# EDGAR Filing Document

**Accession Number:** 0001415995
**File Stem:** 0000940400-26-025065
**Filing Date:** 2026-6
**Character Count:** 348158
**Document Hash:** 6d7fedd6c71f345dcbd7e32f95457439
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025065.hdr.sgml**: 20260623

**ACCESSION NUMBER**: 0000940400-26-025065

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260623

**DATE AS OF CHANGE**: 20260623

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** New York Life Investments ETF Trust
- **CENTRAL INDEX KEY:** 0001415995

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22227
- **FILM NUMBER:** 261109930

**BUSINESS ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** (212) 576-5018

**MAIL ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IndexIQ ETF Trust
- **DATE OF NAME CHANGE:** 20080908

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IQSHARES Trust
- **DATE OF NAME CHANGE:** 20080808

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IQSHARES Trust 1
- **DATE OF NAME CHANGE:** 20071024

## Series and Classes Contracts Data

### NYLI FTSE International Equity Currency Neutral ETF (Series ID: S000050195)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000158453 | NYLI FTSE International Equity Currency Neutral ETF | HFXI            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** New York Life Investments ETF Trust

- **b. Investment Company Act file number:** 811-22227

- **c. CIK number of Registrant:** 0001415995

- **d. LEI of Registrant:** 549300RB5MLWJ1UN5M66

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

  - **Street Address 1:** 51 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 888-474-7725

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

- **a. Name of Series:** NYLI FTSE International Equity Currency Neutral ETF

- **b. EDGAR series identifier (if any):** S000050195

- **c. LEI of Series:** 549300F6Y8RYQ8RNY082

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-04-30

**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:** $1584273363.71

**Total Liabilities:** $31061769.18

**Net Assets:** $1553211594.53

**Cash Not Reported:** $765804.75

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158453 | 6.58%                | -10.19%              | 8.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-343567.55              | $81273768.22                               |
| Month 2  | $6587658.58              | $-188233651.82                             |
| Month 3  | $325989.66               | $126193056.56                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-387.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1203.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                    | BANK OF IRELAND GROUP PLC ORD EUR1.00                                         | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     59296 | NS      | $1164385.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DENSO CORP                                                   | DENSO CORP NPV                                                                | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |    131912 | NS      | $1584661.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LIG DEFENSE & AEROSPACE CO LTD                               | LIG DEFENSE & AEROSPACE CO LTD KRW5000                                        | CUSIP: 000000000<br>LEI: 988400VTP0QVY3OIY652 | Long             | EC               | CORP              | KR        |       886 | NS      | $562113.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                               | COMMONWEALTH BANK OF AUSTRALIA ORD NPV                                        | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |    105975 | NS      | $13231255.93  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                               | KINGFISHER PLC ORD GBP0.157142857                                             | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    120418 | NS      | $468634.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA                                                    | ORANGE SA EUR4                                                                | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    143836 | NS      | $2998270.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST BANK CO LTD                                       | JAPAN POST BANK CO LTD NPV                                                    | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |    130506 | NS      | $2239434.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                                    | PROSUS NV EUR0.05 (N SHARES)                                                  | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     75734 | NS      | $3648643.23   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUP SA/NV                                              | KBC GROUP SA/NV NPV                                                           | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     14910 | NS      | $1980759.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFTBANK CORP                                                | SOFTBANK CORP NPV                                                             | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |   2009548 | NS      | $2845593.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-79393.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                       | EQT AB NPV                                                                    | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |     35876 | NS      | $1150122.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| POWER ASSETS HOLDINGS LTD                                    | POWER ASSETS HOLDINGS LTD NPV                                                 | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |    101009 | NS      | $832312.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SE                                                 | CAPGEMINI SE EUR8                                                             | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |     10821 | NS      | $1307435.95   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN AG                                                | VOLKSWAGEN AG NON VTG PRF NPV                                                 | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     15459 | NS      | $1563526.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| BIG SHOPPING CENTERS LTD                                     | BIG SHOPPING CENTERS LTD ILS1                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3642 | NS      | $961034.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                | RIO TINTO PLC ORD GBP0.10                                                     | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     68416 | NS      | $6831187.74   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTING SINGAPORE LTD                                        | GENTING SINGAPORE LTD NPV                                                     | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |    632078 | NS      | $337492.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DEUTSCHE TELEKOM AG                                          | DEUTSCHE TELEKOM AG NPV(REGD)                                                 | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    216049 | NS      | $6987226.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MAKITA CORP                                                  | MAKITA CORP NPV                                                               | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |     20816 | NS      | $779479.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA HOUSE INDUSTRY CO LTD                                  | DAIWA HOUSE INDUSTRY CO LTD NPV                                               | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |     44192 | NS      | $1350252.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4167.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GROUPE BRUXELLES LAMBERT SA                                  | GROUPE BRUXELLES LAMBERT SA NPV                                               | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      9190 | NS      | $857034.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTE OYJ                                                    | NESTE OYJ NPV                                                                 | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     25356 | NS      | $873575.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FAST RETAILING COMPANY LTD                                   | FAST RETAILING COMPANY LTD NPV                                                | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |     11434 | NS      | $5369503.59   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMRIZE AG                                                    | AMRIZE AG USD0.01                                                             | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |     32360 | NS      | $1769341.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                                 | CHUGAI PHARMACEUTICAL CO LTD NPV                                              | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     41514 | NS      | $2150075.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH & NEPHEW PLC                                           | SMITH & NEPHEW PLC ORD USD0.20                                                | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     57471 | NS      | $887929.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIFUKU CO LTD                                               | DAIFUKU CO LTD NPV                                                            | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |     26666 | NS      | $1153731.41   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DELIVERY HERO SE                                             | DELIVERY HERO SE NPV                                                          | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |     15625 | NS      | $375558.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYU FUDOSAN HOLDINGS CORP                                  | TOKYU FUDOSAN HOLDINGS CORP NPV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     67827 | NS      | $578913.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNELLO CUCINELLI SPA                                       | BRUNELLO CUCINELLI SPA NPV                                                    | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      3476 | NS      | $337455.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4673.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LY CORP                                                      | LY CORP NPV                                                                   | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    203562 | NS      | $535583.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                     | SVENSKA HANDELSBANKEN AB SER'A'NPV                                            | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    100556 | NS      | $1418907.01   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| JAPAN POST HOLDINGS CO LTD                                   | JAPAN POST HOLDINGS CO LTD NPV                                                | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |    129081 | NS      | $1501641.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH LAND COMPANY PLC (THE)                               | BRITISH LAND COMPANY PLC (THE) ORD GBP0.25                                    | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |     67505 | NS      | $354898.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                   | ANHEUSER-BUSCH INBEV SA/NV NPV                                                | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     58220 | NS      | $4398188.81   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTEER AUTOMOTIVE GROUP LTD                                 | NEXTEER AUTOMOTIVE GROUP LTD HKD0.1                                           | CUSIP: 000000000<br>LEI: 529900O9GGNBKMJ9UO48 | Long             | EC               | CORP              | KY        |     61957 | NS      | $38042.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENLIGHT RENEWABLE ENERGY LTD                                 | ENLIGHT RENEWABLE ENERGY LTD ILS0.1                                           | CUSIP: 000000000<br>LEI: 984500HF6A99N758F734 | Long             | EC               | CORP              | IL        |      9673 | NS      | $861425.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI INTECC COMPANY LTD                                     | ASAHI INTECC COMPANY LTD NPV                                                  | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |     18604 | NS      | $391538.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTELLAS PHARMA INC                                          | ASTELLAS PHARMA INC NPV                                                       | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    127647 | NS      | $1818117.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTEST CORP                                               | ADVANTEST CORP NPV                                                            | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     45847 | NS      | $8267995.41   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-37.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SECOM COMPANY LTD                                            | SECOM COMPANY LTD NPV                                                         | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |     33118 | NS      | $1213090.33   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WOORI FINANCIAL GROUP INC                                    | WOORI FINANCIAL GROUP INC KRW5000                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     68894 | NS      | $1549093.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREAN AIR LINES CO LTD                                      | KOREAN AIR LINES CO LTD KRW5000                                               | CUSIP: 000000000<br>LEI: 988400C2UFBF4B660C58 | Long             | EC               | CORP              | KR        |     42076 | NS      | $696444.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORP                                                   | INPEX CORP NPV                                                                | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     61658 | NS      | $1632881.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                          | BANCA MONTE DEI PASCHI DI SIENA SPA NPV (POST SPLT)                           | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |    136502 | NS      | $1449437.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| A.P. MOLLER-MAERSK A/S                                       | A.P. MOLLER-MAERSK A/S SER'B'DKK1000                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       343 | NS      | $812256.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CAPITALAND INVESTMENT LTD                                    | CAPITALAND INVESTMENT LTD NPV                                                 | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |    245861 | NS      | $536683.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                                 | UNIBAIL-RODAMCO-WESTFIELD SE NPV (1 ORD UNIBAIL-R & 1CLASS A WFD)             | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | EC               | CORP              | FR        |      9494 | NS      | $1148216.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPSOL SA                                                    | REPSOL SA EUR1                                                                | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     72155 | NS      | $1928128.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOBIS COMPANY LTD                                    | HYUNDAI MOBIS COMPANY LTD KRW5000                                             | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      5354 | NS      | $1534149.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $539.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                           | PUBLICIS GROUPE SA EUR0.40                                                    | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |     15755 | NS      | $1467051.31   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LION CORP                                                    | LION CORP NPV                                                                 | CUSIP: 000000000<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |     27121 | NS      | $265057.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK CORP                                                     | NGK CORP NPV                                                                  | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |     26601 | NS      | $842140.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AKZO NOBEL NV                                                | AKZO NOBEL NV EUR0.50(POST REV SPLIT)                                         | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |     11246 | NS      | $658021.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DINO POLSKA SA                                               | DINO POLSKA SA PLN0.01                                                        | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |     40465 | NS      | $357444.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                      | BASF SE NPV                                                                   | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     58051 | NS      | $3727608.55   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR GROUP LTD                                          | ENDEAVOUR GROUP LTD NPV                                                       | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |    148512 | NS      | $357687.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BRAMBLES LTD                                                 | BRAMBLES LTD NPV                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     94355 | NS      | $1535137.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                                  | NOVARTIS AG CHF0.49 (REGD)                                                    | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    119477 | NS      | $17706520.43  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIR GROUP PLC (THE)                                         | WEIR GROUP PLC (THE) ORD GBP0.125                                             | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     17661 | NS      | $636921.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-228.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAPLETREE INDUSTRIAL TRUST                                   | MAPLETREE INDUSTRIAL TRUST NPV (REIT)                                         | CUSIP: 000000000<br>LEI: 549300R7WZFHXNKDJF41 | Long             | EC               | CORP              | SG        |    421048 | NS      | $651301.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                             | DEUTSCHE BANK AG ORD NPV(REGD)                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    113430 | NS      | $3526059.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                              | ASML HOLDING NV EUR0.09                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     24009 | NS      | $34427319.82  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                              | ANTOFAGASTA PLC ORD GBP0.05                                                   | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     21613 | NS      | $1042441.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                | UNICREDIT SPA NPV                                                             | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     96653 | NS      | $7439904.58   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HALMA PLC                                                    | HALMA PLC ORD GBP0.10                                                         | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     25164 | NS      | $1506926.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HD HYUNDAI ELECTRIC CO LTD                                   | HD HYUNDAI ELECTRIC CO LTD KRW5000                                            | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |      1909 | NS      | $1611426.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TREND MICRO INC                                              | TREND MICRO INC NPV                                                           | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |     10477 | NS      | $366115.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT GROUP AG                                                 | VAT GROUP AG CHF0.10 (REGD)                                                   | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |      1845 | NS      | $1375404.39   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOKIA OYJ (NOKIA CORP)                                       | NOKIA OYJ (NOKIA CORP) NPV                                                    | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    319359 | NS      | $3972881.71   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3544665.67  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NATWEST GROUP PLC ORD GBP1.0769                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    496121 | NS      | $3945130.03   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                    | TOKIO MARINE HOLDINGS INC NPV                                                 | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    119496 | NS      | $5491912.78   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                       | ARISTOCRAT LEISURE LTD NPV                                                    | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |     41114 | NS      | $1397542.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| METLEN ENERGY & METALS PLC                                   | METLEN ENERGY & METALS PLC ORD EUR1                                           | CUSIP: 000000000<br>LEI: 213800ZSR3HVKMMPVG86 | Long             | EC               | CORP              | GB        |      6768 | NS      | $285175.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CELLNEX TELECOM SA                                           | CELLNEX TELECOM SA EUR0.25                                                    | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     36928 | NS      | $1239770.27   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                                                  | SUBARU CORP NPV                                                               | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     43665 | NS      | $654675.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                                     | INDUSTRIAL BANK OF KOREA KRW5000                                              | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | NUSS              | KR        |     58159 | NS      | $886187.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCO CORP                                                   | DISCO CORP NPV                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5767 | NS      | $2723688.91   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                                                    | ARGENX SE EUR0.10                                                             | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      3895 | NS      | $3052106.79   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| SSE PLC                                                      | SSE PLC GBP0.50                                                               | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     79865 | NS      | $2866119.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11926.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS COPCO AB                                               | ATLAS COPCO AB SER'B'NPV                                                      | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     96450 | NS      | $1614293.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM INTERNATIONAL NV                                         | ASM INTERNATIONAL NV EUR0.04                                                  | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |      2839 | NS      | $2766133.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STRAUMANN HOLDING AG                                         | STRAUMANN HOLDING AG CHF0.01 (REGD) (POST SPLIT)                              | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |      7165 | NS      | $774173.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SOFTBANK GROUP CORP                                          | SOFTBANK GROUP CORP NPV                                                       | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |    245372 | NS      | $8172020.47   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DB INSURANCE CO LTD                                          | DB INSURANCE CO LTD KRW500                                                    | CUSIP: 000000000<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |      4646 | NS      | $524992.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG                             | RAIFFEISEN BANK INTERNATIONAL AG NPV (REGD)                                   | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |      7246 | NS      | $394395.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KAKAO CORP                                                   | KAKAO CORP KRW100                                                             | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |     28837 | NS      | $919626.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                       | MERCEDES-BENZ GROUP AG ORD NPV(REGD)                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     48899 | NS      | $2844239.07   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTIGHETS AB BALDER                                         | FASTIGHETS AB BALDER SER'B'NPV                                                | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |     52099 | NS      | $309376.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RIGHTMOVE PLC                                                | RIGHTMOVE PLC ORD GBP0.001                                                    | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |     70637 | NS      | $415997.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $95.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISETAN MITSUKOSHI HOLDINGS LTD                               | ISETAN MITSUKOSHI HOLDINGS LTD NPV                                            | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     26038 | NS      | $493327.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HONDA MOTOR CO LTD                                           | HONDA MOTOR CO LTD NPV                                                        | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    254958 | NS      | $2060587.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                    | AIRBUS SE EUR1                                                                | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     37043 | NS      | $7599098.91   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                     | UNITED OVERSEAS BANK LTD NPV                                                  | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     79276 | NS      | $2250266.89   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BOERSE AG                                           | DEUTSCHE BOERSE AG NPV(REGD)                                                  | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     11952 | NS      | $3667702.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS COPCO AB                                               | ATLAS COPCO AB SER'A'NPV                                                      | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    159567 | NS      | $3004417.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AGEAS SA/NV                                                  | AGEAS SA/NV NPV                                                               | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     13447 | NS      | $1052124.27   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                                   | DIAGEO PLC ORD GBP0.28 101/108                                                | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    141218 | NS      | $2822748.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-KYMMENE CORP                                             | UPM-KYMMENE CORP NPV                                                          | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |     32199 | NS      | $962026.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| KEWPIE CORP                                                  | KEWPIE CORP NPV                                                               | CUSIP: 000000000<br>LEI: 529900LQQ53U4P4VZN24 | Long             | EC               | CORP              | JP        |     14848 | NS      | $394733.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3457.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4405.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                                    | BANDAI NAMCO HOLDINGS INC NPV                                                 | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     40396 | NS      | $933950.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                   | SAMSUNG ELECTRONICS CO LTD KRW100                                             | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |    332822 | NS      | $49478998.79  | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI HOLDINGS INC                                             | SBI HOLDINGS INC NPV                                                          | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     44521 | NS      | $897494.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOPLAST A/S                                                | COLOPLAST A/S SER'B'DKK1                                                      | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      8150 | NS      | $503961.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EBOS GROUP LTD                                               | EBOS GROUP LTD NPV                                                            | CUSIP: 000000000<br>LEI: 254900KJ40C7HBYTWC21 | Long             | EC               | CORP              | NZ        |     10754 | NS      | $134732.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                           | VODAFONE GROUP PLC ORD USD0.2095238                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1179512 | NS      | $1879250.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                       | KONINKLIJKE PHILIPS NV EUR0.20                                                | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     48543 | NS      | $1274959.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                                | JARDINE MATHESON HOLDINGS LTD USD0.25(SINGAPORE REG)                          | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |     11566 | NS      | $785215.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                       | SINGAPORE TECHNOLOGIES ENGINEERING LTD NPV                                    | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |    119991 | NS      | $1010014.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                                   | HALEON PLC ORD GBP0.01                                                        | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    569509 | NS      | $2631169.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2028.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANRIO CO LTD                                                | SANRIO CO LTD NPV                                                             | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |     67250 | NS      | $392672.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| RECORDATI - INDUSTRIA CHIMICA E FARMACEUTICA SPA             | RECORDATI - INDUSTRIA CHIMICA E FARMACEUTICA SPA EUR0.125                     | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |     10386 | NS      | $604777.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON SANSO HOLDINGS CORP                                   | NIPPON SANSO HOLDINGS CORP NPV                                                | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |     15612 | NS      | $551931.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KURARAY CO LTD                                               | KURARAY CO LTD NPV                                                            | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |     41038 | NS      | $430531.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                          | IMPERIAL BRANDS PLC GBP0.10                                                   | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     50109 | NS      | $1907208.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI HOUSE LTD                                            | SEKISUI HOUSE LTD NPV                                                         | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     54019 | NS      | $1175487.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                         | WESTPAC BANKING CORP NPV                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |    225426 | NS      | $6239683.81   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA REAL ESTATE MASTER FUND INC                           | NOMURA REAL ESTATE MASTER FUND INC REIT                                       | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               | CORP              | JP        |       552 | NS      | $568538.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                          | SUMITOMO MITSUI FINANCIAL GROUP INC NPV                                       | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    237535 | NS      | $8355144.51   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MIGDAL INSURANCE & FINANCIAL HOLDINGS LTD                    | MIGDAL INSURANCE & FINANCIAL HOLDINGS LTD ILS0.01                             | CUSIP: 000000000<br>LEI: 549300W4Y1WPXVCYYE42 | Long             | EC               | CORP              | IL        |     55626 | NS      | $354428.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3212.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KANSAI ELECTRIC POWER CO INC (THE)                           | KANSAI ELECTRIC POWER CO INC (THE) NPV                                        | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     69476 | NS      | $1110826.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AIB GROUP PLC                                                | AIB GROUP PLC ORD EUR0.625                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    133045 | NS      | $1529156.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNOLOGY ONE LTD                                           | TECHNOLOGY ONE LTD NPV                                                        | CUSIP: 000000000<br>LEI: 875500YEWBJIM91P9N12 | Long             | EC               | CORP              | AU        |     33031 | NS      | $664695.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GALP ENERGIA SGPS SA                                         | GALP ENERGIA SGPS SA EUR1                                                     | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     28510 | NS      | $667534.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                                             | PERNOD RICARD SA EUR1.55                                                      | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |     12509 | NS      | $922092.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SHIN-ETSU CHEMICAL COMPANY LTD                               | SHIN-ETSU CHEMICAL COMPANY LTD NPV                                            | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |    120364 | NS      | $5565601.25   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTOR AB                                                  | INVESTOR AB SER'B'NPV                                                         | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |    144414 | NS      | $5806591.94   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| NINTENDO COMPANY LTD                                         | NINTENDO COMPANY LTD NPV                                                      | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     65427 | NS      | $3209453.11   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC                                            | JAPAN TOBACCO INC NPV                                                         | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     76307 | NS      | $2855943.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTUS BAKERIES NV                                            | LOTUS BAKERIES NV NPV                                                         | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |        31 | NS      | $373099.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2064.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WISE PLC                                                     | WISE PLC CLS A ORD GBP0.01                                                    | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |     51398 | NS      | $734386.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMATSU LTD                                                  | KOMATSU LTD NPV                                                               | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     61742 | NS      | $2583467.62   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BURBERRY GROUP PLC                                           | BURBERRY GROUP PLC ORD GBP0.0005                                              | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     23342 | NS      | $367232.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN PLC                                           | ANGLO AMERICAN PLC ORD USD0.623855311355311                                   | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     67024 | NS      | $3266409.07   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX FINANCIAL LTD                                        | PHOENIX FINANCIAL LTD ILS1                                                    | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |     17397 | NS      | $1044827.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNBELT RENTALS HOLDINGS INC                                 | SUNBELT RENTALS HOLDINGS INC SHS                                              | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |     26469 | NS      | $1986829.49   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK A/S                                             | NOVO NORDISK A/S SER'B'DKK0.1                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    197779 | NS      | $8452823.78   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| KIKKOMAN CORP                                                | KIKKOMAN CORP NPV                                                             | CUSIP: 000000000<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |     58671 | NS      | $534087.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                                     | MITSUBISHI ELECTRIC CORP NPV                                                  | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    131065 | NS      | $5211486.65   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OYJ                                                    | ORION OYJ SER'B'NPV                                                           | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      6985 | NS      | $562909.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-577306.99   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MIRVAC GROUP                                                 | MIRVAC GROUP STAPLED SECURITIES                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    494915 | NS      | $604891.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORSTED A/S                                                   | ORSTED A/S DKK10                                                              | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     29023 | NS      | $776136.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                                          | MACQUARIE GROUP LTD NPV                                                       | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     24790 | NS      | $4189768.79   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TELENOR ASA                                                  | TELENOR ASA ORD NOK6                                                          | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     46946 | NS      | $769598.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AURIZON HOLDINGS LTD                                         | AURIZON HOLDINGS LTD NPV                                                      | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |    178306 | NS      | $534564.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSURBAN GROUP                                             | TRANSURBAN GROUP STAPLED UNITS NPV                                            | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |    203564 | NS      | $2048928.77   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIVA PLC                                                    | AVIVA PLC ORD GBP0.328947368                                                  | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    193865 | NS      | $1642762.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SCENTRE GROUP LTD                                            | SCENTRE GROUP LTD NPV STAPLED UNIT                                            | CUSIP: 000000000<br>LEI: 529900TUCASM3W86E831 | Long             | EC               | CORP              | AU        |    463167 | NS      | $1235405.03   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                   | ALLIANZ SE NPV(REGD)(VINKULIERT)                                              | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     24364 | NS      | $11117675.49  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANSKA AB                                                   | SKANSKA AB SER'B'NPV                                                          | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     25151 | NS      | $672820.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $771.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANKINTER SA                                                 | BANKINTER SA EUR0.30(REGD)                                                    | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     40695 | NS      | $676197.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA SA                                                | TELEFONICA SA EUR1                                                            | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    263075 | NS      | $1190577.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| COCA-COLA HBC AG                                             | COCA-COLA HBC AG ORD CHF6.70(CDI)                                             | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     13378 | NS      | $778044.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVIDE CAMPARI - MILANO NV                                   | DAVIDE CAMPARI - MILANO NV EUR0.01                                            | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |     47813 | NS      | $353347.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NICE LTD                                                     | NICE LTD ILS1                                                                 | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      5545 | NS      | $558979.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORP                                                  | ITOCHU CORP NPV                                                               | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |    406239 | NS      | $5024033.58   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                                    | THALES SA EUR3                                                                | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      5969 | NS      | $1637749.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL JAPAN RAILWAY COMPANY                                | CENTRAL JAPAN RAILWAY COMPANY NPV                                             | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |     61296 | NS      | $1464485.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL COMPANY LTD                            | TAKEDA PHARMACEUTICAL COMPANY LTD NPV                                         | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |    106476 | NS      | $3580795.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIENT OVERSEAS (INTERNATIONAL) LTD                          | ORIENT OVERSEAS (INTERNATIONAL) LTD USD0.1                                    | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |      7527 | NS      | $131155.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-273.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD                              | MITSUBISHI HEAVY INDUSTRIES LTD NPV                                           | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |    203657 | NS      | $5997747.71   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITZ FINANCIAL GROUP INC                                   | MERITZ FINANCIAL GROUP INC KRW500                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6749 | NS      | $508268.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA SPA                                           | TELECOM ITALIA SPA NPV                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   1230942 | NS      | $969470.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAR GROUP LTD                                                | CAR GROUP LTD NPV                                                             | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |     36340 | NS      | $662831.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RHEINMETALL AG                                               | RHEINMETALL AG NPV                                                            | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      2820 | NS      | $4484980.29   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTEOGEN INC                                                 | ALTEOGEN INC KRW500                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2839 | NS      | $705347.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                             | SKANDINAVISKA ENSKILDA BANKEN AB SER'A'NPV                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |    100648 | NS      | $1970663.89   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| SANWA HOLDINGS CORP                                          | SANWA HOLDINGS CORP NPV                                                       | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |     19100 | NS      | $435007.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GECINA SA                                                    | GECINA SA EUR7.50                                                             | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |      6287 | NS      | $529890.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCORP GROUP LTD                                            | SUNCORP GROUP LTD NPV                                                         | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     71266 | NS      | $876658.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1732.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SONOVA HOLDING AG                                            | SONOVA HOLDING AG CHF0.05 (REGD)                                              | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      3386 | NS      | $741235.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                       | SAP SE ORD NPV                                                                | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     64404 | NS      | $10992377.53  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LTD                               | GALAXY ENTERTAINMENT GROUP LTD NPV                                            | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |    150784 | NS      | $638263.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                            | COMPAGNIE FINANCIERE RICHEMONT SA CHF1 (REGD)                                 | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     33000 | NS      | $6266223.39   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO LTD                                                      | IGO LTD NPV                                                                   | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |     76479 | NS      | $408534.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KYUSHU ELECTRIC POWER COMPANY INC                            | KYUSHU ELECTRIC POWER COMPANY INC NPV                                         | CUSIP: 000000000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |     42714 | NS      | $460380.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERTEK GROUP PLC                                           | INTERTEK GROUP PLC ORD GBP0.01                                                | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      9672 | NS      | $622571.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                              | LONDON STOCK EXCHANGE GROUP PLC ORD GBP0.06918604                             | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |     31002 | NS      | $4023115.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FURUKAWA ELECTRIC CO LTD (THE)                               | FURUKAWA ELECTRIC CO LTD (THE) NPV                                            | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |      4636 | NS      | $1253484.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDOZ GROUP AG                                              | SANDOZ GROUP AG CHF0.05                                                       | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |     26879 | NS      | $2149495.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $76.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMATO HOLDINGS COMPANY LTD                                  | YAMATO HOLDINGS COMPANY LTD NPV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27692 | NS      | $311812.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU AERO ENGINES AG                                          | MTU AERO ENGINES AG NPV (REGD)                                                | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      3599 | NS      | $1229810.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN LOGISTICS FUND INC                                     | JAPAN LOGISTICS FUND INC REIT                                                 | CUSIP: 000000000<br>LEI: 3538004KZWISCQO70151 | Long             | EC               | CORP              | JP        |       658 | NS      | $399322.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIC CAMERA INC                                               | BIC CAMERA INC NPV                                                            | CUSIP: 000000000<br>LEI: 353800MQU1LJXY6N8N97 | Long             | EC               | CORP              | JP        |     22392 | NS      | $231557.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AXA SA                                                       | AXA SA EUR2.29                                                                | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    107316 | NS      | $5153806.59   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP SA                                                       | EDP SA EUR1(REGD)                                                             | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    197648 | NS      | $1076482.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRAX GROUP PLC                                             | SPIRAX GROUP PLC ORD GBP0.269230769                                           | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      5034 | NS      | $490321.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NH FOODS LTD                                                 | NH FOODS LTD NPV                                                              | CUSIP: 000000000<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |     10824 | NS      | $448418.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HANWHA OCEAN CO LTD                                          | HANWHA OCEAN CO LTD KRW5000                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     10065 | NS      | $894395.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXUS                                                        | DEXUS NPV (STAPLED)                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    135266 | NS      | $605863.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10000.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YOKOGAWA ELECTRIC CORP                                       | YOKOGAWA ELECTRIC CORP NPV                                                    | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |     22069 | NS      | $769362.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC INC                                                      | AGC INC NPV                                                                   | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     19906 | NS      | $709962.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SWATCH GROUP AG (THE)                                        | SWATCH GROUP AG (THE) CHF2.25(BR)                                             | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      2557 | NS      | $590982.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NIPPON EXPRESS HOLDINGS INC                                  | NIPPON EXPRESS HOLDINGS INC NPV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22708 | NS      | $594272.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GEBERIT AG                                                   | GEBERIT AG CHF0.10 (REGD)                                                     | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |      2285 | NS      | $1540377.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON PAINT HOLDINGS CO LTD                                 | NIPPON PAINT HOLDINGS CO LTD NPV                                              | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |     73812 | NS      | $465985.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PEARSON PLC                                                  | PEARSON PLC ORD GBP0.25                                                       | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     47432 | NS      | $697055.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HAREL INSURANCE INVESTMENTS AND FINANCIAL SERVICES LTD       | HAREL INSURANCE INVESTMENTS AND FINANCIAL SERVICES LTD ILS1                   | CUSIP: 000000000<br>LEI: 213800BDNN3W11SXXD60 | Long             | EC               | CORP              | IL        |      8428 | NS      | $522440.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUM OYJ                                                   | FORTUM OYJ EUR3.40                                                            | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |     26708 | NS      | $671710.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| KOITO MANUFACTURING CO LTD                                   | KOITO MANUFACTURING CO LTD NPV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25985 | NS      | $421683.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3217.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5720.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD                                    | ONO PHARMACEUTICAL CO LTD NPV                                                 | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     35730 | NS      | $525786.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LONZA GROUP AG                                               | LONZA GROUP AG CHF1 (REGD)                                                    | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      4335 | NS      | $2656264.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK POLSKA KASA OPIEKI SA                                   | BANK POLSKA KASA OPIEKI SA PLN1.00                                            | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |     13203 | NS      | $823232.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCKLAND TRUST MANAGEMENT LTD                               | STOCKLAND TRUST MANAGEMENT LTD NPV (STAPLED)                                  | CUSIP: 000000000<br>LEI: 549300Y8E5TMSOLM7P64 | Long             | EC               | CORP              | AU        |    226477 | NS      | $659442.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTRONIC INDUSTRIES COMPANY LTD                            | TECHTRONIC INDUSTRIES COMPANY LTD NPV                                         | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     95473 | NS      | $1363769.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                                                    | ORKLA ASA NOK1.25                                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     50803 | NS      | $623664.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZLEY PLC                                                  | BEAZLEY PLC ORD GBP0.05                                                       | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |     41283 | NS      | $715799.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APA GROUP                                                    | APA GROUP NPV (STAPLED UNITS)                                                 | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |     86306 | NS      | $641592.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AOZORA BANK LTD                                              | AOZORA BANK LTD NPV                                                           | CUSIP: 000000000<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |     19778 | NS      | $317864.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO HOLDINGS INC                                           | POSCO HOLDINGS INC KRW5000                                                    | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      7248 | NS      | $2257669.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1002.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEA GROUP AG                                                 | GEA GROUP AG NPV                                                              | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     10934 | NS      | $748403.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOWI ASA                                                     | MOWI ASA NOK7.50                                                              | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     31140 | NS      | $687566.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KEPPEL REIT LTD                                              | KEPPEL REIT LTD NPV (REIT)                                                    | CUSIP: 000000000<br>LEI: 549300ZD5HZLQCF55J25 | Long             | EC               | CORP              | SG        |     11700 | NS      | $8222.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN ENERGY LTD                                            | ORIGIN ENERGY LTD NPV                                                         | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |    118471 | NS      | $1030612.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VANGUARD TAX-MANAGED FUNDS                                   | VANGUARD TAX-MANAGED FUNDS VANGUARD FTSE DEVELOPED MKTS ETF                   | CUSIP: 921943858<br>LEI: 549300PTTIGTMUA02X28 | Long             | EC               | RF                | US        |     56309 | NS      | $3874059.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGAL & GENERAL GROUP PLC                                    | LEGAL & GENERAL GROUP PLC ORD GBP0.025                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |    351327 | NS      | $1201611.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA AEROSPACE INDUSTRIES LTD                               | KOREA AEROSPACE INDUSTRIES LTD KRW5000                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6109 | NS      | $696076.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELBIT SYSTEMS LTD                                            | ELBIT SYSTEMS LTD ILS1                                                        | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |      1924 | NS      | $1592563.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIENTAL LAND CO LTD                                         | ORIENTAL LAND CO LTD NPV                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |     72456 | NS      | $1011901.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TERUMO CORP                                                  | TERUMO CORP NPV                                                               | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |    101422 | NS      | $1292490.57   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5032.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE - ISRAEL BM                                    | BANK LEUMI LE - ISRAEL BM ILS1                                                | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |    122598 | NS      | $3097186.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ CHEILJEDANG CORP                                          | CJ CHEILJEDANG CORP KRW5000                                                   | CUSIP: 000000000<br>LEI: 9884008938PK154I3A92 | Long             | EC               | CORP              | KR        |      2622 | NS      | $435762.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HONGKONG LAND HOLDINGS LTD                                   | HONGKONG LAND HOLDINGS LTD ORD USD0.10(SINGAPORE REG)                         | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |     76403 | NS      | $602819.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUI GROUP COMPANY LTD                                      | MARUI GROUP COMPANY LTD NPV                                                   | CUSIP: 000000000<br>LEI: 52990081ZYFHQZEEMU57 | Long             | EC               | CORP              | JP        |     21598 | NS      | $414028.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDS CHINA LTD                                              | SANDS CHINA LTD USD0.01                                                       | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |    169217 | NS      | $352528.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MMG LTD                                                      | MMG LTD NPV                                                                   | CUSIP: 000000000<br>LEI: 529900XB5IQXFMSWEC48 | Long             | EC               | CORP              | HK        |    262926 | NS      | $278910.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDBANK AB                                                  | SWEDBANK AB SER'A'NPV                                                         | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     53015 | NS      | $1854857.43   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| SNAM SPA                                                     | SNAM SPA NPV                                                                  | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |    183922 | NS      | $1451130.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL DISCOUNT BANK LTD                                     | ISRAEL DISCOUNT BANK LTD ILS0.10                                              | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    120795 | NS      | $1342916.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI KASEI CORP                                             | ASAHI KASEI CORP NPV                                                          | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    113176 | NS      | $1108612.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $39.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                              | BAE SYSTEMS PLC ORD GBP0.025                                                  | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    189801 | NS      | $5267808.23   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB24 LTD                                                    | HUB24 LTD NPV                                                                 | CUSIP: 000000000<br>LEI: 529900O2RAS904TFIR32 | Long             | EC               | CORP              | AU        |      8952 | NS      | $536314.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APR CO LTD                                                   | APR CO LTD KRW100                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2189 | NS      | $626503.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRADA SPA                                                    | PRADA SPA COM EUR0.10                                                         | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |     47258 | NS      | $209331.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSA ABLOY AB                                                | ASSA ABLOY AB SER'B'NPV                                                       | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     66090 | NS      | $2510189.91   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| MORINAGA MILK INDUSTRY CO LTD                                | MORINAGA MILK INDUSTRY CO LTD NPV                                             | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |     10118 | NS      | $306435.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORP                                             | BRIDGESTONE CORP NPV                                                          | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     85177 | NS      | $1774690.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN HOLDINGS INC                                          | TOPPAN HOLDINGS INC NPV                                                       | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     19250 | NS      | $571216.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAMURA CO LTD                                             | SHIMAMURA CO LTD NPV                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15849 | NS      | $331129.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSHIN SEIFUN GROUP INC                                     | NISSHIN SEIFUN GROUP INC NPV                                                  | CUSIP: 000000000<br>LEI: 529900N4QFZS1P6PYX29 | Long             | EC               | CORP              | JP        |     34813 | NS      | $442979.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $69.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                                | SUMITOMO CORP NPV                                                             | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     70966 | NS      | $2644723.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP J-REIT                                                   | GLP J-REIT REIT                                                               | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               | CORP              | JP        |       600 | NS      | $518809.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOTRADER GP PLC                                            | AUTOTRADER GP PLC ORD GBP0.01                                                 | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     69872 | NS      | $470927.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAAB AB                                                      | SAAB AB NPV B                                                                 | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     23079 | NS      | $1396928.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO ELECTRIC INDUSTRIES LTD                             | SUMITOMO ELECTRIC INDUSTRIES LTD NPV                                          | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     49108 | NS      | $3193328.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA GROUP LTD                                                | AIA GROUP LTD NPV                                                             | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    665832 | NS      | $7228851.01   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG EPIS HOLDINGS CO LTD                                 | SAMSUNG EPIS HOLDINGS CO LTD KRW2500                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       744 | NS      | $272378.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVERN TRENT PLC                                             | SEVERN TRENT PLC ORD GBP0.9789                                                | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |     19338 | NS      | $859005.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KEISEI ELECTRIC RAILWAY CO LTD                               | KEISEI ELECTRIC RAILWAY CO LTD NPV                                            | CUSIP: 000000000<br>LEI: 529900VNP95IIHXPCY17 | Long             | EC               | CORP              | JP        |     42859 | NS      | $304133.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                     | ENGIE SA EUR1                                                                 | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    121092 | NS      | $3987251.83   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7813.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IDEMITSU KOSAN CO LTD                                        | IDEMITSU KOSAN CO LTD NPV                                                     | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     66457 | NS      | $571885.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                                      | EXOR NV EUR0.01                                                               | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |      6116 | NS      | $479247.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HANKYU HANSHIN HOLDINGS INC                                  | HANKYU HANSHIN HOLDINGS INC NPV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23445 | NS      | $675948.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| IHI CORP                                                     | IHI CORP NPV                                                                  | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |     61945 | NS      | $1127782.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENSHO HOLDINGS COMPANY LTD                                  | ZENSHO HOLDINGS COMPANY LTD NPV                                               | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |      7299 | NS      | $401641.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STMICROELECTRONICS NV                                        | STMICROELECTRONICS NV EUR1.04                                                 | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     41669 | NS      | $2248223.61   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSU GROUP INC                                             | DENTSU GROUP INC NPV                                                          | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |     18462 | NS      | $351791.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EPIROC AB                                                    | EPIROC AB SER'A'NPV                                                           | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     41045 | NS      | $1169431.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NITTO DENKO CORP                                             | NITTO DENKO CORP NPV                                                          | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     52922 | NS      | $1012307.81   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI LTD                                                  | HITACHI LTD NPV                                                               | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    274659 | NS      | $8556748.27   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-343.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                                      | PANASONIC HOLDINGS CORP NPV                                                   | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    150605 | NS      | $3078317.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BROTHER INDUSTRIES LTD                                       | BROTHER INDUSTRIES LTD NPV                                                    | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     25861 | NS      | $492449.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HENDERSON LAND DEVELOPMENT CO LTD                            | HENDERSON LAND DEVELOPMENT CO LTD NPV                                         | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |    127452 | NS      | $500778.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LIXIL CORP                                                   | LIXIL CORP COM NPV                                                            | CUSIP: 000000000<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |     36522 | NS      | $377327.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WESFARMERS LTD                                               | WESFARMERS LTD ORD NPV                                                        | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |     75586 | NS      | $3962651.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SK INC                                                       | SK INC KRW200                                                                 | CUSIP: 000000000<br>LEI: 988400GMME8AOAFMDK34 | Long             | EC               | CORP              | KR        |      4885 | NS      | $1399760.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                       | STANDARD CHARTERED PLC ORD USD0.50                                            | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    111581 | NS      | $2824397.86   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST JAPAN RAILWAY COMPANY                                   | WEST JAPAN RAILWAY COMPANY NPV                                                | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |     38906 | NS      | $702991.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXON CO LTD                                                 | NEXON CO LTD NPV                                                              | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |     24599 | NS      | $414810.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                             | ROCHE HOLDING AG CHF0.001                                                     | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |     45319 | NS      | $18450955.31  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2928361.20  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG EXCHANGES AND CLEARING LTD                         | HONG KONG EXCHANGES AND CLEARING LTD NPV                                      | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     76927 | NS      | $4049745.63   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COCHLEAR LTD                                                 | COCHLEAR LTD ORD NPV                                                          | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |      5822 | NS      | $393457.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                               | BNP PARIBAS SA EUR2                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     63248 | NS      | $6620236.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                         | WOOLWORTHS GROUP LTD NPV                                                      | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     79849 | NS      | $1974237.99   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                            | NATIONAL GRID PLC ORD GBP0.12431289                                           | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    314127 | NS      | $5601117.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                     | RELX PLC ORD GBP0.1444                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    115292 | NS      | $4201722.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SHINHAN FINANCIAL GROUP COMPANY LTD                          | SHINHAN FINANCIAL GROUP COMPANY LTD KRW5000                                   | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |     32284 | NS      | $2174468.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNTORY BEVERAGE & FOOD LTD                                  | SUNTORY BEVERAGE & FOOD LTD NPV                                               | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     14868 | NS      | $426860.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WISETECH GLOBAL LTD                                          | WISETECH GLOBAL LTD NPV                                                       | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |     15823 | NS      | $485979.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DAI NIPPON PRINTING CO LTD                                   | DAI NIPPON PRINTING CO LTD NPV                                                | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     37023 | NS      | $701217.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-221995.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLSBERG A/S                                                | CARLSBERG A/S SER'B'DKK20                                                     | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      5443 | NS      | $736716.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HD HYUNDAI HEAVY INDUSTRIES CO LTD                           | HD HYUNDAI HEAVY INDUSTRIES CO LTD KRW5000                                    | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |      2493 | NS      | $1151365.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA SA                                                 | IBERDROLA SA EUR0.75                                                          | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    417077 | NS      | $9760564.65   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SEATRIUM LTD                                                 | SEATRIUM LTD NPV (POST-SPLIT)                                                 | CUSIP: 000000000<br>LEI: 254900MQNHWMN6X1NV39 | Long             | EC               | CORP              | SG        |    130687 | NS      | $241148.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                                     | ASAHI GROUP HOLDINGS LTD NPV                                                  | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |    108700 | NS      | $1073785.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| REGION RE LTD                                                | REGION RE LTD NPV                                                             | CUSIP: 000000000<br>LEI: 549300MS6NZV0B7K7D28 | Long             | EC               | CORP              | AU        |    234291 | NS      | $389103.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLTRION INC                                                | CELLTRION INC KRW1000                                                         | CUSIP: 000000000<br>LEI: 988400JFZG785WJX3D68 | Long             | EC               | CORP              | KR        |     11403 | NS      | $1541465.41   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGRAND SA                                                   | LEGRAND SA EUR4                                                               | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     17295 | NS      | $3079698.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSONITE GROUP SA                                           | SAMSONITE GROUP SA USD0.01                                                    | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |    100987 | NS      | $183958.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIICHI LIFE GROUP INC                                       | DAIICHI LIFE GROUP INC NPV                                                    | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    234978 | NS      | $2159269.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $362.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MBANK SA                                                     | MBANK SA PLN4.00                                                              | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | EC               | CORP              | PL        |      1142 | NS      | $359175.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAC TECHNOLOGIES HOLDINGS INC                                | AAC TECHNOLOGIES HOLDINGS INC USD0.01                                         | CUSIP: 000000000<br>LEI: 549300SKEDE1VKS0A552 | Long             | EC               | CORP              | KY        |     52590 | NS      | $241677.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO SPA                                                 | LEONARDO SPA NPV                                                              | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |     26530 | NS      | $1650033.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OBIC CO LTD                                                  | OBIC CO LTD NPV                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26144 | NS      | $694203.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KONGSBERG MARITIME ASA                                       | KONGSBERG MARITIME ASA NOK0.06                                                | CUSIP: 000000000<br>LEI: 6367007UE6J5YSBTWN87 | Long             | EC               | CORP              | NO        |     27458 | NS      | $179224.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                                   | GRIFOLS SA EUR0.25 (CLASS A) POST SUBD                                        | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |     32277 | NS      | $339247.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SMITHS GROUP PLC                                             | SMITHS GROUP PLC ORD GBP0.375                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     22972 | NS      | $794118.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                        | SCHNEIDER ELECTRIC SE EUR4.00                                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     34514 | NS      | $10874695.48  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER AG                                                     | BAYER AG NPV (REGD)                                                           | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     62670 | NS      | $2797242.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC HOLDINGS PLC ORD USD0.50                                                 | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |   1062033 | NS      | $19467911.15  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-392.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2297282.07  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTEN PHARMACEUTICAL COMPANY LTD                            | SANTEN PHARMACEUTICAL COMPANY LTD NPV                                         | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |     35603 | NS      | $367151.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARREFOUR SA                                                 | CARREFOUR SA EUR2.50                                                          | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     41207 | NS      | $819325.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTERSHARE LTD                                            | COMPUTERSHARE LTD NPV                                                         | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |     42753 | NS      | $927648.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORP                                            | TOYOTA MOTOR CORP NPV                                                         | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    669686 | NS      | $12918929.06  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| NEMETSCHEK SE                                                | NEMETSCHEK SE ORD NPV                                                         | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |      4406 | NS      | $319410.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG FIRE & MARINE INSURANCE COMPANY LTD                  | SAMSUNG FIRE & MARINE INSURANCE COMPANY LTD KRW500                            | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |      2867 | NS      | $891105.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG C&T CORP                                             | SAMSUNG C&T CORP KRW100                                                       | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |      8598 | NS      | $1730382.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SIG GROUP AG                                                 | SIG GROUP AG CHF0.01                                                          | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |     24629 | NS      | $399014.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MIZUHO FINANCIAL GROUP INC                                   | MIZUHO FINANCIAL GROUP INC NPV                                                | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |    157122 | NS      | $6739887.58   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELORMITTAL SA                                             | ARCELORMITTAL SA NPV                                                          | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     26491 | NS      | $1530143.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $736.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYENSQO SA/NV                                                | SYENSQO SA/NV NPV                                                             | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |      5100 | NS      | $337116.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| LASERTEC CORP                                                | LASERTEC CORP NPV                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5217 | NS      | $1421229.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYCURRENT INC                                               | BAYCURRENT INC NPV                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10529 | NS      | $339981.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOTOR COMPANY                                        | HYUNDAI MOTOR COMPANY KRW5000                                                 | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |     11337 | NS      | $4058756.07   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM ERICSSON                              | TELEFONAKTIEBOLAGET LM ERICSSON SER'B'NPV                                     | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    175679 | NS      | $2057395.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALFA LAVAL AB                                                | ALFA LAVAL AB NPV                                                             | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |     19650 | NS      | $1163890.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| RANDSTAD NV                                                  | RANDSTAD NV EUR0.10                                                           | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      8827 | NS      | $260312.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CSL LTD                                                      | CSL LTD ORD NPV                                                               | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |     30550 | NS      | $2731647.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PANDORA A/S                                                  | PANDORA A/S DKK1                                                              | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      4914 | NS      | $373211.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                 | UNILEVER PLC ORD GBP0.035                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    135414 | NS      | $7906755.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $33.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                                 | 3I GROUP PLC ORD GBP0.738636                                                  | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     62335 | NS      | $2170103.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VEND MARKETPLACES ASA                                        | VEND MARKETPLACES ASA NOK0.50                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |     13585 | NS      | $372095.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR MINING PLC                                         | ENDEAVOUR MINING PLC ORD USD0.01                                              | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     15036 | NS      | $901849.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| YASKAWA ELECTRIC CORP                                        | YASKAWA ELECTRIC CORP NPV                                                     | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |     21144 | NS      | $744806.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEY FORWARD INC                                            | MONEY FORWARD INC NPV                                                         | CUSIP: 000000000<br>LEI: 35380017JS3GIGP6WN95 | Long             | EC               | CORP              | JP        |      5607 | NS      | $169063.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REA GROUP LTD                                                | REA GROUP LTD ORD NPV                                                         | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |      4285 | NS      | $523256.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTERY CORP LTD (THE)                                       | LOTTERY CORP LTD (THE) NPV                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    176792 | NS      | $701616.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERBUND AG                                                   | VERBUND AG CLASS'A'NPV                                                        | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |      4989 | NS      | $375427.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                      | DSV A/S DKK1                                                                  | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |     12124 | NS      | $2966241.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND SECURITIES GROUP PLC                                    | LAND SECURITIES GROUP PLC ORD GBP0.106666666                                  | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |     56639 | NS      | $454854.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1321805.03  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                                     | MITSUBISHI ESTATE CO LTD NPV                                                  | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     77623 | NS      | $2196358.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITALAND INTEGRATED COMMERCIAL TRUST                       | CAPITALAND INTEGRATED COMMERCIAL TRUST NPV (REAL ESTATE INVESTMENT TRUST)     | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |    718411 | NS      | $1331278.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLIDEN AB                                                   | BOLIDEN AB NPV                                                                | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     19424 | NS      | $1007951.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                                  | AKER BP ASA NOK1                                                              | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     21767 | NS      | $843761.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRIN HOLDINGS COMPANY LTD                                   | KIRIN HOLDINGS COMPANY LTD NPV                                                | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     64984 | NS      | $1028223.91   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KOTOBUKI SPIRITS COMPANY LTD                                 | KOTOBUKI SPIRITS COMPANY LTD NPV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12364 | NS      | $158785.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUTRADE AB                                                 | INDUTRADE AB NPV                                                              | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |     19373 | NS      | $412926.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLEPIERRE SA                                                 | KLEPIERRE SA EUR1.40                                                          | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     17901 | NS      | $723616.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIDAS AG                                                    | ADIDAS AG NPV (REGD)                                                          | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     10642 | NS      | $1840079.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| A2 MILK CO LTD (THE)                                         | A2 MILK CO LTD (THE) NPV                                                      | CUSIP: 000000000<br>LEI: 529900PVC9CV0KFA2U62 | Long             | EC               | CORP              | NZ        |     45574 | NS      | $231978.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $91.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                                | KION GROUP AG NPV                                                             | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      5382 | NS      | $279681.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XERO LTD                                                     | XERO LTD NPV                                                                  | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |     13174 | NS      | $758093.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GQG PARTNERS INC                                             | GQG PARTNERS INC CDI 1:1                                                      | CUSIP: 000000000<br>LEI: 254900I3AQSQQQA75U50 | Long             | EC               | CORP              | US        |     42026 | NS      | $49551.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HANWHA AEROSPACE CO LTD                                      | HANWHA AEROSPACE CO LTD KRW5000                                               | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |      2182 | NS      | $2084610.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FISHER & PAYKEL HEALTHCARE CORP LTD                          | FISHER & PAYKEL HEALTHCARE CORP LTD NPV                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     42564 | NS      | $915928.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI FUDOSAN COMPANY LTD                                   | MITSUI FUDOSAN COMPANY LTD NPV                                                | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    182210 | NS      | $1981921.09   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                    | ZURICH INSURANCE GROUP AG CHF0.10                                             | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      9500 | NS      | $6605843.62   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESNILLO PLC                                                | FRESNILLO PLC ORD USD0.50                                                     | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |     13393 | NS      | $588737.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                                      | TOWER SEMICONDUCTOR LTD ORD ILS1                                              | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |      8578 | NS      | $1761422.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG GROUP AG                                               | BAWAG GROUP AG NPV                                                            | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      4439 | NS      | $758683.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-629.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROHM COMPANY LTD                                             | ROHM COMPANY LTD NPV                                                          | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |     28504 | NS      | $618082.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFINA SA                                                    | SOFINA SA NPV                                                                 | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |      1664 | NS      | $425525.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ECOPRO BM CO LTD                                             | ECOPRO BM CO LTD KRW500                                                       | CUSIP: 000000000<br>LEI: 988400KB3FIHJINXCS55 | Long             | EC               | CORP              | KR        |      5082 | NS      | $705833.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHINDLER HOLDING AG                                         | SCHINDLER HOLDING AG CHF0.10 (PTG CERT)                                       | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EP               | CORP              | CH        |      4175 | NS      | $1459555.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICAL INDUSTRIES LTD                           | TEVA PHARMACEUTICAL INDUSTRIES LTD ILS0.10                                    | CUSIP: 000000000<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     79170 | NS      | $2783681.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE KPN NV                                           | KONINKLIJKE KPN NV EUR0.04                                                    | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    251328 | NS      | $1345557.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM FIRMENICH AG                                             | DSM FIRMENICH AG EUR0.01                                                      | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |     11995 | NS      | $894334.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOSOH CORP                                                   | TOSOH CORP NPV                                                                | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     34871 | NS      | $536956.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRO MEDICUS LTD                                              | PRO MEDICUS LTD NPV                                                           | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |      4985 | NS      | $481684.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                                  | NN GROUP NV EUR0.12                                                           | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     18997 | NS      | $1655730.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-184.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LTD                      | SITC INTERNATIONAL HOLDINGS COMPANY LTD HKD0.10                               | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     89729 | NS      | $374321.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                       | UCB SA NPV                                                                    | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      7587 | NS      | $2057660.47   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| XINYI GLASS HOLDINGS LTD                                     | XINYI GLASS HOLDINGS LTD HKD0.1                                               | CUSIP: 000000000<br>LEI: 52990082YXVVZFK1QJ17 | Long             | EC               | CORP              | KY        |    158161 | NS      | $194830.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AENA SME SA                                                  | AENA SME SA EUR10                                                             | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     45945 | NS      | $1252535.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| POWSZECHNY ZAKLAD UBEZPIECZEN SA                             | POWSZECHNY ZAKLAD UBEZPIECZEN SA PLN0.10                                      | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |     51408 | NS      | $900851.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA HOLDINGS COMPANY LTD                                  | OTSUKA HOLDINGS COMPANY LTD NPV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29736 | NS      | $2163239.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRATT REDROW PLC                                           | BARRATT REDROW PLC ORD GBP0.10                                                | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |     89789 | NS      | $305877.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEGRO PLC                                                    | SEGRO PLC ORD GBP0.10                                                         | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     80627 | NS      | $761438.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                       | DBS GROUP HOLDINGS LTD NPV                                                    | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    123568 | NS      | $5676045.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG HEAVY INDUSTRIES COMPANY LTD                         | SAMSUNG HEAVY INDUSTRIES COMPANY LTD KRW1000                                  | CUSIP: 000000000<br>LEI: 988400OSK0T9LDTWNC20 | Long             | EC               | CORP              | KR        |     55522 | NS      | $1210987.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-204.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONVATEC GROUP PLC                                           | CONVATEC GROUP PLC ORD GBP0.1                                                 | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |    135661 | NS      | $388593.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE' CAPITAL MARKETS SA                                   | NESTLE' CAPITAL MARKETS SA CHF0.10 (REGD)                                     | CUSIP: 000000000<br>LEI: 549300PZN3NFSOUXLC42 | Long             | EC               | CORP              | CH        |    158478 | NS      | $16019034.46  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Institutional Preferred Government Money Market Fund | Dreyfus Institutional Preferred Government Money Market Fund                  | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   2456235 | NS      | $2456234.89   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALS LTD                                                      | ALS LTD NPV                                                                   | CUSIP: 000000000<br>LEI: 549300RYCQ8DMIO2J661 | Long             | EC               | CORP              | AU        |     54409 | NS      | $832415.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OBAYASHI CORP                                                | OBAYASHI CORP NPV                                                             | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     52553 | NS      | $1227091.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER BANCA SPA                                               | BPER BANCA SPA NPV                                                            | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     99777 | NS      | $1467019.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXT VISION STABILIZED SYS LTD                               | NEXT VISION STABILIZED SYS LTD NPV                                            | CUSIP: 000000000<br>LEI: 2549001OCAI48UYCZD40 | Long             | EC               | CORP              | IL        |      4893 | NS      | $560047.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KESKO OYJ                                                    | KESKO OYJ SER'B'EUR2                                                          | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     19022 | NS      | $467695.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | LLOYDS BANKING GROUP PLC ORD GBP0.1                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   3669937 | NS      | $4971410.21   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMSAY HEALTH CARE LTD                                       | RAMSAY HEALTH CARE LTD NPV                                                    | CUSIP: 000000000<br>LEI: 549300QBX122KF2JPI10 | Long             | EC               | CORP              | AU        |     17114 | NS      | $479613.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $94.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS & AD INSURANCE GROUP HOLDINGS INC                         | MS & AD INSURANCE GROUP HOLDINGS INC NPV                                      | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     84677 | NS      | $2179809.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KB FINANCIAL GROUP INC                                       | KB FINANCIAL GROUP INC KRW5000                                                | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |     26948 | NS      | $2916096.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS ARTERIA LTD                                            | ATLAS ARTERIA LTD NPV(STAPLED)                                                | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |    110574 | NS      | $381585.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                       | SKF AB SER'B'NPV                                                              | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     25500 | NS      | $632821.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| DAITO TRUST CONSTRUCTION CO LTD                              | DAITO TRUST CONSTRUCTION CO LTD NPV                                           | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     27772 | NS      | $623476.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                      | E.ON SE NPV                                                                   | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    146238 | NS      | $3240469.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSIMMON PLC                                                | PERSIMMON PLC ORD GBP0.10                                                     | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     21763 | NS      | $312581.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSTOM SA                                                    | ALSTOM SA EUR7.00                                                             | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     23953 | NS      | $479914.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| INTESA SANPAOLO SPA                                          | INTESA SANPAOLO SPA NPV                                                       | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |   1004347 | NS      | $6803800.59   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| STORA ENSO OYJ                                               | STORA ENSO OYJ SER'R'NPV                                                      | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     36160 | NS      | $401268.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1182.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TIS INC                                                      | TIS INC NPV                                                                   | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |     16792 | NS      | $366154.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON AG                                                     | ALCON AG CHF0.04                                                              | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     31800 | NS      | $2367362.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HANNOVER RUECK SE                                            | HANNOVER RUECK SE ORD NPV(REGD)                                               | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      4203 | NS      | $1270050.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                                     | VOLVO AB SER'B'NPV                                                            | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    111630 | NS      | $3850142.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| SGS SA                                                       | SGS SA CHF0.04 (REGD)                                                         | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |     11191 | NS      | $1211183.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA                 | INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA ORD EUR0.10 (CDI)                | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |    137270 | NS      | $694631.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOCERA CORP                                                 | KYOCERA CORP NPV                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    103031 | NS      | $1782109.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC CORP (JP)                                                | SMC CORP (JP) NPV                                                             | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      3860 | NS      | $1874023.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTO LTD                                                     | TOTO LTD NPV                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13567 | NS      | $469678.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA SA                                          | ESSILORLUXOTTICA SA EUR0.18                                                   | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     18400 | NS      | $3912115.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8810.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2429.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA CELLULOSA AB SCA                                     | SVENSKA CELLULOSA AB SCA SER'B'NPV                                            | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     41190 | NS      | $467466.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| VAR ENERGI ASA                                               | VAR ENERGI ASA NOK0.16                                                        | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |     73925 | NS      | $372938.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO REALTY & DEVELOPMENT CO LTD                         | SUMITOMO REALTY & DEVELOPMENT CO LTD NPV                                      | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |     47708 | NS      | $1474425.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                     | UNIVERSAL MUSIC GROUP NV EUR10.00                                             | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     61067 | NS      | $1276169.07   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LINK REAL ESTATE INVESTMENT TRUST                            | LINK REAL ESTATE INVESTMENT TRUST UNITS                                       | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |    188430 | NS      | $942901.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INPOST SA                                                    | INPOST SA EUR0.01                                                             | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |     15794 | NS      | $281982.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPRO MATERIALS CO LTD                                      | ECOPRO MATERIALS CO LTD KRW 500                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6453 | NS      | $349363.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH32 LTD                                                  | SOUTH32 LTD NPV                                                               | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    386966 | NS      | $1121180.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER HALL GROUP                                           | CHARTER HALL GROUP NPV (STAPLED)                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     48005 | NS      | $695439.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WARTSILA OYJ ABP                                             | WARTSILA OYJ ABP NPV                                                          | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     28701 | NS      | $1203618.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK HOLDING AG                                     | DAIMLER TRUCK HOLDING AG NPV                                                  | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     33382 | NS      | $1681474.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                                | KONINKLIJKE AHOLD DELHAIZE NV EUR0.01                                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     58135 | NS      | $2729169.83   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIZUOKA FINANCIAL GROUP INC                                 | SHIZUOKA FINANCIAL GROUP INC NPV                                              | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |     46221 | NS      | $811422.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CORP                                              | MITSUBISHI CORP NPV                                                           | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    208563 | NS      | $6641328.42   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXI SPA                                                     | NEXI SPA NPV                                                                  | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |     62769 | NS      | $298058.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DAIKIN INDUSTRIES LTD                                        | DAIKIN INDUSTRIES LTD NPV                                                     | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     18383 | NS      | $2576705.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JULIUS BAER GROUP AG                                         | JULIUS BAER GROUP AG CHF0.02 (REGD)                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     14850 | NS      | $1217166.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INC                                           | LIGHT & WONDER INC CDI 1:1 FOREIGN EXEMPT XNGS                                | CUSIP: 000000000<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      4690 | NS      | $388304.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE SABADELL SA                                         | BANCO DE SABADELL SA EUR0.125                                                 | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    313480 | NS      | $1212763.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EPIROC AB                                                    | EPIROC AB SER'B'NPV                                                           | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     26129 | NS      | $644477.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                          | NOMURA HOLDINGS INC NPV                                                       | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    223726 | NS      | $1793891.19   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                  | NATIONAL AUSTRALIA BANK LTD NPV                                               | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |    202413 | NS      | $5803518.85   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                    | WOODSIDE ENERGY GROUP LTD NPV                                                 | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |    120937 | NS      | $2917088.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA RESEARCH INSTITUTE LTD                                | NOMURA RESEARCH INSTITUTE LTD NPV                                             | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     30336 | NS      | $801836.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                                   | FERRARI NV COM EUR0.01                                                        | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      7746 | NS      | $2665504.29   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPRO CO LTD                                                | ECOPRO CO LTD KRW100                                                          | CUSIP: 000000000<br>LEI: 9884006OCHPD0V2O6P20 | Long             | EC               | CORP              | KR        |      8513 | NS      | $877587.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AUCKLAND INTERNATIONAL AIRPORT LTD                           | AUCKLAND INTERNATIONAL AIRPORT LTD NPV                                        | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |    140221 | NS      | $681081.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EISAI CO LTD                                                 | EISAI CO LTD NPV                                                              | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |     19419 | NS      | $580816.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KAWASAKI HEAVY INDUSTRIES LTD                                | KAWASAKI HEAVY INDUSTRIES LTD NPV                                             | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |     54806 | NS      | $1125113.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBERAGENT INC                                               | CYBERAGENT INC NPV                                                            | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |     36566 | NS      | $291328.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-910.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI & CO. LTD                                             | MITSUI & CO. LTD NPV                                                          | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    163759 | NS      | $6161405.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WHARF REAL ESTATE INVESTMENT CO LTD                          | WHARF REAL ESTATE INVESTMENT CO LTD HKD0.1                                    | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |    132187 | NS      | $410714.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                                      | M&G PLC ORD GBP0.05                                                           | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |    136941 | NS      | $563268.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USS COMPANY LTD                                              | USS COMPANY LTD NPV                                                           | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |     43818 | NS      | $473957.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS EVENTIM AG & CO. KGAA                                    | CTS EVENTIM AG & CO. KGAA NPV                                                 | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |      4524 | NS      | $297980.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLCIM AG                                                    | HOLCIM AG CHF2 (REGD)                                                         | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     32036 | NS      | $2969080.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURGY ENERGY GROUP SA                                      | NATURGY ENERGY GROUP SA EUR1                                                  | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     27146 | NS      | $852770.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO ELECTRON LTD                                           | TOKYO ELECTRON LTD NPV                                                        | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     28250 | NS      | $8002408.99   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| POLA ORBIS HOLDINGS INC                                      | POLA ORBIS HOLDINGS INC NPV                                                   | CUSIP: 000000000<br>LEI: 353800E8OIV0XYBABS79 | Long             | EC               | CORP              | JP        |     27554 | NS      | $227352.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NISSAN CHEMICAL CORP                                         | NISSAN CHEMICAL CORP NPV                                                      | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |     12785 | NS      | $552748.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-172.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HLB CO LTD                                                   | HLB CO LTD KRW500                                                             | CUSIP: 000000000<br>LEI: 988400ZL885PLZG8E576 | Long             | EC               | CORP              | KR        |      9599 | NS      | $393486.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                                  | EQUINOR ASA NOK2.50                                                           | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     43342 | NS      | $1732263.63   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MONCLER SPA                                                  | MONCLER SPA NPV                                                               | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     16312 | NS      | $980465.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO ELECTRIC POWER CO HOLDINGS INC                         | TOKYO ELECTRIC POWER CO HOLDINGS INC NPV                                      | CUSIP: 000000000<br>LEI: 5299004EMJ3R4RVR5Y75 | Long             | EC               | CORP              | JP        |    109006 | NS      | $411941.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWDEN JOINERY GROUP PLC                                     | HOWDEN JOINERY GROUP PLC ORD GBP0.10                                          | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |     38477 | NS      | $406248.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS CORP                                                 | OLYMPUS CORP NPV                                                              | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     77715 | NS      | $766958.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RENK GROUP AG                                                | RENK GROUP AG NPV                                                             | CUSIP: 000000000<br>LEI: 894500H8CNSZ53EI6K63 | Long             | EC               | CORP              | DE        |      5200 | NS      | $329208.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKMAN COMPANY LTD                                          | WORKMAN COMPANY LTD NPV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3535 | NS      | $162419.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THAI BEVERAGE PCL                                            | THAI BEVERAGE PCL THB1                                                        | CUSIP: 000000000<br>LEI: 529900VZFHQZ684D8L07 | Long             | EC               | CORP              | TH        |    444598 | NS      | $146622.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC                                                    | CANON INC NPV                                                                 | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     63277 | NS      | $1618014.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3784.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIBE INDUSTRIER AB                                           | NIBE INDUSTRIER AB SER'B'NPV                                                  | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |    101375 | NS      | $452751.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| KURITA WATER INDUSTRIES LTD                                  | KURITA WATER INDUSTRIES LTD NPV                                               | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |     11597 | NS      | $623790.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN STEEL WORKS LTD (THE)                                  | JAPAN STEEL WORKS LTD (THE) NPV                                               | CUSIP: 000000000<br>LEI: 529900AWFTILIHHO0936 | Long             | EC               | CORP              | JP        |      5439 | NS      | $329349.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT INC                                                      | NTT INC NPV                                                                   | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |   1949741 | NS      | $1897421.93   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAULT SA                                                   | RENAULT SA EUR3.81                                                            | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     14195 | NS      | $495712.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MATSUKIYOCOCOKARA & COMPANY                                  | MATSUKIYOCOCOKARA & COMPANY NPV                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28486 | NS      | $415551.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG SDS CO LTD                                           | SAMSUNG SDS CO LTD KRW500                                                     | CUSIP: 000000000<br>LEI: 988400G19T2TB4CAWX91 | Long             | EC               | CORP              | KR        |      6925 | NS      | $775980.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG & CHINA GAS CO LTD (TOWNGAS)                       | HONG KONG & CHINA GAS CO LTD (TOWNGAS) NPV                                    | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |    824915 | NS      | $761338.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KAJIMA CORP                                                  | KAJIMA CORP NPV                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33948 | NS      | $1325164.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                                      | SIEMENS HEALTHINEERS AG NPV                                                   | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     25135 | NS      | $1028421.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6940.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB LTD (CH)                                                 | ABB LTD (CH) CHF0.12 (REGD)                                                   | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     99908 | NS      | $10020821.58  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                                    | FRESENIUS MEDICAL CARE AG NPV                                                 | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     14667 | NS      | $664288.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OJI HOLDINGS CORP                                            | OJI HOLDINGS CORP NPV                                                         | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |     95281 | NS      | $500102.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNUM ICE CREAM COMPANY NV (THE)                            | MAGNUM ICE CREAM COMPANY NV (THE) ORD EUR3.50 (DI)                            | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |     29993 | NS      | $437679.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMAHA MOTOR CO LTD                                          | YAMAHA MOTOR CO LTD NPV                                                       | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     78980 | NS      | $557428.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SAMSUNG SDI COMPANY LTD                                      | SAMSUNG SDI COMPANY LTD KRW5000                                               | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |      5518 | NS      | $2585632.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG NPV(REGD)                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      8391 | NS      | $5027827.98   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                 | UBS GROUP AG USD0.10 (REGD)                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    198533 | NS      | $8758248.83   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MELROSE INDUSTRIES PLC                                       | MELROSE INDUSTRIES PLC ORD GBP0.001                                           | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |     79749 | NS      | $521784.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITBREAD PLC                                                | WHITBREAD PLC ORD GBP0.76797385                                               | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |     12809 | NS      | $388837.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $529.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA SECURITIES GROUP INC                                   | DAIWA SECURITIES GROUP INC NPV                                                | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |    126447 | NS      | $1184142.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYG A/S                                                     | TRYG A/S DKK5                                                                 | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |     18652 | NS      | $447406.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS CORP                                                   | ASICS CORP NPV                                                                | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     45024 | NS      | $1273388.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI KINZOKU CO LTD                                        | MITSUI KINZOKU CO LTD NPV                                                     | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |      3746 | NS      | $1012367.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MURATA MANUFACTURING COMPANY LTD                             | MURATA MANUFACTURING COMPANY LTD NPV                                          | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |    111753 | NS      | $3676962.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI O.S.K.LINES LTD                                       | MITSUI O.S.K.LINES LTD NPV                                                    | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |     22646 | NS      | $857688.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ANDRITZ AG                                                   | ANDRITZ AG NPV (BR)                                                           | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |      5377 | NS      | $456030.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HIROSE ELECTRIC CO LTD                                       | HIROSE ELECTRIC CO LTD NPV                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3585 | NS      | $499298.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS NV                                                | STELLANTIS NV COM EUR0.01                                                     | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    146740 | NS      | $1068774.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTACT ENERGY LTD                                           | CONTACT ENERGY LTD NPV                                                        | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |     50673 | NS      | $283421.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9633.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI INC                                          | MINEBEA MITSUMI INC NPV                                                       | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     34772 | NS      | $693198.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                      | GSK PLC ORD GBP0.3125                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    247758 | NS      | $6492571.24   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                                                     | ENEL SPA EUR1                                                                 | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    502226 | NS      | $5846578.01   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LTD                                 | BOC HONG KONG (HOLDINGS) LTD NPV                                              | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |    252818 | NS      | $1443245.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA                                          | AMADEUS IT GROUP SA EUR0.01                                                   | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     28082 | NS      | $1614135.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                                  | BOUYGUES SA EUR1                                                              | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     15610 | NS      | $920691.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ING GROEP NV                                                 | ING GROEP NV EUR0.01                                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    182572 | NS      | $5301672.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NAGACORP LTD                                                 | NAGACORP LTD HKD0.0125                                                        | CUSIP: 000000000<br>LEI: 549300MMNKN0RBJELS20 | Long             | EC               | CORP              | KY        |    153648 | NS      | $78454.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEGONA COMMUNICATIONS PLC                                    | ZEGONA COMMUNICATIONS PLC ORD GBP0.01                                         | CUSIP: 000000000<br>LEI: 213800ASI1VZL2ED4S65 | Long             | EC               | CORP              | GB        |     11937 | NS      | $285805.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKELEY GROUP HOLDINGS PLC (THE)                            | BERKELEY GROUP HOLDINGS PLC (THE) ORD GBP0.05611047                           | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |      7011 | NS      | $305430.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $82.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMANO INC                                                  | SHIMANO INC NPV                                                               | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |      5805 | NS      | $608079.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JD SPORTS FASHION PLC                                        | JD SPORTS FASHION PLC ORD GBP0.0005                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    170950 | NS      | $156334.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NSK LTD                                                      | NSK LTD NPV                                                                   | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |     77449 | NS      | $626689.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HANA FINANCIAL GROUP INC                                     | HANA FINANCIAL GROUP INC KRW5000                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     23354 | NS      | $2013873.11   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RTL GROUP SA                                                 | RTL GROUP SA NPV                                                              | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |      2353 | NS      | $90395.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NIPPON YUSEN KABUSHIKI KAISHA                                | NIPPON YUSEN KABUSHIKI KAISHA NPV                                             | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     27904 | NS      | $1009462.21   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| FRESENIUS SE & CO. KGAA                                      | FRESENIUS SE & CO. KGAA NPV                                                   | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     27467 | NS      | $1329079.57   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                                 | BT GROUP PLC ORD GBP0.05                                                      | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    364447 | NS      | $1072412.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM HOLDINGS CORP                                       | FUJIFILM HOLDINGS CORP NPV                                                    | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     84150 | NS      | $1551919.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS COMPANY LTD                                        | TOKYO GAS COMPANY LTD NPV                                                     | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     24132 | NS      | $1027155.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17265.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1241.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEON CO LTD                                                  | AEON CO LTD NPV                                                               | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |    161423 | NS      | $1555462.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI CHEMICALS INC                                         | MITSUI CHEMICALS INC NPV                                                      | CUSIP: 000000000<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |     42139 | NS      | $509577.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA SPA                                           | TELECOM ITALIA SPA SUBS RTS                                                   | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   1107913 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EBARA CORP                                                   | EBARA CORP NPV                                                                | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |     34003 | NS      | $1155891.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KERRY GROUP PLC                                              | KERRY GROUP PLC 'A'ORD EUR0.125                                               | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |     10325 | NS      | $874466.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOHO CO LTD (TOKYO)                                          | TOHO CO LTD (TOKYO) NPV                                                       | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |     45409 | NS      | $422055.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX CORP                                                    | ORIX CORP NPV                                                                 | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     80886 | NS      | $2722782.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HMM COMPANY LTD                                              | HMM COMPANY LTD KRW5000                                                       | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |     21287 | NS      | $294217.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPCOM CO LTD                                                | CAPCOM CO LTD NPV                                                             | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |     24867 | NS      | $524142.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL AG                                               | CONTINENTAL AG NPV                                                            | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      7902 | NS      | $594911.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-42225.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZENKOKU HOSHO COMPANY LTD                                    | ZENKOKU HOSHO COMPANY LTD NPV                                                 | CUSIP: 000000000<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |     20620 | NS      | $415018.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI GROUP INC                                             | MISUMI GROUP INC NPV                                                          | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |     23877 | NS      | $546852.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYU CORP                                                   | TOKYU CORP NPV                                                                | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |     47746 | NS      | $507151.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMAMATSU PHOTONICS KK                                       | HAMAMATSU PHOTONICS KK NPV                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28578 | NS      | $368930.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLTERS KLUWER NV                                            | WOLTERS KLUWER NV EUR0.12                                                     | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     15035 | NS      | $1171434.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KNORR BREMSE AG                                              | KNORR BREMSE AG NPV                                                           | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |      5005 | NS      | $581533.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YUHAN CORP                                                   | YUHAN CORP KRW1000                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7078 | NS      | $437125.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC HEALTHCARE LTD                                         | SONIC HEALTHCARE LTD NPV                                                      | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     38967 | NS      | $553861.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LTD                                                | RIO TINTO LTD NPV                                                             | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     26410 | NS      | $3178496.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| AEGON LTD                                                    | AEGON LTD EUR0.12                                                             | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |     92410 | NS      | $761411.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3404.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICG PLC                                                      | ICG PLC ORD GBP0.2625                                                         | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | RF                | GB        |     20217 | NS      | $498612.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFTON INC                                                  | KRAFTON INC KRW100                                                            | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |      2724 | NS      | $486690.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INFORMA PLC                                                  | INFORMA PLC ORD GBP0.001                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |     87079 | NS      | $937857.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                                        | MINERAL RESOURCES LTD NPV                                                     | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |     15209 | NS      | $696636.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INSURANCE AUSTRALIA GROUP LTD                                | INSURANCE AUSTRALIA GROUP LTD NPV                                             | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |    145641 | NS      | $786360.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                               | COMMERZBANK AG NPV                                                            | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     43640 | NS      | $1802463.87   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HOYA CORP                                                    | HOYA CORP NPV                                                                 | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     21951 | NS      | $4076284.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBU ELECTRIC POWER CO INC                                  | CHUBU ELECTRIC POWER CO INC NPV                                               | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |     62183 | NS      | $1067632.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORP LTD                             | OVERSEA-CHINESE BANKING CORP LTD NPV                                          | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    211579 | NS      | $3638318.17   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                                       | SINGAPORE EXCHANGE LTD NPV                                                    | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     69075 | NS      | $1176967.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8463.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPARK NEW ZEALAND LTD                                        | SPARK NEW ZEALAND LTD NPV                                                     | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |    169765 | NS      | $207894.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                                    | SAFRAN SA EUR0.20                                                             | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     22111 | NS      | $7080873.45   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                                 | PRYSMIAN SPA NPV                                                              | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     19747 | NS      | $2963856.81   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SA                  | POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SA PLN1.00                           | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |     59973 | NS      | $1563852.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDVIK AB                                                   | SANDVIK AB NPV                                                                | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     68388 | NS      | $2831790.53   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| DCC PLC                                                      | DCC PLC ORD EUR0.25 (CDI)                                                     | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      6145 | NS      | $462595.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| KAWASAKI KISEN KAISHA LTD                                    | KAWASAKI KISEN KAISHA LTD NPV                                                 | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |     27407 | NS      | $448169.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| VINCI SA                                                     | VINCI SA EUR2.50                                                              | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     32673 | NS      | $4925019.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVEN & I HOLDINGS COMPANY LTD                               | SEVEN & I HOLDINGS COMPANY LTD NPV                                            | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |    144477 | NS      | $1725002.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO COMERCIAL PORTUGUES SA                                 | BANCO COMERCIAL PORTUGUES SA NPV                                              | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    683692 | NS      | $729021.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8844.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAKAO BANK CORP                                              | KAKAO BANK CORP KRW5000                                                       | CUSIP: 000000000<br>LEI: 988400VAVCFSK6VF9Q87 | Long             | EC               | CORP              | KR        |     35425 | NS      | $581579.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIA CORP                                                     | KIA CORP KRW5000                                                              | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     19320 | NS      | $1977330.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR NEDERLAND NV                                             | ASR NEDERLAND NV EUR0.16                                                      | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     12117 | NS      | $917644.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                                          | ERSTE GROUP BANK AG NPV                                                       | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     17290 | NS      | $1910564.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LYNAS RARE EARTHS LTD                                        | LYNAS RARE EARTHS LTD NPV                                                     | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |     59636 | NS      | $815057.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                                      | SEKISUI CHEMICAL CO LTD NPV                                                   | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     40822 | NS      | $616999.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDEC CORP                                                   | NIDEC CORP NPV                                                                | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |     65370 | NS      | $999916.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMENOS AG                                                   | TEMENOS AG CHF5 (REGD)                                                        | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |      4163 | NS      | $393383.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR CO LTD                                          | NISSAN MOTOR CO LTD NPV                                                       | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |    188401 | NS      | $428006.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| COMPASS GROUP PLC                                            | COMPASS GROUP PLC ORD GBP0.1105                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    109177 | NS      | $3084250.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8341.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK CORP                                                     | TDK CORP NPV                                                                  | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |    131501 | NS      | $2425599.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HIKARI TSUSHIN INC                                           | HIKARI TSUSHIN INC NPV                                                        | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |      1585 | NS      | $384352.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                 | CAIXABANK SA EUR1                                                             | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    223994 | NS      | $2848272.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE SAINT-GOBAIN SA                                 | COMPAGNIE DE SAINT-GOBAIN SA EUR4                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     30181 | NS      | $2748748.17   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIONOGI & CO. LTD                                           | SHIONOGI & CO. LTD NPV                                                        | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     56607 | NS      | $1145108.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSIN FOOD HOLDINGS COMPANY LTD                             | NISSIN FOOD HOLDINGS COMPANY LTD NPV                                          | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |     19176 | NS      | $343064.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FINECOBANK BANCA FINECO SPA                                  | FINECOBANK BANCA FINECO SPA EUR0.33                                           | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     47663 | NS      | $1178603.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MAINFREIGHT LTD                                              | MAINFREIGHT LTD ORD NPV                                                       | CUSIP: 000000000<br>LEI: 5493007BE0VNXX7RYQ88 | Long             | EC               | CORP              | NZ        |      8801 | NS      | $305714.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIONEXT INC                                                | SOCIONEXT INC NPV                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18499 | NS      | $219454.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                       | LG ENERGY SOLUTION LTD KRW500                                                 | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | EC               | CORP              | KR        |      4172 | NS      | $1295311.49   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-480.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                             | BOC AVIATION LTD NPV                                                          | CUSIP: 000000000<br>LEI: 254900H06V5RMEB3KE72 | Long             | EC               | CORP              | SG        |     18157 | NS      | $184959.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                             | SINGAPORE TELECOMMUNICATIONS LTD NPV(BOARD LOT 100)                           | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    502470 | NS      | $1810951.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                    | CK HUTCHISON HOLDINGS LTD HKD1                                                | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |    188415 | NS      | $1564563.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENZHOU INTERNATIONAL GROUP HOLDINGS LTD                    | SHENZHOU INTERNATIONAL GROUP HOLDINGS LTD HKD0.10                             | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |     48999 | NS      | $292727.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON BUILDING FUND INC                                     | NIPPON BUILDING FUND INC REIT                                                 | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               | CORP              | JP        |       852 | NS      | $712786.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                                            | RAKUTEN GROUP INC NPV                                                         | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |    113487 | NS      | $549818.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BECHTLE AG                                                   | BECHTLE AG NPV                                                                | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |      7524 | NS      | $256307.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                       | OMV AG NPV                                                                    | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     11029 | NS      | $778193.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HANWHA VISION CO LTD                                         | HANWHA VISION CO LTD KRW500                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5540 | NS      | $321971.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST JAPAN RAILWAY COMPANY                                   | EAST JAPAN RAILWAY COMPANY NPV                                                | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |     75661 | NS      | $1635809.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $292.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA               | ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA EUR0.5                         | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |     12259 | NS      | $1763036.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                       | RWE AG NPV                                                                    | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     43175 | NS      | $3139060.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH SA                                  | SARTORIUS STEDIM BIOTECH SA EUR0.20                                           | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |      2087 | NS      | $383625.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELVETIA BALOISE HOLDING AG                                  | HELVETIA BALOISE HOLDING AG CHF0.02 (REGD) POST SUBD                          | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |      5570 | NS      | $1524173.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KUBOTA CORP                                                  | KUBOTA CORP NPV                                                               | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     76959 | NS      | $1253797.43   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                                     | ORLEN SA PLN1.25                                                              | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |     41728 | NS      | $1528210.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KUEHNE & NAGEL INTERNATIONAL AG                              | KUEHNE & NAGEL INTERNATIONAL AG CHF1 (REGD)                                   | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      3149 | NS      | $735659.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| EDP RENOVAVEIS SA                                            | EDP RENOVAVEIS SA EUR5                                                        | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |     22556 | NS      | $375192.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                              | ASTRAZENECA PLC ORD USD0.25                                                   | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     92645 | NS      | $17559143.11  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS HOLDINGS INC                                           | ENEOS HOLDINGS INC NPV                                                        | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |    197560 | NS      | $1664771.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2099418.58  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| KYOTO FINANCIAL GROUP INC                                    | KYOTO FINANCIAL GROUP INC NPV                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22312 | NS      | $617369.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COWAY CO LTD                                                 | COWAY CO LTD KRW500                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6156 | NS      | $357356.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOCOLADEFABRIKEN LINDT & SPRUENGLI AG                       | CHOCOLADEFABRIKEN LINDT & SPRUENGLI AG CHF10 (PTG CERT)                       | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EP               | CORP              | CH        |       125 | NS      | $1530432.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                 | SK HYNIX INC KRW5000                                                          | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     34388 | NS      | $29815916.94  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS ENERGY AG                                            | SIEMENS ENERGY AG NPV                                                         | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     46516 | NS      | $9853438.53   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI ROTEM COMPANY                                        | HYUNDAI ROTEM COMPANY KRW5000                                                 | CUSIP: 000000000<br>LEI: 988400HB939UNHXTFY36 | Long             | EC               | CORP              | KR        |      5590 | NS      | $1011943.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE LTD                                                | FORTESCUE LTD NPV                                                             | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    112711 | NS      | $1592306.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY FINANCIAL GROUP INC                                     | SONY FINANCIAL GROUP INC NPV                                                  | CUSIP: 000000000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |    468056 | NS      | $417861.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TAISEI CORP                                                  | TAISEI CORP NPV                                                               | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |     11526 | NS      | $1247077.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJI ELECTRIC COMPANY LTD                                    | FUJI ELECTRIC COMPANY LTD NPV                                                 | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |     11389 | NS      | $950991.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-128.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOGITECH INTERNATIONAL SA                                    | LOGITECH INTERNATIONAL SA CHF0.25 (REGD)                                      | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      9662 | NS      | $948100.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN ENERGY LTD                                          | MERIDIAN ENERGY LTD NPV                                                       | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |    109884 | NS      | $367463.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                                       | ANZ GROUP HOLDINGS LTD NPV                                                    | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |    200231 | NS      | $5275980.03   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                                                     | NEC CORP NPV                                                                  | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     83174 | NS      | $2176679.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SK SQUARE CO LTD                                             | SK SQUARE CO LTD KRW100                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6568 | NS      | $3724169.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUFERSAL LTD                                                | SHUFERSAL LTD ORD ILS0.1                                                      | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |     50847 | NS      | $758015.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES NV                               | BE SEMICONDUCTOR INDUSTRIES NV EUR0.01                                        | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      4380 | NS      | $1270101.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                       | BP PLC ORD USD0.25                                                            | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    976961 | NS      | $7750160.78   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HEINEKEN HOLDING NV                                          | HEINEKEN HOLDING NV EUR1.60                                                   | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |      7353 | NS      | $520975.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMIZU CORP                                                 | SHIMIZU CORP NPV                                                              | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     42865 | NS      | $831012.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $58.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-163493.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KGHM POLSKA MIEDZ SA                                         | KGHM POLSKA MIEDZ SA PLN10.00                                                 | CUSIP: 000000000<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |     10300 | NS      | $859326.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN HOLDINGS CO LTD                                       | SCREEN HOLDINGS CO LTD NPV                                                    | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |     13351 | NS      | $871578.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KONAMI GROUP CORP                                            | KONAMI GROUP CORP NPV                                                         | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |      6626 | NS      | $799153.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BRITISH FOODS PLC                                 | ASSOCIATED BRITISH FOODS PLC ORD 5 15/22P                                     | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     21265 | NS      | $527926.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                 | DNB BANK ASA NOK12.50                                                         | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     59928 | NS      | $1807644.83   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR CORP LTD                                                 | MTR CORP LTD NPV                                                              | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |    135183 | NS      | $575676.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| DHL GROUP                                                    | DHL GROUP                                                                     | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     59732 | NS      | $3530051.33   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORP                                                    | KDDI CORP NPV                                                                 | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    184863 | NS      | $3046544.13   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCOR SA                                                     | ACCOR SA EUR3                                                                 | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |     16199 | NS      | $800562.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV                                             | ABN AMRO BANK NV DR EACH REP SHS                                              | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     33790 | NS      | $1172867.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4294.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                   | GENMAB A/S DKK1                                                               | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      3929 | NS      | $1042371.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHISEIDO CO LTD                                              | SHISEIDO CO LTD NPV                                                           | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |     29124 | NS      | $591196.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA GAS CO LTD (OSAKA GAS KABUSHIKI KAISHA)                | OSAKA GAS CO LTD (OSAKA GAS KABUSHIKI KAISHA) NPV                             | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     28407 | NS      | $1030015.47   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RICOH COMPANY LTD                                            | RICOH COMPANY LTD NPV                                                         | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     56795 | NS      | $477142.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA INDUSTRIES CORP                                       | TOYOTA INDUSTRIES CORP NPV                                                    | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |      2627 | NS      | $342488.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ENI SPA                                                      | ENI SPA NPV                                                                   | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    131604 | NS      | $3705067.57   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                                 | GLENCORE PLC ORD USD0.01                                                      | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    659680 | NS      | $5089769.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GALDERMA GROUP AG                                            | GALDERMA GROUP AG CHF0.01                                                     | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |     11887 | NS      | $2489726.49   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIJER REF AB                                                | BEIJER REF AB SER'B'NPV                                                       | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |     33337 | NS      | $465541.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| WILMAR INTERNATIONAL LTD                                     | WILMAR INTERNATIONAL LTD NPV                                                  | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    178760 | NS      | $506712.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3360.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| D'IETEREN GROUP NV/SA                                        | D'IETEREN GROUP NV/SA NPV                                                     | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |      1736 | NS      | $357593.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI HOLDINGS COMPANY LTD                                   | MEIJI HOLDINGS COMPANY LTD NPV                                                | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |     25247 | NS      | $597563.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYENCE CORP                                                 | KEYENCE CORP NPV                                                              | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |     12182 | NS      | $5542749.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIOBANCA - BANCA DI CREDITO FINANZIARIO SPA                | MEDIOBANCA - BANCA DI CREDITO FINANZIARIO SPA EUR0.5                          | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |     13454 | NS      | $313197.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PLC                                         | RYANAIR HOLDINGS PLC ORD EUR0.006                                             | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     15096 | NS      | $397020.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBE BUSSAN COMPANY LTD                                      | KOBE BUSSAN COMPANY LTD NPV                                                   | CUSIP: 000000000<br>LEI: 353800CJIFNHN2DXRD59 | Long             | EC               | CORP              | JP        |     11148 | NS      | $190726.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIRE PACIFIC LTD                                            | SWIRE PACIFIC LTD 'A' NPV                                                     | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     35585 | NS      | $385206.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY GROUP CORP                                              | SONY GROUP CORP NPV                                                           | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    379730 | NS      | $7543470.15   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| OMRON CORP                                                   | OMRON CORP NPV                                                                | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |     16871 | NS      | $599994.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                          | SOCIETE GENERALE SA EUR1.25                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     44555 | NS      | $3577027.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $276.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODMAN GROUP                                                | GOODMAN GROUP NPV (STAPLED UNITS)                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    145343 | NS      | $3090936.89   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CRODA INTERNATIONAL PLC                                      | CRODA INTERNATIONAL PLC ORD GBP0.10609756                                     | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |     10530 | NS      | $407652.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRY CALLEBAUT AG                                           | BARRY CALLEBAUT AG CHF0.02 (REGD)                                             | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |       236 | NS      | $352770.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AJINOMOTO (JAPAN) COMPANY INC                                | AJINOMOTO (JAPAN) COMPANY INC NPV                                             | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     64280 | NS      | $2087905.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DOOSAN ENERBILITY CO LTD                                     | DOOSAN ENERBILITY CO LTD KRW5000                                              | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |     32356 | NS      | $2772685.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NORSK HYDRO ASA                                              | NORSK HYDRO ASA NOK1.098                                                      | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    104070 | NS      | $1143890.69   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP HOLDINGS LTD                                             | CLP HOLDINGS LTD NPV                                                          | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |    114833 | NS      | $1100872.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA SECURITIESS LIVING INVESTMENT CORP                     | DAIWA SECURITIESS LIVING INVESTMENT CORP REIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       595 | NS      | $407412.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                                    | DANONE SA EUR0.25                                                             | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     41985 | NS      | $3286973.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TORAY INDUSTRIES INC                                         | TORAY INDUSTRIES INC NPV                                                      | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |    119216 | NS      | $852819.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - DKK                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1308.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                                | BHP GROUP LTD NPV                                                             | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    320557 | NS      | $12380526.59  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ELISA OYJ                                                    | ELISA OYJ NPV                                                                 | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |     10447 | NS      | $506614.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REDEIA CORPORACION SA                                        | REDEIA CORPORACION SA EUR0.5                                                  | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     33114 | NS      | $578780.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BMW - BAYERISCHE MOTOREN WERKE AG                            | BMW - BAYERISCHE MOTOREN WERKE AG EUR1                                        | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     22442 | NS      | $2051286.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                 | BRITISH AMERICAN TOBACCO PLC ORD GBP0.25                                      | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    132414 | NS      | $7778368.87   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| KS HOLDINGS CORP                                             | KS HOLDINGS CORP NPV                                                          | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |     24293 | NS      | $280438.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKS AND SPENCER GROUP PLC                                  | MARKS AND SPENCER GROUP PLC ORD GBP0.01                                       | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |    132654 | NS      | $595025.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                        | DEUTSCHE LUFTHANSA AG ORD NPV (REGD)(VINK)                                    | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     46792 | NS      | $402338.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| METSO OYJ                                                    | METSO OYJ NPV                                                                 | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     42367 | NS      | $729574.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| REXEL SA                                                     | REXEL SA EUR5                                                                 | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |     18031 | NS      | $756367.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2559.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DASSAULT SYSTEMES SE                                         | DASSAULT SYSTEMES SE EUR0.10                                                  | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |     46950 | NS      | $1051649.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA           | COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA EUR0.50 (POST SUBDIVISION) | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     46274 | NS      | $1674045.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RESONAC HOLDINGS CORP                                        | RESONAC HOLDINGS CORP NPV                                                     | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |     13066 | NS      | $1185240.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| TOMY CO LTD                                                  | TOMY CO LTD NPV                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11542 | NS      | $187487.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTOS LTD                                                   | SANTOS LTD NPV                                                                | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |    218947 | NS      | $1259293.13   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                      | VEOLIA ENVIRONNEMENT SA EUR5                                                  | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |     41612 | NS      | $1754334.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXAGON AB                                                   | HEXAGON AB SER'B'NPV                                                          | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |    134245 | NS      | $1439971.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| NOVONESIS A/S                                                | NOVONESIS A/S SER'B'DKK2                                                      | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |     22571 | NS      | $1385065.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO METAL MINING COMPANY LTD                            | SUMITOMO METAL MINING COMPANY LTD NPV                                         | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |     18489 | NS      | $1111782.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEEK LTD                                                     | SEEK LTD NPV                                                                  | CUSIP: 000000000<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |     39300 | NS      | $391044.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10758.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                                                      | IMI PLC ORD GBP0.28571428                                                     | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |     18335 | NS      | $695609.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIKA AG                                                      | SIKA AG CHF0.01 (REG)                                                         | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |     10033 | NS      | $1843542.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GIVAUDAN SA                                                  | GIVAUDAN SA CHF10                                                             | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |       517 | NS      | $1841116.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| L'AIR LIQUIDE SA                                             | L'AIR LIQUIDE SA EUR5.50                                                      | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     37149 | NS      | $7978180.04   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| KEIO CORP                                                    | KEIO CORP NPV                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     67350 | NS      | $316883.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSMEX CORP                                                  | SYSMEX CORP NPV                                                               | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |     38620 | NS      | $339608.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDRA SISTEMAS SA                                            | INDRA SISTEMAS SA EUR0.20 SER 'A'                                             | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |      6154 | NS      | $352356.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BANCO SANTANDER SA                                           | BANCO SANTANDER SA EUR0.50(REGD)                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    906871 | NS      | $11042277.80  | 0.71%             |  |  |  | No            |                  1 | On Loan: —       |
| BEIERSDORF AG                                                | BEIERSDORF AG NPV                                                             | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      7106 | NS      | $588332.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HENKEL AG & CO. KGAA                                         | HENKEL AG & CO. KGAA NPV(BR)                                                  | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      6909 | NS      | $476144.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11548.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LTD                                  | SUN HUNG KAI PROPERTIES LTD NPV                                               | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     99194 | NS      | $1719552.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBE STEEL LTD                                               | KOBE STEEL LTD NPV                                                            | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |     35765 | NS      | $439687.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LTD                                                 | WH GROUP LTD USD0.0001                                                        | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    554491 | NS      | $673847.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LENOVO GROUP LTD                                             | LENOVO GROUP LTD NPV                                                          | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |    486488 | NS      | $725346.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AISIN CORP                                                   | AISIN CORP NPV                                                                | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     46259 | NS      | $734600.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                                                | BANCO BPM SPA NPV                                                             | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |    101318 | NS      | $1471968.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| TEIJIN LTD                                                   | TEIJIN LTD NPV                                                                | CUSIP: 000000000<br>LEI: 3538000RF6UCIMPKCO54 | Long             | EC               | CORP              | JP        |     39373 | NS      | $395601.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO FORESTRY COMPANY LTD                                | SUMITOMO FORESTRY COMPANY LTD NPV                                             | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |     47268 | NS      | $418219.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&M HENNES & MAURITZ AB                                      | H&M HENNES & MAURITZ AB SER'B'NPV                                             | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |     30639 | NS      | $545096.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ASSICURAZIONI GENERALI SPA                                   | ASSICURAZIONI GENERALI SPA NPV                                                | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     67241 | NS      | $3005210.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21400.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESONA HOLDINGS INC                                          | RESONA HOLDINGS INC NPV                                                       | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |    151656 | NS      | $1876041.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| L'OREAL SA                                                   | L'OREAL SA EUR0.20                                                            | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     14481 | NS      | $6218057.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGE GROUP PLC (THE)                                         | SAGE GROUP PLC (THE) GBP0.01051948                                            | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     73062 | NS      | $870485.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                        | CK ASSET HOLDINGS LTD HKD1                                                    | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    140339 | NS      | $875310.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISSCOM AG                                                  | SWISSCOM AG CHF1(REGD)                                                        | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      1879 | NS      | $1589359.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                               | DREYFUS GOVERNMENT CASH MANAGE                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  15218628 | NS      | $15218627.78  | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| PAN PACIFIC INTERNATIONAL HOLDINGS CORP                      | PAN PACIFIC INTERNATIONAL HOLDINGS CORP NPV                                   | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |    138946 | NS      | $788606.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JX ADVANCED METALS CORP                                      | JX ADVANCED METALS CORP ORD SHS                                               | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |     36472 | NS      | $1114839.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUBENI CORP                                                | MARUBENI CORP NPV                                                             | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     97345 | NS      | $3771920.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                | INDUSTRIA DE DISENO TEXTIL SA EUR0.03 (POST SUBD)                             | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     68442 | NS      | $4060853.46   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-280.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                                 | EVOLUTION AB NPV                                                              | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      8084 | NS      | $561307.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMADZU CORP                                                | SHIMADZU CORP NPV                                                             | CUSIP: 000000000<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |     23243 | NS      | $538710.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FERROVIAL NV                                                 | FERROVIAL NV EUR0.01                                                          | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |     30763 | NS      | $2108893.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| J.FRONT RETAILING COMPANY LTD                                | J.FRONT RETAILING COMPANY LTD NPV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24622 | NS      | $359105.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON PROLOGIS REIT INC                                     | NIPPON PROLOGIS REIT INC REIT                                                 | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               | CORP              | JP        |       815 | NS      | $464956.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAINBOW ROBOTICS INC                                         | RAINBOW ROBOTICS INC KRW500                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       922 | NS      | $412761.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                           | MITSUBISHI UFJ FINANCIAL GROUP INC NPV                                        | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    700687 | NS      | $12595866.62  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| STRABAG SE                                                   | STRABAG SE NPV (BR)                                                           | CUSIP: 000000000<br>LEI: 529900TYYSRJH2VJSP60 | Long             | EC               | CORP              | AT        |      1565 | NS      | $165040.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOWA KIRIN CO LTD                                           | KYOWA KIRIN CO LTD NPV                                                        | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |     23396 | NS      | $352645.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                         | KIOXIA HOLDINGS CORP NPV                                                      | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |     11859 | NS      | $2842436.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1444.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-114664.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CSG NV                                                       | CSG NV NPV                                                                    | CUSIP: 000000000<br>LEI: 31570078IM9ILNPQUB16 | Long             | EC               | CORP              | NL        |      9051 | NS      | $195527.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERMES INTERNATIONAL SA                                      | HERMES INTERNATIONAL SA NPV                                                   | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      2137 | NS      | $4069795.77   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                                  | RECKITT BENCKISER GROUP PLC ORD GBP0.1041666666666667                         | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     41421 | NS      | $2632995.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJITSU LTD                                                  | FUJITSU LTD NPV                                                               | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |    112314 | NS      | $2279177.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| YOKOHAMA FINANCIAL GROUP INC                                 | YOKOHAMA FINANCIAL GROUP INC NPV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     92377 | NS      | $875401.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICINITY CENTRES RE LTD                                      | VICINITY CENTRES RE LTD NPV (STAPLED SECURITY)                                | CUSIP: 000000000<br>LEI: 549300S7GOEVR0EGFN47 | Long             | EC               | CORP              | AU        |    347846 | NS      | $627709.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRELLEBORG AB                                                | TRELLEBORG AB SER'B'NPV                                                       | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |     15843 | NS      | $641809.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMPO PLC                                                    | SAMPO PLC NPV A                                                               | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    168644 | NS      | $1750773.51   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KAO CORP                                                     | KAO CORP NPV                                                                  | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     33458 | NS      | $1245614.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTRICA PLC                                                 | CENTRICA PLC ORD GBP0.061728395                                               | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    315531 | NS      | $920970.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11382.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                      | QBE INSURANCE GROUP LTD NPV                                                   | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    100153 | NS      | $1608588.57   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                               | MITSUBISHI CHEMICAL GROUP CORP NPV                                            | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |    136831 | NS      | $796074.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC                                                     | NEXT PLC ORD GBP0.10                                                          | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      7666 | NS      | $1348466.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASMPT LTD                                                    | ASMPT LTD HKD0.10                                                             | CUSIP: 000000000<br>LEI: 529900PYFA1HFYKPT360 | Long             | EC               | CORP              | KY        |     28606 | NS      | $595581.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIVARDEN AB                                            | INDUSTRIVARDEN AB SER'A'NPV                                                   | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     19891 | NS      | $1046589.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERS GROUP HOLDING AG                                    | PARTNERS GROUP HOLDING AG CHF0.01 (REGD)                                      | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |      1473 | NS      | $1597217.57   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| NORDEA BANK ABP                                              | NORDEA BANK ABP NPV                                                           | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    202998 | NS      | $3807641.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                                   | EIFFAGE SA EUR4                                                               | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      5879 | NS      | $944799.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                                        | EMS-CHEMIE HOLDING AG CHF0.01 (REGD)                                          | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |       599 | NS      | $509347.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CHEMICAL LTD                                              | LG CHEMICAL LTD KRW5000                                                       | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |      5294 | NS      | $1417015.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-602868.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HENKEL AG & CO. KGAA                                         | HENKEL AG & CO. KGAA NON-VTG PRF NPV                                          | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     10583 | NS      | $770932.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                 | BARCLAYS PLC ORD GBP0.25                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    850666 | NS      | $4987224.78   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIKURA LTD                                                 | FUJIKURA LTD NPV                                                              | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |    104927 | NS      | $3998079.94   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RYOHIN KEIKAKU COMPANY LTD                                   | RYOHIN KEIKAKU COMPANY LTD NPV                                                | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |     33444 | NS      | $771940.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO SUISAN KAISHA LTD                                       | TOYO SUISAN KAISHA LTD NPV                                                    | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7187 | NS      | $494864.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDI PLC                                                    | MONDI PLC ORD EUR0.22                                                         | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     34111 | NS      | $351437.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SODEXO SA                                                    | SODEXO SA EUR4                                                                | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      7480 | NS      | $380106.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ODAKYU ELECTRIC RAILWAY CO LTD                               | ODAKYU ELECTRIC RAILWAY CO LTD NPV                                            | CUSIP: 000000000<br>LEI: 353800LA6BC6E1MK6U35 | Long             | EC               | CORP              | JP        |     36110 | NS      | $362931.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                                    | SANOFI SA EUR2                                                                | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     67904 | NS      | $6358034.53   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG                                                   | SIEMENS AG NPV(REGD)                                                          | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     46107 | NS      | $13659350.19  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1425405.51  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TELE2 AB                                                     | TELE2 AB SER'B'NPV                                                            | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     36033 | NS      | $737843.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BACHEM HOLDING AG                                            | BACHEM HOLDING AG CHF0.01 (REGD) (SUBD)                                       | CUSIP: 000000000<br>LEI: 506700S81111XI7TG884 | Long             | EC               | CORP              | CH        |      2310 | NS      | $209127.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TOTALENERGIES SE                                             | TOTALENERGIES SE EUR2.5                                                       | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    116921 | NS      | $10874936.76  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG BIOLOGICS CO LTD                                     | SAMSUNG BIOLOGICS CO LTD KRW2500                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       972 | NS      | $963349.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR WIMPEY PLC                                            | TAYLOR WIMPEY PLC ORD GBP0.01                                                 | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |    249032 | NS      | $263339.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADYEN NV                                                     | ADYEN NV EUR0.01                                                              | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |      1647 | NS      | $1851831.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                      | HEIDELBERG MATERIALS AG NPV                                                   | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      8179 | NS      | $1807097.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTELLUM AB                                                 | CASTELLUM AB NPV                                                              | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |     32919 | NS      | $419141.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                           | BANCO BILBAO VIZCAYA ARGENTARIA SA EUR0.49                                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    350930 | NS      | $7743282.31   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZUKI MOTOR CORP                                            | SUZUKI MOTOR CORP NPV                                                         | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    122961 | NS      | $1371987.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2560.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAREHOUSE DE PAUW NV                                         | WAREHOUSE DE PAUW NV NPV                                                      | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |     17246 | NS      | $453160.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HD KOREA SHIPBUILDING&OFFSHORE ENGINEERING CO LTD            | HD KOREA SHIPBUILDING&OFFSHORE ENGINEERING CO LTD KRW5000                     | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |      3955 | NS      | $1230604.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE LTD                           | AUSTRALIAN SECURITIES EXCHANGE LTD NPV                                        | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |     14420 | NS      | $630328.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED UTILITIES GROUP PLC                                   | UNITED UTILITIES GROUP PLC ORD GBP0.05                                        | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     48579 | NS      | $961783.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KINTETSU GROUP HOLDINGS COMPANY LTD                          | KINTETSU GROUP HOLDINGS COMPANY LTD NPV                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20771 | NS      | $441783.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ESSITY AB                                                    | ESSITY AB SER'B'NPV                                                           | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     37879 | NS      | $1001028.49   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| TOYOTA TSUSHO CORP                                           | TOYOTA TSUSHO CORP NPV                                                        | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     48643 | NS      | $1893819.23   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                       | EUROFINS SCIENTIFIC SE EUR0.01                                                | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |      8530 | NS      | $590560.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| EXPERIAN PLC                                                 | EXPERIAN PLC ORD USD0.10                                                      | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |     58648 | NS      | $2142956.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL PLC                                               | PRUDENTIAL PLC GBP0.05                                                        | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |    157630 | NS      | $2351855.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $480.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                  | HEINEKEN NV EUR1.60                                                           | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     17372 | NS      | $1347813.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                    | QIAGEN NV ORD SHARES                                                          | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     12318 | NS      | $419544.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO LAND CO LTD                                             | SINO LAND CO LTD NPV                                                          | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |    362071 | NS      | $577279.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GPT MANAGEMENT HOLDINGS LTD                                  | GPT MANAGEMENT HOLDINGS LTD NPV (STAPLED SECURITIES)                          | CUSIP: 000000000<br>LEI: 549300N0X6IGFL5O5R09 | Long             | EC               | CORP              | AU        |    198868 | NS      | $679135.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EDENRED SA                                                   | EDENRED SA EUR2                                                               | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     17311 | NS      | $432125.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNZL PLC                                                    | BUNZL PLC ORD GBP0.32142857                                                   | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     25630 | NS      | $843513.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HANKOOK TIRE & TECHNOLOGY CO LTD                             | HANKOOK TIRE & TECHNOLOGY CO LTD KRW500                                       | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |     15050 | NS      | $600701.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CORP                                                      | LG CORP KRW5000                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     13986 | NS      | $934474.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RENTOKIL INITIAL PLC                                         | RENTOKIL INITIAL PLC ORD GBP0.01                                              | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    167206 | NS      | $1121719.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE AG                                                  | SWISS RE AG USD0.12                                                           | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |     18992 | NS      | $3058682.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | TRS VANGUARD FTSE DEVELOPED MARKETS ETF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $428708.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LG DISPLAY COMPANY LTD                                       | LG DISPLAY COMPANY LTD KRW5000                                                | CUSIP: 000000000<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |        62 | NS      | $512.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICHARM CORP                                                | UNICHARM CORP NPV                                                             | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |     91513 | NS      | $532650.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM LTD                                            | BANK HAPOALIM LTD ILS1                                                        | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    111586 | NS      | $2986436.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VESTAS WIND SYSTEMS A/S                                      | VESTAS WIND SYSTEMS A/S DKK0.20                                               | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     64927 | NS      | $1989058.89   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PLS GROUP LTD                                                | PLS GROUP LTD NPV                                                             | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |    222690 | NS      | $963818.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDESA SA - EMPRESA NACIONAL ELECTRICIDAD                    | ENDESA SA - EMPRESA NACIONAL ELECTRICIDAD EUR1.2                              | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     22540 | NS      | $1009762.81   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA CORP                                                  | OTSUKA CORP NPV                                                               | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     23898 | NS      | $442030.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TELIA COMPANY AB                                             | TELIA COMPANY AB NPV                                                          | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    148578 | NS      | $775016.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LTD                                         | MEDIBANK PRIVATE LTD NPV                                                      | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    214615 | NS      | $723653.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGSPAN GROUP PLC                                           | KINGSPAN GROUP PLC ORD EUR0.13                                                | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      9446 | NS      | $871490.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GETLINK SE                                                   | GETLINK SE EUR0.40                                                            | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     27950 | NS      | $625242.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ISUZU MOTORS LTD                                             | ISUZU MOTORS LTD NPV                                                          | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     45562 | NS      | $623949.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY ELECTRIC CO LTD                                      | STANLEY ELECTRIC CO LTD NPV                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20769 | NS      | $404631.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOBU RAILWAY CO LTD                                          | TOBU RAILWAY CO LTD NPV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24254 | NS      | $432286.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE CORP                                                    | KONE CORP SER'B'NPV                                                           | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |     19875 | NS      | $1263636.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GETINGE AB                                                   | GETINGE AB SER'B'NPV                                                          | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |     15089 | NS      | $299353.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DAIICHI SANKYO COMPANY LTD                                   | DAIICHI SANKYO COMPANY LTD NPV                                                | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |    118261 | NS      | $1953470.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMAHA CORP                                                  | YAMAHA CORP NPV                                                               | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |     48499 | NS      | $348178.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE AIRLINES LTD                                       | SINGAPORE AIRLINES LTD NPV                                                    | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    150081 | NS      | $741242.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY WINE ESTATES LTD                                    | TREASURY WINE ESTATES LTD NPV                                                 | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |     98933 | NS      | $307983.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PSP SWISS PROPERTY AG                                        | PSP SWISS PROPERTY AG CHF0.10 (REGD)                                          | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |      4731 | NS      | $944324.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                                  | JAMES HARDIE INDUSTRIES PLC CDI(CHESS DEPOSITARY INTERESTS)                   | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |     34647 | NS      | $724863.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LEG IMMOBILIEN SE                                            | LEG IMMOBILIEN SE NPV                                                         | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      6253 | NS      | $437536.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC CORP                                                   | FANUC CORP NPV                                                                | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     63596 | NS      | $2790099.23   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK KGAA                                                   | MERCK KGAA NPV                                                                | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      8723 | NS      | $1126086.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ST. JAMES'S PLACE PLC                                        | ST. JAMES'S PLACE PLC ORD GBP0.15                                             | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |     32925 | NS      | $545155.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                     | MIZRAHI TEFAHOT BANK LTD ILS0.01                                              | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |     18208 | NS      | $1430908.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COLES GROUP LTD                                              | COLES GROUP LTD NPV                                                           | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     85256 | NS      | $1355225.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT NV                                                  | EURONEXT NV EUR1.60                                                           | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |      6660 | NS      | $1116406.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                    | SHELL PLC ORD EUR0.07                                                         | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    356036 | NS      | $16091093.27  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMPO HOLDINGS INC                                           | SOMPO HOLDINGS INC NPV                                                        | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     60982 | NS      | $2255911.77   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                              | DANSKE BANK A/S DKK10                                                         | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     41054 | NS      | $2109381.99   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                          | LVMH MOET HENNESSY LOUIS VUITTON SE EUR0.30                                   | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     15909 | NS      | $8424036.46   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                     | INFINEON TECHNOLOGIES AG ORD NPV (REGD)                                       | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     83764 | NS      | $5613547.91   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| STEADFAST GROUP LTD                                          | STEADFAST GROUP LTD NPV                                                       | CUSIP: 000000000<br>LEI: 9845003B6BEAA12DBD91 | Long             | EC               | CORP              | AU        |    108021 | NS      | $329284.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CURRENCY CONTRACT - USD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $42.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEPPEL LTD                                                   | KEPPEL LTD NPV                                                                | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |    105301 | NS      | $898764.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                     | ROLLS-ROYCE HOLDINGS PLC ORD GBP0.20                                          | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    528804 | NS      | $8493400.48   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                                    | TESCO PLC ORD GBP0.0633333                                                    | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    417638 | NS      | $2735656.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ZALANDO SE                                                   | ZALANDO SE NPV                                                                | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     16314 | NS      | $402453.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                                        | KONGSBERG GRUPPEN ASA NOK0.19                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |     27458 | NS      | $915010.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON STEEL CORP                                            | NIPPON STEEL CORP NPV                                                         | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |    363944 | NS      | $1329154.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| YAKULT HONSHA CO LTD                                         | YAKULT HONSHA CO LTD NPV                                                      | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |     20736 | NS      | $361578.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SECURITAS AB                                                 | SECURITAS AB SER'B'NPV                                                        | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     35505 | NS      | $591372.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ENTAIN PLC                                                   | ENTAIN PLC ORD EUR0.01                                                        | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |     41296 | NS      | $305040.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS PRIME SITE AG                                          | SWISS PRIME SITE AG CHF2.00 (REGD)                                            | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      7400 | NS      | $1280250.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-23

**Name of Applicant:** New York Life Investments ETF Trust

**Signature:** Adefolahan Oyefeso

**Name of Signer:** Adefolahan Oyefeso

**Title:** Director and Vice President, IndexIQ