp;&nbsp;&nbsp; 186260 |
| ASX, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp; 74626 |
| Aurizon Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14009 | &nbsp;&nbsp;&nbsp;&nbsp; 36616 |
| BHP Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8183 | &nbsp;&nbsp;&nbsp;&nbsp; 286586 |
| Brambles, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17422 | &nbsp;&nbsp;&nbsp;&nbsp; 148149 |
| carsales.com, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5155 | &nbsp;&nbsp;&nbsp;&nbsp; 83461 |
| Charter Hall Long Wale REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6388 | &nbsp;&nbsp;&nbsp;&nbsp; 20673 |
| Charter Hall Retail REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6757 | &nbsp;&nbsp;&nbsp;&nbsp; 19189 |
| Cleanaway Waste Management, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15558 | &nbsp;&nbsp;&nbsp;&nbsp; 30146 |
| Coles Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12714 | &nbsp;&nbsp;&nbsp;&nbsp; 159912 |
| Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049 | &nbsp;&nbsp;&nbsp;&nbsp; 316073 |
| Cromwell Property Group<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20061 | &nbsp;&nbsp;&nbsp;&nbsp; 10307 |
| CSL, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp;&nbsp;&nbsp; 495148 |
| Dexus | &nbsp;&nbsp;&nbsp;&nbsp;13975 | &nbsp;&nbsp;&nbsp;&nbsp; 81028 |
| Domino's Pizza Enterprises, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp;&nbsp; 50296 |
| Elders, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009 | &nbsp;&nbsp;&nbsp;&nbsp; 20716 |
| EVT, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2551 | &nbsp;&nbsp;&nbsp;&nbsp; 25493 |
| Goodman Group | &nbsp;&nbsp;&nbsp;&nbsp;12811 | &nbsp;&nbsp;&nbsp;&nbsp; 182731 |
| GPT Group (The)<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22015 | &nbsp;&nbsp;&nbsp;&nbsp; 71362 |
| GWA Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11241 | &nbsp;&nbsp;&nbsp;&nbsp; 17287 |
| Hansen Technologies, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14633 | &nbsp;&nbsp;&nbsp;&nbsp; 55290 |
| Harvey Norman Holdings, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp; 53971 |
| IDP Education, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3186 | &nbsp;&nbsp;&nbsp;&nbsp; 70899 |
| IPH, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp; 30122 |
| IRESS, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7406 | &nbsp;&nbsp;&nbsp;&nbsp; 52264 |
| JB Hi-Fi, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878 | &nbsp;&nbsp;&nbsp;&nbsp; 64570 |
| Lendlease Corp., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp; 57399 |
| Link Administration Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16267 | &nbsp;&nbsp;&nbsp;&nbsp; 22171 |
| Lottery Corp. Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26454 | &nbsp;&nbsp;&nbsp;&nbsp; 88228 |
| Medibank Private, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16474 | &nbsp;&nbsp;&nbsp;&nbsp; 34320 |
| Metcash, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp; 34968 |
| Mirvac Group | &nbsp;&nbsp;&nbsp;&nbsp;41842 | &nbsp;&nbsp;&nbsp;&nbsp; 67600 |
| Newcrest Mining, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354 | &nbsp;&nbsp;&nbsp;&nbsp; 37403 |
| NEXTDC, Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp; 71378 |
| Nine Entertainment Co. Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;46592 | &nbsp;&nbsp;&nbsp;&nbsp; 67411 |
| Northern Star Resources, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606 | &nbsp;&nbsp;&nbsp;&nbsp; 32131 |
| Orica, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4147 | &nbsp;&nbsp;&nbsp;&nbsp; 43517 |
| PEXA Group, Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2163 | &nbsp;&nbsp;&nbsp;&nbsp; 19970 |
| Qube Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28277 | &nbsp;&nbsp;&nbsp;&nbsp; 61488 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Australia (continued) | Australia (continued) | Australia (continued) |
| REA Group, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183 | &nbsp;&nbsp;$106082 |
| Reece, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3969 | &nbsp;&nbsp;&nbsp;&nbsp; 45619 |
| Region RE, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20523 | &nbsp;&nbsp;&nbsp;&nbsp; 39381 |
| Rio Tinto, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2262 | &nbsp;&nbsp;&nbsp;&nbsp; 202986 |
| SiteMinder, Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12563 | &nbsp;&nbsp;&nbsp;&nbsp; 33527 |
| Sonic Healthcare, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp; 62041 |
| Suncorp Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10185 | &nbsp;&nbsp;&nbsp;&nbsp; 90538 |
| Tabcorp Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26454 | &nbsp;&nbsp;&nbsp;&nbsp; 19676 |
| Technology One, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10774 | &nbsp;&nbsp;&nbsp;&nbsp; 111397 |
| Telstra Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;78759 | &nbsp;&nbsp;&nbsp;&nbsp; 227628 |
| TPG Telecom, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20255 | &nbsp;&nbsp;&nbsp;&nbsp; 69268 |
| Transurban Group | &nbsp;&nbsp;&nbsp;&nbsp;22607 | &nbsp;&nbsp;&nbsp;&nbsp; 221642 |
| Washington H. Soul Pattinson & Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5892 | &nbsp;&nbsp;&nbsp;&nbsp; 120002 |
| Waypoint REIT, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9833 | &nbsp;&nbsp;&nbsp;&nbsp; 19416 |
| Wesfarmers, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7953 | &nbsp;&nbsp;&nbsp;&nbsp; 280396 |
| Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp; 58604 |
| Whitehaven Coal, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17283 | &nbsp;&nbsp;&nbsp;&nbsp; 102767 |
| Woodside Energy Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10133 | &nbsp;&nbsp;&nbsp;&nbsp; 262383 |
| Woolworths Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14196 | &nbsp;&nbsp;&nbsp;&nbsp; 362813 |
| Worley, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4927 | &nbsp;&nbsp;&nbsp;&nbsp; 54087 |
|  |  | &nbsp;&nbsp;**$6119644** |
| Austria — 1.1% | Austria — 1.1% | Austria — 1.1% |
| ams-OSRAM AG<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3049 | &nbsp;&nbsp;$28484 |
| ANDRITZ AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp; 76845 |
| AT&S Austria Technologie & Systemtechnik AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp; 24155 |
| BAWAG Group AG<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp; 25212 |
| CA Immobilien Anlagen AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp; 88887 |
| Erste Group Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2269 | &nbsp;&nbsp;&nbsp;&nbsp; 86095 |
| IMMOFINANZ AG<sup>(2)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Kontron AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp; 24202 |
| Lenzing AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp; 33003 |
| Mayr-Melnhof Karton AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp; 20946 |
| Oesterreichische Post AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp; 27350 |
| OMV AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp; 81146 |
| PIERER Mobility AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp; 36729 |
| Telekom Austria AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 53774 |
| Verbund AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229 | &nbsp;&nbsp;&nbsp;&nbsp; 104641 |
| voestalpine AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;&nbsp; 34190 |
|  |  | &nbsp;&nbsp;**$745659** |
| Belgium — 2.1% | Belgium — 2.1% | Belgium — 2.1% |
| Ackermans & van Haaren NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;$120792 |
| Ageas S.A./NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 | &nbsp;&nbsp;&nbsp;&nbsp; 56829 |
| Anheuser-Busch InBev S.A./NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2419 | &nbsp;&nbsp;&nbsp;&nbsp; 146015 |
| Cofinimmo S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp; 44388 |

---

------

Tax-Managed International Equity Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Belgium (continued) | Belgium (continued) | Belgium (continued) |
| Deceuninck NV | &nbsp;&nbsp;&nbsp;&nbsp;12470 | &nbsp;&nbsp;$33672 |
| D'Ieteren Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp; 136647 |
| Econocom Group S.A./NV | &nbsp;&nbsp;&nbsp;&nbsp;10730 | &nbsp;&nbsp;&nbsp;&nbsp; 33330 |
| Elia Group S.A./NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp;&nbsp; 131712 |
| Etablissements Franz Colruyt NV<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp; 12640 |
| Euronav NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5526 | &nbsp;&nbsp;&nbsp;&nbsp; 87018 |
| EVS Broadcast Equipment S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp; 42174 |
| Fagron | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp; 16708 |
| Groupe Bruxelles Lambert NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;&nbsp;&nbsp; 39265 |
| KBC Group NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp; 25183 |
| Melexis NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp; 64554 |
| Montea NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp; 15730 |
| Proximus SADP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9427 | &nbsp;&nbsp;&nbsp;&nbsp; 96600 |
| Shurgard Self Storage S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp; 17854 |
| Sofina S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 35636 |
| Solvay S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp; 62577 |
| UCB S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 131367 |
| Umicore S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2338 | &nbsp;&nbsp;&nbsp;&nbsp; 88387 |
| VGP NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp; 16487 |
|  |  | &nbsp;&nbsp;**$1455565** |
| Denmark — 4.3% | Denmark — 4.3% | Denmark — 4.3% |
| Alm Brand A/S | &nbsp;&nbsp;&nbsp;&nbsp;18202 | &nbsp;&nbsp;$33779 |
| AP Moller - Maersk A/S, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp; 72452 |
| AP Moller - Maersk A/S, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp; 97888 |
| Bakkafrost P/F | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp; 95559 |
| Carlsberg A/S, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp;&nbsp; 286053 |
| Chr. Hansen Holding A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2271 | &nbsp;&nbsp;&nbsp;&nbsp; 167679 |
| Coloplast A/S, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp; 80288 |
| DFDS A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp; 53151 |
| DSV A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 | &nbsp;&nbsp;&nbsp;&nbsp; 169400 |
| Jyske Bank A/S<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp; 75441 |
| Netcompany Group A/S<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534 | &nbsp;&nbsp;&nbsp;&nbsp; 61049 |
| Noble Corp. PLC<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp; 31569 |
| Novo Nordisk A/S, Class B<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322 | &nbsp;&nbsp;&nbsp;&nbsp; 459731 |
| Novozymes A/S, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4578 | &nbsp;&nbsp;&nbsp;&nbsp; 238223 |
| Orsted A/S<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4338 | &nbsp;&nbsp;&nbsp;&nbsp; 386308 |
| Pandora A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364 | &nbsp;&nbsp;&nbsp;&nbsp; 196852 |
| Ringkjoebing Landbobank A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp; 62720 |
| Scandinavian Tobacco Group A/S<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 | &nbsp;&nbsp;&nbsp;&nbsp; 29581 |
| SimCorp A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp; 55464 |
| Spar Nord Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2029 | &nbsp;&nbsp;&nbsp;&nbsp; 32320 |
| Sydbank A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp; 59734 |
| Topdanmark A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp; 52466 |
| Tryg A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5012 | &nbsp;&nbsp;&nbsp;&nbsp; 115016 |
|  |  | &nbsp;&nbsp;**$2912723** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Finland — 2.1% | Finland — 2.1% | Finland — 2.1% |
| Elisa Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2351 | &nbsp;&nbsp;$133944 |
| Fortum Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7644 | &nbsp;&nbsp;&nbsp;&nbsp; 114906 |
| Kemira Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2727 | &nbsp;&nbsp;&nbsp;&nbsp; 44244 |
| Kesko Oyj, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4942 | &nbsp;&nbsp;&nbsp;&nbsp; 115116 |
| Kojamo Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 | &nbsp;&nbsp;&nbsp;&nbsp; 60482 |
| Kone Oyj, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969 | &nbsp;&nbsp;&nbsp;&nbsp; 107381 |
| Neste Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521 | &nbsp;&nbsp;&nbsp;&nbsp; 120510 |
| Nokia Oyj | &nbsp;&nbsp;&nbsp;&nbsp;23544 | &nbsp;&nbsp;&nbsp;&nbsp; 111634 |
| Nokian Renkaat Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 | &nbsp;&nbsp;&nbsp;&nbsp; 65307 |
| Nordea Bank Abp | &nbsp;&nbsp;&nbsp;&nbsp;13924 | &nbsp;&nbsp;&nbsp;&nbsp; 162777 |
| Orion Oyj, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997 | &nbsp;&nbsp;&nbsp;&nbsp; 160563 |
| TietoEVRY Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp; 29114 |
| Tokmanni Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4468 | &nbsp;&nbsp;&nbsp;&nbsp; 57609 |
| UPM-Kymmene Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp; 133386 |
| Valmet Oyj<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 | &nbsp;&nbsp;&nbsp;&nbsp; 43242 |
|  |  | &nbsp;&nbsp;**$1460215** |
| France — 8.9% | France — 8.9% | France — 8.9% |
| Air Liquide S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4387 | &nbsp;&nbsp;$698525 |
| Altarea SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp; 44432 |
| Amundi S.A.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp; 51852 |
| Atos SE<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2719 | &nbsp;&nbsp;&nbsp;&nbsp; 35868 |
| AXA S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8332 | &nbsp;&nbsp;&nbsp;&nbsp; 259950 |
| BNP Paribas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617 | &nbsp;&nbsp;&nbsp;&nbsp; 111059 |
| Bollore SE | &nbsp;&nbsp;&nbsp;&nbsp;13714 | &nbsp;&nbsp;&nbsp;&nbsp; 76735 |
| Bouygues S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 36238 |
| Carrefour S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5094 | &nbsp;&nbsp;&nbsp;&nbsp; 96893 |
| Cie Generale des Etablissements Michelin SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492 | &nbsp;&nbsp;&nbsp;&nbsp; 78797 |
| Credit Agricole S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7839 | &nbsp;&nbsp;&nbsp;&nbsp; 94391 |
| Danone S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp; 163421 |
| Dassault Systemes SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp; 286370 |
| Edenred | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747 | &nbsp;&nbsp;&nbsp;&nbsp; 95158 |
| Engie S.A. | &nbsp;&nbsp;&nbsp;&nbsp;23380 | &nbsp;&nbsp;&nbsp;&nbsp; 331993 |
| EssilorLuxottica S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp; 259440 |
| Eurazeo SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp; 44473 |
| Gecina S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp; 124964 |
| Getlink SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2197 | &nbsp;&nbsp;&nbsp;&nbsp; 37160 |
| Hermes International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 187151 |
| ICADE<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 | &nbsp;&nbsp;&nbsp;&nbsp; 51443 |
| Klepierre S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4222 | &nbsp;&nbsp;&nbsp;&nbsp; 107156 |
| Legrand S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp; 49932 |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 | &nbsp;&nbsp;&nbsp;&nbsp; 520293 |
| Neoen S.A.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp; 44646 |
| Orange S.A. | &nbsp;&nbsp;&nbsp;&nbsp;25469 | &nbsp;&nbsp;&nbsp;&nbsp; 269532 |
| Pernod Ricard S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp; 162725 |
| Remy Cointreau S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp; 64583 |

---

------

Tax-Managed International Equity Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| France (continued) | France (continued) | France (continued) |
| Rothschild & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;$35691 |
| Rubis SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794 | &nbsp;&nbsp;&nbsp;&nbsp; 78191 |
| Sanofi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3896 | &nbsp;&nbsp;&nbsp;&nbsp; 381514 |
| Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp; 139019 |
| SOITEC<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp; 74771 |
| Technip Energies NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3214 | &nbsp;&nbsp;&nbsp;&nbsp; 62311 |
| Teleperformance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp; 49204 |
| Thales S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 79356 |
| TotalEnergies SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9024 | &nbsp;&nbsp;&nbsp;&nbsp; 557870 |
| Ubisoft Entertainment S.A.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1529 | &nbsp;&nbsp;&nbsp;&nbsp; 31660 |
| Vinci S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159 | &nbsp;&nbsp;&nbsp;&nbsp; 130955 |
| Vivendi SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3744 | &nbsp;&nbsp;&nbsp;&nbsp; 40210 |
| Wendel SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp; 37696 |
|  |  | &nbsp;&nbsp;**$6083628** |
| Germany — 9.1% | Germany — 9.1% | Germany — 9.1% |
| 7C Solarparken AG | &nbsp;&nbsp;&nbsp;&nbsp;20398 | &nbsp;&nbsp;$97335 |
| adidas AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp; 108364 |
| AIXTRON SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp;&nbsp; 22734 |
| Allianz SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068 | &nbsp;&nbsp;&nbsp;&nbsp; 255374 |
| BASF SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp; 272630 |
| Bayer AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4117 | &nbsp;&nbsp;&nbsp;&nbsp; 256262 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 | &nbsp;&nbsp;&nbsp;&nbsp; 131507 |
| Bechtle AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 | &nbsp;&nbsp;&nbsp;&nbsp; 37632 |
| Beiersdorf AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp; 322789 |
| Brenntag SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp; 54120 |
| Covestro AG<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp; 48163 |
| Cropenergies AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2253 | &nbsp;&nbsp;&nbsp;&nbsp; 29336 |
| Daimler Truck Holding AG<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859 | &nbsp;&nbsp;&nbsp;&nbsp; 62469 |
| Delivery Hero SE<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp; 73878 |
| Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp; 86680 |
| Deutsche Boerse AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp; 117923 |
| Deutsche Lufthansa AG<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5121 | &nbsp;&nbsp;&nbsp;&nbsp; 54255 |
| Deutsche Post AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp; 89127 |
| Deutsche Telekom AG | &nbsp;&nbsp;&nbsp;&nbsp;23227 | &nbsp;&nbsp;&nbsp;&nbsp; 517470 |
| Deutsche Wohnen SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2636 | &nbsp;&nbsp;&nbsp;&nbsp; 62261 |
| E.ON SE | &nbsp;&nbsp;&nbsp;&nbsp;49704 | &nbsp;&nbsp;&nbsp;&nbsp; 541918 |
| Evonik Industries AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3498 | &nbsp;&nbsp;&nbsp;&nbsp; 77755 |
| Gea Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp; 48504 |
| Hamborner REIT AG | &nbsp;&nbsp;&nbsp;&nbsp;13027 | &nbsp;&nbsp;&nbsp;&nbsp; 101961 |
| Hannover Rueck SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp; 44675 |
| HelloFresh SE<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469 | &nbsp;&nbsp;&nbsp;&nbsp; 60025 |
| Henkel AG & Co. KGaA, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138 | &nbsp;&nbsp;&nbsp;&nbsp; 81140 |
| K+S AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3195 | &nbsp;&nbsp;&nbsp;&nbsp; 76477 |
| Merck KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp; 165313 |
| Muenchener Rueckversicherungs-Gesellschaft AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp; 130396 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Germany (continued) | Germany (continued) | Germany (continued) |
| Nemetschek SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;$39189 |
| Puma SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp; 63303 |
| QIAGEN NV<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp; 84639 |
| Rheinmetall AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp; 50470 |
| SAP SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 | &nbsp;&nbsp;&nbsp;&nbsp; 449859 |
| Sartorius AG, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp; 42599 |
| Siemens AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574 | &nbsp;&nbsp;&nbsp;&nbsp; 245867 |
| Siemens Healthineers AG<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428 | &nbsp;&nbsp;&nbsp;&nbsp; 76582 |
| Software AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp; 58946 |
| Suedzucker AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9335 | &nbsp;&nbsp;&nbsp;&nbsp; 151443 |
| Symrise AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1413 | &nbsp;&nbsp;&nbsp;&nbsp; 150216 |
| Telefonica Deutschland Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;16523 | &nbsp;&nbsp;&nbsp;&nbsp; 48666 |
| United Internet AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526 | &nbsp;&nbsp;&nbsp;&nbsp; 58644 |
| Vitesco Technologies Group AG<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp; 30845 |
| Volkswagen AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp; 53737 |
| Volkswagen AG, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp; 109566 |
| Vonovia SE | &nbsp;&nbsp;&nbsp;&nbsp;14528 | &nbsp;&nbsp;&nbsp;&nbsp; 410386 |
| Zalando SE<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 | &nbsp;&nbsp;&nbsp;&nbsp; 50319 |
|  |  | &nbsp;&nbsp;**$6203749** |
| Hong Kong — 4.3% | Hong Kong — 4.3% | Hong Kong — 4.3% |
| AIA Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28800 | &nbsp;&nbsp;$325660 |
| Bank of East Asia, Ltd. (The) | &nbsp;&nbsp;&nbsp;&nbsp;28200 | &nbsp;&nbsp;&nbsp;&nbsp; 36226 |
| Beijing Tong Ren Tang Chinese Medicine Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp; 31995 |
| BOC Hong Kong Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp; 41939 |
| Budweiser Brewing Co. APAC, Ltd.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;66900 | &nbsp;&nbsp;&nbsp;&nbsp; 211091 |
| Cafe de Coral Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp; 38514 |
| China Evergrande New Energy Vehicle Group, Ltd.<sup>(2)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;88500 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| China Ruyi Holdings, Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;112000 | &nbsp;&nbsp;&nbsp;&nbsp; 29947 |
| China Traditional Chinese Medicine Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp; 28747 |
| Chow Tai Fook Jewellery Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30800 | &nbsp;&nbsp;&nbsp;&nbsp; 65932 |
| CK Asset Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp; 83116 |
| CK Hutchison Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp; 136825 |
| CLP Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp; 144884 |
| Fosun International, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp; 50136 |
| Galaxy Entertainment Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp; 132265 |
| Hang Seng Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp; 61617 |
| Henderson Land Development Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5260 | &nbsp;&nbsp;&nbsp;&nbsp; 19430 |
| HK Electric Investments & HK Electric Investments, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;64500 | &nbsp;&nbsp;&nbsp;&nbsp; 44584 |
| HKT Trust and HKT, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp; 127087 |
| Hong Kong & China Gas Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;147906 | &nbsp;&nbsp;&nbsp;&nbsp; 148501 |
| Hysan Development Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 16822 |
| Jardine Matheson Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp; 116942 |
| Kerry Properties, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 25354 |
| Link REIT | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp; 96052 |
| Luk Fook Holdings International, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp; 52020 |

---

------

Tax-Managed International Equity Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Hong Kong (continued) | Hong Kong (continued) | Hong Kong (continued) |
| MTR Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;$56191 |
| New World Development Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp; 32878 |
| NWS Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;51000 | &nbsp;&nbsp;&nbsp;&nbsp; 48063 |
| Pacific Basin Shipping, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;&nbsp; 41994 |
| PAX Global Technology, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp; 70886 |
| PCCW, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp; 56507 |
| Power Assets Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp; 87702 |
| Sands China, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp; 130503 |
| Shangri-La Asia, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp; 41909 |
| Sino Land Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp; 41583 |
| Sun Hung Kai Properties, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 113453 |
| Swire Properties, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 22484 |
| VSTECS Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp; 37541 |
| VTech Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 66108 |
| Zhongyu Energy Holdings, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp; 25933 |
|  |  | &nbsp;&nbsp;**$2939421** |
| Ireland — 2.2% | Ireland — 2.2% | Ireland — 2.2% |
| Bank of Ireland Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;24074 | &nbsp;&nbsp;$257203 |
| CRH PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5583 | &nbsp;&nbsp;&nbsp;&nbsp; 260852 |
| DCC PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417 | &nbsp;&nbsp;&nbsp;&nbsp; 80710 |
| Flutter Entertainment PLC<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544 | &nbsp;&nbsp;&nbsp;&nbsp; 239834 |
| ICON PLC<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp; 249167 |
| Irish Residential Properties REIT PLC | &nbsp;&nbsp;&nbsp;&nbsp;33524 | &nbsp;&nbsp;&nbsp;&nbsp; 41708 |
| Kerry Group PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357 | &nbsp;&nbsp;&nbsp;&nbsp; 220851 |
| Kingspan Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396 | &nbsp;&nbsp;&nbsp;&nbsp; 154101 |
|  |  | &nbsp;&nbsp;**$1504426** |
| Israel — 2.0% | Israel — 2.0% | Israel — 2.0% |
| Amot Investments, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5499 | &nbsp;&nbsp;$32275 |
| Azrieli Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp; 32786 |
| Bank Hapoalim B.M. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4902 | &nbsp;&nbsp;&nbsp;&nbsp; 44121 |
| Bank Leumi Le-Israel B.M. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp; 39105 |
| Bezeq The Israeli Telecommunication Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;74540 | &nbsp;&nbsp;&nbsp;&nbsp; 123529 |
| Check Point Software Technologies, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp; 48972 |
| Delek Automotive Systems, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562 | &nbsp;&nbsp;&nbsp;&nbsp; 19291 |
| Elbit Systems, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp; 49861 |
| Electra, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp; 38949 |
| Energix-Renewable Energies, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13304 | &nbsp;&nbsp;&nbsp;&nbsp; 44044 |
| Fiverr International, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 | &nbsp;&nbsp;&nbsp;&nbsp; 35347 |
| Fox Wizel, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp; 33374 |
| ICL Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16102 | &nbsp;&nbsp;&nbsp;&nbsp; 127844 |
| Kenon Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp; 49831 |
| Maytronics, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367 | &nbsp;&nbsp;&nbsp;&nbsp; 53232 |
| Mivne Real Estate KD, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7571 | &nbsp;&nbsp;&nbsp;&nbsp; 24292 |
| Mizrahi Tefahot Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp; 25797 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Israel (continued) | Israel (continued) | Israel (continued) |
| Nano-X Imaging, Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;$24894 |
| Nice, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp; 101336 |
| Oil Refineries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;76583 | &nbsp;&nbsp;&nbsp;&nbsp; 26487 |
| OPC Energy, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1911 | &nbsp;&nbsp;&nbsp;&nbsp; 19845 |
| Paz Oil Co., Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp; 81030 |
| Reit 1, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7407 | &nbsp;&nbsp;&nbsp;&nbsp; 36713 |
| Shufersal, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11960 | &nbsp;&nbsp;&nbsp;&nbsp; 67111 |
| Strauss Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358 | &nbsp;&nbsp;&nbsp;&nbsp; 34747 |
| Teva Pharmaceutical Industries, Ltd. ADR<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13432 | &nbsp;&nbsp;&nbsp;&nbsp; 141573 |
| ZIM Integrated Shipping Services, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp; 45480 |
|  |  | &nbsp;&nbsp;**$1401866** |
| Italy — 4.4% | Italy — 4.4% | Italy — 4.4% |
| Assicurazioni Generali SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4184 | &nbsp;&nbsp;$81677 |
| Banco BPM SpA | &nbsp;&nbsp;&nbsp;&nbsp;12713 | &nbsp;&nbsp;&nbsp;&nbsp; 57219 |
| Brunello Cucinelli SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252 | &nbsp;&nbsp;&nbsp;&nbsp; 104280 |
| Cementir Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6913 | &nbsp;&nbsp;&nbsp;&nbsp; 54528 |
| Davide Campari-Milano NV | &nbsp;&nbsp;&nbsp;&nbsp;18866 | &nbsp;&nbsp;&nbsp;&nbsp; 202377 |
| De'Longhi SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp; 27701 |
| DiaSorin SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp; 127186 |
| Enel SpA | &nbsp;&nbsp;&nbsp;&nbsp;40123 | &nbsp;&nbsp;&nbsp;&nbsp; 236249 |
| Eni SpA | &nbsp;&nbsp;&nbsp;&nbsp;20895 | &nbsp;&nbsp;&nbsp;&nbsp; 321537 |
| Ferrari NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 | &nbsp;&nbsp;&nbsp;&nbsp; 198158 |
| FinecoBank Banca Fineco SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1887 | &nbsp;&nbsp;&nbsp;&nbsp; 33875 |
| GVS SpA<sup>(1)(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4062 | &nbsp;&nbsp;&nbsp;&nbsp; 21462 |
| Infrastrutture Wireless Italiane SpA<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21493 | &nbsp;&nbsp;&nbsp;&nbsp; 235537 |
| Interpump Group SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp; 40573 |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;&nbsp;&nbsp;48376 | &nbsp;&nbsp;&nbsp;&nbsp; 127193 |
| Italgas SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7381 | &nbsp;&nbsp;&nbsp;&nbsp; 43206 |
| Italmobiliare SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp; 36428 |
| Iveco Group NV<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449 | &nbsp;&nbsp;&nbsp;&nbsp; 28249 |
| MFE-MediaForEurope NV, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp;&nbsp;&nbsp; 6629 |
| Moncler SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp; 39242 |
| Poste Italiane SpA<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564 | &nbsp;&nbsp;&nbsp;&nbsp; 59446 |
| Prysmian SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617 | &nbsp;&nbsp;&nbsp;&nbsp; 106872 |
| RAI Way SpA<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4122 | &nbsp;&nbsp;&nbsp;&nbsp; 23542 |
| Recordati Industria Chimica e Farmaceutica SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4029 | &nbsp;&nbsp;&nbsp;&nbsp; 176504 |
| Reply SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp; 83077 |
| Saipem SpA <sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp; 827 |
| Salvatore Ferragamo SpA<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp; 44950 |
| Saras SpA<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14538 | &nbsp;&nbsp;&nbsp;&nbsp; 25205 |
| STMicroelectronics NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7572 | &nbsp;&nbsp;&nbsp;&nbsp; 356442 |
| Technogym SpA<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2741 | &nbsp;&nbsp;&nbsp;&nbsp; 24312 |
| Terna - Rete Elettrica Nazionale | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8968 | &nbsp;&nbsp;&nbsp;&nbsp; 70954 |
| UnipolSai Assicurazioni SpA | &nbsp;&nbsp;&nbsp;&nbsp;10716 | &nbsp;&nbsp;&nbsp;&nbsp; 28505 |
|  |  | &nbsp;&nbsp;**$3023942** |

---

------

Tax-Managed International Equity Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

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---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Japan — 12.9% | Japan — 12.9% | Japan — 12.9% |
| Advance Residence Investment Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;$31756 |
| Air Water, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 24470 |
| Ajinomoto Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 46156 |
| ANA Holdings, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 24346 |
| Asahi Intecc Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 24562 |
| Asahi Kasei Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp; 61379 |
| Astellas Pharma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp; 91265 |
| Bandai Namco Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp; 53499 |
| Bank of Kyoto, Ltd. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 23264 |
| Bridgestone Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 59733 |
| Canon, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 33289 |
| Central Japan Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 24395 |
| Chiba Bank, Ltd. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp; 52965 |
| Chubu Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 37699 |
| Chugai Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp; 69998 |
| Chugoku Electric Power Co., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp; 20890 |
| Concordia Financial Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp; 47459 |
| CyberAgent, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp; 29926 |
| Daiichi Sankyo Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp; 119346 |
| Daikin Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 86847 |
| Daito Trust Construction Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 49409 |
| Daiwa House Industry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 84053 |
| Daiwa House REIT Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp; 50042 |
| Daiwa Securities Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp; 33034 |
| Disco Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 60087 |
| ENEOS Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31200 | &nbsp;&nbsp;&nbsp;&nbsp; 111702 |
| FANUC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 35338 |
| Frontier Real Estate Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp; 30849 |
| FUJIFILM Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 26461 |
| Fujitsu, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 42714 |
| GLP J-REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp; 46394 |
| Hirose Electric Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp; 41008 |
| Hitachi, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp; 68175 |
| Honda Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp; 76683 |
| Hoya Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp; 142963 |
| Hulic Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 32879 |
| Idemitsu Kosan Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp; 92503 |
| Industrial & Infrastructure Fund Investment Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp; 23273 |
| ITOCHU Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 48483 |
| Iwatani Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp; 77582 |
| Japan Exchange Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp; 32140 |
| Japan Post Bank Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp; 20435 |
| Japan Post Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp; 24582 |
| Japan Real Estate Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp; 47162 |
| Japan Tobacco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp; 83607 |
| JSR Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 33750 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Japan (continued) | Japan (continued) | Japan (continued) |
| Kakaku.com, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;$31677 |
| Kao Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 40422 |
| KDDI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp; 199958 |
| Kenedix Office Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp; 28507 |
| Keyence Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 184147 |
| Kintetsu Group Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp; 26052 |
| Kirin Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp; 58557 |
| Kobe Bussan Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 40420 |
| Komatsu, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp; 54064 |
| Kubota Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 37571 |
| Kuraray Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp; 39730 |
| Kyocera Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 46702 |
| Kyowa Kirin Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp; 60213 |
| Kyushu Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp; 20724 |
| Lion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp; 59777 |
| Marubeni Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp; 41713 |
| Maruichi Steel Tube, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp; 25839 |
| MatsukiyoCocokara & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 44896 |
| Mitsubishi Chemical Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 56114 |
| Mitsubishi Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp; 73669 |
| Mitsubishi Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp; 28654 |
| Mitsubishi Estate Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp; 97684 |
| Mitsubishi Gas Chemical Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp; 42376 |
| Mitsubishi UFJ Financial Group, Inc.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;&nbsp;&nbsp; 211689 |
| Mitsui & Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 41304 |
| Mitsui Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp; 30600 |
| Mitsui Fudosan Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp; 95593 |
| Mizuho Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp; 87943 |
| MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp; 57733 |
| Murata Manufacturing Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 85711 |
| NEC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 54191 |
| Nexon Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 72338 |
| Nintendo Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 173431 |
| Nippon Accommodations Fund, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp; 35907 |
| Nippon Building Fund, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp; 48074 |
| Nippon Gas Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp; 68634 |
| Nippon Paint Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp; 92208 |
| Nippon Prologis REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp; 52190 |
| Nippon Shokubai Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 25401 |
| Nippon Telegraph & Telephone Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 149928 |
| Nissan Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp; 37007 |
| Nisshin Seifun Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp; 61375 |
| Nissin Foods Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 54724 |
| Nitto Denko Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 45246 |
| NOF Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp; 34078 |
| Nomura Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp; 41904 |

---

------

Tax-Managed International Equity Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Japan (continued) | Japan (continued) | Japan (continued) |
| Nomura Research Institute, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;$48015 |
| NTT Data Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp; 68250 |
| Obic Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 48098 |
| Oji Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 20664 |
| Omron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp; 46288 |
| Ono Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 54247 |
| Oriental Land Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 83310 |
| Osaka Gas Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp; 88753 |
| Otsuka Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp; 76993 |
| Pan Pacific International Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 36986 |
| PeptiDream, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 21859 |
| Resona Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp; 68618 |
| Resonac Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 27345 |
| Rinnai Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 47358 |
| ROHM Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 16026 |
| Rohto Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp; 66425 |
| SECOM Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 35745 |
| Sekisui House, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 37799 |
| Seven & i Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp; 84983 |
| Shikoku Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp; 15032 |
| Shimadzu Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp; 36877 |
| Shimano, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp; 53501 |
| Shin-Etsu Chemical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 235877 |
| Shizuoka Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp; 49135 |
| SMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 50791 |
| SoftBank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp; 135017 |
| Sony Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 142962 |
| Square Enix Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 33104 |
| Subaru Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp; 39436 |
| Sumitomo Chemical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp; 41841 |
| Sumitomo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 28720 |
| Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp; 165152 |
| Sumitomo Mitsui Trust Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 54643 |
| Sumitomo Realty & Development Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp; 63381 |
| Suntory Beverage & Food, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 30391 |
| Sysmex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 33193 |
| Takeda Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 157187 |
| TDK Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 35726 |
| TEIJIN, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp; 33885 |
| Toho Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 18467 |
| Tohoku Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp; 67231 |
| Tokio Marine Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 83779 |
| Tokyo Gas Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp; 108886 |
| Tokyu Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 25719 |
| Toppan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 32224 |
| Toshiba Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp; 61824 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Japan (continued) | Japan (continued) | Japan (continued) |
| Tosoh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;$28783 |
| Toyo Suisan Kaisha, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 41321 |
| Toyota Industries Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 24349 |
| Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp; 199726 |
| Trend Micro, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 29708 |
| Unicharm Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp; 83920 |
| Yakult Honsha Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 71388 |
| Yamato Holdings Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 34994 |
| Yamato Kogyo Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 37902 |
| Yamazaki Baking Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp; 44459 |
| Z Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp; 32589 |
|  |  | &nbsp;&nbsp;**$8816109** |
| Netherlands — 4.5% | Netherlands — 4.5% | Netherlands — 4.5% |
| ABN AMRO Bank NV<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263 | &nbsp;&nbsp;$37560 |
| Aegon NV<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12248 | &nbsp;&nbsp;&nbsp;&nbsp; 67557 |
| ASML Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp; 427424 |
| ASR Nederland NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp; 76677 |
| Corbion NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp;&nbsp;&nbsp; 79733 |
| Euronext NV<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576 | &nbsp;&nbsp;&nbsp;&nbsp; 46674 |
| Flow Traders, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 | &nbsp;&nbsp;&nbsp;&nbsp; 15929 |
| IMCD NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp; 133167 |
| ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3977 | &nbsp;&nbsp;&nbsp;&nbsp; 57588 |
| JDE Peet's NV<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp; 49156 |
| Koninklijke Ahold Delhaize NV<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9251 | &nbsp;&nbsp;&nbsp;&nbsp; 276114 |
| Koninklijke DSM NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929 | &nbsp;&nbsp;&nbsp;&nbsp; 248073 |
| Koninklijke KPN NV | &nbsp;&nbsp;&nbsp;&nbsp;65476 | &nbsp;&nbsp;&nbsp;&nbsp; 223852 |
| Koninklijke Philips NV | &nbsp;&nbsp;&nbsp;&nbsp;16407 | &nbsp;&nbsp;&nbsp;&nbsp; 283274 |
| Koninklijke Vopak NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 | &nbsp;&nbsp;&nbsp;&nbsp; 23231 |
| NN Group NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992 | &nbsp;&nbsp;&nbsp;&nbsp; 86549 |
| NSI NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 26100 |
| Prosus NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062 | &nbsp;&nbsp;&nbsp;&nbsp; 408732 |
| SBM Offshore NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496 | &nbsp;&nbsp;&nbsp;&nbsp; 70682 |
| Signify NV<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727 | &nbsp;&nbsp;&nbsp;&nbsp; 62527 |
| Universal Music Group NV<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7168 | &nbsp;&nbsp;&nbsp;&nbsp; 183231 |
| Wolters Kluwer NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682 | &nbsp;&nbsp;&nbsp;&nbsp; 183377 |
|  |  | &nbsp;&nbsp;**$3067207** |
| New Zealand — 1.1% | New Zealand — 1.1% | New Zealand — 1.1% |
| a2 Milk Co. Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21613 | &nbsp;&nbsp;$103657 |
| Auckland International Airport, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12240 | &nbsp;&nbsp;&nbsp;&nbsp; 67363 |
| Contact Energy, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp; 48179 |
| Fisher & Paykel Healthcare Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5931 | &nbsp;&nbsp;&nbsp;&nbsp; 97335 |
| Fletcher Building, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7381 | &nbsp;&nbsp;&nbsp;&nbsp; 24305 |
| Goodman Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;27739 | &nbsp;&nbsp;&nbsp;&nbsp; 36968 |
| Heartland Group Holdings, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19544 | &nbsp;&nbsp;&nbsp;&nbsp; 22904 |

---

------

Tax-Managed International Equity Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| New Zealand (continued) | New Zealand (continued) | New Zealand (continued) |
| KMD Brands, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27332 | &nbsp;&nbsp;$18785 |
| Mercury NZ, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13643 | &nbsp;&nbsp;&nbsp;&nbsp; 53002 |
| Pacific Edge, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33981 | &nbsp;&nbsp;&nbsp;&nbsp; 10984 |
| Precinct Properties New Zealand, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39851 | &nbsp;&nbsp;&nbsp;&nbsp; 32388 |
| Pushpay Holdings, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16676 | &nbsp;&nbsp;&nbsp;&nbsp; 13985 |
| SKYCITY Entertainment Group, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40446 | &nbsp;&nbsp;&nbsp;&nbsp; 65805 |
| Spark New Zealand, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25298 | &nbsp;&nbsp;&nbsp;&nbsp; 85298 |
| Vulcan Steel, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp; 23071 |
| Xero, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231 | &nbsp;&nbsp;&nbsp;&nbsp; 67848 |
|  |  | &nbsp;&nbsp;**$771877** |
| Norway — 2.0% | Norway — 2.0% | Norway — 2.0% |
| ArcticZymes Technologies ASA<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4268 | &nbsp;&nbsp;$18785 |
| Atea ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6274 | &nbsp;&nbsp;&nbsp;&nbsp; 70769 |
| Autostore Holdings, Ltd.<sup>(1)(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13450 | &nbsp;&nbsp;&nbsp;&nbsp; 31060 |
| Borregaard ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp; 38312 |
| DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6189 | &nbsp;&nbsp;&nbsp;&nbsp; 115732 |
| Entra ASA<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2972 | &nbsp;&nbsp;&nbsp;&nbsp; 35153 |
| Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3918 | &nbsp;&nbsp;&nbsp;&nbsp; 119407 |
| Europris ASA<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9810 | &nbsp;&nbsp;&nbsp;&nbsp; 63202 |
| Gjensidige Forsikring ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701 | &nbsp;&nbsp;&nbsp;&nbsp; 30573 |
| Kongsberg Gruppen ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1873 | &nbsp;&nbsp;&nbsp;&nbsp; 74567 |
| Mowi ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4027 | &nbsp;&nbsp;&nbsp;&nbsp; 74466 |
| Nordic Semiconductor ASA<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp; 70482 |
| Norsk Hydro ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6598 | &nbsp;&nbsp;&nbsp;&nbsp; 53496 |
| Opera, Ltd. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp; 41044 |
| Orkla ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8207 | &nbsp;&nbsp;&nbsp;&nbsp; 61271 |
| Salmar ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp; 29899 |
| Scatec ASA<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp; 26915 |
| Schibsted ASA, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2498 | &nbsp;&nbsp;&nbsp;&nbsp; 52220 |
| SFL Corp, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp; 24432 |
| SpareBank 1 SMN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;&nbsp; 26717 |
| Telenor ASA | &nbsp;&nbsp;&nbsp;&nbsp;14322 | &nbsp;&nbsp;&nbsp;&nbsp; 149931 |
| TOMRA Systems ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp; 43251 |
| Veidekke ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3671 | &nbsp;&nbsp;&nbsp;&nbsp; 37905 |
| Yara International ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2459 | &nbsp;&nbsp;&nbsp;&nbsp; 109256 |
|  |  | &nbsp;&nbsp;**$1398845** |
| Portugal — 1.1% | Portugal — 1.1% | Portugal — 1.1% |
| Banco Comercial Portugues S.A. | &nbsp;&nbsp;&nbsp;&nbsp;494993 | &nbsp;&nbsp;$105457 |
| Corticeira Amorim SGPS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4721 | &nbsp;&nbsp;&nbsp;&nbsp; 46702 |
| CTT-Correios de Portugal S.A. | &nbsp;&nbsp;&nbsp;&nbsp;12855 | &nbsp;&nbsp;&nbsp;&nbsp; 49726 |
| EDP-Energias de Portugal S.A. | &nbsp;&nbsp;&nbsp;&nbsp;19728 | &nbsp;&nbsp;&nbsp;&nbsp; 98014 |
| Galp Energia SGPS S.A., Class B | &nbsp;&nbsp;&nbsp;&nbsp;11338 | &nbsp;&nbsp;&nbsp;&nbsp; 155195 |
| Jeronimo Martins SGPS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5858 | &nbsp;&nbsp;&nbsp;&nbsp; 127181 |
| Navigator Co. S.A. (The) | &nbsp;&nbsp;&nbsp;&nbsp;16287 | &nbsp;&nbsp;&nbsp;&nbsp; 57022 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Portugal (continued) | Portugal (continued) | Portugal (continued) |
| NOS SGPS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;17214 | &nbsp;&nbsp;$73819 |
| REN - Redes Energeticas Nacionais SGPS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;11590 | &nbsp;&nbsp;&nbsp;&nbsp; 31855 |
|  |  | &nbsp;&nbsp;**$744971** |
| Singapore — 2.2% | Singapore — 2.2% | Singapore — 2.2% |
| CapitaLand Ascendas REIT | &nbsp;&nbsp;&nbsp;&nbsp;23500 | &nbsp;&nbsp;$51715 |
| CapitaLand Investment, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp; 34841 |
| ComfortDelGro Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;36500 | &nbsp;&nbsp;&nbsp;&nbsp; 33439 |
| Flex, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6557 | &nbsp;&nbsp;&nbsp;&nbsp; 153106 |
| Genting Singapore, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;108600 | &nbsp;&nbsp;&nbsp;&nbsp; 82249 |
| Keppel Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp; 49653 |
| Mapletree Industrial Trust<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18060 | &nbsp;&nbsp;&nbsp;&nbsp; 32821 |
| Mapletree Logistics Trust<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30900 | &nbsp;&nbsp;&nbsp;&nbsp; 39947 |
| Mapletree Pan Asia Commercial Trust | &nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp; 25741 |
| Olam Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33100 | &nbsp;&nbsp;&nbsp;&nbsp; 40244 |
| Oversea-Chinese Banking Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 98804 |
| Raffles Medical Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;38400 | &nbsp;&nbsp;&nbsp;&nbsp; 42474 |
| Sea, Ltd. ADR<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp; 62194 |
| Sembcorp Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp;&nbsp; 59014 |
| Singapore Airlines, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp; 66924 |
| Singapore Exchange, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp; 49305 |
| Singapore Post, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp; 11150 |
| Singapore Technologies Engineering, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp; 54825 |
| Singapore Telecommunications, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp; 80437 |
| Suntec Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp; 28867 |
| United Overseas Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 102288 |
| UOL Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp; 24544 |
| Venture Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 70607 |
| Wilmar International, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;58400 | &nbsp;&nbsp;&nbsp;&nbsp; 181567 |
|  |  | &nbsp;&nbsp;**$1476756** |
| Spain — 4.4% | Spain — 4.4% | Spain — 4.4% |
| Acerinox S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6807 | &nbsp;&nbsp;$73719 |
| Aena SME S.A.<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;&nbsp;&nbsp; 159865 |
| Almirall S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2741 | &nbsp;&nbsp;&nbsp;&nbsp; 27619 |
| Amadeus IT Group S.A.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5033 | &nbsp;&nbsp;&nbsp;&nbsp; 317099 |
| Banco Santander S.A. | &nbsp;&nbsp;&nbsp;&nbsp;61792 | &nbsp;&nbsp;&nbsp;&nbsp; 215959 |
| Bankinter S.A. | &nbsp;&nbsp;&nbsp;&nbsp;12265 | &nbsp;&nbsp;&nbsp;&nbsp; 88492 |
| CaixaBank S.A. | &nbsp;&nbsp;&nbsp;&nbsp;15438 | &nbsp;&nbsp;&nbsp;&nbsp; 68498 |
| Cellnex Telecom S.A.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4799 | &nbsp;&nbsp;&nbsp;&nbsp; 188063 |
| Cia de Distribucion Integral Logista Holdings S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp; 72204 |
| Ebro Foods S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp; 40886 |
| Ercros S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp; 34094 |
| Fluidra S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2164 | &nbsp;&nbsp;&nbsp;&nbsp; 38203 |
| Grifols S.A.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11886 | &nbsp;&nbsp;&nbsp;&nbsp; 157347 |
| Iberdrola S.A. | &nbsp;&nbsp;&nbsp;&nbsp;24622 | &nbsp;&nbsp;&nbsp;&nbsp; 288860 |

---

------

Tax-Managed International Equity Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Spain (continued) | Spain (continued) | Spain (continued) |
| Iberdrola S.A.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;$4794 |
| Indra Sistemas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp; 40782 |
| Industria de Diseno Textil S.A. | &nbsp;&nbsp;&nbsp;&nbsp;12175 | &nbsp;&nbsp;&nbsp;&nbsp; 380113 |
| Laboratorios Farmaceuticos Rovi S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp;&nbsp;&nbsp; 75127 |
| Merlin Properties Socimi S.A. | &nbsp;&nbsp;&nbsp;&nbsp;18476 | &nbsp;&nbsp;&nbsp;&nbsp; 180560 |
| Metrovacesa S.A.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645 | &nbsp;&nbsp;&nbsp;&nbsp; 19624 |
| Red Electrica Corp. S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2456 | &nbsp;&nbsp;&nbsp;&nbsp; 43469 |
| Repsol S.A. | &nbsp;&nbsp;&nbsp;&nbsp;20519 | &nbsp;&nbsp;&nbsp;&nbsp; 337062 |
| Telefonica S.A. | &nbsp;&nbsp;&nbsp;&nbsp;22919 | &nbsp;&nbsp;&nbsp;&nbsp; 87070 |
| Viscofan S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp; 53172 |
|  |  | &nbsp;&nbsp;**$2992681** |
| Sweden — 4.3% | Sweden — 4.3% | Sweden — 4.3% |
| AddLife AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2191 | &nbsp;&nbsp;$23123 |
| Alfa Laval AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197 | &nbsp;&nbsp;&nbsp;&nbsp; 37616 |
| Arjo AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8801 | &nbsp;&nbsp;&nbsp;&nbsp; 34152 |
| Assa Abloy AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2883 | &nbsp;&nbsp;&nbsp;&nbsp; 67913 |
| Atlas Copco AB, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6514 | &nbsp;&nbsp;&nbsp;&nbsp; 77295 |
| Axfood AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp; 76623 |
| Billerud AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548 | &nbsp;&nbsp;&nbsp;&nbsp; 29601 |
| BioGaia AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605 | &nbsp;&nbsp;&nbsp;&nbsp; 40493 |
| Biotage AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896 | &nbsp;&nbsp;&nbsp;&nbsp; 29303 |
| Boliden AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274 | &nbsp;&nbsp;&nbsp;&nbsp; 102050 |
| Castellum AB<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 | &nbsp;&nbsp;&nbsp;&nbsp; 56037 |
| Catena AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp; 38991 |
| Electrolux AB, Class B<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051 | &nbsp;&nbsp;&nbsp;&nbsp; 43214 |
| Elekta AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5121 | &nbsp;&nbsp;&nbsp;&nbsp; 37275 |
| Embracer Group AB<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9503 | &nbsp;&nbsp;&nbsp;&nbsp; 44295 |
| Epiroc AB, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2897 | &nbsp;&nbsp;&nbsp;&nbsp; 56366 |
| Essity AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8378 | &nbsp;&nbsp;&nbsp;&nbsp; 218868 |
| Evolution AB<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309 | &nbsp;&nbsp;&nbsp;&nbsp; 147120 |
| Fabege AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp; 66962 |
| Fingerprint Cards AB, Class B<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29632 | &nbsp;&nbsp;&nbsp;&nbsp; 8481 |
| Getinge AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3014 | &nbsp;&nbsp;&nbsp;&nbsp; 67898 |
| HMS Networks AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp; 41493 |
| Holmen AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532 | &nbsp;&nbsp;&nbsp;&nbsp; 104434 |
| Hufvudstaden AB, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401 | &nbsp;&nbsp;&nbsp;&nbsp; 36159 |
| Husqvarna AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp; 32245 |
| Industrivarden AB, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp; 28080 |
| Industrivarden AB, Class C<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534 | &nbsp;&nbsp;&nbsp;&nbsp; 40413 |
| Investor AB, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp; 43110 |
| Investor AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782 | &nbsp;&nbsp;&nbsp;&nbsp; 112356 |
| JM AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031 | &nbsp;&nbsp;&nbsp;&nbsp; 37862 |
| MIPS AB<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp; 27133 |
| Mycronic AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2681 | &nbsp;&nbsp;&nbsp;&nbsp; 57308 |
| Oatly Group AB ADR<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp; 18544 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Sweden (continued) | Sweden (continued) | Sweden (continued) |
| Orron Energy AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4713 | &nbsp;&nbsp;$8737 |
| Sagax AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3417 | &nbsp;&nbsp;&nbsp;&nbsp; 84998 |
| Securitas AB, Class B<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp; 17392 |
| Skanska AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 | &nbsp;&nbsp;&nbsp;&nbsp; 21851 |
| Spotify Technology S.A.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 | &nbsp;&nbsp;&nbsp;&nbsp; 143380 |
| Svenska Cellulosa AB SCA, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9048 | &nbsp;&nbsp;&nbsp;&nbsp; 125644 |
| Svenska Handelsbanken AB, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7120 | &nbsp;&nbsp;&nbsp;&nbsp; 74247 |
| Swedbank AB, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2384 | &nbsp;&nbsp;&nbsp;&nbsp; 45860 |
| Swedish Orphan Biovitrum AB<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 | &nbsp;&nbsp;&nbsp;&nbsp; 66969 |
| Tele2 AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5717 | &nbsp;&nbsp;&nbsp;&nbsp; 49375 |
| Telefonaktiebolaget LM Ericsson, Class B | &nbsp;&nbsp;&nbsp;&nbsp;25375 | &nbsp;&nbsp;&nbsp;&nbsp; 147187 |
| Telia Co. AB | &nbsp;&nbsp;&nbsp;&nbsp;24113 | &nbsp;&nbsp;&nbsp;&nbsp; 62275 |
| Thule Group AB<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277 | &nbsp;&nbsp;&nbsp;&nbsp; 30602 |
| Truecaller AB, Class B<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;&nbsp; 23116 |
| Vitrolife AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp; 23563 |
| Volvo AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722 | &nbsp;&nbsp;&nbsp;&nbsp; 34170 |
| Volvo Car AB, Class B<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9789 | &nbsp;&nbsp;&nbsp;&nbsp; 48842 |
| Wallenstam AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp; 32502 |
| Wihlborgs Fastigheter AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3468 | &nbsp;&nbsp;&nbsp;&nbsp; 28552 |
|  |  | &nbsp;&nbsp;**$2952075** |
| Switzerland — 9.1% | Switzerland — 9.1% | Switzerland — 9.1% |
| Allreal Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;$59303 |
| ALSO Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp; 49905 |
| Baloise Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp; 65131 |
| Banque Cantonale Vaudoise<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp; 54183 |
| Belimo Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp; 73842 |
| BKW AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp; 47455 |
| Bucher Industries AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp; 67894 |
| Cembra Money Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp; 59487 |
| Cie Financiere Richemont S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5971 | &nbsp;&nbsp;&nbsp;&nbsp; 920473 |
| DKSH Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp; 65856 |
| EMS-Chemie Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp; 77530 |
| Flughafen Zurich AG<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp; 53747 |
| Forbo Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp; 34209 |
| Geberit AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp; 149642 |
| Givaudan S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp; 252894 |
| Helvetia Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp; 53167 |
| Inficon Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp; 68055 |
| Intershop Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp; 52321 |
| Kuehne & Nagel International AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp; 110644 |
| Landis & Gyr Group AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp; 81849 |
| LEM Holding S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp; 28783 |
| Logitech International S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp;&nbsp; 159868 |
| Nestle S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6891 | &nbsp;&nbsp;&nbsp;&nbsp; 840764 |
| Novartis AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984 | &nbsp;&nbsp;&nbsp;&nbsp; 360190 |

---

------

Tax-Managed International Equity Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Switzerland (continued) | Switzerland (continued) | Switzerland (continued) |
| Roche Holding AG PC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;$335583 |
| Roche Holding AG, Bearer Shares<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp; 53808 |
| Schindler Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp; 64732 |
| Schindler Holding AG PC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp; 75237 |
| Schweiter Technologies AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp; 39720 |
| SGS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp; 87791 |
| SIG Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5783 | &nbsp;&nbsp;&nbsp;&nbsp; 143337 |
| Sika AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387 | &nbsp;&nbsp;&nbsp;&nbsp; 394112 |
| Stadler Rail AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp; 57795 |
| Swatch Group AG (The), Bearer Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp; 101017 |
| Swiss Life Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp; 82267 |
| Swiss Prime Site AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 | &nbsp;&nbsp;&nbsp;&nbsp; 148722 |
| Swiss Re AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp; 27434 |
| Swisscom AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp; 216253 |
| UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;10259 | &nbsp;&nbsp;&nbsp;&nbsp; 218982 |
| Zehnder Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp;&nbsp;&nbsp; 51430 |
| Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp;&nbsp;&nbsp; 337763 |
|  |  | &nbsp;&nbsp;**$6223175** |
| United Kingdom — 8.7% | United Kingdom — 8.7% | United Kingdom — 8.7% |
| 3i Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 | &nbsp;&nbsp;$76732 |
| Admiral Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052 | &nbsp;&nbsp;&nbsp;&nbsp; 28599 |
| Antofagasta PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694 | &nbsp;&nbsp;&nbsp;&nbsp; 100858 |
| Assura PLC | &nbsp;&nbsp;&nbsp;&nbsp;34782 | &nbsp;&nbsp;&nbsp;&nbsp; 23939 |
| AstraZeneca PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4331 | &nbsp;&nbsp;&nbsp;&nbsp; 567415 |
| Auto Trader Group PLC<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp;&nbsp;&nbsp; 97369 |
| Aviva PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9030 | &nbsp;&nbsp;&nbsp;&nbsp; 50928 |
| BAE Systems PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp; 91040 |
| Bellway PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 | &nbsp;&nbsp;&nbsp;&nbsp; 15903 |
| Berkeley Group Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp; 26065 |
| Big Yellow Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp; 35796 |
| BP PLC | &nbsp;&nbsp;&nbsp;&nbsp;23461 | &nbsp;&nbsp;&nbsp;&nbsp; 141710 |
| British American Tobacco PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3774 | &nbsp;&nbsp;&nbsp;&nbsp; 144672 |
| BT Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;34771 | &nbsp;&nbsp;&nbsp;&nbsp; 53571 |
| Bunzl PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 51396 |
| Burberry Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3492 | &nbsp;&nbsp;&nbsp;&nbsp; 106369 |
| Capricorn Energy PLC<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43432 | &nbsp;&nbsp;&nbsp;&nbsp; 129924 |
| Compass Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7473 | &nbsp;&nbsp;&nbsp;&nbsp; 178515 |
| Croda International PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp; 62138 |
| Derwent London PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp; 32538 |
| Direct Line Insurance Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9041 | &nbsp;&nbsp;&nbsp;&nbsp; 19824 |
| Diversified Energy Co. PLC | &nbsp;&nbsp;&nbsp;&nbsp;103611 | &nbsp;&nbsp;&nbsp;&nbsp; 141726 |
| DS Smith PLC | &nbsp;&nbsp;&nbsp;&nbsp;10893 | &nbsp;&nbsp;&nbsp;&nbsp; 47689 |
| Experian PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304 | &nbsp;&nbsp;&nbsp;&nbsp; 84256 |
| Fresnillo PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893 | &nbsp;&nbsp;&nbsp;&nbsp; 19229 |
| Grainger PLC | &nbsp;&nbsp;&nbsp;&nbsp;11835 | &nbsp;&nbsp;&nbsp;&nbsp; 37902 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| United Kingdom (continued) | United Kingdom (continued) | United Kingdom (continued) |
| Great Portland Estates PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;$28594 |
| Halma PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460 | &nbsp;&nbsp;&nbsp;&nbsp; 145367 |
| Hikma Pharmaceuticals PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp; 28431 |
| Howden Joinery Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5263 | &nbsp;&nbsp;&nbsp;&nbsp; 44908 |
| HSBC Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;21374 | &nbsp;&nbsp;&nbsp;&nbsp; 157491 |
| InterContinental Hotels Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp; 52137 |
| Intertek Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp; 29185 |
| Lloyds Banking Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;135333 | &nbsp;&nbsp;&nbsp;&nbsp; 88074 |
| London Stock Exchange Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp; 66462 |
| LondonMetric Property PLC | &nbsp;&nbsp;&nbsp;&nbsp;11374 | &nbsp;&nbsp;&nbsp;&nbsp; 26502 |
| Marks & Spencer Group PLC<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30532 | &nbsp;&nbsp;&nbsp;&nbsp; 55074 |
| Mondi PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379 | &nbsp;&nbsp;&nbsp;&nbsp; 63721 |
| Moneysupermarket.com Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7023 | &nbsp;&nbsp;&nbsp;&nbsp; 20734 |
| National Grid PLC | &nbsp;&nbsp;&nbsp;&nbsp;18771 | &nbsp;&nbsp;&nbsp;&nbsp; 238634 |
| NCC Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;21199 | &nbsp;&nbsp;&nbsp;&nbsp; 49127 |
| Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;&nbsp; 47651 |
| Pearson PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5346 | &nbsp;&nbsp;&nbsp;&nbsp; 60967 |
| Pennon Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2714 | &nbsp;&nbsp;&nbsp;&nbsp; 30809 |
| Persimmon PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2761 | &nbsp;&nbsp;&nbsp;&nbsp; 48222 |
| Phoenix Group Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5262 | &nbsp;&nbsp;&nbsp;&nbsp; 41706 |
| Primary Health Properties PLC | &nbsp;&nbsp;&nbsp;&nbsp;23037 | &nbsp;&nbsp;&nbsp;&nbsp; 31917 |
| QinetiQ Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8311 | &nbsp;&nbsp;&nbsp;&nbsp; 37280 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 | &nbsp;&nbsp;&nbsp;&nbsp; 103613 |
| RELX PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3168 | &nbsp;&nbsp;&nbsp;&nbsp; 94118 |
| Rentokil Initial PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5526 | &nbsp;&nbsp;&nbsp;&nbsp; 33506 |
| Rightmove PLC | &nbsp;&nbsp;&nbsp;&nbsp;13046 | &nbsp;&nbsp;&nbsp;&nbsp; 94791 |
| Rio Tinto PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp; 267399 |
| Safestore Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803 | &nbsp;&nbsp;&nbsp;&nbsp; 47354 |
| Sage Group PLC (The) | &nbsp;&nbsp;&nbsp;&nbsp;15349 | &nbsp;&nbsp;&nbsp;&nbsp; 147468 |
| Segro PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8635 | &nbsp;&nbsp;&nbsp;&nbsp; 88885 |
| Severn Trent PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3397 | &nbsp;&nbsp;&nbsp;&nbsp; 118219 |
| Shell PLC | &nbsp;&nbsp;&nbsp;&nbsp;13561 | &nbsp;&nbsp;&nbsp;&nbsp; 398120 |
| Sirius Real Estate, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24045 | &nbsp;&nbsp;&nbsp;&nbsp; 25107 |
| Spectris PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp; 32311 |
| Spirax-Sarco Engineering PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp; 51137 |
| Standard Chartered PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5917 | &nbsp;&nbsp;&nbsp;&nbsp; 49700 |
| Taylor Wimpey PLC | &nbsp;&nbsp;&nbsp;&nbsp;39034 | &nbsp;&nbsp;&nbsp;&nbsp; 56635 |
| Tesco PLC | &nbsp;&nbsp;&nbsp;&nbsp;31547 | &nbsp;&nbsp;&nbsp;&nbsp; 95883 |
| Tritax Big Box REIT PLC | &nbsp;&nbsp;&nbsp;&nbsp;37589 | &nbsp;&nbsp;&nbsp;&nbsp; 72425 |
| Unilever PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896 | &nbsp;&nbsp;&nbsp;&nbsp; 147404 |
| United Utilities Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9445 | &nbsp;&nbsp;&nbsp;&nbsp; 123588 |
| Vodafone Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;116824 | &nbsp;&nbsp;&nbsp;&nbsp; 134794 |
|  |  | &nbsp;&nbsp;**$5941553** |
| Total Common Stocks<br> (identified cost $60,740,005) |  | &nbsp;&nbsp;**$68236087** |

---

------

Tax-Managed International Equity Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

Short-Term Investments — 2.6%

Affiliated Fund — 0.0%<sup>(6)</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.14%<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 | &nbsp;&nbsp;$2533 |
| Total Affiliated Fund<br> (identified cost $2,533) |  | &nbsp;&nbsp;**$2533** |

---

Securities Lending Collateral — 2.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.35%<sup>(8)</sup> | 1823727 | &nbsp;&nbsp;$1823727 |
| Total Securities Lending Collateral<br> (identified cost $1,823,727) |  | &nbsp;&nbsp;**$1823727** |
| Total Short-Term Investments<br> (identified cost $1,826,260) |  | &nbsp;&nbsp;**$1826260** |

---

---

| | |
|:---|:---|
| Total Investments — 102.3%<br> (identified cost $62,566,265) | &nbsp;&nbsp;**$70062347** |
| Other Assets, Less Liabilities — (2.3)% | &nbsp;&nbsp;**$(1605741)** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$68456606** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| <sup>(1)</sup> | All or a portion of this security was on loan at January 31, 2023. The aggregate market value of securities on loan at January 31, 2023 was $4,475,576 and the total market value of the collateral received by the Portfolio was $4,703,181, comprised of cash of $1,823,727 and U.S. government and/or agencies securities of $2,879,454. |
| <sup>(2)</sup> | Non-income producing security. |
| <sup>(3)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2023, the aggregate value of these securities is $2,368,714 or 3.5% of the Portfolio's net assets. |

---

<sup>(4)</sup> For fair value measurement disclosure purposes, security is categorized as Level 3.

<sup>(5)</sup> Represents an investment in an issuer that may be deemed to be an affiliate.

<sup>(6)</sup> Amount is less than 0.05%.

<sup>(7)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2023.

<sup>(8)</sup> Represents investment of cash collateral received in connection with securities lending.

---

| | | |
|:---|:---|:---|
| Sector Classification of Portfolio | Sector Classification of Portfolio | Sector Classification of Portfolio |
| **Sector** | &nbsp;&nbsp;&nbsp;**Percentage<br> of Net Assets** | &nbsp;&nbsp;&nbsp;**Value** |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;11.9% | &nbsp;&nbsp;&nbsp;&nbsp;$8154854 |
| Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;11.1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7610070 |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;10.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7480802 |
| Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6754448 |
| Health Care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6713395 |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6683850 |
| Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6002397 |
| Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5488743 |
| Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4796361 |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685151 |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3866016 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826260 |
| **Total Investments** | &nbsp;&nbsp;&nbsp;**102.3%** | &nbsp;&nbsp;&nbsp;**$70062347** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| ADR | – American Depositary Receipt |
| PC | – Participation Certificate |
| PFC Shares | – Preference Shares |

---

------

Tax-Managed International Equity Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

The Portfolio did not have any open derivative instruments at January 31, 2023.

Affiliated Investments

At January 31, 2023, the value of the Portfolio's investment in issuers and funds that may be deemed to be affiliated was $214,222, which represents 0.3% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended January 31, 2023 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Common Stocks** | **Common Stocks** | **Common Stocks** | **Common Stocks** | **Common Stocks** | **Common Stocks** | **Common Stocks** | **Common Stocks** | **Common Stocks** |
| Mitsubishi UFJ Financial Group, Inc. | $136519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— | $75170 | $211689 | $— | 28900 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;161268 | &nbsp;&nbsp;&nbsp;887964 | &nbsp;&nbsp;&nbsp;(1046699) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 | &nbsp;&nbsp;&nbsp;&nbsp;431 | 2533 |
| **Total** |  |  |  | **$—** | **$75170** | **$214222** | **$431** |  |

---

<sup>(1)</sup> Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.

Fair Value Measurements

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

• Level 1 – quoted prices in active markets for identical investments

• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At January 31, 2023, the hierarchy of inputs used in valuing the Portfolio's investments, which are carried at value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3\*** | &nbsp;&nbsp;**Total** |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Asia/Pacific | &nbsp;&nbsp;$215300 | &nbsp;&nbsp;$19908507 | &nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;$20123807 |
| &nbsp;&nbsp;&nbsp;Developed Europe | &nbsp;&nbsp;&nbsp;&nbsp; 481361 | &nbsp;&nbsp;&nbsp;&nbsp;46229053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;46710414 |
| &nbsp;&nbsp;&nbsp;Developed Middle East | &nbsp;&nbsp;&nbsp;&nbsp; 296266 | &nbsp;&nbsp;&nbsp;&nbsp; 1105600 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1401866 |
| **Total Common Stocks** | &nbsp;&nbsp;**$992927** | &nbsp;&nbsp;**$67,243,160\*\*** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;**$68236087** |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;$2533 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$2533 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;1823727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1823727 |
| **Total Investments** | &nbsp;&nbsp;**$2819187** | &nbsp;&nbsp;**$67243160** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;**$70062347** |

---

\* None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Portfolio.

\*\* Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets.

Level 3 investments at the beginning and/or end of the period in relation to net assets were valued at $0 and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended January 31, 2023 is not presented.

------

Tax-Managed International Equity Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

For information on the Portfolio's policy regarding the valuation of investments and other significant accounting policies, please refer to the Portfolio's most recent financial statements included in its semiannual or annual report to shareholders.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Tax-Managed International Equity Portfolio

- **b. Investment Company Act file number:** 811-10389

- **c. CIK number of Registrant:** 0001140884

- **d. LEI of Registrant:** 549300BPUCGZ3JJPCX65

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

  - **Street Address 1:** TWO INTERNATIONAL PLACE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 617-482-8260

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

- **a. Name of Series:** Tax-Managed International Equity Portfolio

- **b. EDGAR series identifier (if any):** S000005249

- **c. LEI of Series:** 549300BPUCGZ3JJPCX65

**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:** $72325950.95

**Total Liabilities:** $3868141.74

**Net Assets:** $68457809.21

**Cash Not Reported:** $23036.50

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014301 | 12.14%               | -0.84%               | 7.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-38654.76               | $7308417.35                                |
| Month 2  | $211285.39               | $-896861.20                                |
| Month 3  | $7223.33                 | $4986802.29                                |

**Designated Index Information**

- **Index Name:** MSCI EAFE (net)

- **Index Identifier:** MS_EAFE

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Domino's Pizza Enterprises Ltd                            | Domino's Pizza Enterprises Ltd                                              | CUSIP: 000000000<br>LEI: 54930034RFI409JZ3179 | Long             | EC               | CORP              | AU        |       933 | NS      | $50296.22     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| LondonMetric Property PLC                                 | LondonMetric Property PLC                                                   | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               |  | GB        |     11374 | NS      | $26502.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HelloFresh SE                                             | HelloFresh SE                                                               | CUSIP: 000000000<br>LEI: 391200ZAF4V6XD2M9G57 | Long             | EC               | CORP              | DE        |      2469 | NS      | $60024.54     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp                                                | Tokyu Corp                                                                  | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |      2000 | NS      | $25718.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Swedish Orphan Biovitrum AB                               | Swedish Orphan Biovitrum AB                                                 | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |      3003 | NS      | $66968.59     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Ltd                                | Harvey Norman Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |     17000 | NS      | $53970.56     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Nemetschek SE                                             | Nemetschek SE                                                               | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |       733 | NS      | $39189.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Almirall SA                                               | Almirall SA                                                                 | CUSIP: 000000000<br>LEI: 95980020140005007996 | Long             | EC               | CORP              | ES        |      2741 | NS      | $27618.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IDP Education Ltd                                         | IDP Education Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3186 | NS      | $70899.46     | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Oesterreichische Post AG                                  | Oesterreichische Post AG                                                    | CUSIP: 000000000<br>LEI: 529900MVUWACNUTK8467 | Long             | EC               | CORP              | AT        |       768 | NS      | $27350.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Universal Music Group NV                                  | Universal Music Group NV                                                    | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |      7168 | NS      | $183231.03    | 0.27%             |  |  |  | No            |                  2 | On Loan: —       |
| Elekta AB                                                 | Elekta AB                                                                   | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |      5121 | NS      | $37274.67     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronav NV                                                | Euronav NV                                                                  | CUSIP: 000000000<br>LEI: 549300D80RYON74MEJ03 | Long             | EC               | CORP              | BE        |      5526 | NS      | $87017.66     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co Ltd                               | Square Enix Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900KCRNRDF8DIA489 | Long             | EC               | CORP              | JP        |       700 | NS      | $33103.88     | 0.05%             |  |  |  | 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        |       596 | NS      | $520293.47    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     12000 | NS      | $41938.65     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                                      | Kerry Properties Ltd                                                        | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     10000 | NS      | $25354.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                             | EDP - Energias de Portugal SA                                               | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     19728 | NS      | $98013.78     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Portland Estates PLC                                | Great Portland Estates PLC                                                  | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               |  | GB        |      4065 | NS      | $28593.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CTT-Correios de Portugal SA                               | CTT-Correios de Portugal SA                                                 | CUSIP: 000000000<br>LEI: 529900G4A1IKOKC22K56 | Long             | EC               | CORP              | PT        |     12855 | NS      | $49726.27     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                      | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      1620 | NS      | $81146.18     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Toshiba Corp                                              | Toshiba Corp                                                                | CUSIP: 000000000<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |      1800 | NS      | $61823.97     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacionais SGPS SA                 | REN - Redes Energeticas Nacionais SGPS SA                                   | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |     11590 | NS      | $31854.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd                      | Washington H Soul Pattinson & Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Long             | EC               | CORP              | AU        |      5892 | NS      | $120001.90    | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| Umicore SA                                                | Umicore SA                                                                  | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |      2338 | NS      | $88386.88     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                    | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      1969 | NS      | $107381.54    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum AB                                              | Castellum AB                                                                | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |      4084 | NS      | $56036.84     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| BT Group PLC                                              | BT Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |     34771 | NS      | $53571.44     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                   | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     23544 | NS      | $111634.25    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                              | Banco Comercial Portugues SA                                                | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    494993 | NS      | $105457.69    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                               | ITOCHU Corp                                                                 | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      1500 | NS      | $48482.73     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nine Entertainment Co Holdings Ltd                        | Nine Entertainment Co Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 529900WLXD3X7TFOAI42 | Long             | EC               | CORP              | AU        |     46592 | NS      | $67410.69     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                             | SoftBank Corp                                                               | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |     11800 | NS      | $135016.70    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansen Technologies Ltd                                   | Hansen Technologies Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     14633 | NS      | $55290.29     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Mapletree Pan Asia Commercial Trust                       | Mapletree Pan Asia Commercial Trust                                         | CUSIP: 000000000<br>LEI: 549300BF18K4IC5LZ208 | Long             | EC               |  | SG        |     18500 | NS      | $25741.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Derwent London PLC                                        | Derwent London PLC                                                          | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | EC               |  | GB        |      1020 | NS      | $32537.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Franz Colruyt NV                           | Etablissements Franz Colruyt NV                                             | CUSIP: 000000000<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |       478 | NS      | $12640.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| China Ruyi Holdings Ltd                                   | China Ruyi Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 984500976440498D1C06 | Long             | EC               | CORP              | BM        |    112000 | NS      | $29946.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| SMC Corp                                                  | SMC Corp                                                                    | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       100 | NS      | $50791.06     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenzing AG                                                | Lenzing AG                                                                  | CUSIP: 000000000<br>LEI: 529900BKFJBI0QRDJH63 | Long             | EC               | CORP              | AT        |       466 | NS      | $33002.71     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluidra SA                                                | Fluidra SA                                                                  | CUSIP: 000000000<br>LEI: 95980020140005026620 | Long             | EC               | CORP              | ES        |      2164 | NS      | $38203.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                          | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      1800 | NS      | $57732.68     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Wihlborgs Fastigheter AB                                  | Wihlborgs Fastigheter AB                                                    | CUSIP: 000000000<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |      3468 | NS      | $28552.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                                   | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |       792 | NS      | $51852.22     | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Yakult Honsha Co Ltd                                      | Yakult Honsha Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |      1000 | NS      | $71387.90     | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Bank of East Asia Ltd/The                                 | Bank of East Asia Ltd/The                                                   | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | EC               | CORP              | HK        |     28200 | NS      | $36226.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ampol Ltd                                                 | Ampol Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |      3627 | NS      | $78654.65     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemira Oyj                                                | Kemira Oyj                                                                  | CUSIP: 000000000<br>LEI: 74370031Y7RK5H88CQ48 | Long             | EC               | CORP              | FI        |      2727 | NS      | $44243.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      2700 | NS      | $69997.72     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Acerinox SA                                               | Acerinox SA                                                                 | CUSIP: 000000000<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |      6807 | NS      | $73719.41     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       340 | NS      | $25182.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GWA Group Ltd                                             | GWA Group Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     11241 | NS      | $17286.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury NZ Ltd                                            | Mercury NZ Ltd                                                              | CUSIP: 000000000<br>LEI: 254900XLT925U953KK55 | Long             | EC               | CORP              | NZ        |     13643 | NS      | $53002.35     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Strauss Group Ltd                                         | Strauss Group Ltd                                                           | CUSIP: 000000000<br>LEI: 254900GBA9EK5FGVQA80 | Long             | EC               | CORP              | IL        |      1358 | NS      | $34747.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon NV                                                  | Aegon NV                                                                    | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     12248 | NS      | $67557.40     | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Volvo AB                                                  | Volvo AB                                                                    | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      1722 | NS      | $34170.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                               | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      2655 | NS      | $322788.54    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| NSI NV                                                    | NSI NV                                                                      | CUSIP: 000000000<br>LEI: 724500I77C30W2LZZJ03 | Long             | EC               |  | NL        |      1000 | NS      | $26100.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elders Ltd                                                | Elders Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900Y0SQG962QL6549 | Long             | EC               | CORP              | AU        |      3009 | NS      | $20715.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd                                      | Swire Properties Ltd                                                        | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |      8000 | NS      | $22484.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                | Skanska AB                                                                  | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |      1238 | NS      | $21850.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                             | Marubeni Corp                                                               | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      3400 | NS      | $41713.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shangri-La Asia Ltd                                       | Shangri-La Asia Ltd                                                         | CUSIP: 000000000<br>LEI: 529900FVJ8C1OTM8OL03 | Long             | EC               | CORP              | BM        |     48000 | NS      | $41909.22     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                       | Interpump Group SpA                                                         | CUSIP: 000000000<br>LEI: 815600C79D0F31F4D395 | Long             | EC               | CORP              | IT        |       778 | NS      | $40572.62     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1183 | NS      | $106081.62    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| AT&S Austria Technologie & Systemtechnik AG               | AT&S Austria Technologie & Systemtechnik AG                                 | CUSIP: 000000000<br>LEI: 529900EVOKN4LCCD9321 | Long             | EC               | CORP              | AT        |       704 | NS      | $24155.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Lion Corp                                                 | Lion Corp                                                                   | CUSIP: 000000000<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |      5400 | NS      | $59776.53     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PIERER Mobility AG                                        | PIERER Mobility AG                                                          | CUSIP: 000000000<br>LEI: 5299008TBI1EUJJSWP89 | Long             | EC               | CORP              | AT        |       420 | NS      | $36729.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| ASX Ltd                                                   | ASX Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |      1525 | NS      | $74626.06     | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| Mitsui Chemicals Inc                                      | Mitsui Chemicals Inc                                                        | CUSIP: 000000000<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |      1300 | NS      | $30600.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                             | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      8600 | NS      | $91039.93     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruichi Steel Tube Ltd                                   | Maruichi Steel Tube Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $25838.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Moneysupermarket.com Group PLC                            | Moneysupermarket.com Group PLC                                              | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |      7023 | NS      | $20733.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Catena AB                                                 | Catena AB                                                                   | CUSIP: 000000000<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |       932 | NS      | $38991.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius Real Estate Ltd                                    | Sirius Real Estate Ltd                                                      | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | EC               | CORP              | GG        |     24045 | NS      | $25106.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corp Ltd                                        | Lendlease Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 549300MQ0F0TIIEK5592 | Long             | EC               | CORP              | AU        |      9400 | NS      | $57399.26     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| BP PLC                                                    | BP PLC                                                                      | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     23461 | NS      | $141710.25    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN INC                                                | TOPPAN INC                                                                  | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      2000 | NS      | $32224.34     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       646 | NS      | $427424.38    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Heartland Group Holdings Ltd                              | Heartland Group Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 5493003WFKAUU0ZULX12 | Long             | EC               | CORP              | NZ        |     19544 | NS      | $22903.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Bezeq The Israeli Telecommunication Corp Ltd              | Bezeq The Israeli Telecommunication Corp Ltd                                | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |     74540 | NS      | $123528.63    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB SCA                                                    | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |      9048 | NS      | $125643.56    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Tong Ren Tang Chinese Medicine Co Ltd             | Beijing Tong Ren Tang Chinese Medicine Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     21000 | NS      | $31994.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Entra ASA                                                 | Entra ASA                                                                   | CUSIP: 000000000<br>LEI: 549300APU14LQKTYCH34 | Long             | EC               | CORP              | NO        |      2972 | NS      | $35153.03     | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      3774 | NS      | $144671.75    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Qube Holdings Ltd                                         | Qube Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |     28277 | NS      | $61487.68     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiverr International Ltd                                  | Fiverr International Ltd                                                    | CUSIP: 000000000<br>LEI: 549300Z8OREY6THCPF67 | Long             | EC               | CORP              | IL        |       953 | NS      | $35346.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rightmove PLC                                             | Rightmove PLC                                                               | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |     13046 | NS      | $94790.77     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| EVS Broadcast Equipment SA                                | EVS Broadcast Equipment SA                                                  | CUSIP: 000000000<br>LEI: 549300J0AJACIPKLTD62 | Long             | EC               | CORP              | BE        |      1740 | NS      | $42173.53     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon PLC                                             | Persimmon PLC                                                               | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |      2761 | NS      | $48221.69     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     28900 | NS      | $211689.05    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Reit 1 Ltd                                                | Reit 1 Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | IL        |      7407 | NS      | $36712.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd                                            | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     42000 | NS      | $80436.78     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SOITEC                                                    | SOITEC                                                                      | CUSIP: 000000000<br>LEI: 969500ZR92SQCU9TST26 | Long             | EC               | CORP              | FR        |       493 | NS      | $74771.54     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohto Pharmaceutical Co Ltd                               | Rohto Pharmaceutical Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $66425.12     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                   | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     31547 | NS      | $95883.31     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux AB                                             | Electrolux AB                                                               | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |      3051 | NS      | $43213.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| China Evergrande New Energy Vehicle Group Ltd             | China Evergrande New Energy Vehicle Group Ltd                               | CUSIP: 000000000<br>LEI: 529900N88Q00OY0KD353 | Long             | EC               | CORP              | HK        |     88500 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                            | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      8968 | NS      | $70953.56     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                  | Mowi ASA                                                                    | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      4027 | NS      | $74465.93     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd                                   | Sembcorp Industries Ltd                                                     | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |     21400 | NS      | $59014.22     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| 7C Solarparken AG                                         | 7C Solarparken AG                                                           | CUSIP: 000000000<br>LEI: 529900SUURYOXKCQ6Z90 | Long             | EC               | CORP              | DE        |     20398 | NS      | $97335.50     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG                                                       | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |      5121 | NS      | $54255.51     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellway PLC                                               | Bellway PLC                                                                 | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |       608 | NS      | $15902.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd                                                      | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |     14800 | NS      | $66923.60     | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Kakaku.com Inc                                            | Kakaku.com Inc                                                              | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |      1900 | NS      | $31676.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                              | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      7953 | NS      | $280396.50    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                                       | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       385 | NS      | $48972.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2896 | NS      | $147403.67    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagron                                                    | Fagron                                                                      | CUSIP: 000000000<br>LEI: 549300TRKRUFK2RRG779 | Long             | EC               | CORP              | BE        |      1130 | NS      | $16707.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                              | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      4049 | NS      | $316073.29    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                | Disco Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $60086.52     | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                      | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      7000 | NS      | $49304.61     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                               | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      2262 | NS      | $202985.67    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House REIT Investment Corp                          | Daiwa House REIT Investment Corp                                            | CUSIP: 000000000<br>LEI: 3538001FWU534P8JMO05 | Long             | EC               |  | JP        |        23 | NS      | $50041.88     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                      | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      3795 | NS      | $449859.15    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                         | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      5033 | NS      | $317098.89    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                                 | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      7381 | NS      | $43206.19     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                       | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |       139 | NS      | $82266.83     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                          | ASR Nederland NV                                                            | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      1620 | NS      | $76677.02     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                         | Remy Cointreau SA                                                           | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |       343 | NS      | $64583.18     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Software AG                                               | Software AG                                                                 | CUSIP: 000000000<br>LEI: 529900M1LIO0SLOBAS50 | Long             | EC               | CORP              | DE        |      2115 | NS      | $58946.18     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      5094 | NS      | $96892.80     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Altarea SCA                                               | Altarea SCA                                                                 | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | EC               |  | FR        |       326 | NS      | $44431.84     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |     10500 | NS      | $56190.83     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                               | Daiwa House Industry Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $84052.54     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |     19500 | NS      | $144883.62    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                    | BKW AG                                                                      | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |       330 | NS      | $47454.75     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      1617 | NS      | $111058.60    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                            | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      4902 | NS      | $44120.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Opera Ltd                                                 | Opera Ltd                                                                   | CUSIP: 68373M107<br>LEI: 5493001ULS7KDNNZ3W51 | Long             | EC               | CORP              | KY        |      6200 | NS      | $41044.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CRH PLC                                                   | CRH PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      6065 | NS      | $283372.24    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Mayr Melnhof Karton AG                                    | Mayr Melnhof Karton AG                                                      | CUSIP: 000000000<br>LEI: 5299001AMHDLKUM80611 | Long             | EC               | CORP              | AT        |       125 | NS      | $20946.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Sony Group Corp                                           | Sony Group Corp                                                             | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      1600 | NS      | $142962.46    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Suedzucker AG                                             | Suedzucker AG                                                               | CUSIP: 000000000<br>LEI: 529900S8QNB101D40S72 | Long             | EC               | CORP              | DE        |      9335 | NS      | $151443.36    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                   | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     13561 | NS      | $398120.56    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenedix Office Investment Corp                            | Kenedix Office Investment Corp                                              | CUSIP: 000000000<br>LEI: 353800FFT483NCIHFY42 | Long             | EC               |  | JP        |        12 | NS      | $28506.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Corticeira Amorim SGPS SA                                 | Corticeira Amorim SGPS SA                                                   | CUSIP: 000000000<br>LEI: 213800J5M11TDEP3LQ76 | Long             | EC               | CORP              | PT        |      4721 | NS      | $46701.72     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                              | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   1823727 | NS      | $1823726.75   | 2.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                               | Covestro AG                                                                 | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |      1046 | NS      | $48162.54     | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                    | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      5858 | NS      | $127181.43    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                           | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      1060 | NS      | $28079.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SimCorp A/S                                               | SimCorp A/S                                                                 | CUSIP: 000000000<br>LEI: 5299000WVEJNSG42AK88 | Long             | EC               | CORP              | DK        |       792 | NS      | $55463.70     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Basin Shipping Ltd                                | Pacific Basin Shipping Ltd                                                  | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | BM        |    119000 | NS      | $41993.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                     | Mitsui Fudosan Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      5100 | NS      | $95592.58     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoStore Holdings Ltd                                    | AutoStore Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 549300KYN3M0LSM5A413 | Long             | EC               | CORP              | BM        |     13450 | NS      | $31059.83     | 0.05%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Goodman Property Trust                                    | Goodman Property Trust                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | NZ        |     27739 | NS      | $36967.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                          | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       659 | NS      | $117922.97    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                                | ANDRITZ AG                                                                  | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |      1285 | NS      | $76844.94     | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                     | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      4425 | NS      | $39105.41     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Irish Residential Properties REIT PLC                     | Irish Residential Properties REIT PLC                                       | CUSIP: 000000000<br>LEI: 635400EOPACLULRENY18 | Long             | EC               |  | IE        |     33524 | NS      | $41708.34     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                            | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      3322 | NS      | $459730.81    | 0.67%             |  |  |  | No            |                  2 | On Loan: —       |
| Sea Ltd                                                   | Sea Ltd                                                                     | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       965 | NS      | $62194.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                                          | Severn Trent PLC                                                            | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |      3397 | NS      | $118218.61    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NWS Holdings Ltd                                          | NWS Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 2549002WHK9XGQC01O62 | Long             | EC               | CORP              | BM        |     51000 | NS      | $48063.25     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd                                                    | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |       781 | NS      | $25796.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                        | Hang Seng Bank Ltd                                                          | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |      3700 | NS      | $61616.89     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                | Getinge AB                                                                  | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |      3014 | NS      | $67898.11     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                       | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      1272 | NS      | $143379.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     24622 | NS      | $288859.52    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Tabcorp Holdings Ltd                                      | Tabcorp Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 213800OCCFUN67NEY278 | Long             | EC               | CORP              | AU        |     26454 | NS      | $19676.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebro Foods SA                                             | Ebro Foods SA                                                               | CUSIP: 000000000<br>LEI: 959800NW6DLQT89M3240 | Long             | EC               | CORP              | ES        |      2380 | NS      | $40886.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd                                                 | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      3606 | NS      | $32131.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Bollore SE                                                | Bollore SE                                                                  | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |     13714 | NS      | $76734.95     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Raffles Medical Group Ltd                                 | Raffles Medical Group Ltd                                                   | CUSIP: 000000000<br>LEI: 254900BARSOMRVZFY947 | Long             | EC               | CORP              | SG        |     38400 | NS      | $42474.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alm Brand A/S                                             | Alm Brand A/S                                                               | CUSIP: 000000000<br>LEI: 549300H4TGLJVZ6VTA48 | Long             | EC               | CORP              | DK        |     18202 | NS      | $33779.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                       | Helvetia Holding AG                                                         | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |       425 | NS      | $53166.79     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| IRESS Ltd                                                 | IRESS Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493006KZJMJI8PQXA35 | Long             | EC               | CORP              | AU        |      7406 | NS      | $52263.54     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RAI Way SpA                                               | RAI Way SpA                                                                 | CUSIP: 000000000<br>LEI: 815600303CCB3CFD2264 | Long             | EC               | CORP              | IT        |      4122 | NS      | $23542.02     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                 | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |       300 | NS      | $42713.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd                                             | UOL Group Ltd                                                               | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |      4600 | NS      | $24543.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                             | ICL Group Ltd                                                               | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |     16102 | NS      | $127844.01    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Logistics Trust                                 | Mapletree Logistics Trust                                                   | CUSIP: 000000000<br>LEI: 549300M9EBZIYH387075 | Long             | EC               |  | SG        |     30900 | NS      | $39947.27     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Dexus                                                     | Dexus                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     13975 | NS      | $81027.87     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EVT Ltd                                                   | EVT Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2551 | NS      | $25493.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Mycronic AB                                               | Mycronic AB                                                                 | CUSIP: 000000000<br>LEI: 549300S5CCFESE4C6Y07 | Long             | EC               | CORP              | SE        |      2681 | NS      | $57308.15     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |      1231 | NS      | $67848.36     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                      | ZIM Integrated Shipping Services Ltd                                        | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |      2400 | NS      | $45480.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Orange SA                                                 | Orange SA                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     25469 | NS      | $269532.08    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      1075 | NS      | $48503.90     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                             | Proximus SADP                                                               | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      9427 | NS      | $96599.56     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      1300 | NS      | $68175.18     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                                | Vivendi SE                                                                  | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |      3744 | NS      | $40209.71     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                               | Merlin Properties Socimi SA                                                 | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               |  | ES        |     18476 | NS      | $180559.96    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Deceuninck NV                                             | Deceuninck NV                                                               | CUSIP: 000000000<br>LEI: 549300R6YGQQ24P6WW72 | Long             | EC               | CORP              | BE        |     12470 | NS      | $33672.08     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cementir Holding NV                                       | Cementir Holding NV                                                         | CUSIP: 000000000<br>LEI: 8156008B101B97A43B02 | Long             | EC               | CORP              | NL        |      6913 | NS      | $54528.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                    | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       582 | NS      | $47650.76     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Navigator Co SA/The                                       | Navigator Co SA/The                                                         | CUSIP: 000000000<br>LEI: 549300UNIB7M2AXUXS35 | Long             | EC               | CORP              | PT        |     16287 | NS      | $57022.12     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Inficon Holding AG                                        | Inficon Holding AG                                                          | CUSIP: 000000000<br>LEI: 5067008UT6890I0YM937 | Long             | EC               | CORP              | CH        |        65 | NS      | $68055.22     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                 | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      1454 | NS      | $103613.35    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcticZymes Technologies ASA                              | ArcticZymes Technologies ASA                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGR7K47 | Long             | EC               | CORP              | NO        |      4268 | NS      | $18784.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Precinct Properties New Zealand Ltd                       | Precinct Properties New Zealand Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | NZ        |     39851 | NS      | $32387.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                             | Jardine Matheson Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |      2200 | NS      | $116942.26    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                                   | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       600 | NS      | $79355.59     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Retail REIT                                  | Charter Hall Retail REIT                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      6757 | NS      | $19188.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                | Getlink SE                                                                  | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |      2197 | NS      | $37159.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Borregaard ASA                                            | Borregaard ASA                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGYXC05 | Long             | EC               | CORP              | NO        |      2485 | NS      | $38311.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wendel SE                                                 | Wendel SE                                                                   | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |       356 | NS      | $37696.14     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Energix-Renewable Energies Ltd                            | Energix-Renewable Energies Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     13304 | NS      | $44043.61     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                    | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |      5717 | NS      | $49375.03     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                              | Nexon Co Ltd                                                                | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      3000 | NS      | $72337.63     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Atea ASA                                                  | Atea ASA                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXINVS13 | Long             | EC               | CORP              | NO        |      6274 | NS      | $70769.19     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd                           | Daito Trust Construction Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |       500 | NS      | $49409.27     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                         | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      1138 | NS      | $81139.71     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                    | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    135333 | NS      | $88074.09     | 0.13%             |  |  |  | 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        |    147906 | NS      | $148500.56    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp                                               | Kubota Corp                                                                 | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |      2500 | NS      | $37570.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                | Fortum Oyj                                                                  | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |      7644 | NS      | $114906.46    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CropEnergies AG                                           | CropEnergies AG                                                             | CUSIP: 000000000<br>LEI: 529900FXN57YQ7H5S098 | Long             | EC               | CORP              | DE        |      2253 | NS      | $29335.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oji Holdings Corp                                         | Oji Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |      5000 | NS      | $20663.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                                 | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      1164 | NS      | $56828.76     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CA Immobilien Anlagen AG                                  | CA Immobilien Anlagen AG                                                    | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |      2850 | NS      | $88886.64     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                 | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      2364 | NS      | $196852.43    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| JM AB                                                     | JM AB                                                                       | CUSIP: 000000000<br>LEI: 529900X0UEM9DOM6FK12 | Long             | EC               | CORP              | SE        |      2031 | NS      | $37862.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                                   | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      8207 | NS      | $61271.14     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamborner REIT AG                                         | Hamborner REIT AG                                                           | CUSIP: 000000000<br>LEI: 529900EJTD8IR1GN0P96 | Long             | EC               |  | DE        |     13027 | NS      | $101961.30    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                            | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1075 | NS      | $335583.15    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                        | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     14196 | NS      | $362813.46    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                              | Securitas AB                                                                | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |      1900 | NS      | $17391.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Metcash Ltd                                               | Metcash Ltd                                                                 | CUSIP: 000000000<br>LEI: 25490065W4SN3LZMX216 | Long             | EC               | CORP              | AU        |     11800 | NS      | $34968.35     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Canon Inc                                                 | Canon Inc                                                                   | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      1500 | NS      | $33288.51     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Resonac Holdings Corp                                     | Resonac Holdings Corp                                                       | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |      1600 | NS      | $27344.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                         | Telefonica Deutschland Holding AG                                           | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |     16523 | NS      | $48666.38     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                   | Siemens Healthineers AG                                                     | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      1428 | NS      | $76581.74     | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kenon Holdings Ltd/Singapore                              | Kenon Holdings Ltd/Singapore                                                | CUSIP: 000000000<br>LEI: 254900N5LVBX92GMVN72 | Long             | EC               | CORP              | SG        |      1599 | NS      | $49830.71     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Neoen SA                                                  | Neoen SA                                                                    | CUSIP: 000000000<br>LEI: 969500C0AIAGQWZGJO13 | Long             | EC               | CORP              | FR        |      1189 | NS      | $44646.26     | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $76992.98     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                    | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      1859 | NS      | $62469.12     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Embracer Group AB                                         | Embracer Group AB                                                           | CUSIP: 000000000<br>LEI: 549300RFXXKT652HB549 | Long             | EC               | CORP              | SE        |      9503 | NS      | $44294.69     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Daikin Industries Ltd                                     | Daikin Industries Ltd                                                       | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       500 | NS      | $86847.29     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym SpA                                             | Technogym SpA                                                               | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |      2741 | NS      | $24312.46     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                 | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      2384 | NS      | $45859.61     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      5200 | NS      | $108886.41    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                         | Nippon Telegraph & Telephone Corp                                           | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      5000 | NS      | $149927.59    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                   | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      8378 | NS      | $218868.01    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |     97000 | NS      | $127087.07    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Technology One Ltd                                        | Technology One Ltd                                                          | CUSIP: 000000000<br>LEI: 875500YEWBJIM91P9N12 | Long             | EC               | CORP              | AU        |     10774 | NS      | $111396.67    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                   | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |      1544 | NS      | $239834.12    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      3933 | NS      | $76731.77     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                 | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |       725 | NS      | $54119.81     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                           | DKSH Holding AG                                                             | CUSIP: 000000000<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |       773 | NS      | $65855.82     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co Ltd                      | Sumitomo Realty & Development Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $63380.53     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                            | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      9024 | NS      | $557870.50    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SOCIEDAD ANONIMA                                | IBERDROLA SOCIEDAD ANONIMA                                                  | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       410 | NS      | $4793.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Long Wale REIT                               | Charter Hall Long Wale REIT                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      6388 | NS      | $20672.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Reece Ltd                                                 | Reece Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3969 | NS      | $45619.28     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Electra Ltd/Israel                                        | Electra Ltd/Israel                                                          | CUSIP: 000000000<br>LEI: 2138005T746J61F84918 | Long             | EC               | CORP              | IL        |        76 | NS      | $38948.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Post Ltd                                        | Singapore Post Ltd                                                          | CUSIP: 000000000<br>LEI: 2549001SP50468BWD892 | Long             | EC               | CORP              | SG        |     26100 | NS      | $11149.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HMS Networks AB                                           | HMS Networks AB                                                             | CUSIP: 000000000<br>LEI: 549300MOY2FDUUDIQ179 | Long             | EC               | CORP              | SE        |      1113 | NS      | $41493.01     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                             | Goodman Group                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     12811 | NS      | $182730.65    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Distribucion Integral Logista Holdings SA          | Cia de Distribucion Integral Logista Holdings SA                            | CUSIP: 000000000<br>LEI: 9598000ANNAL42UJ7X28 | Long             | EC               | CORP              | ES        |      2665 | NS      | $72204.02     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                      | Lottery Corp Ltd/The                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     26454 | NS      | $88228.14     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                                      | Big Yellow Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               |  | GB        |      2400 | NS      | $35796.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                            | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      1222 | NS      | $73878.29     | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd                                                            | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     16474 | NS      | $34320.01     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      3800 | NS      | $119346.34    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Netcompany Group A/S                                      | Netcompany Group A/S                                                        | CUSIP: 000000000<br>LEI: 5299006DEGAWX1Z1X779 | Long             | EC               | CORP              | DK        |      1534 | NS      | $61048.52     | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      3168 | NS      | $94117.80     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                      | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     16407 | NS      | $283274.25    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                      | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        34 | NS      | $72452.28     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                | Oriental Land Co Ltd/Japan                                                  | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |       500 | NS      | $83309.92     | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| Z Holdings Corp                                           | Z Holdings Corp                                                             | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     11200 | NS      | $32588.85     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                              | Sartorius AG                                                                | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |        95 | NS      | $42599.15     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                                    | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      1000 | NS      | $40421.84     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd                                         | Azrieli Group Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       509 | NS      | $32786.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Steel Ltd                                          | Vulcan Steel Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      3600 | NS      | $23070.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Bakkafrost P/F                                            | Bakkafrost P/F                                                              | CUSIP: 000000000<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |      1540 | NS      | $95559.25     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                      | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |        36 | NS      | $87790.82     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                                         | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     10500 | NS      | $41903.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                    | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     40123 | NS      | $236249.05    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                | Eurazeo SE                                                                  | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |       634 | NS      | $44473.31     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                               | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     12175 | NS      | $380113.34    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                    | Japan Post Bank Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      2300 | NS      | $20435.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Spar Nord Bank A/S                                        | Spar Nord Bank A/S                                                          | CUSIP: 000000000<br>LEI: 549300DHT635Q5P8J715 | Long             | EC               | CORP              | DK        |      2029 | NS      | $32319.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                 | Neste Oyj                                                                   | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      2521 | NS      | $120509.55    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      1309 | NS      | $147119.89    | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ams-OSRAM AG                                              | ams-OSRAM AG                                                                | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | EC               | CORP              | AT        |      3049 | NS      | $28483.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| APA Group                                                 | APA Group                                                                   | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |     24888 | NS      | $186259.54    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| LEM Holding SA                                            | LEM Holding SA                                                              | CUSIP: 000000000<br>LEI: 5067008AF2B2C5O7TJ43 | Long             | EC               | CORP              | CH        |        13 | NS      | $28783.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shurgard Self Storage SA                                  | Shurgard Self Storage SA                                                    | CUSIP: 000000000<br>LEI: 549300J0UEIKU81XO336 | Long             | EC               | CORP              | LU        |       370 | NS      | $17854.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Residence Investment Corp                         | Advance Residence Investment Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |        13 | NS      | $31755.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Rinnai Corp                                               | Rinnai Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $47357.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Europris ASA                                              | Europris ASA                                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |      9810 | NS      | $63201.87     | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Keppel Corp Ltd                                           | Keppel Corp Ltd                                                             | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |      8600 | NS      | $49653.46     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                   | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      2997 | NS      | $160563.15    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith PLC                                              | DS Smith PLC                                                                | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |     10893 | NS      | $47688.56     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                  | Tryg A/S                                                                    | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      5012 | NS      | $115015.86    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                              | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       216 | NS      | $50470.03     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                 | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      5346 | NS      | $60966.74     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                | Daiwa Securities Group Inc                                                  | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      7000 | NS      | $33033.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Kuraray Co Ltd                                            | Kuraray Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |      4800 | NS      | $39729.84     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Singapore                       | Capitaland Investment Ltd/Singapore                                         | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |     11500 | NS      | $34840.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group PLC                                                             | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      2357 | NS      | $220851.10    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering PLC                              | Spirax-Sarco Engineering PLC                                                | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |       358 | NS      | $51137.41     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp                                             | Shimadzu Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $36877.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                                 | Power Assets Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |     15500 | NS      | $87701.59     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                                   | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     10133 | NS      | $262382.60    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Schweiter Technologies AG                                 | Schweiter Technologies AG                                                   | CUSIP: 000000000<br>LEI: 894500D6OYCP8P8P7317 | Long             | EC               | CORP              | CH        |        45 | NS      | $39719.93     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                          | Sino Land Co Ltd                                                            | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |     32000 | NS      | $41583.27     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Flow Traders Ltd                                          | Flow Traders Ltd                                                            | CUSIP: 000000000<br>LEI: 549300GSUZI1V3BEXQ36 | Long             | EC               | CORP              | BM        |       619 | NS      | $15928.82     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                        | Sumitomo Mitsui Trust Holdings Inc                                          | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      1500 | NS      | $54642.95     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                      | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      8332 | NS      | $259950.24    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      2351 | NS      | $133943.81    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                   | Atos SE                                                                     | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | EC               | CORP              | FR        |      2719 | NS      | $35867.71     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Evonik Industries AG                                      | Evonik Industries AG                                                        | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      3498 | NS      | $77755.44     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC                                    | Safestore Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               |  | GB        |      3803 | NS      | $47353.79     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                  | Ubisoft Entertainment SA                                                    | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |      1529 | NS      | $31660.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      1052 | NS      | $28598.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JSR Corp                                                  | JSR Corp                                                                    | CUSIP: 000000000<br>LEI: 353800TL8FC0AWR22506 | Long             | EC               | CORP              | JP        |      1500 | NS      | $33750.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                 | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      5971 | NS      | $920472.68    | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Paz Oil Co Ltd                                            | Paz Oil Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       650 | NS      | $81030.03     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                              | Cofinimmo SA                                                                | CUSIP: 000000000<br>LEI: 549300TM914CSF6KI389 | Long             | EC               |  | BE        |       488 | NS      | $44388.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Stadler Rail AG                                           | Stadler Rail AG                                                             | CUSIP: 000000000<br>LEI: 506700781XDET0A89669 | Long             | EC               | CORP              | CH        |      1511 | NS      | $57794.83     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UnipolSai Assicurazioni SpA                               | UnipolSai Assicurazioni SpA                                                 | CUSIP: 000000000<br>LEI: 815600E31C4E7006AB54 | Long             | EC               | CORP              | IT        |     10716 | NS      | $28504.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-Reit                                                | GLP J-Reit                                                                  | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               |  | JP        |        41 | NS      | $46393.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                           | Direct Line Insurance Group PLC                                             | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |      9041 | NS      | $19823.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                   | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       673 | NS      | $108363.90    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Accommodations Fund Inc                            | Nippon Accommodations Fund Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |         8 | NS      | $35907.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Altium Ltd                                                | Altium Ltd                                                                  | CUSIP: 000000000<br>LEI: 5299003MG7UFQSIFH576 | Long             | EC               | CORP              | AU        |      3632 | NS      | $100559.39    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                           | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     78759 | NS      | $227627.88    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      6189 | NS      | $115731.61    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| KMD Brands Ltd                                            | KMD Brands Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     27332 | NS      | $18784.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                     | MFE-MediaForEurope NV                                                       | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |      9790 | NS      | $6628.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amot Investments Ltd                                      | Amot Investments Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5499 | NS      | $32275.49     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Salvatore Ferragamo SpA                                   | Salvatore Ferragamo SpA                                                     | CUSIP: 000000000<br>LEI: 5493005GRP0FEE3NRI35 | Long             | EC               | CORP              | IT        |      2265 | NS      | $44949.89     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Suntory Beverage & Food Ltd                               | Suntory Beverage & Food Ltd                                                 | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |       900 | NS      | $30390.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                               | Subaru Corp                                                                 | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      2400 | NS      | $39435.93     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil Refineries Ltd                                        | Oil Refineries Ltd                                                          | CUSIP: 000000000<br>LEI: 213800CWUC7NV7VR3D03 | Long             | EC               | CORP              | IL        |     76583 | NS      | $26486.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd                                                 | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      8000 | NS      | $113452.96    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                           | Mitsui & Co Ltd                                                             | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      1400 | NS      | $41303.82     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                  | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      1413 | NS      | $150215.55    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      7473 | NS      | $178515.05    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| IPH Ltd                                                   | IPH Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900KRTADQ17ANK140 | Long             | EC               | CORP              | AU        |      4980 | NS      | $30121.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                                 | Reply SpA                                                                   | CUSIP: 000000000<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |       640 | NS      | $83076.57     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                         | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      6200 | NS      | $91264.81     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                  | CapitaLand Ascendas REIT                                                    | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |     23500 | NS      | $51714.81     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Zehnder Group AG                                          | Zehnder Group AG                                                            | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |       691 | NS      | $51430.04     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Econocom Group SA/NV                                      | Econocom Group SA/NV                                                        | CUSIP: 000000000<br>LEI: 5493006G5O9JP185PU76 | Long             | EC               | CORP              | BE        |     10730 | NS      | $33330.07     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ercros SA                                                 | Ercros SA                                                                   | CUSIP: 000000000<br>LEI: 959800Z611RK76NEVF32 | Long             | EC               | CORP              | ES        |      8525 | NS      | $34093.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| SBM Offshore NV                                           | SBM Offshore NV                                                             | CUSIP: 000000000<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |      4496 | NS      | $70681.84     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                            | Jyske Bank A/S                                                              | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | EC               | CORP              | DK        |      1046 | NS      | $75441.03     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                      | Rentokil Initial PLC                                                        | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |      5526 | NS      | $33506.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                  | Central Japan Railway Co                                                    | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |       200 | NS      | $24394.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                          | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      4799 | NS      | $188063.13    | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEXTDC Ltd                                                | NEXTDC Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900RTERU3X7G3D672 | Long             | EC               | CORP              | AU        |     10100 | NS      | $71377.53     | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Kingspan Group PLC                                        | Kingspan Group PLC                                                          | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      2396 | NS      | $154101.23    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                              | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      4387 | NS      | $698525.18    | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                   | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      6891 | NS      | $840764.34    | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd                             | Concordia Financial Group Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $47459.11     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                     | Spark New Zealand Ltd                                                       | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |     25298 | NS      | $85298.15     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Iveco Group NV                                            | Iveco Group NV                                                              | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | NL        |      3449 | NS      | $28249.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kontron AG                                                | Kontron AG                                                                  | CUSIP: 000000000<br>LEI: 5299002PSXXMVHB26433 | Long             | EC               | CORP              | AT        |      1191 | NS      | $24202.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cromwell Property Group                                   | Cromwell Property Group                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     20061 | NS      | $10307.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Maytronics Ltd                                            | Maytronics Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4367 | NS      | $53232.37     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd                                              | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     19000 | NS      | $132264.66    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA/NV                                                            | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |       938 | NS      | $131712.36    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                              | Keyence Corp                                                                | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       400 | NS      | $184147.50    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      6495 | NS      | $86680.46     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                               | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      1640 | NS      | $49155.61     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Kesko Oyj                                                 | Kesko Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      4942 | NS      | $115116.38    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                           | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      1682 | NS      | $183376.72    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                  | Sagax AB                                                                    | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |      3417 | NS      | $84997.87     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                  | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |       263 | NS      | $149642.35    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                          | Osaka Gas Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      5500 | NS      | $88752.86     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitehaven Coal Ltd                                       | Whitehaven Coal Ltd                                                         | CUSIP: 000000000<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |     17283 | NS      | $102767.08    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Orron Energy ab                                           | Orron Energy ab                                                             | CUSIP: 000000000<br>LEI: 549300IULC8F8IGXKI15 | Long             | EC               | CORP              | SE        |      4713 | NS      | $8737.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp                   | Pan Pacific International Holdings Corp                                     | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |      2000 | NS      | $36986.25     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                     | Trend Micro Inc/Japan                                                       | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |       600 | NS      | $29708.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SiteMinder Ltd                                            | SiteMinder Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     12563 | NS      | $33527.12     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Koninklijke Vopak NV                                      | Koninklijke Vopak NV                                                        | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |       771 | NS      | $23230.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshin Seifun Group Inc                                  | Nisshin Seifun Group Inc                                                    | CUSIP: 000000000<br>LEI: 529900N4QFZS1P6PYX29 | Long             | EC               | CORP              | JP        |      4900 | NS      | $61374.90     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| De' Longhi SpA                                            | De' Longhi SpA                                                              | CUSIP: 000000000<br>LEI: 8156000E09A52C4F8A38 | Long             | EC               | CORP              | IT        |      1200 | NS      | $27700.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                              | Secom Co Ltd                                                                | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |       600 | NS      | $35745.46     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                          | Asahi Kasei Corp                                                            | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      8100 | NS      | $61378.81     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokian Renkaat Oyj                                        | Nokian Renkaat Oyj                                                          | CUSIP: 000000000<br>LEI: 743700YQIO8Y4L4WKR40 | Long             | EC               | CORP              | FI        |      5452 | NS      | $65307.03     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                                 | Rubis SCA                                                                   | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |      2794 | NS      | $78190.89     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                                   | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     30532 | NS      | $55074.05     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                                 | Link REIT                                                                   | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |     12000 | NS      | $96052.32     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      1500 | NS      | $85710.73     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                               | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      2883 | NS      | $67912.67     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                             | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       726 | NS      | $66461.57     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                       | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | EC               |  | FR        |      1083 | NS      | $51442.70     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| PEXA Group Ltd                                            | PEXA Group Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2163 | NS      | $19970.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Nitto Denko Corp                                          | Nitto Denko Corp                                                            | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       700 | NS      | $45246.19     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                    | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     23380 | NS      | $331992.82    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | Hikma Pharmaceuticals PLC                                                   | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      1344 | NS      | $28431.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                          | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     15349 | NS      | $147468.11    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                   | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     20519 | NS      | $337062.23    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Shufersal Ltd                                             | Shufersal Ltd                                                               | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |     11960 | NS      | $67111.02     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                             | Nomura Research Institute Ltd                                               | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      2000 | NS      | $48015.15     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                       | Resona Holdings Inc                                                         | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     12400 | NS      | $68618.17     | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| TOMRA Systems ASA                                         | TOMRA Systems ASA                                                           | CUSIP: 000000000<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |      2450 | NS      | $43250.67     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                     | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      1024 | NS      | $169400.35    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co Ltd                              | Nissin Foods Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |       700 | NS      | $54724.34     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                           | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       220 | NS      | $44675.06     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                         | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     48376 | NS      | $127193.55    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                              | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      6514 | NS      | $77295.52     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokmanni Group Corp                                       | Tokmanni Group Corp                                                         | CUSIP: 000000000<br>LEI: 743700VMG6KWF0FW1560 | Long             | EC               | CORP              | FI        |      4468 | NS      | $57608.62     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Kogyo Co Ltd                                       | Yamato Kogyo Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $37901.64     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Saras SpA                                                 | Saras SpA                                                                   | CUSIP: 000000000<br>LEI: 5299005KJSU2AQUJUH84 | Long             | EC               | CORP              | IT        |     14538 | NS      | $25205.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group PLC                                         | QinetiQ Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |      8311 | NS      | $37279.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corp                         | Japan Real Estate Investment Corp                                           | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               |  | JP        |        11 | NS      | $47162.39     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Grainger PLC                                              | Grainger PLC                                                                | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               | CORP              | GB        |     11835 | NS      | $37902.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                             | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      4331 | NS      | $567414.95    | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                          | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     65476 | NS      | $223852.18    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co Ltd                                    | Hirose Electric Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       315 | NS      | $41008.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chr Hansen Holding A/S                                    | Chr Hansen Holding A/S                                                      | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |      2271 | NS      | $167679.09    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo Car AB                                              | Volvo Car AB                                                                | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | EC               | CORP              | SE        |      9789 | NS      | $48842.18     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |      1873 | NS      | $74567.30     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oyj                                                | Valmet Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |      1377 | NS      | $43241.70     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Newcrest Mining Ltd                                       | Newcrest Mining Ltd                                                         | CUSIP: 000000000<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |      2354 | NS      | $37402.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                                | FANUC Corp                                                                  | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       200 | NS      | $35337.91     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Waypoint REIT Ltd                                         | Waypoint REIT Ltd                                                           | CUSIP: 000000000<br>LEI: 5493003CS5K82RREKA54 | Long             | EC               |  | AU        |      9833 | NS      | $19415.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                 | Bank of Ireland Group PLC                                                   | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     29804 | NS      | $318421.27    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                     | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |      1387 | NS      | $394111.69    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSO Holding AG                                           | ALSO Holding AG                                                             | CUSIP: 000000000<br>LEI: 529900ACS8A6PTQI6141 | Long             | EC               | CORP              | CH        |       245 | NS      | $49905.14     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Oatly Group AB                                            | Oatly Group AB                                                              | CUSIP: 67421J108<br>LEI: 894500CEIOQNBAH10Z10 | Long             | EC               | CORP              | SE        |      7600 | NS      | $18544.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Salmar ASA                                                | Salmar ASA                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |       643 | NS      | $29899.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                            | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       786 | NS      | $162725.55    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| carsales.com Ltd                                          | carsales.com Ltd                                                            | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |      5155 | NS      | $83460.68     | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| Shin-Etsu Chemical Co Ltd                                 | Shin-Etsu Chemical Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      1600 | NS      | $235876.82    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Landis+Gyr Group AG                                       | Landis+Gyr Group AG                                                         | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |      1111 | NS      | $81849.26     | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| ICON PLC                                                  | ICON PLC                                                                    | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      1080 | NS      | $249166.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fletcher Building Ltd                                     | Fletcher Building Ltd                                                       | CUSIP: 000000000<br>LEI: 549300UPHQTT2LG75045 | Long             | EC               | CORP              | NZ        |      7381 | NS      | $24305.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Data Corp                                             | NTT Data Corp                                                               | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |      4400 | NS      | $68250.05     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                                | Japan Post Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      2800 | NS      | $24582.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                        | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      3483 | NS      | $58604.50     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                           | Antofagasta PLC                                                             | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |      4694 | NS      | $100857.84    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Water Inc                                             | Air Water Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $24470.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iwatani Corp                                              | Iwatani Corp                                                                | CUSIP: 000000000<br>LEI: 353800TSKIDNENNV2L96 | Long             | EC               | CORP              | JP        |      1800 | NS      | $77582.14     | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| Credit Agricole SA                                        | Credit Agricole SA                                                          | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      7839 | NS      | $94391.24     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                           | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     13600 | NS      | $199725.69    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                 | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      1291 | NS      | $131507.25    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                               | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |      1197 | NS      | $37616.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                              | Nippon Paint Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |     10100 | NS      | $92207.69     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                  | TDK Corp                                                                    | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      1000 | NS      | $35726.26     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                               | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       790 | NS      | $109565.63    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc                              | Shizuoka Financial Group Inc                                                | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |      5800 | NS      | $49135.48     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                                  | Nippon Building Fund Inc                                                    | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |        11 | NS      | $48073.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Novozymes A/S                                             | Novozymes A/S                                                               | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |      4578 | NS      | $238223.30    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                             | GPT Group/The                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     22015 | NS      | $71362.40     | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Nippon Prologis REIT Inc                                  | Nippon Prologis REIT Inc                                                    | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               |  | JP        |        23 | NS      | $52190.24     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                         | Japan Tobacco Inc                                                           | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      4100 | NS      | $83606.81     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                 | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       366 | NS      | $216253.13    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                         | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     23227 | NS      | $517469.68    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                       | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      7572 | NS      | $356441.95    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                   | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      9030 | NS      | $50927.83     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      3977 | NS      | $57587.99     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitesco Technologies Group AG                             | Vitesco Technologies Group AG                                               | CUSIP: 000000000<br>LEI: 529900CCDMZ7UCYYS252 | Long             | EC               | CORP              | DE        |       915 | NS      | $63422.54     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cembra Money Bank AG                                      | Cembra Money Bank AG                                                        | CUSIP: 000000000<br>LEI: 549300ZDHOETLAIVTE82 | Long             | EC               | CORP              | CH        |       670 | NS      | $59486.98     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                         | Taylor Wimpey PLC                                                           | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |     39034 | NS      | $56635.25     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                        | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       320 | NS      | $64732.45     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fingerprint Cards AB                                      | Fingerprint Cards AB                                                        | CUSIP: 000000000<br>LEI: 5493004YF5D7Z612Z822 | Long             | EC               | CORP              | SE        |     29632 | NS      | $8480.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Viscofan SA                                               | Viscofan SA                                                                 | CUSIP: 000000000<br>LEI: 95980020140005684765 | Long             | EC               | CORP              | ES        |       825 | NS      | $53171.74     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Wilmar International Ltd                                  | Wilmar International Ltd                                                    | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     58400 | NS      | $181566.79    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     12550 | NS      | $97368.95     | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      5931 | NS      | $97334.74     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                               | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      3415 | NS      | $267398.69    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                     | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |       840 | NS      | $133166.72    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                 | Ono Pharmaceutical Co Ltd                                                   | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |      2500 | NS      | $54246.71     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                        | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     11338 | NS      | $155195.05    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                 | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      1100 | NS      | $36238.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                        | Honda Motor Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      3100 | NS      | $76683.19     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                  | Japan Exchange Group Inc                                                    | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |      2100 | NS      | $32139.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      2419 | NS      | $146015.04    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                            | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      2263 | NS      | $37560.25     | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                               | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      9251 | NS      | $276114.25    | 0.40%             |  |  |  | No            |                  2 | On Loan: —       |
| Verbund AG                                                | Verbund AG                                                                  | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |      1229 | NS      | $104640.90    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NOF Corp                                                  | NOF Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $34077.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongyu Energy Holdings Ltd                               | Zhongyu Energy Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 549300OJ2D9GJSG6VJ15 | Long             | EC               | CORP              | KY        |     36000 | NS      | $25933.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $53498.99     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                  | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       560 | NS      | $49931.88     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Energy PLC                                      | Capricorn Energy PLC                                                        | CUSIP: 000000000<br>LEI: 213800ZJEUQ8ZOC9AL24 | Long             | EC               | CORP              | GB        |     43432 | NS      | $129924.08    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tohoku Electric Power Co Inc                              | Tohoku Electric Power Co Inc                                                | CUSIP: 000000000<br>LEI: 353800KTF7EYIIYHY088 | Long             | EC               | CORP              | JP        |     12500 | NS      | $67231.33     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Infrastructure Fund Investment Corp          | Industrial & Infrastructure Fund Investment Corp                            | CUSIP: 000000000<br>LEI: 353800WCHFY04YKYCI19 | Long             | EC               |  | JP        |        21 | NS      | $23273.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Saipem SpA                                                | Saipem SpA                                                                  | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |       540 | NS      | $826.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New World Development Co Ltd                              | New World Development Co Ltd                                                | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |     11000 | NS      | $32877.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Teijin Ltd                                                | Teijin Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538000RF6UCIMPKCO54 | Long             | EC               | CORP              | JP        |      3300 | NS      | $33885.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co Ltd/Tokyo                                         | Toho Co Ltd/Tokyo                                                           | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |       500 | NS      | $18466.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle AG                                                | Bechtle AG                                                                  | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |       893 | NS      | $37631.69     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Co APAC Ltd                             | Budweiser Brewing Co APAC Ltd                                               | CUSIP: 000000000<br>LEI: 549300YF1MR4GTF18132 | Long             | EC               | CORP              | KY        |     66900 | NS      | $211090.79    | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PeptiDream Inc                                            | PeptiDream Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $21858.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                     | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      4755 | NS      | $272629.93    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     15438 | NS      | $68497.78     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                           | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      1534 | NS      | $40412.71     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Mirvac Group                                              | Mirvac Group                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     41842 | NS      | $67600.28     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Topdanmark AS                                             | Topdanmark AS                                                               | CUSIP: 000000000<br>LEI: 549300PP3ULLF0SQRK46 | Long             | EC               | CORP              | DK        |       972 | NS      | $52466.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                  | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      9445 | NS      | $123588.44    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd                                                  | Flex Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |      6557 | NS      | $153105.95    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Technip Energies NV                                       | Technip Energies NV                                                         | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | NL        |      3214 | NS      | $62310.76     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OPC Energy Ltd                                            | OPC Energy Ltd                                                              | CUSIP: 000000000<br>LEI: 98450000955804579A79 | Long             | EC               | CORP              | IL        |      1911 | NS      | $19844.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd                                                | Worley Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |      4927 | NS      | $54086.93     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Asahi Intecc Co Ltd                                       | Asahi Intecc Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |      1400 | NS      | $24561.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Belimo Holding AG                                         | Belimo Holding AG                                                           | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |       140 | NS      | $73842.23     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                                | Signify NV                                                                  | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      1727 | NS      | $62526.73     | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Intershop Holding AG                                      | Intershop Holding AG                                                        | CUSIP: 000000000<br>LEI: 506700CGX4K77JX3R725 | Long             | EC               | CORP              | CH        |        78 | NS      | $52320.63     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordic Semiconductor ASA                                  | Nordic Semiconductor ASA                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJGFK95 | Long             | EC               | CORP              | NO        |      4420 | NS      | $70481.56     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                   | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      2732 | NS      | $159867.80    | 0.23%             |  |  |  | No            |                  2 | On Loan: —       |
| Sekisui House Ltd                                         | Sekisui House Ltd                                                           | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      2000 | NS      | $37798.52     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                 | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      1887 | NS      | $33875.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Allreal Holding AG                                        | Allreal Holding AG                                                          | CUSIP: 000000000<br>LEI: 5067006XH174LA44H658 | Long             | EC               | CORP              | CH        |       346 | NS      | $59302.96     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                                                | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     12265 | NS      | $88492.05     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                            | Mitsubishi Chemical Group Corp                                              | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     10000 | NS      | $56114.45     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Automotive Systems Ltd                              | Delek Automotive Systems Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1562 | NS      | $19290.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                  | Mitsubishi Estate Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      7600 | NS      | $97683.70     | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| Metrovacesa SA                                            | Metrovacesa SA                                                              | CUSIP: 000000000<br>LEI: 959800ZQW44V5U3SEZ73 | Long             | EC               | CORP              | ES        |      2645 | NS      | $19623.92     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Wallenstam AB                                             | Wallenstam AB                                                               | CUSIP: 000000000<br>LEI: 21380081R2P9MKFQBD25 | Long             | EC               | CORP              | SE        |      7080 | NS      | $32501.86     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      2345 | NS      | $495147.72    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                            | BAWAG Group AG                                                              | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |       407 | NS      | $25211.55     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                    | FUJIFILM Holdings Corp                                                      | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |       500 | NS      | $26460.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      3800 | NS      | $165152.04    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                  | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      2274 | NS      | $102050.25    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                 | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        78 | NS      | $252893.94    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                 | Mondi PLC                                                                   | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |      3379 | NS      | $63720.65     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                   | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      5062 | NS      | $408732.35    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 SMN                                           | SpareBank 1 SMN                                                             | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | EC               | CORP              | NO        |      2095 | NS      | $26717.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                               | Komatsu Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      2200 | NS      | $54063.81     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      2015 | NS      | $286052.65    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                              | DiaSorin SpA                                                                | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |       977 | NS      | $127185.65    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                 | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       262 | NS      | $27434.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                   | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       683 | NS      | $337762.96    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                               | Chubu Electric Power Co Inc                                                 | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      3500 | NS      | $37698.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                   | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      2980 | NS      | $163420.98    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Italmobiliare SpA                                         | Italmobiliare SpA                                                           | CUSIP: 000000000<br>LEI: 815600E546497667D288 | Long             | EC               | CORP              | IT        |      1360 | NS      | $36428.41     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                            | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       147 | NS      | $53808.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Orica Ltd                                                 | Orica Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4147 | NS      | $43516.77     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                               | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |     22919 | NS      | $87069.76     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                        | Burberry Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |      3492 | NS      | $106369.49    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sydbank AS                                                | Sydbank AS                                                                  | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |      1310 | NS      | $59733.76     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                  | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1068 | NS      | $255373.56    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                   | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      1300 | NS      | $142963.49    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                     | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     49704 | NS      | $541918.23    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                 | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      1064 | NS      | $159864.90    | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JB Hi-Fi Ltd                                              | JB Hi-Fi Ltd                                                                | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |      1878 | NS      | $64570.31     | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| UBS Group AG                                              | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     10259 | NS      | $218982.20    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabege AB                                                 | Fabege AB                                                                   | CUSIP: 000000000<br>LEI: 549300JNPI46XNH0PM97 | Long             | EC               | CORP              | SE        |      7085 | NS      | $66961.71     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                                | Tosoh Corp                                                                  | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |      2200 | NS      | $28783.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                               | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      8183 | NS      | $286586.10    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                | Assicurazioni Generali SpA                                                  | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      4184 | NS      | $81677.16     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP NV                                                                      | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | EC               | CORP              | BE        |       165 | NS      | $16486.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Gas Co Ltd                                         | Nippon Gas Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300N3DC5V2XON9C60 | Long             | EC               | CORP              | JP        |      4300 | NS      | $68633.72     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohm Co Ltd                                               | Rohm Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |       200 | NS      | $16026.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                      | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      1600 | NS      | $131367.36    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                      | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      5917 | NS      | $49700.52     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      2304 | NS      | $84256.07     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                   | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |      1055 | NS      | $124964.38    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                                              | Husqvarna AB                                                                | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |      3790 | NS      | $32244.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                     | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     20895 | NS      | $321537.00    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG                                                       | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |       104 | NS      | $77529.94     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BioGaia AB                                                | BioGaia AB                                                                  | CUSIP: 000000000<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |      4605 | NS      | $40492.96     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                           | D'ieteren Group                                                             | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       715 | NS      | $136647.48    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      2617 | NS      | $106872.19    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                   | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |      4338 | NS      | $386307.50    | 0.56%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kojamo Oyj                                                | Kojamo Oyj                                                                  | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |      3939 | NS      | $60481.84     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Ltd                                        | VTech Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     10000 | NS      | $66107.98     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Morgan Stanley Institutional Liquidity Funds - Government Portfolio         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |      2533 | NS      | $2532.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                  | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       793 | NS      | $198158.14    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Bucher Industries AG                                      | Bucher Industries AG                                                        | CUSIP: 000000000<br>LEI: 52990014AQ91A29HPB27 | Long             | EC               | CORP              | CH        |       149 | NS      | $67894.30     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                 | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       627 | NS      | $39242.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                          | ANA Holdings Inc                                                            | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      1100 | NS      | $24346.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                                     | Red Electrica Corp SA                                                       | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      2456 | NS      | $43468.49     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co Ltd                                    | Nippon Shokubai Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $25401.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugoku Electric Power Co Inc/The                         | Chugoku Electric Power Co Inc/The                                           | CUSIP: 000000000<br>LEI: 353800MV866ELME96Q46 | Long             | EC               | CORP              | JP        |      3800 | NS      | $20890.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Assura PLC                                                | Assura PLC                                                                  | CUSIP: 000000000<br>LEI: 21380026T19N2Y52XF72 | Long             | EC               |  | GB        |     34782 | NS      | $23939.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                                   | Tritax Big Box REIT PLC                                                     | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               |  | GB        |     37589 | NS      | $72425.21     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                          | Bridgestone Corp                                                            | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      1600 | NS      | $59733.11     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                                 | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       576 | NS      | $46674.37     | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                    | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      4117 | NS      | $256262.40    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| MIPS AB                                                   | MIPS AB                                                                     | CUSIP: 000000000<br>LEI: 549300LZSA4S0L54VQ25 | Long             | EC               | CORP              | SE        |       709 | NS      | $27132.88     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Hermes International                                      | Hermes International                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       100 | NS      | $187150.91    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Billerud AB                                               | Billerud AB                                                                 | CUSIP: 000000000<br>LEI: 549300YJUYJ9A24RXL71 | Long             | EC               | CORP              | SE        |      2548 | NS      | $29600.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                    | Sanofi                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      3896 | NS      | $381513.56    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                  | Mitsubishi Electric Corp                                                    | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      2600 | NS      | $28653.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYCITY Entertainment Group Ltd                           | SKYCITY Entertainment Group Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     40446 | NS      | $65805.23     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                        | ENEOS Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     31200 | NS      | $111702.13    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                              | Kyushu Electric Power Co Inc                                                | CUSIP: 000000000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |      3600 | NS      | $20723.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                        | Deutsche Wohnen SE                                                          | CUSIP: 000000000<br>LEI: 529900QE24Q67I3FWZ10 | Long             | EC               | CORP              | DE        |      2636 | NS      | $62260.60     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GVS SpA                                                   | GVS SpA                                                                     | CUSIP: 000000000<br>LEI: 81560013EACB40B52D17 | Long             | EC               | CORP              | IT        |      4062 | NS      | $21461.63     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Corbion NV                                                | Corbion NV                                                                  | CUSIP: 000000000<br>LEI: 724500BKS1TSAVLTWG46 | Long             | EC               | CORP              | NL        |      2072 | NS      | $79732.71     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                    | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      1159 | NS      | $130954.88    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Energy Co PLC                                 | Diversified Energy Co PLC                                                   | CUSIP: 000000000<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | GB        |    103611 | NS      | $141726.37    | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nano-X Imaging Ltd                                        | Nano-X Imaging Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2700 | NS      | $24894.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Omron Corp                                                | Omron Corp                                                                  | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |       800 | NS      | $46288.46     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC Group PLC                                             | NCC Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800DJCGZRB6523934 | Long             | EC               | CORP              | GB        |     21199 | NS      | $49127.20     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Truecaller AB                                             | Truecaller AB                                                               | CUSIP: 000000000<br>LEI: 549300TEYF1FA5G5GK26 | Long             | EC               | CORP              | SE        |      6505 | NS      | $23115.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Arjo AB                                                   | Arjo AB                                                                     | CUSIP: 000000000<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |      8801 | NS      | $34152.26     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                      | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        45 | NS      | $97888.12     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                 | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      2160 | NS      | $43110.55     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp                                    | Toyota Industries Corp                                                      | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |       400 | NS      | $24349.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                             | Sumitomo Corp                                                               | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      1600 | NS      | $28719.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Luk Fook Holdings International Ltd                       | Luk Fook Holdings International Ltd                                         | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | BM        |     15000 | NS      | $52019.60     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                        | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       353 | NS      | $75237.47     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                      | Infrastrutture Wireless Italiane SpA                                        | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |     21493 | NS      | $235537.01    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                             | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      6598 | NS      | $53495.58     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dfds A/S                                                  | Dfds A/S                                                                    | CUSIP: 000000000<br>LEI: 549300JZVW1Y1UZ5UK38 | Long             | EC               | CORP              | DK        |      1410 | NS      | $53150.48     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                 | CK Hutchison Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     21500 | NS      | $136824.95    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp                                             | Unicharm Corp                                                               | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |      2200 | NS      | $83920.39     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Primary Health Properties PLC                             | Primary Health Properties PLC                                               | CUSIP: 000000000<br>LEI: 213800Y5CJHXOATK7X11 | Long             | EC               |  | GB        |     23037 | NS      | $31917.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Wizel Ltd                                             | Fox Wizel Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       369 | NS      | $33373.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd/The                                        | Chiba Bank Ltd/The                                                          | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |      7000 | NS      | $52964.82     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                                      | Aurizon Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |     14009 | NS      | $36616.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                                               | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |      1893 | NS      | $19228.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       490 | NS      | $101336.05    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                                | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |      4222 | NS      | $107155.83    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AIXTRON SE                                                | AIXTRON SE                                                                  | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | EC               | CORP              | DE        |       763 | NS      | $22734.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                   | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      2897 | NS      | $56366.22     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                    | Singapore Technologies Engineering Ltd                                      | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     19500 | NS      | $54825.06     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                       | Nissan Motor Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |     10300 | NS      | $37007.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rothschild & Co                                           | Rothschild & Co                                                             | CUSIP: 000000000<br>LEI: 549300ILF3L0BBIDPZ11 | Long             | EC               | CORP              | FR        |       845 | NS      | $35691.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     61792 | NS      | $215959.29    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne + Nagel International AG                                             | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       464 | NS      | $110643.84    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                        | Baloise Holding AG                                                          | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |       396 | NS      | $65131.26     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp Ltd                                            | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     10000 | NS      | $98803.48     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Co Ltd                         | Henderson Land Development Co Ltd                                           | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |      5260 | NS      | $19430.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Internet AG                                        | United Internet AG                                                          | CUSIP: 000000000<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |      2526 | NS      | $58644.50     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                       | Flughafen Zurich AG                                                         | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |       295 | NS      | $53747.17     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                  | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |       792 | NS      | $165312.72    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazaki Baking Co Ltd                                    | Yamazaki Baking Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $44458.92     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                                    | K+S AG                                                                      | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |      3195 | NS      | $76476.94     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hufvudstaden AB                                           | Hufvudstaden AB                                                             | CUSIP: 000000000<br>LEI: 213800UEV5ZAFFVQ4J85 | Long             | EC               | CORP              | SE        |      2401 | NS      | $36159.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp                                               | Sysmex Corp                                                                 | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |       500 | NS      | $33192.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                  | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      1867 | NS      | $291635.25    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Edge Ltd                                          | Pacific Edge Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     33981 | NS      | $10984.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hysan Development Co Ltd                                  | Hysan Development Co Ltd                                                    | CUSIP: 000000000<br>LEI: 5299007BABFLKIH9HL03 | Long             | EC               | CORP              | HK        |      5000 | NS      | $16822.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |      2177 | NS      | $38742.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                                | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      2492 | NS      | $78796.56     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                 | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      1992 | NS      | $86548.57     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleanaway Waste Management Ltd                            | Cleanaway Waste Management Ltd                                              | CUSIP: 000000000<br>LEI: 549300D5C72CV6CIBS66 | Long             | EC               | CORP              | AU        |     15558 | NS      | $30146.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd                                                    | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      4500 | NS      | $102287.83    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                    | Toyo Suisan Kaisha Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $41320.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                         | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      1414 | NS      | $259439.78    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd                                     | Genting Singapore Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |    108600 | NS      | $82249.16     | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                   | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       361 | NS      | $130395.85    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co Ltd                                              | Hulic Co Ltd                                                                | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |      4000 | NS      | $32879.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                            | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      2070 | NS      | $89127.36     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent Inc                                            | CyberAgent Inc                                                              | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |      3200 | NS      | $29926.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                            | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     22607 | NS      | $221642.13    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| China Traditional Chinese Medicine Holdings Co Ltd        | China Traditional Chinese Medicine Holdings Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     60000 | NS      | $28746.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                             | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     25375 | NS      | $147186.68    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co Inc                                                            | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      1400 | NS      | $46156.03     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      5000 | NS      | $157186.84    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                             | Banco BPM SpA                                                               | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     12713 | NS      | $57218.58     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc                                               | Shimano Inc                                                                 | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |       300 | NS      | $53500.62     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                         | Indra Sistemas SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |      3340 | NS      | $40782.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                     | Idemitsu Kosan Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      3700 | NS      | $92502.84     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Link Administration Holdings Ltd                          | Link Administration Holdings Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     16267 | NS      | $22171.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                                    | Brunello Cucinelli SpA                                                      | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      1252 | NS      | $104279.75    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                              | SIG Group AG                                                                | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |      5783 | NS      | $143337.21    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                 | Solvay SA                                                                   | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |       537 | NS      | $62577.42     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                  | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      5630 | NS      | $87943.13     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Pushpay Holdings Ltd                                      | Pushpay Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     16676 | NS      | $13985.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PAX Global Technology Ltd                                 | PAX Global Technology Ltd                                                   | CUSIP: 000000000<br>LEI: 5299008CRGPD1WZXCD36 | Long             | EC               | CORP              | BM        |     75000 | NS      | $70886.32     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Industrial Trust                                | Mapletree Industrial Trust                                                  | CUSIP: 000000000<br>LEI: 549300R7WZFHXNKDJF41 | Long             | EC               |  | SG        |     18060 | NS      | $32821.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                             | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      3680 | NS      | $133386.07    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd                         | Chow Tai Fook Jewellery Group Ltd                                           | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |     30800 | NS      | $65932.37     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HK Electric Investments & HK Electric Investments Ltd     | HK Electric Investments & HK Electric Investments Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |     64500 | NS      | $44584.51     | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bank of Kyoto Ltd/The                                     | Bank of Kyoto Ltd/The                                                       | CUSIP: 000000000<br>LEI: 549300LRPVT8N6FNFC04 | Long             | EC               | CORP              | JP        |       500 | NS      | $23264.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG Telecom Ltd                                           | TPG Telecom Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20255 | NS      | $69267.74     | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      4000 | NS      | $173431.07    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                         | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      2269 | NS      | $86095.24     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                        | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      7700 | NS      | $286369.89    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                            | voestalpine AG                                                              | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |      1029 | NS      | $34190.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                    | MatsukiyoCocokara & Co                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $44895.90     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                        | Auckland International Airport Ltd                                          | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |     12240 | NS      | $67363.28     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp                                                                   | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      6400 | NS      | $199957.97    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                          | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      5564 | NS      | $59445.91     | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    116824 | NS      | $134793.02    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                 | Seven & i Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      1800 | NS      | $84983.22     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Real Estate Investment Corp                      | Frontier Real Estate Investment Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |         8 | NS      | $30849.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Schibsted ASA                                             | Schibsted ASA                                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |      2498 | NS      | $52220.44     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                 | Sofina SA                                                                   | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |       150 | NS      | $35635.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fosun International Ltd                                   | Fosun International Ltd                                                     | CUSIP: 000000000<br>LEI: 213800Z99WQEXDF82F09 | Long             | EC               | CORP              | HK        |     54000 | NS      | $50136.05     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitrolife AB                                              | Vitrolife AB                                                                | CUSIP: 000000000<br>LEI: 5493001WDZMONMSPPR49 | Long             | EC               | CORP              | SE        |      1099 | NS      | $23563.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                  | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     14528 | NS      | $410385.55    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                                   | Edenred                                                                     | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      1747 | NS      | $95158.16     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                              | Kyocera Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $46702.26     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                           | Sands China Ltd                                                             | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |     34800 | NS      | $130502.97    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SFL Corp Ltd                                              | SFL Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |      2400 | NS      | $24432.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                               | Telia Co AB                                                                 | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     24113 | NS      | $62275.21     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Melexis NV                                                | Melexis NV                                                                  | CUSIP: 000000000<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |       606 | NS      | $64553.78     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                | Grifols SA                                                                  | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |     11886 | NS      | $157347.45    | 0.23%             |  |  |  | No            |                  2 | On Loan: —       |
| Suntec Real Estate Investment Trust                       | Suntec Real Estate Investment Trust                                         | CUSIP: 000000000<br>LEI: 549300C46QFXSI2F4K13 | Long             | EC               |  | SG        |     27000 | NS      | $28866.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Austria AG                                        | Telekom Austria AG                                                          | CUSIP: 000000000<br>LEI: 529900KCNFQU5OJH7L33 | Long             | EC               | CORP              | AT        |      8000 | NS      | $53773.46     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Sumitomo Chemical Co Ltd                                  | Sumitomo Chemical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |     10900 | NS      | $41841.08     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mivne Real Estate KD Ltd                                  | Mivne Real Estate KD Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7571 | NS      | $24292.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                 | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      3984 | NS      | $360189.60    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                 | Segro PLC                                                                   | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |      8635 | NS      | $88885.15     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                             | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     13924 | NS      | $162776.90    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co Ltd                            | Kintetsu Group Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $26051.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                           | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     18771 | NS      | $238633.73    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                        | Koninklijke DSM NV                                                          | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |      1929 | NS      | $248073.23    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                                   | DCC PLC                                                                     | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      1417 | NS      | $80709.34     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                               | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     28800 | NS      | $325660.16    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                  | NEC Corp                                                                    | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      1500 | NS      | $54191.41     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd                                                        | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      2770 | NS      | $62041.23     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ansell Ltd                                                | Ansell Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |      1409 | NS      | $28159.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     13000 | NS      | $83115.62     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                        | Teva Pharmaceutical Industries Ltd                                          | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     13432 | NS      | $141573.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectris PLC                                              | Spectris PLC                                                                | CUSIP: 000000000<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | EC               | CORP              | GB        |       815 | NS      | $32310.64     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TietoEVRY Oyj                                             | TietoEVRY Oyj                                                               | CUSIP: 000000000<br>LEI: 549300EW2KM4KROKQV31 | Long             | EC               | CORP              | FI        |       956 | NS      | $29114.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                   | Puma SE                                                                     | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |       927 | NS      | $63303.33     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Gas Chemical Co Inc                            | Mitsubishi Gas Chemical Co Inc                                              | CUSIP: 000000000<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |      2900 | NS      | $42376.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ackermans & van Haaren NV                                 | Ackermans & van Haaren NV                                                   | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |       698 | NS      | $120792.14    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Forbo Holding AG                                          | Forbo Holding AG                                                            | CUSIP: 000000000<br>LEI: 506700HR073894C16243 | Long             | EC               | CORP              | CH        |        26 | NS      | $34208.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                 | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |       459 | NS      | $39265.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co Ltd                                    | Yamato Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $34993.88     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Scandinavian Tobacco Group A/S                            | Scandinavian Tobacco Group A/S                                              | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |      1702 | NS      | $29581.12     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Thule Group AB                                            | Thule Group AB                                                              | CUSIP: 000000000<br>LEI: 549300XHHOGBOERKU333 | Long             | EC               | CORP              | SE        |      1277 | NS      | $30601.77     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Olam Group Ltd                                            | Olam Group Ltd                                                              | CUSIP: 000000000<br>LEI: 9845006F83F5EEC2A704 | Long             | EC               | CORP              | SG        |     33100 | NS      | $40244.18     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Scatec ASA                                                | Scatec ASA                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIARK36 | Long             | EC               | CORP              | NO        |      3300 | NS      | $26915.38     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                   | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      1400 | NS      | $51395.67     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VSTECS Holdings Ltd                                       | VSTECS Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     60000 | NS      | $37540.92     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IMMOFINANZ AG                                             | IMMOFINANZ AG                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      1241 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Shikoku Electric Power Co Inc                             | Shikoku Electric Power Co Inc                                               | CUSIP: 000000000<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |      2600 | NS      | $15032.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co Ltd                                        | Kyowa Kirin Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |      2700 | NS      | $60212.56     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                         | Elbit Systems Ltd                                                           | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       297 | NS      | $49861.56     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                               | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |       307 | NS      | $53737.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                             | Coloplast A/S                                                               | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       665 | NS      | $80288.40     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                       | Swiss Prime Site AG                                                         | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      1669 | NS      | $148721.65    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co Ltd                                        | Kobe Bussan Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800CJIFNHN2DXRD59 | Long             | EC               | CORP              | JP        |      1400 | NS      | $40420.44     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ringkjoebing Landbobank A/S                               | Ringkjoebing Landbobank A/S                                                 | CUSIP: 000000000<br>LEI: 2138002M5U5K4OUMVV62 | Long             | EC               | CORP              | DK        |       431 | NS      | $62720.24     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Biotage AB                                                | Biotage AB                                                                  | CUSIP: 000000000<br>LEI: 529900SR87NBUKX74L58 | Long             | EC               | CORP              | SE        |      1896 | NS      | $29302.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Region RE Ltd                                             | Region RE Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     20523 | NS      | $39381.47     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International PLC                                   | Croda International PLC                                                     | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |       729 | NS      | $62137.58     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                                  | Davide Campari-Milano NV                                                    | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |     18866 | NS      | $202377.09    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      5262 | NS      | $41705.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     17422 | NS      | $148148.85    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                   | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      4000 | NS      | $83778.81     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                           | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       751 | NS      | $52137.08     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                               | Obic Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $48097.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                                   | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      1735 | NS      | $84638.66     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      1701 | NS      | $30572.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                 | Holmen AB                                                                   | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |      2532 | NS      | $104433.78    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                       | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       857 | NS      | $139018.73    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood AB                                                 | Axfood AB                                                                   | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |      2975 | NS      | $76623.30     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG/The                                                         | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |       279 | NS      | $101017.12    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                 | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      3918 | NS      | $119407.48    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Noble Corp PLC                                            | Noble Corp PLC                                                              | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |       779 | NS      | $31568.73     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                      | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      2459 | NS      | $109256.52    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                          | Venture Corp Ltd                                                            | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |      5000 | NS      | $70606.76     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA                              | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      4029 | NS      | $176504.38    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                 | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     14322 | NS      | $149931.44    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                                  | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |      1079 | NS      | $50319.18     | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Contact Energy Ltd                                        | Contact Energy Ltd                                                          | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |      9580 | NS      | $48179.30     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                  | Howden Joinery Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |      5263 | NS      | $44908.01     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Veidekke ASA                                              | Veidekke ASA                                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |      3671 | NS      | $37904.84     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                               | Berkeley Group Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |       509 | NS      | $26064.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AddLife AB                                                | AddLife AB                                                                  | CUSIP: 000000000<br>LEI: 5493005T3M7CD7XWE013 | Long             | EC               | CORP              | SE        |      2191 | NS      | $23123.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ComfortDelGro Corp Ltd                                    | ComfortDelGro Corp Ltd                                                      | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |     36500 | NS      | $33439.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                          | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |       543 | NS      | $29184.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd                                                             | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     12714 | NS      | $159911.92    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratorios Farmaceuticos Rovi SA                        | Laboratorios Farmaceuticos Rovi SA                                          | CUSIP: 000000000<br>LEI: 95980020140005936480 | Long             | EC               | CORP              | ES        |      1773 | NS      | $75127.19     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                 | Banque Cantonale Vaudoise                                                   | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |       570 | NS      | $54182.52     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Suncorp Group Ltd                                         | Suncorp Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     10185 | NS      | $90537.95     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance                                           | Teleperformance                                                             | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       177 | NS      | $49203.66     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| a2 Milk Co Ltd/The                                        | a2 Milk Co Ltd/The                                                          | CUSIP: 000000000<br>LEI: 529900PVC9CV0KFA2U62 | Long             | EC               | CORP              | NZ        |     21613 | NS      | $103656.50    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Investor AB                                               | Investor AB                                                                 | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      5782 | NS      | $112355.67    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Ltd                                            | AGL Energy Ltd                                                              | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |     18829 | NS      | $102114.79    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                                   | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      5460 | NS      | $145367.17    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                               | NOS SGPS SA                                                                 | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |     17214 | NS      | $73818.69     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                     | Kirin Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      3800 | NS      | $58556.95     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennon Group PLC                                          | Pennon Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |      2714 | NS      | $30809.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Montea NV                                                 | Montea NV                                                                   | CUSIP: 000000000<br>LEI: 5493006K5LQDD0GK1T60 | Long             | EC               |  | BE        |       196 | NS      | $15729.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                           | Mitsubishi Corp                                                             | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      2200 | NS      | $73669.09     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                    | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      7120 | NS      | $74247.48     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PCCW Ltd                                                  | PCCW Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900SI7GPUPA1TJX39 | Long             | EC               | CORP              | HK        |    115000 | NS      | $56506.76     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cafe de Coral Holdings Ltd                                | Cafe de Coral Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     22000 | NS      | $38514.27     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     21374 | NS      | $157491.03    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Tax-Managed International Equity Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer