# EDGAR Filing Document

**Accession Number:** 0000857489
**File Stem:** 0001752724-23-075050
**Filing Date:** 2023-3
**Character Count:** 568158
**Document Hash:** f6a109ac24cce565db30a964ea83ac5d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075050.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075050

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD INTERNATIONAL EQUITY INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000857489
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05972
- **FILM NUMBER:** 23784143

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INTERNATIONAL EQUITY INDEX FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard European Stock Index Fund (Series ID: S000005787)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000015903 | Investor Shares           | VEURX           |
| C000015904 | Admiral Shares            | VEUSX           |
| C000015905 | Institutional Shares      | VESIX           |
| C000015906 | ETF Shares                | VGK             |
| C000096107 | Institutional Plus Shares | VEUPX           |

## Nport-Ex

Vanguard<sup>®</sup> European Stock Index Fund

#### Schedule of Investments (unaudited)
As of January 31, 2023

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| **Common Stocks (99.3%)** | **Common Stocks (99.3%)** | **Common Stocks (99.3%)** | **Common Stocks (99.3%)** |
| **Austria (0.5%)** | **Austria (0.5%)** | **Austria (0.5%)** | **Austria (0.5%)** |
|  | Erste Group Bank AG | 657441 | 24946 |
|  | OMV AG | 285618 | 14307 |
|  | Verbund AG | 132687 | 11297 |
| <sup>1</sup> | BAWAG Group AG | 173144 | 10725 |
|  | ANDRITZ AG | 138909 | 8307 |
|  | voestalpine AG | 229884 | 7638 |
|  | Wienerberger AG | 222816 | 6700 |
|  | Raiffeisen Bank International AG | 257705 | 4637 |
|  | Mayr Melnhof Karton AG | 17514 | 2935 |
|  | CA Immobilien Anlagen AG | 84396 | 2632 |
| <sup>2</sup> | Oesterreichische Post AG | 67226 | 2394 |
|  | Vienna Insurance Group AG Wiener Versicherung Gruppe | 79984 | 2177 |
|  | Lenzing AG | 26873 | 1903 |
|  | UNIQA Insurance Group AG | 220426 | 1854 |
|  | Telekom Austria AG Class A | 268593 | 1805 |
| <sup>2</sup> | AT&S Austria Technologie & Systemtechnik AG | 50172 | 1722 |
|  | Schoeller-Bleckmann Oilfield Equipment AG | 22782 | 1671 |
|  | EVN AG | 72296 | 1526 |
| <sup>\*</sup> | DO & CO AG | 13383 | 1417 |
|  | Strabag SE (Bearer) | 29261 | 1236 |
| <sup>\*</sup> | IMMOFINANZ AG | 60319 | 813 |
|  | Palfinger AG | 26543 | 804 |
| <sup>\*</sup> | Flughafen Wien AG | 19049 | 706 |
|  | Agrana Beteiligungs AG | 23831 | 428 |
|  | Porr AG | 24563 | 354 |
|  | S IMMO AG (XWBO) | 9459 | 136 |
| <sup>\*,3</sup> | S IMMO AG Rights Exp. 8/11/23 | 98039 |  |
|  |  |  | **115070** |
| **Belgium (1.7%)** | **Belgium (1.7%)** | **Belgium (1.7%)** | **Belgium (1.7%)** |
|  | Anheuser-Busch InBev SA | 1739222 | 104982 |
| <sup>\*</sup> | Argenx SE | 111059 | 42301 |
|  | KBC Group NV | 553773 | 41016 |
|  | UCB SA | 243284 | 19975 |
|  | Ageas SA | 368944 | 18013 |
|  | Groupe Bruxelles Lambert SA | 200736 | 17172 |
|  | Solvay SA | 140897 | 16419 |
|  | Umicore SA | 412589 | 15598 |
|  | Elia Group SA | 75427 | 10591 |
|  | Warehouses De Pauw CVA | 316180 | 10027 |
|  | D'ieteren Group | 46022 | 8795 |
|  | Ackermans & van Haaren NV | 44428 | 7688 |
|  | Sofina SA | 30612 | 7273 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Aedifica SA | 79656 | 6990 |
|  | Cofinimmo SA | 64526 | 5869 |
| <sup>\*</sup> | Lotus Bakeries NV | 813 | 5288 |
|  | Melexis NV | 40177 | 4280 |
|  | Euronav NV | 245070 | 3859 |
|  | KBC Ancora | 71876 | 3529 |
|  | Barco NV | 138325 | 3501 |
|  | Bekaert SA | 69620 | 2937 |
|  | Proximus SADP | 283332 | 2903 |
| <sup>2</sup> | Etablissements Franz Colruyt NV | 99554 | 2633 |
|  | Shurgard Self Storage SA | 49774 | 2402 |
|  | Montea NV | 26571 | 2132 |
|  | VGP NV | 20055 | 2004 |
|  | Xior Student Housing NV | 58695 | 1972 |
|  | Gimv NV | 40309 | 1897 |
| <sup>\*</sup> | Dredging Environmental & Marine Engineering NV | 14488 | 1875 |
| <sup>\*</sup> | Tessenderlo Group SA | 52690 | 1863 |
|  | Fagron | 114238 | 1689 |
|  | Telenet Group Holding NV | 90753 | 1564 |
|  | Retail Estates NV | 22185 | 1532 |
| <sup>\*</sup> | Ontex Group NV | 161680 | 1257 |
| <sup>\*</sup> | Kinepolis Group NV | 26591 | 1126 |
|  | bpost SA | 188024 | 1019 |
| <sup>\*</sup> | AGFA-Gevaert NV | 252750 | 792 |
|  | Econocom Group SA NV | 215955 | 671 |
| <sup>\*</sup> | Orange Belgium SA | 27225 | 492 |
|  | Van de Velde NV | 11661 | 395 |
|  | Wereldhave Belgium Comm VA | 5568 | 315 |
| <sup>\*,2</sup> | Mithra Pharmaceuticals SA | 39793 | 135 |
|  |  |  | **386771** |
| **Denmark (4.2%)** | **Denmark (4.2%)** | **Denmark (4.2%)** | **Denmark (4.2%)** |
|  | Novo Nordisk A/S Class B | 3146777 | 435482 |
|  | DSV A/S | 370004 | 61210 |
|  | Vestas Wind Systems A/S | 2024646 | 59244 |
| <sup>\*</sup> | Genmab A/S | 131976 | 51721 |
| <sup>1</sup> | Orsted A/S | 380017 | 33841 |
|  | Coloplast A/S Class B | 268030 | 32360 |
|  | Danske Bank A/S | 1320989 | 27521 |
|  | Carlsberg A/S Class B | 186322 | 26451 |
|  | AP Moller - Maersk A/S Class B | 9899 | 21533 |
|  | Novozymes A/S Class B | 398427 | 20733 |
|  | Tryg A/S | 722517 | 16580 |
|  | Chr Hansen Holding A/S | 206819 | 15270 |
|  | Pandora A/S | 178481 | 14862 |
|  | AP Moller - Maersk A/S Class A | 5805 | 12370 |
|  | Ringkjoebing Landbobank A/S | 56957 | 8289 |
| <sup>\*</sup> | ISS A/S | 372750 | 8150 |
| <sup>\*</sup> | Jyske Bank A/S (Registered) | 102062 | 7361 |
|  | Royal Unibrew A/S | 99199 | 6966 |
|  | GN Store Nord A/S | 255206 | 6292 |
|  | SimCorp A/S | 79104 | 5540 |
| <sup>\*</sup> | Demant A/S | 194631 | 5509 |
| <sup>\*</sup> | NKT A/S | 85879 | 5359 |
|  | Sydbank A/S | 114105 | 5203 |
|  | FLSmidth & Co. A/S | 114485 | 4919 |
|  | Ambu A/S Class B | 346786 | 4790 |
|  | Topdanmark A/S | 85717 | 4627 |
| <sup>\*</sup> | Bavarian Nordic A/S | 141743 | 4539 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | ALK-Abello A/S | 264070 | 3945 |
|  | ROCKWOOL International A/S Class B | 12706 | 3643 |
| <sup>\*</sup> | Zealand Pharma A/S | 103422 | 3230 |
|  | Alm Brand A/S | 1720385 | 3193 |
| <sup>\*</sup> | Chemometec A/S | 31087 | 2724 |
| <sup>\*,1</sup> | Netcompany Group A/S | 66036 | 2628 |
|  | Spar Nord Bank A/S | 163308 | 2601 |
|  | D/S Norden A/S | 47838 | 2579 |
|  | Dfds A/S | 60412 | 2277 |
| <sup>1</sup> | Scandinavian Tobacco Group A/S Class A | 113993 | 1981 |
|  | Schouw & Co. A/S | 24907 | 1930 |
| <sup>\*</sup> | H Lundbeck A/S | 483281 | 1796 |
|  | Torm plc Class A | 57989 | 1469 |
| <sup>\*</sup> | NTG Nordic Transport Group A/S Class A | 29627 | 1212 |
| <sup>\*</sup> | Nilfisk Holding A/S | 53513 | 1065 |
| <sup>\*</sup> | H Lundbeck A/S Class A | 114584 | 395 |
|  |  |  | **943390** |
| **Finland (2.0%)** | **Finland (2.0%)** | **Finland (2.0%)** | **Finland (2.0%)** |
|  | Nordea Bank Abp | 5654691 | 66106 |
|  | Nokia OYJ | 11352435 | 53828 |
|  | Sampo OYJ Class A | 985552 | 51741 |
|  | Neste OYJ | 837997 | 40058 |
|  | UPM-Kymmene OYJ | 1074601 | 38950 |
|  | Kone OYJ Class B | 659018 | 35940 |
|  | Stora Enso OYJ Class R | 1153749 | 16493 |
|  | Elisa OYJ | 288617 | 16444 |
|  | Nordea Bank Abp (XHEL) | 1381260 | 16181 |
|  | Metso Outotec OYJ | 1214503 | 13958 |
|  | Fortum OYJ | 867598 | 13042 |
|  | Kesko OYJ Class B | 543945 | 12670 |
|  | Orion OYJ Class B | 208760 | 11184 |
|  | Valmet OYJ | 338319 | 10624 |
|  | Wartsila OYJ Abp | 981616 | 9336 |
|  | Huhtamaki OYJ | 186215 | 6965 |
|  | Kojamo OYJ | 390738 | 6000 |
|  | Cargotec OYJ Class B | 97643 | 4971 |
|  | Konecranes OYJ Class A | 145200 | 4725 |
|  | TietoEVRY OYJ (XHEL) | 135186 | 4117 |
|  | Outokumpu OYJ | 672717 | 3852 |
|  | Nokian Renkaat OYJ | 270954 | 3246 |
|  | Metsa Board OYJ | 348332 | 3110 |
|  | Kemira OYJ | 180306 | 2925 |
| <sup>\*,2</sup> | QT Group OYJ | 39187 | 2298 |
|  | Uponor OYJ | 108185 | 1927 |
|  | Revenio Group OYJ | 46556 | 1903 |
|  | Sanoma OYJ | 146241 | 1556 |
|  | Tokmanni Group Corp. | 97106 | 1252 |
|  | TietoEVRY OYJ | 38768 | 1182 |
|  | Citycon OYJ | 155569 | 1172 |
| <sup>1</sup> | Terveystalo OYJ | 142977 | 1114 |
|  | YIT OYJ | 340832 | 998 |
| <sup>\*</sup> | F-Secure OYJ | 204280 | 652 |
|  | Raisio OYJ Class V | 239697 | 635 |
| <sup>\*,2</sup> | Finnair OYJ | 1125577 | 634 |
|  | Oriola OYJ Class B | 260147 | 488 |
| <sup>\*,3</sup> | Ahlstrom-Munksjo OYJ Rights | 19422 | 377 |
|  |  |  | **462654** |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Market<br> Value<br> ($000)** |
| **France (16.7%)** | **France (16.7%)** | **France (16.7%)** | **France (16.7%)** |
|  | LVMH Moet Hennessy Louis Vuitton SE | 501230 | 437562 |
|  | TotalEnergies SE | 4687683 | 289796 |
|  | Sanofi | 2191616 | 214613 |
|  | Schneider Electric SE | 1069618 | 173509 |
|  | BNP Paribas SA | 2151900 | 147797 |
|  | Airbus SE | 1122446 | 140716 |
|  | L'Oreal SA Loyalty Shares | 333079 | 137532 |
|  | Hermes International | 62296 | 116588 |
|  | AXA SA | 3717041 | 115968 |
|  | Air Liquide SA Loyalty Shares | 725242 | 115477 |
|  | Vinci SA | 998798 | 112854 |
|  | EssilorLuxottica SA | 599342 | 109967 |
|  | Safran SA | 701030 | 100805 |
|  | Kering SA | 146753 | 91568 |
|  | Pernod Ricard SA | 411941 | 85284 |
|  | Danone SA | 1227012 | 67288 |
|  | L'Oreal SA (XPAR) | 148379 | 61267 |
|  | Capgemini SE | 322494 | 61205 |
|  | STMicroelectronics NV | 1274003 | 59991 |
|  | Cie de Saint-Gobain | 923735 | 53051 |
|  | Dassault Systemes SE | 1345762 | 50050 |
|  | Legrand SA | 539150 | 48073 |
|  | Societe Generale SA | 1556792 | 46340 |
| <sup>\*</sup> | Cie Generale des Etablissements Michelin SCA | 1411791 | 44641 |
|  | Air Liquide SA (XPAR) | 273160 | 43494 |
|  | Orange SA | 3863590 | 40887 |
|  | Veolia Environnement SA | 1255811 | 37276 |
|  | Teleperformance | 117218 | 32585 |
|  | Publicis Groupe SA | 455505 | 32131 |
|  | Engie SA Loyalty Shares | 2216318 | 31471 |
|  | Credit Agricole SA | 2431056 | 29273 |
|  | Edenred | 502140 | 27351 |
|  | Thales SA | 202690 | 26808 |
|  | Carrefour SA | 1186732 | 22573 |
| <sup>\*,1</sup> | Worldline SA | 490425 | 22249 |
|  | Alstom SA | 608395 | 18091 |
|  | Eurofins Scientific SE | 245933 | 17641 |
|  | Sartorius Stedim Biotech | 48217 | 16819 |
|  | Bureau Veritas SA | 573301 | 16392 |
|  | Eiffage SA | 148105 | 15819 |
| <sup>\*</sup> | Renault SA | 386091 | 15698 |
|  | Vivendi SE | 1404223 | 15081 |
|  | Engie SA (XPAR) | 1004236 | 14260 |
|  | Bouygues SA | 422619 | 13923 |
| <sup>1</sup> | Euronext NV | 162635 | 13179 |
|  | Arkema SA | 130003 | 13155 |
|  | Gecina SA | 103367 | 12244 |
|  | Getlink SE | 708023 | 11975 |
| <sup>\*</sup> | Accor SA | 367899 | 11941 |
|  | EDF Loyalty Shares 2024 | 874704 | 11489 |
|  | Bollore SE | 1985132 | 11108 |
|  | Rexel SA | 484497 | 10718 |
|  | Valeo | 483334 | 10563 |
|  | Sodexo SA ACT Loyalty Shares | 103308 | 10241 |
| <sup>\*</sup> | Aeroports de Paris | 64632 | 10027 |
|  | Klepierre SA | 377834 | 9590 |
|  | Remy Cointreau SA | 50216 | 9455 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Alten SA | 57688 | 8864 |
|  | BioMerieux | 86597 | 8828 |
|  | Elis SA (XPAR) | 461477 | 8105 |
|  | Dassault Aviation SA | 46656 | 7967 |
| <sup>1</sup> | Amundi SA | 115907 | 7588 |
| <sup>1</sup> | La Francaise des Jeux SAEM | 176731 | 7562 |
| <sup>\*</sup> | SOITEC | 49773 | 7549 |
|  | SCOR SE | 300820 | 7425 |
|  | Ipsen SA | 68828 | 7229 |
|  | SPIE SA | 254060 | 6936 |
|  | Gaztransport Et Technigaz SA | 62385 | 6897 |
|  | Covivio | 100109 | 6872 |
|  | Technip Energies NV | 354131 | 6866 |
|  | Nexans SA | 59181 | 6276 |
|  | L'OREAL Prime Fidelite 2024 | 14264 | 5890 |
|  | SES SA Class A GDR | 753137 | 5844 |
|  | Wendel SE | 53905 | 5708 |
|  | Rubis SCA | 188222 | 5267 |
|  | Sodexo SA (XPAR) | 53011 | 5255 |
| <sup>\*</sup> | Faurecia SE (XPAR) | 264092 | 5248 |
| <sup>1</sup> | Verallia SA | 140613 | 5192 |
|  | IPSOS | 78289 | 5074 |
|  | Sopra Steria Group SACA | 28887 | 4805 |
|  | Air Liquide SA | 29404 | 4682 |
| <sup>\*</sup> | Vallourec SA | 307052 | 4482 |
|  | SEB SA Loyalty Shares | 39824 | 4165 |
| <sup>\*</sup> | Ubisoft Entertainment SA | 193500 | 4007 |
| <sup>\*,2</sup> | Air France-KLM | 2262166 | 3824 |
| <sup>\*</sup> | Eurazeo Prime De Fidelite | 52757 | 3701 |
|  | Societe BIC SA | 49724 | 3610 |
| <sup>1</sup> | Neoen SA (XPAR) | 94043 | 3531 |
| <sup>\*</sup> | JCDecaux SA | 145916 | 3302 |
|  | Imerys SA | 78026 | 3236 |
|  | ICADE | 65012 | 3088 |
|  | Coface SA | 214363 | 2997 |
| <sup>1</sup> | ALD SA | 229927 | 2891 |
| <sup>2</sup> | Eutelsat Communications SA | 364988 | 2791 |
|  | Virbac SA | 8692 | 2638 |
|  | Nexity SA | 85568 | 2585 |
| <sup>\*</sup> | Atos SE | 194005 | 2559 |
|  | Rothschild & Co. | 57745 | 2439 |
|  | Eurazeo SE (XPAR) | 33208 | 2329 |
|  | Interparfums SA | 35452 | 2321 |
|  | Trigano SA | 16385 | 2284 |
|  | Metropole Television SA | 129214 | 2058 |
|  | Mercialys SA | 182912 | 2031 |
|  | SEB SA (XPAR) | 18784 | 1964 |
|  | Cie Plastic Omnium SA | 110506 | 1934 |
|  | Sodexo SA | 19189 | 1902 |
|  | Eramet SA | 18966 | 1896 |
|  | Engie SA | 126028 | 1790 |
|  | Television Francaise 1 | 217641 | 1741 |
|  | Carmila SA | 112367 | 1696 |
| <sup>\*</sup> | ID Logistics Group | 4899 | 1523 |
| <sup>\*</sup> | Euroapi SA | 94216 | 1515 |
| <sup>\*</sup> | Voltalia SA (Registered) | 76095 | 1440 |
| <sup>\*,2</sup> | Valneva SE | 201046 | 1372 |
|  | Korian SA | 126608 | 1326 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Derichebourg SA | 191491 | 1314 |
|  | Fnac Darty SA | 34991 | 1299 |
|  | Mersen SA | 28570 | 1268 |
| <sup>\*</sup> | SES-imagotag SA | 9885 | 1240 |
|  | Antin Infrastructure Partners SA | 53285 | 1202 |
|  | Beneteau SA | 71591 | 1173 |
|  | Quadient SA | 65317 | 1152 |
|  | Cie de L'Odet SE | 740 | 1149 |
| <sup>\*</sup> | CGG SA | 1342927 | 1131 |
| <sup>\*</sup> | Faurecia SE | 55022 | 1084 |
|  | PEUGEOT Investment | 10348 | 1069 |
|  | Altarea SCA | 7804 | 1064 |
| <sup>1</sup> | Maisons du Monde SA | 81865 | 1007 |
| <sup>\*,2</sup> | Casino Guichard Perrachon SA | 75664 | 930 |
| <sup>\*,1,2</sup> | X-Fab Silicon Foundries SE | 104183 | 911 |
|  | Eurazeo SE Prime Fidelite 2024 | 12115 | 850 |
|  | Vicat SA | 28579 | 798 |
| <sup>\*,2,3</sup> | Orpea SA | 97033 | 751 |
| <sup>\*,1</sup> | Elior Group SA | 211396 | 732 |
| <sup>\*,2</sup> | OVH Groupe SAS | 42204 | 707 |
|  | Vetoquinol SA | 7510 | 697 |
|  | Manitou BF SA | 23533 | 691 |
|  | Vilmorin & Cie SA | 12846 | 646 |
| <sup>\*,1</sup> | SMCP SA | 80954 | 643 |
|  | Lagardere SA | 27978 | 623 |
| <sup>\*</sup> | GL Events | 25678 | 600 |
|  | Pharmagest Interactive | 6847 | 552 |
|  | Jacquet Metals SACA | 26881 | 515 |
| <sup>\*</sup> | Lisi SA | 21296 | 474 |
|  | Etablissements Maurel et Prom SA | 100706 | 405 |
|  | Bonduelle SCA | 26435 | 355 |
| <sup>\*</sup> | Believe SA | 26186 | 317 |
| <sup>\*,2</sup> | Solutions 30 SE | 106157 | 265 |
|  | AKWEL | 14967 | 256 |
|  | SEB SA Prime de Fidelite 2024 | 2385 | 249 |
|  | Boiron SA | 5440 | 248 |
| <sup>3</sup> | Somfy SA | 1486 | 231 |
|  | Tarkett SA | 13533 | 179 |
|  | Guerbet | 8781 | 175 |
| <sup>\*,1,2</sup> | Aramis Group SAS | 36824 | 171 |
|  | Lisi (XPAR) | 5564 | 124 |
|  | Lisi SA Prime De Fidelite | 3373 | 75 |
|  |  |  | **3791668** |
| **Germany (12.7%)** | **Germany (12.7%)** | **Germany (12.7%)** | **Germany (12.7%)** |
|  | SAP SE | 2232189 | 264604 |
|  | Siemens AG (Registered) | 1519357 | 237332 |
|  | Allianz SE (Registered) | 818921 | 195815 |
|  | Deutsche Telekom AG (Registered) | 6808426 | 151684 |
|  | Mercedes-Benz Group AG | 1692558 | 125947 |
|  | Bayer AG (Registered) | 1979477 | 123212 |
|  | BASF SE | 1843388 | 105692 |
|  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) | 281984 | 101855 |
|  | Infineon Technologies AG | 2622691 | 94444 |
|  | Deutsche Post AG (Registered) | 1947923 | 83871 |
|  | Deutsche Boerse AG | 369917 | 66194 |
|  | Bayerische Motoren Werke AG | 636603 | 64847 |
|  | RWE AG | 1269042 | 56496 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Volkswagen AG Preference Shares | 399398 | 55393 |
|  | Deutsche Bank AG (Registered) | 4080357 | 54455 |
|  | adidas AG | 337900 | 54407 |
|  | Merck KGaA | 260604 | 54395 |
|  | E.ON SE | 4461006 | 48638 |
|  | Vonovia SE | 1422515 | 40183 |
| <sup>1</sup> | Siemens Healthineers AG | 558949 | 29976 |
| <sup>\*</sup> | Daimler Truck Holding AG | 844536 | 28379 |
|  | Symrise AG Class A | 261563 | 27807 |
|  | MTU Aero Engines AG | 107436 | 26850 |
|  | Henkel AG & Co. KGaA Preference Shares | 344307 | 24549 |
|  | Hannover Rueck SE | 120478 | 24465 |
|  | Beiersdorf AG | 200129 | 24331 |
| <sup>\*</sup> | Commerzbank AG | 2090114 | 23893 |
|  | Fresenius SE & Co. KGaA | 819677 | 23755 |
|  | Brenntag SE | 310806 | 23201 |
| <sup>\*,1</sup> | Delivery Hero SE | 375231 | 22685 |
|  | Sartorius AG Preference Shares | 49753 | 22310 |
| <sup>\*</sup> | QIAGEN NV | 443532 | 21637 |
| <sup>\*,1</sup> | Zalando SE | 444054 | 20708 |
|  | Rheinmetall AG | 87283 | 20394 |
|  | HeidelbergCement AG | 291380 | 19994 |
| <sup>2</sup> | Siemens Energy AG | 863755 | 18060 |
| <sup>1</sup> | Covestro AG | 356655 | 16422 |
|  | Fresenius Medical Care AG & Co. KGaA | 408952 | 15358 |
|  | Continental AG | 217049 | 15240 |
|  | GEA Group AG | 329399 | 14862 |
|  | Puma SE | 200902 | 13719 |
|  | Henkel AG & Co. KGaA | 199926 | 13359 |
| <sup>\*</sup> | Deutsche Lufthansa AG (Registered) | 1204905 | 12766 |
|  | LEG Immobilien SE (XETR) | 148939 | 11643 |
|  | Bayerische Motoren Werke AG Preference Shares | 119944 | 11363 |
|  | Volkswagen AG | 62734 | 10981 |
|  | Carl Zeiss Meditec AG (Bearer) | 73921 | 10668 |
|  | K+S AG (Registered) | 384364 | 9200 |
| <sup>1</sup> | Scout24 SE | 156217 | 9095 |
|  | Knorr-Bremse AG | 133918 | 8802 |
|  | LANXESS AG | 172818 | 8625 |
|  | Evonik Industries AG | 387071 | 8604 |
| <sup>\*</sup> | CTS Eventim AG & Co. KGaA | 118168 | 8295 |
| <sup>\*</sup> | HelloFresh SE | 325583 | 7915 |
| <sup>\*</sup> | thyssenkrupp AG | 989324 | 7772 |
|  | HUGO BOSS AG | 113219 | 7689 |
|  | Aurubis AG | 69767 | 7378 |
|  | Bechtle AG | 164615 | 6937 |
|  | AIXTRON SE | 213068 | 6348 |
|  | KION Group AG | 157174 | 6329 |
|  | Rational AG | 9590 | 6308 |
|  | Vantage Towers AG | 179357 | 6279 |
| <sup>\*</sup> | Evotec SE | 316088 | 6215 |
|  | Nemetschek SE | 108607 | 5807 |
|  | Freenet AG | 237590 | 5776 |
|  | FUCHS PETROLUB SE Preference Shares | 140343 | 5599 |
|  | Telefonica Deutschland Holding AG | 1797233 | 5294 |
|  | Talanx AG | 106026 | 5245 |
|  | United Internet AG (Registered) | 217954 | 5060 |
|  | Gerresheimer AG | 62822 | 4646 |
| <sup>1</sup> | Befesa SA | 79929 | 4585 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Wacker Chemie AG | 30120 | 4552 |
|  | Encavis AG | 218117 | 4226 |
| <sup>\*</sup> | Fraport AG Frankfurt Airport Services Worldwide | 72153 | 4106 |
| <sup>\*</sup> | Aareal Bank AG | 115804 | 4077 |
| <sup>\*,1</sup> | TeamViewer AG | 281532 | 3966 |
|  | Sixt SE | 31675 | 3938 |
| <sup>2</sup> | Aroundtown SA | 1401818 | 3903 |
|  | Hella GmbH & Co. KGaA | 45633 | 3841 |
| <sup>\*</sup> | Nordex SE | 249641 | 3794 |
|  | Duerr AG | 99243 | 3787 |
|  | RTL Group SA | 78026 | 3786 |
|  | Siltronic AG | 41848 | 3489 |
|  | ProSiebenSat.1 Media SE | 338429 | 3481 |
|  | Krones AG | 29200 | 3409 |
| <sup>\*</sup> | Stabilus SE | 49278 | 3399 |
|  | Jenoptik AG | 102835 | 3196 |
|  | Salzgitter AG | 75815 | 3094 |
|  | Hensoldt AG | 105229 | 3051 |
|  | Software AG | 99805 | 2782 |
|  | Stroeer SE & Co. KGaA | 50600 | 2774 |
| <sup>\*,2</sup> | PNE AG | 153800 | 2763 |
|  | HOCHTIEF AG | 42302 | 2682 |
| <sup>\*</sup> | METRO AG | 264860 | 2610 |
|  | Suedzucker AG | 160156 | 2598 |
|  | TAG Immobilien AG | 301052 | 2578 |
| <sup>\*</sup> | Vitesco Technologies Group AG Class A | 36171 | 2507 |
|  | VERBIO Vereinigte BioEnergie AG | 39678 | 2501 |
| <sup>1</sup> | DWS Group GmbH & Co. KGaA | 67823 | 2440 |
|  | Deutsche Wohnen SE | 99209 | 2343 |
| <sup>1</sup> | Deutsche Pfandbriefbank AG | 253382 | 2311 |
|  | CANCOM SE | 66121 | 2280 |
|  | CompuGroup Medical SE & Co. KGaA | 48444 | 2270 |
|  | Pfeiffer Vacuum Technology AG | 12108 | 2211 |
|  | FUCHS PETROLUB SE | 66721 | 2208 |
| <sup>\*,2</sup> | Nagarro SE | 15781 | 2162 |
|  | Grand City Properties SA | 191335 | 2039 |
|  | S&T AG | 96307 | 1957 |
|  | Bilfinger SE | 56552 | 1947 |
|  | Sixt SE Preference Shares | 24941 | 1901 |
|  | Fielmann AG | 49565 | 1868 |
|  | Traton SE | 103895 | 1795 |
|  | Synlab AG | 157811 | 1734 |
|  | Eckert & Ziegler Strahlen- und Medizintechnik AG | 29112 | 1694 |
|  | Hornbach Holding AG & Co. KGaA | 17801 | 1577 |
|  | Kloeckner & Co. SE Preference Shares | 148240 | 1567 |
| <sup>\*</sup> | SUSE SA | 79105 | 1536 |
|  | Sartorius AG | 4157 | 1530 |
| <sup>\*,1</sup> | Auto1 Group SE | 186240 | 1509 |
|  | GRENKE AG | 51764 | 1504 |
| <sup>\*</sup> | SMA Solar Technology AG | 17702 | 1502 |
|  | GFT Technologies SE | 34220 | 1429 |
|  | KWS Saat SE & Co. KGaA | 21040 | 1426 |
|  | Norma Group SE | 65948 | 1420 |
|  | Dermapharm Holding SE | 34172 | 1418 |
| <sup>\*</sup> | flatexDEGIRO AG | 164460 | 1399 |
|  | Deutz AG | 254485 | 1391 |
| <sup>\*,2</sup> | MorphoSys AG | 68545 | 1377 |
|  | Atoss Software AG | 7577 | 1341 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | 1&1 AG | 94955 | 1325 |
|  | BayWa AG | 28231 | 1288 |
|  | STRATEC SE | 13948 | 1271 |
|  | Adesso SE | 7685 | 1216 |
|  | DIC Asset AG | 118337 | 1137 |
| <sup>\*</sup> | Hypoport SE | 8152 | 1111 |
|  | Indus Holding AG | 40980 | 1083 |
| <sup>\*</sup> | Energiekontor AG | 11674 | 1002 |
|  | PATRIZIA AG | 80218 | 993 |
|  | Takkt AG | 63846 | 987 |
| <sup>\*,1,2</sup> | Shop Apotheke Europe NV | 13670 | 986 |
|  | New Work SE | 5300 | 972 |
|  | Draegerwerk AG & Co. KGaA Preference Shares | 21054 | 943 |
|  | Wacker Neuson SE | 45275 | 896 |
|  | Deutsche Beteiligungs AG | 27190 | 876 |
| <sup>2</sup> | CECONOMY AG | 353825 | 868 |
| <sup>2</sup> | Varta AG | 27224 | 829 |
| <sup>\*,2</sup> | SGL Carbon SE | 92390 | 801 |
|  | Basler AG | 21585 | 799 |
|  | Washtec AG | 20043 | 753 |
|  | Vossloh AG | 16170 | 713 |
|  | Wuestenrot & Wuerttembergische AG | 36518 | 667 |
|  | Hamburger Hafen und Logistik AG | 45939 | 649 |
| <sup>1</sup> | Instone Real Estate Group SE | 63505 | 648 |
|  | Secunet Security Networks AG | 2652 | 629 |
| <sup>2</sup> | Deutsche EuroShop AG (XETR) | 24110 | 570 |
|  | Vantage Towers AG (XETR) | 13421 | 491 |
|  | ElringKlinger AG | 55903 | 487 |
|  | Bertrandt AG | 9612 | 470 |
|  | CropEnergies AG | 35670 | 464 |
| <sup>\*,2</sup> | About You Holding SE | 63274 | 416 |
| <sup>\*</sup> | ADVA Optical Networking SE | 13903 | 340 |
| <sup>\*,1,2</sup> | ADLER Group SA | 167440 | 254 |
| <sup>\*,2</sup> | Aareal Bank AG (XETR) | 5344 | 191 |
| <sup>\*</sup> | Global Fashion Group SA | 141306 | 180 |
| <sup>\*</sup> | Draegerwerk AG & Co. KGaA | 1428 | 58 |
|  |  |  | **2865981** |
| **Ireland (0.4%)** | **Ireland (0.4%)** | **Ireland (0.4%)** | **Ireland (0.4%)** |
|  | Kerry Group plc Class A | 310950 | 29136 |
|  | Bank of Ireland Group plc | 2151756 | 22989 |
|  | Kingspan Group plc | 303645 | 19529 |
|  | AIB Group plc | 2314831 | 9724 |
|  | Glanbia plc (XDUB) | 363785 | 4439 |
| <sup>\*</sup> | Dalata Hotel Group plc | 459225 | 1940 |
| <sup>\*,2,3</sup> | Irish Bank Resolution Corp. | 2503596 |  |
|  |  |  | **87757** |
| **Italy (4.0%)** | **Italy (4.0%)** | **Italy (4.0%)** | **Italy (4.0%)** |
|  | Enel SpA | 15642047 | 92102 |
|  | Intesa Sanpaolo SpA | 32639001 | 85817 |
|  | UniCredit SpA | 3827621 | 74758 |
|  | Eni SpA | 4511870 | 69430 |
|  | Ferrari NV | 242431 | 60580 |
|  | Assicurazioni Generali SpA | 2729361 | 53281 |
|  | Stellantis NV | 2395489 | 37659 |
|  | CNH Industrial NV | 1986923 | 35151 |
|  | Stellantis NV (XNYS) | 1684979 | 26488 |
|  | Moncler SpA | 409137 | 25607 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Snam SpA (MTAA) | 4500239 | 22922 |
|  | Terna - Rete Elettrica Nazionale | 2828644 | 22380 |
|  | FinecoBank Banca Fineco SpA | 1228291 | 22050 |
|  | Prysmian SpA | 529964 | 21642 |
|  | Tenaris SA | 936879 | 16602 |
|  | Mediobanca Banca di Credito Finanziario SpA | 1274831 | 13704 |
|  | Banco BPM SpA | 2768107 | 12459 |
|  | Davide Campari-Milano NV | 999162 | 10718 |
| <sup>\*,1</sup> | Nexi SpA | 1119178 | 9857 |
| <sup>1</sup> | Poste Italiane SpA | 920887 | 9839 |
|  | Recordati Industria Chimica e Farmaceutica SpA | 195183 | 8551 |
|  | Interpump Group SpA | 161202 | 8407 |
|  | Leonardo SpA | 800049 | 8239 |
| <sup>\*,2</sup> | Telecom Italia SpA | 28339558 | 8159 |
| <sup>1</sup> | Infrastrutture Wireless Italiane SpA | 712217 | 7805 |
|  | Amplifon SpA | 258612 | 7141 |
|  | BPER Banca | 2141010 | 5882 |
|  | Reply SpA | 45248 | 5874 |
|  | Italgas SpA | 986150 | 5773 |
|  | DiaSorin SpA | 44282 | 5765 |
|  | Brunello Cucinelli SpA | 66684 | 5554 |
|  | Azimut Holding SpA | 213433 | 5328 |
| <sup>1</sup> | Pirelli & C SpA | 978594 | 4899 |
|  | Banca Mediolanum SpA | 489078 | 4679 |
|  | A2A SpA | 3100829 | 4668 |
|  | Unipol Gruppo SpA | 866199 | 4537 |
|  | Hera SpA | 1571247 | 4514 |
|  | Banca Generali SpA | 111100 | 4099 |
|  | Brembo SpA | 291165 | 3931 |
|  | Banca Popolare di Sondrio SpA | 788632 | 3873 |
|  | Buzzi Unicem SpA | 170694 | 3844 |
| <sup>1</sup> | BFF Bank SpA | 370886 | 3430 |
|  | ERG SpA | 112939 | 3410 |
| <sup>\*</sup> | Iveco Group NV | 399354 | 3271 |
|  | De' Longhi SpA | 140943 | 3254 |
| <sup>\*,2</sup> | Autogrill SpA | 383799 | 2801 |
|  | Salvatore Ferragamo SpA | 136396 | 2707 |
|  | Iren SpA | 1306286 | 2366 |
| <sup>1</sup> | Technogym SpA | 266598 | 2365 |
|  | UnipolSai Assicurazioni SpA | 871642 | 2319 |
| <sup>1</sup> | Enav SpA | 500011 | 2302 |
| <sup>\*</sup> | Banca Monte dei Paschi di Siena SpA | 836783 | 2235 |
| <sup>1</sup> | Carel Industries SpA | 86572 | 2141 |
| <sup>1</sup> | Anima Holding SpA | 460726 | 2032 |
|  | Sesa SpA | 14823 | 2017 |
| <sup>\*</sup> | Saras SpA | 1097963 | 1904 |
|  | Tamburi Investment Partners SpA | 207059 | 1723 |
|  | El.En. SpA | 106406 | 1660 |
|  | SOL SpA | 74843 | 1651 |
|  | Danieli & C Officine Meccaniche SpA Savings Shares | 83590 | 1559 |
| <sup>\*</sup> | Telecom Italia SpA Savings Shares | 5123383 | 1431 |
|  | ACEA SpA | 87410 | 1340 |
| <sup>2</sup> | Maire Tecnimont SpA | 345717 | 1332 |
|  | Credito Emiliano SpA | 149991 | 1277 |
|  | Piaggio & C SpA | 320118 | 1209 |
|  | Sanlorenzo SpA | 26121 | 1147 |
| <sup>2</sup> | Webuild SpA (MTAA) | 630180 | 1111 |
| <sup>\*</sup> | Intercos SpA | 74695 | 1078 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Gruppo MutuiOnline SpA | 32444 | 1034 |
|  | Tinexta SpA | 37733 | 1026 |
|  | Zignago Vetro SpA | 59996 | 1024 |
| <sup>1</sup> | RAI Way SpA | 175743 | 1004 |
| <sup>1</sup> | doValue SpA | 111681 | 910 |
|  | MARR SpA | 62923 | 827 |
|  | Banca IFIS SpA | 46834 | 784 |
| <sup>\*,1</sup> | GVS SpA | 134084 | 708 |
|  | Cementir Holding NV | 89672 | 707 |
| <sup>\*</sup> | Tod's SpA | 16948 | 663 |
| <sup>\*</sup> | CIR SpA-Compagnie Industriali | 1372027 | 662 |
|  | Italmobiliare SpA | 22924 | 614 |
| <sup>\*,2</sup> | Fincantieri SpA | 928435 | 612 |
|  | Danieli & C Officine Meccaniche SpA | 23105 | 599 |
| <sup>\*</sup> | Salcef SpA | 28982 | 567 |
|  | MFE-MediaForEurope NV Class A | 1092249 | 479 |
|  | Biesse SpA | 29449 | 475 |
|  | Arnoldo Mondadori Editore SpA | 222976 | 466 |
|  | Immobiliare Grande Distribuzione SIIQ SpA | 138980 | 430 |
| <sup>\*</sup> | Alerion Cleanpower SpA | 12215 | 417 |
|  | MFE-MediaForEurope NV Class B | 606315 | 411 |
|  | Datalogic SpA | 35409 | 356 |
| <sup>\*,2</sup> | Juventus Football Club SpA | 1043925 | 337 |
|  | Rizzoli Corriere Della Sera Mediagroup SpA | 191366 | 148 |
| <sup>\*,2</sup> | Webuild SpA Warrants Exp. 2/8/30 | 61413 | 32 |
|  |  |  | **914932** |
| **Netherlands (6.7%)** | **Netherlands (6.7%)** | **Netherlands (6.7%)** | **Netherlands (6.7%)** |
|  | ASML Holding NV | 810787 | 536455 |
|  | Prosus NV | 1679760 | 135633 |
|  | ING Groep NV | 7504591 | 108668 |
| <sup>\*,1</sup> | Adyen NV | 59225 | 89543 |
|  | Koninklijke Ahold Delhaize NV | 1990766 | 59418 |
|  | Wolters Kluwer NV | 504745 | 55029 |
|  | Heineken NV | 479529 | 47924 |
|  | Koninklijke DSM NV | 350132 | 45028 |
|  | Universal Music Group NV | 1505214 | 38477 |
|  | ASM International NV | 92227 | 31192 |
|  | Koninklijke Philips NV | 1780507 | 30741 |
|  | ArcelorMittal SA | 963248 | 29883 |
|  | Akzo Nobel NV | 355072 | 26448 |
|  | NN Group NV | 601147 | 26119 |
|  | Koninklijke KPN NV | 6539998 | 22359 |
|  | Aegon NV | 3561169 | 19643 |
|  | IMCD NV | 114642 | 18174 |
|  | Heineken Holding NV | 212379 | 17535 |
| <sup>\*</sup> | EXOR NV | 208924 | 16607 |
|  | Randstad NV | 220970 | 14164 |
|  | ASR Nederland NV | 287877 | 13626 |
| <sup>\*,2</sup> | Unibail-Rodamco-Westfield | 206243 | 13347 |
| <sup>1</sup> | ABN AMRO Bank NV GDR | 793747 | 13174 |
|  | BE Semiconductor Industries NV | 156420 | 11188 |
| <sup>\*,1</sup> | Just Eat Takeaway.com NV | 369380 | 9476 |
|  | Aalberts NV | 194408 | 9192 |
| <sup>1</sup> | Signify NV | 250722 | 9077 |
|  | OCI NV | 195097 | 6641 |
|  | Arcadis NV | 143905 | 6248 |
| <sup>\*</sup> | Allfunds Group plc | 680767 | 5415 |
|  | SBM Offshore NV | 308176 | 4845 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | JDE Peet's NV | 161020 | 4826 |
|  | Corbion NV | 119171 | 4586 |
| <sup>\*</sup> | Galapagos NV | 96784 | 4283 |
| <sup>\*</sup> | InPost SA | 406744 | 3928 |
|  | Koninklijke Vopak NV | 129839 | 3912 |
|  | TKH Group NV GDR | 83093 | 3771 |
|  | APERAM SA | 90282 | 3563 |
| <sup>\*,1,2</sup> | Basic-Fit NV | 105902 | 3480 |
| <sup>1</sup> | CTP NV | 209703 | 3029 |
| <sup>\*</sup> | Fugro NV | 222978 | 2969 |
|  | Eurocommercial Properties NV | 103225 | 2585 |
|  | AMG Advanced Metallurgical Group NV | 63434 | 2478 |
| <sup>\*,1</sup> | Alfen Beheer BV | 21945 | 2036 |
|  | PostNL NV | 750437 | 1571 |
| <sup>\*</sup> | Flow Traders Ltd. | 52521 | 1352 |
|  | Sligro Food Group NV | 68626 | 1319 |
| <sup>\*</sup> | Koninklijke BAM Groep NV | 494434 | 1260 |
|  | Wereldhave NV | 83182 | 1250 |
|  | Majorel Group Luxembourg SA | 41035 | 1008 |
|  | NSI NV | 35464 | 926 |
| <sup>\*</sup> | TomTom NV | 127980 | 910 |
|  | Vastned Retail NV | 33797 | 779 |
|  | Brunel International NV | 44248 | 506 |
| <sup>1</sup> | B&S Group Sarl | 49140 | 270 |
| <sup>\*,2</sup> | Ebusco Holding NV | 18170 | 268 |
|  |  |  | **1528134** |
| **Norway (1.4%)** | **Norway (1.4%)** | **Norway (1.4%)** | **Norway (1.4%)** |
|  | Equinor ASA | 1884748 | 57441 |
|  | DNB Bank ASA | 2063862 | 38593 |
|  | Norsk Hydro ASA | 2686472 | 21782 |
|  | Aker BP ASA (XOSL) | 615310 | 18743 |
|  | Mowi ASA | 890502 | 16467 |
|  | Yara International ASA | 327021 | 14530 |
|  | Telenor ASA | 1283277 | 13434 |
|  | Orkla ASA | 1524946 | 11385 |
| <sup>\*</sup> | TOMRA Systems ASA | 469253 | 8284 |
|  | Storebrand ASA | 940701 | 8189 |
|  | Salmar ASA | 141117 | 6562 |
|  | Bakkafrost P/F | 101446 | 6295 |
|  | Gjensidige Forsikring ASA | 345202 | 6204 |
|  | Kongsberg Gruppen ASA | 149889 | 5967 |
|  | Subsea 7 SA | 465505 | 5801 |
| <sup>\*,2</sup> | NEL ASA | 2937994 | 5035 |
| <sup>\*</sup> | Nordic Semiconductor ASA | 313775 | 5003 |
| <sup>\*</sup> | Adevinta ASA | 549732 | 4713 |
|  | SpareBank 1 SR-Bank ASA | 358415 | 4156 |
|  | Schibsted ASA Class B | 197379 | 4126 |
|  | TGS ASA | 242528 | 4016 |
|  | Aker ASA Class A | 48164 | 3483 |
|  | SpareBank 1 SMN | 261437 | 3334 |
| <sup>\*,1</sup> | AutoStore Holdings Ltd. | 1435394 | 3315 |
|  | Schibsted ASA Class A | 151447 | 3307 |
|  | Borregaard ASA | 204072 | 3146 |
|  | Leroy Seafood Group ASA | 518830 | 3055 |
|  | Var Energi ASA | 814129 | 2476 |
|  | Veidekke ASA | 222172 | 2294 |
| <sup>\*</sup> | Aker Solutions ASA | 533303 | 2108 |
|  | Wallenius Wilhelmsen ASA | 207538 | 1970 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>1</sup> | Scatec ASA | 241481 | 1970 |
|  | Atea ASA | 171292 | 1932 |
| <sup>1</sup> | Elkem ASA | 532591 | 1887 |
|  | FLEX LNG Ltd. | 57006 | 1762 |
|  | Austevoll Seafood ASA | 175506 | 1739 |
|  | Hafnia Ltd. | 326058 | 1715 |
| <sup>\*,1</sup> | Crayon Group Holding ASA | 164696 | 1659 |
|  | DNO ASA | 1190164 | 1468 |
| <sup>\*</sup> | Kahoot! ASA | 763166 | 1349 |
| <sup>1</sup> | Entra ASA | 111384 | 1317 |
| <sup>1</sup> | BW LPG Ltd. | 153910 | 1274 |
|  | MPC Container Ships ASA | 766536 | 1220 |
|  | Stolt-Nielsen Ltd. | 44687 | 1175 |
|  | Bonheur ASA | 40668 | 1088 |
| <sup>\*</sup> | Aker Carbon Capture ASA | 649112 | 962 |
|  | Grieg Seafood ASA | 105355 | 944 |
| <sup>\*</sup> | Hexagon Composites ASA | 219903 | 741 |
| <sup>\*</sup> | Aker Horizons Holding ASA | 442280 | 641 |
|  | Sparebank 1 Oestlandet | 53776 | 630 |
|  | Arendals Fossekompani A/S | 21635 | 572 |
| <sup>\*</sup> | BW Energy Ltd. | 152063 | 427 |
|  | BW Offshore Ltd. | 147759 | 395 |
| <sup>\*</sup> | Hoegh Autoliners ASA | 33571 | 209 |
| <sup>\*</sup> | Borr Drilling Ltd. | 1518 | 9 |
|  |  |  | **322299** |
| **Poland (0.5%)** | **Poland (0.5%)** | **Poland (0.5%)** | **Poland (0.5%)** |
|  | Polski Koncern Naftowy ORLEN SA | 1157370 | 17383 |
|  | Powszechna Kasa Oszczednosci Bank Polski SA | 1721534 | 12840 |
|  | Powszechny Zaklad Ubezpieczen SA | 1131309 | 9616 |
|  | KGHM Polska Miedz SA | 276044 | 9025 |
| <sup>\*,1</sup> | Dino Polska SA | 96369 | 8730 |
|  | Bank Polska Kasa Opieki SA | 314494 | 6720 |
| <sup>\*,1</sup> | Allegro.eu SA | 809262 | 5633 |
|  | LPP SA | 2271 | 5320 |
| <sup>2</sup> | CD Projekt SA | 131799 | 4253 |
|  | Santander Bank Polska SA | 60182 | 4001 |
| <sup>\*,1</sup> | Pepco Group NV | 295163 | 2863 |
|  | KRUK SA | 34592 | 2811 |
|  | Orange Polska SA | 1341824 | 2166 |
| <sup>\*</sup> | PGE Polska Grupa Energetyczna SA | 1236468 | 2141 |
|  | Cyfrowy Polsat SA | 487519 | 2070 |
|  | Asseco Poland SA | 109623 | 1929 |
| <sup>\*</sup> | mBank SA | 25960 | 1914 |
| <sup>\*</sup> | Alior Bank SA | 191295 | 1738 |
| <sup>\*</sup> | Jastrzebska Spolka Weglowa SA | 103030 | 1609 |
| <sup>\*,2</sup> | Bank Millennium SA | 1218553 | 1451 |
|  | Bank Handlowy w Warszawie SA | 61875 | 1158 |
| <sup>\*</sup> | Tauron Polska Energia SA | 1815693 | 991 |
| <sup>\*</sup> | Grupa Azoty SA | 91308 | 960 |
| <sup>\*</sup> | Enea SA | 520024 | 811 |
| <sup>\*</sup> | CCC SA | 77011 | 785 |
| <sup>\*</sup> | AmRest Holdings SE | 141636 | 670 |
|  | Ciech SA | 46651 | 518 |
|  | Warsaw Stock Exchange | 56564 | 492 |
|  | Kernel Holding SA | 81294 | 347 |
|  |  |  | **110945** |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Market<br> Value<br> ($000)** |
| **Portugal (0.4%)** | **Portugal (0.4%)** | **Portugal (0.4%)** | **Portugal (0.4%)** |
|  | EDP - Energias de Portugal SA | 5688044 | 28260 |
|  | Galp Energia SGPS SA | 1037749 | 14205 |
|  | Jeronimo Martins SGPS SA | 554013 | 12028 |
|  | EDP Renovaveis SA | 482396 | 10493 |
|  | Banco Comercial Portugues SA Class R | 15741657 | 3354 |
|  | REN - Redes Energeticas Nacionais SGPS SA | 764777 | 2102 |
|  | Sonae SGPS SA | 1848728 | 1884 |
|  | NOS SGPS SA | 421234 | 1806 |
|  | Navigator Co. SA | 494683 | 1732 |
|  | CTT-Correios de Portugal SA | 297686 | 1151 |
| <sup>\*</sup> | Greenvolt-Energias Renovaveis SA | 112819 | 946 |
| <sup>2</sup> | Altri SGPS SA | 135461 | 684 |
|  | Corticeira Amorim SGPS SA | 61416 | 608 |
|  | Semapa-Sociedade de Investimento e Gestao | 29276 | 386 |
|  |  |  | **79639** |
| **Spain (3.8%)** | **Spain (3.8%)** | **Spain (3.8%)** | **Spain (3.8%)** |
|  | Iberdrola SA (XMAD) | 11989209 | 140655 |
|  | Banco Santander SA | 33433170 | 116847 |
|  | Banco Bilbao Vizcaya Argentaria SA | 12126606 | 85660 |
|  | Industria de Diseno Textil SA | 2114478 | 66016 |
| <sup>\*</sup> | Amadeus IT Group SA | 907357 | 57167 |
| <sup>1</sup> | Cellnex Telecom SA | 1128900 | 44239 |
|  | Repsol SA | 2525424 | 41485 |
|  | Telefonica SA | 10023552 | 38080 |
|  | CaixaBank SA | 8311334 | 36877 |
|  | Ferrovial SA | 959942 | 28326 |
| <sup>\*,1</sup> | Aena SME SA | 141703 | 21291 |
|  | Red Electrica Corp. SA | 869726 | 15393 |
|  | Banco de Sabadell SA | 11327486 | 14809 |
|  | Endesa SA | 641562 | 12791 |
|  | ACS Actividades de Construccion y Servicios SA | 415100 | 12284 |
|  | Bankinter SA | 1373800 | 9912 |
| <sup>\*</sup> | Grifols SA | 715739 | 9475 |
|  | Enagas SA | 503955 | 9037 |
|  | Acciona SA | 45862 | 8948 |
|  | Naturgy Energy Group SA | 290371 | 8236 |
|  | Merlin Properties Socimi SA | 664579 | 6495 |
|  | Viscofan SA | 77983 | 5026 |
|  | Inmobiliaria Colonial Socimi SA | 685376 | 4999 |
|  | Corp. ACCIONA Energias Renovables SA | 114201 | 4670 |
|  | Acerinox SA | 389348 | 4217 |
| <sup>\*</sup> | Grifols SA Preference Shares | 445867 | 4063 |
|  | Mapfre SA | 1957307 | 3937 |
|  | Fluidra SA | 222896 | 3935 |
| <sup>\*</sup> | Vidrala SA | 37620 | 3795 |
|  | Cia de Distribucion Integral Logista Holdings SA | 127209 | 3446 |
| <sup>1</sup> | Unicaja Banco SA | 2469340 | 3035 |
|  | Indra Sistemas SA | 246731 | 3013 |
|  | CIE Automotive SA | 101220 | 3007 |
|  | Ebro Foods SA | 155064 | 2664 |
| <sup>\*</sup> | Solaria Energia y Medio Ambiente SA | 119431 | 2450 |
|  | Sacyr SA (XMAD) | 777585 | 2392 |
|  | Faes Farma SA | 620179 | 2325 |
| <sup>\*</sup> | Iberdrola SA | 193338 | 2258 |
|  | Grupo Catalana Occidente SA | 67247 | 2084 |
|  | Applus Services SA | 257657 | 1977 |
|  | Laboratorios Farmaceuticos Rovi SA | 42840 | 1815 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Pharma Mar SA | 26646 | 1757 |
|  | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 1417774 | 1477 |
|  | Almirall SA | 144244 | 1453 |
| <sup>1</sup> | Gestamp Automocion SA | 314540 | 1389 |
| <sup>\*</sup> | Melia Hotels International SA | 205470 | 1368 |
|  | Construcciones y Auxiliar de Ferrocarriles SA | 36231 | 1167 |
|  | Corp. Financiera Alba SA | 21809 | 1050 |
|  | Prosegur Cia de Seguridad SA | 451606 | 1022 |
| <sup>1</sup> | Global Dominion Access SA | 210519 | 903 |
|  | Fomento de Construcciones y Contratas SA | 82665 | 803 |
|  | Ence Energia y Celulosa SA | 240228 | 792 |
| <sup>\*</sup> | Tecnicas Reunidas SA | 65493 | 787 |
| <sup>1</sup> | Neinor Homes SA | 75055 | 753 |
| <sup>1</sup> | Aedas Homes SA | 37947 | 639 |
|  | Atresmedia Corp. de Medios de Comunicacion SA | 167833 | 626 |
|  | Lar Espana Real Estate Socimi SA | 116434 | 582 |
| <sup>1</sup> | Prosegur Cash SA | 694158 | 553 |
| <sup>\*</sup> | Distribuidora Internacional de Alimentacion SA | 24007470 | 385 |
| <sup>\*</sup> | Mediaset Espana Comunicacion SA | 101036 | 362 |
| <sup>\*</sup> | NH Hotel Group SA (XMAD) | 51716 | 213 |
| <sup>\*</sup> | ACS Actividades de Construccion y Servicios SA Rights Exp. 2/8/23 | 408200 | 207 |
| <sup>\*</sup> | Sacyr SA Rights Exp. 2/1/23 | 755418 | 51 |
|  |  |  | **867470** |
| **Sweden (5.3%)** | **Sweden (5.3%)** | **Sweden (5.3%)** | **Sweden (5.3%)** |
|  | Investor AB Class B | 3957702 | 76906 |
|  | Atlas Copco AB Class A | 5081436 | 60297 |
|  | Volvo AB Class B | 2964976 | 58836 |
|  | Sandvik AB | 2170283 | 44855 |
|  | Assa Abloy AB Class B | 1847023 | 43509 |
|  | Hexagon AB Class B | 3776138 | 43288 |
|  | Swedbank AB Class A | 2025275 | 38959 |
| <sup>1</sup> | Evolution AB | 322528 | 36249 |
|  | Telefonaktiebolaget LM Ericsson Class B | 6075200 | 35239 |
|  | Skandinaviska Enskilda Banken AB Class A | 2857213 | 34589 |
|  | Atlas Copco AB Class B | 3048074 | 32150 |
|  | Essity AB Class B | 1229617 | 32123 |
|  | Nibe Industrier AB Class B | 2931148 | 31669 |
|  | Svenska Handelsbanken AB Class A | 2987927 | 31158 |
| <sup>\*</sup> | Boliden AB | 549585 | 24664 |
|  | Epiroc AB Class A | 1264940 | 24612 |
|  | Alfa Laval AB | 622143 | 19551 |
|  | Svenska Cellulosa AB SCA Class B | 1204405 | 16725 |
|  | H & M Hennes & Mauritz AB Class B | 1329742 | 16378 |
|  | EQT AB | 682054 | 15390 |
|  | Investor AB Class A | 761018 | 15189 |
|  | SKF AB Class B | 775080 | 13718 |
|  | Telia Co. AB | 5033683 | 13000 |
|  | Skanska AB Class B | 726084 | 12815 |
|  | Indutrade AB | 565461 | 12557 |
|  | Epiroc AB Class B | 751649 | 12532 |
|  | Trelleborg AB Class B | 463807 | 11597 |
|  | Getinge AB Class B | 450209 | 10142 |
|  | Volvo AB Class A | 481888 | 10011 |
|  | Tele2 AB Class B | 1104558 | 9540 |
|  | SSAB AB Class B | 1393499 | 9496 |
|  | Securitas AB Class B | 972545 | 8902 |
|  | Sagax AB Class B | 348713 | 8674 |
|  | Lifco AB Class B | 453147 | 8325 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Holmen AB Class B | 194167 | 8009 |
|  | Industrivarden AB Class C | 302164 | 7960 |
| <sup>\*</sup> | Swedish Orphan Biovitrum AB | 353633 | 7886 |
|  | Saab AB Class B | 185292 | 7586 |
|  | Beijer Ref AB Class B | 490747 | 7571 |
| <sup>\*</sup> | Kinnevik AB Class B | 481332 | 7440 |
|  | Husqvarna AB Class B | 848396 | 7218 |
|  | Castellum AB | 516171 | 7082 |
|  | L E Lundbergforetagen AB Class B | 148331 | 6869 |
|  | Industrivarden AB Class A | 251803 | 6670 |
| <sup>\*</sup> | Fastighets AB Balder Class B | 1216225 | 6266 |
|  | Electrolux AB Class B | 430335 | 6095 |
|  | Investment AB Latour Class B | 288100 | 6079 |
|  | AddTech AB Class B | 378924 | 6051 |
|  | AAK AB | 348810 | 6020 |
| <sup>2</sup> | Avanza Bank Holding AB | 250051 | 5770 |
|  | Axfood AB | 217111 | 5592 |
|  | Nordnet AB publ | 343560 | 5584 |
|  | Hexpol AB | 497747 | 5377 |
| <sup>\*</sup> | Volvo Car AB Class B | 1068460 | 5331 |
|  | Elekta AB Class B | 718969 | 5233 |
| <sup>\*,1</sup> | Sinch AB | 1234746 | 5104 |
| <sup>1</sup> | Thule Group AB | 212717 | 5098 |
| <sup>\*</sup> | Hexatronic Group AB | 400649 | 4931 |
|  | BillerudKorsnas AB | 422911 | 4913 |
|  | Fabege AB | 504533 | 4768 |
| <sup>1</sup> | Bravida Holding AB | 406604 | 4495 |
| <sup>\*</sup> | Wihlborgs Fastigheter AB | 533064 | 4389 |
|  | Loomis AB Class B | 146715 | 4363 |
|  | Sweco AB Class B | 401429 | 4355 |
| <sup>1</sup> | Dometic Group AB | 641913 | 4045 |
| <sup>\*</sup> | Lagercrantz Group AB Class B | 380880 | 3996 |
| <sup>2</sup> | Samhallsbyggnadsbolaget i Norden AB | 2083387 | 3806 |
| <sup>\*</sup> | Nordic Entertainment Group AB Class B | 151695 | 3745 |
| <sup>\*</sup> | Sectra AB | 260885 | 3695 |
|  | AFRY AB | 196691 | 3551 |
|  | Hufvudstaden AB Class A | 219374 | 3304 |
|  | Nyfosa AB | 362421 | 3160 |
|  | Wallenstam AB Class B | 670676 | 3079 |
|  | Mycronic AB | 139431 | 2980 |
|  | SSAB AB Class A | 409246 | 2925 |
|  | Bure Equity AB | 111662 | 2813 |
|  | Vitrolife AB | 130316 | 2794 |
|  | Catena AB | 60817 | 2544 |
|  | Peab AB Class B | 405708 | 2532 |
|  | JM AB | 134455 | 2507 |
| <sup>\*</sup> | Pandox AB Class B | 180446 | 2484 |
| <sup>\*</sup> | Storskogen Group AB Class B | 2775196 | 2423 |
| <sup>\*</sup> | AddNode Group AB | 234761 | 2336 |
|  | AddLife AB Class B | 220525 | 2327 |
|  | Medicover AB Class B | 130534 | 2230 |
|  | Nolato AB Class B | 359837 | 2173 |
| <sup>\*</sup> | Modern Times Group MTG AB Shares B | 243691 | 2157 |
| <sup>\*</sup> | Alleima AB | 431019 | 2155 |
|  | Electrolux Professional AB Class B | 461546 | 2151 |
|  | HMS Networks AB | 57205 | 2133 |
|  | Vitec Software Group AB Class B | 49874 | 2113 |
|  | Biotage AB | 133745 | 2067 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>1</sup> | Munters Group AB | 213566 | 2048 |
|  | Intrum AB | 157381 | 2037 |
|  | NCC AB Class B | 203191 | 2010 |
| <sup>\*</sup> | Betsson AB Class B | 242088 | 2007 |
|  | Lindab International AB | 140743 | 1996 |
|  | Instalco AB | 479357 | 1854 |
|  | Granges AB | 212726 | 1779 |
|  | Arjo AB Class B | 450530 | 1748 |
|  | Beijer Alma AB | 86409 | 1714 |
|  | Hemnet Group AB | 120618 | 1682 |
|  | Concentric AB | 78131 | 1661 |
|  | Mips AB | 43332 | 1658 |
|  | Atrium Ljungberg AB Class B | 92705 | 1657 |
|  | Bilia AB Class A | 143223 | 1655 |
| <sup>\*,1</sup> | Boozt AB | 123336 | 1600 |
|  | Ratos AB Class B | 390274 | 1574 |
| <sup>\*</sup> | Stillfront Group AB | 890791 | 1555 |
|  | Bufab AB | 57172 | 1481 |
|  | Troax Group AB | 69650 | 1466 |
| <sup>\*</sup> | Sdiptech AB Class B | 58567 | 1430 |
| <sup>\*</sup> | Truecaller AB Class B | 400527 | 1423 |
|  | Cibus Nordic Real Estate AB | 96529 | 1368 |
|  | Dios Fastigheter AB | 172588 | 1315 |
| <sup>\*</sup> | Cint Group AB | 342152 | 1284 |
|  | NP3 Fastigheter AB | 55847 | 1233 |
|  | Corem Property Group AB Class B | 1344571 | 1231 |
|  | INVISIO AB | 65992 | 1156 |
|  | Systemair AB | 144427 | 1083 |
|  | Cloetta AB Class B | 472991 | 985 |
| <sup>\*</sup> | Camurus AB | 40500 | 969 |
| <sup>\*,1</sup> | Scandic Hotels Group AB | 249825 | 921 |
|  | Platzer Fastigheter Holding AB Class B | 104256 | 915 |
|  | SkiStar AB | 81193 | 879 |
|  | Mekonomen AB | 78377 | 869 |
| <sup>2</sup> | Svenska Handelsbanken AB Class B | 66889 | 841 |
| <sup>1</sup> | Resurs Holding AB | 271172 | 722 |
|  | Investment AB Oresund | 58034 | 695 |
| <sup>\*</sup> | Collector Bank AB | 165924 | 629 |
|  | Fagerhult AB | 132971 | 623 |
| <sup>\*,2</sup> | BICO Group AB Class B | 60483 | 612 |
|  | Sagax AB Class D | 222835 | 598 |
|  | Skandinaviska Enskilda Banken AB Class C | 43008 | 579 |
| <sup>2</sup> | Samhallsbyggnadsbolaget i Norden AB Class D | 278624 | 550 |
|  | Corem Property Group AB Preference Shares | 23316 | 530 |
|  | Clas Ohlson AB Class B | 77401 | 516 |
| <sup>\*,1</sup> | Attendo AB | 203399 | 511 |
| <sup>\*,1</sup> | BioArctic AB Class B | 16728 | 499 |
| <sup>\*</sup> | OX2 AB | 62813 | 485 |
|  | Bonava AB Class B | 157980 | 482 |
|  | Svenska Cellulosa AB SCA Class A | 32197 | 448 |
| <sup>2</sup> | Telefonaktiebolaget LM Ericsson Class A | 65897 | 427 |
|  | Volati AB | 40524 | 404 |
|  | Nobia AB | 219718 | 383 |
| <sup>\*,3</sup> | Neobo Fastigheter AB | 200712 | 375 |
| <sup>\*</sup> | BHG Group AB | 166017 | 245 |
| <sup>\*</sup> | Fortnox AB | 34585 | 175 |
|  | Husqvarna AB Class A | 19544 | 166 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | NCC AB Class A | 8396 | 89 |
|  |  |  | **1193802** |
| **Switzerland (14.3%)** | **Switzerland (14.3%)** | **Switzerland (14.3%)** | **Switzerland (14.3%)** |
|  | Nestle SA (Registered) | 5426847 | 662124 |
|  | Roche Holding AG | 1417958 | 442645 |
|  | Novartis AG (Registered) | 4066005 | 367604 |
|  | Cie Financiere Richemont SA Class A (Registered) | 1028643 | 158573 |
|  | Zurich Insurance Group AG | 298529 | 147631 |
|  | UBS Group AG (Registered) | 5993593 | 127936 |
|  | ABB Ltd. (Registered) | 3062653 | 106628 |
|  | Lonza Group AG (Registered) | 149090 | 85047 |
|  | Sika AG (Registered) | 291638 | 82868 |
|  | Alcon Inc. | 927119 | 69959 |
|  | Holcim Ltd. | 1097548 | 65617 |
|  | Swiss Re AG | 581480 | 60887 |
|  | Givaudan SA (Registered) | 16013 | 51918 |
|  | Partners Group Holding AG | 44785 | 42022 |
|  | Geberit AG (Registered) | 68489 | 38969 |
|  | Swiss Life Holding AG (Registered) | 61198 | 36220 |
|  | Swisscom AG (Registered) | 51082 | 30182 |
|  | SGS SA (Registered) | 11887 | 28988 |
| <sup>\*</sup> | Straumann Holding AG | 214182 | 28044 |
|  | Julius Baer Group Ltd. | 417665 | 26791 |
|  | Sonova Holding AG (Registered) | 99931 | 24990 |
|  | Kuehne + Nagel International AG (Registered) | 99590 | 23748 |
|  | Chocoladefabriken Lindt & Spruengli AG (Registered) | 208 | 23412 |
|  | Credit Suisse Group AG (Registered) | 6743080 | 23229 |
|  | Chocoladefabriken Lindt & Spruengli AG Ptg. Ctf. | 2078 | 22822 |
|  | Swatch Group AG (Bearer) | 62603 | 22667 |
|  | Schindler Holding AG Ptg. Ctf. | 82832 | 17655 |
|  | Logitech International SA (Registered) | 286533 | 16767 |
|  | SIG Combibloc Group AG | 662272 | 16415 |
| <sup>1</sup> | VAT Group AG | 51583 | 16058 |
|  | Barry Callebaut AG (Registered) | 7183 | 15008 |
|  | Baloise Holding AG (Registered) | 90582 | 14898 |
|  | Swiss Prime Site AG (Registered) | 152197 | 13562 |
|  | Roche Holding AG (Bearer) | 36180 | 13243 |
|  | Adecco Group AG (Registered) | 318414 | 11826 |
|  | PSP Swiss Property AG (Registered) | 90975 | 11341 |
| <sup>\*</sup> | Georg Fischer AG | 163928 | 11302 |
|  | Tecan Group AG (Registered) | 25378 | 10650 |
|  | EMS-Chemie Holding AG (Registered) | 14231 | 10609 |
|  | Belimo Holding AG (Registered) | 18648 | 9836 |
|  | Helvetia Holding AG (Registered) | 69764 | 8727 |
|  | Temenos AG (Registered) | 121207 | 8652 |
|  | Clariant AG (Registered) | 451597 | 7744 |
|  | Schindler Holding AG (Registered) | 37842 | 7655 |
| <sup>1</sup> | Galenica AG | 97226 | 7604 |
| <sup>\*</sup> | Flughafen Zurich AG (Registered) | 37943 | 6913 |
| <sup>\*</sup> | Dufry AG (Registered) | 140451 | 6448 |
|  | DKSH Holding AG | 71315 | 6076 |
|  | Siegfried Holding AG (Registered) | 8054 | 5917 |
|  | Bucher Industries AG (Registered) | 12986 | 5917 |
| <sup>\*</sup> | Bachem Holding AG Class B | 61323 | 5423 |
|  | Banque Cantonale Vaudoise (Registered) | 56617 | 5382 |
|  | Cembra Money Bank AG | 59239 | 5260 |
|  | BKW AG | 35956 | 5171 |
| <sup>\*</sup> | Meyer Burger Technology AG | 7223109 | 5142 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Allreal Holding AG (Registered) | 28986 | 4968 |
| <sup>\*</sup> | ams-OSRAM AG | 493836 | 4613 |
|  | Swatch Group AG (Registered) | 63516 | 4173 |
|  | Inficon Holding AG (Registered) | 3869 | 4051 |
| <sup>\*,2</sup> | Idorsia Ltd. | 240530 | 4046 |
| <sup>2</sup> | Stadler Rail AG | 105397 | 4031 |
|  | SFS Group AG | 34762 | 4000 |
|  | Vontobel Holding AG (Registered) | 55149 | 3906 |
|  | Burckhardt Compression Holding AG | 6308 | 3906 |
| <sup>\*</sup> | Accelleron Industries AG | 153569 | 3627 |
|  | Mobimo Holding AG (Registered) | 14083 | 3621 |
|  | Landis+Gyr Group AG | 49149 | 3621 |
|  | Valiant Holding AG (Registered) | 31581 | 3609 |
|  | Emmi AG (Registered) | 3830 | 3568 |
|  | Softwareone Holding AG | 216196 | 3491 |
|  | Interroll Holding AG (Registered) | 1110 | 3458 |
|  | Comet Holding AG (Registered) | 14861 | 3435 |
|  | Huber + Suhner AG (Registered) | 34945 | 3351 |
|  | Swissquote Group Holding SA (Registered) | 17987 | 3249 |
|  | Komax Holding AG (Registered) | 9556 | 3144 |
|  | Daetwyler Holding AG (Bearer) | 14797 | 3138 |
|  | St. Galler Kantonalbank AG (Registered) | 5680 | 3113 |
|  | Sulzer AG (Registered) | 34378 | 2927 |
| <sup>\*</sup> | Dottikon Es Holding AG (Registered) | 8968 | 2657 |
|  | Forbo Holding AG (Registered) | 1964 | 2584 |
| <sup>\*</sup> | Aryzta AG | 1872383 | 2549 |
|  | dormakaba Holding AG | 6075 | 2538 |
|  | OC Oerlikon Corp. AG (Registered) | 369562 | 2537 |
| <sup>\*,1</sup> | Sensirion Holding AG | 20575 | 2448 |
|  | Kardex Holding AG (Registered) | 11747 | 2289 |
|  | LEM Holding SA (Registered) | 979 | 2168 |
|  | VZ Holding AG | 27175 | 2163 |
|  | Bystronic AG | 2613 | 1964 |
|  | Schweiter Technologies AG (Bearer) | 1918 | 1693 |
| <sup>\*</sup> | SKAN Group AG | 22457 | 1671 |
|  | u-blox Holding AG | 13228 | 1582 |
|  | EFG International AG | 166312 | 1554 |
|  | Intershop Holding AG | 2258 | 1515 |
|  | Zehnder Group AG | 19561 | 1456 |
|  | COSMO Pharmaceuticals NV | 19623 | 1427 |
|  | Ypsomed Holding AG (Registered) | 6747 | 1385 |
|  | Bossard Holding AG (Registered) Class A | 5239 | 1335 |
| <sup>\*</sup> | Basilea Pharmaceutica AG (Registered) | 24583 | 1328 |
| <sup>1</sup> | Medacta Group SA | 12273 | 1308 |
|  | Arbonia AG | 90654 | 1271 |
| <sup>\*</sup> | Implenia AG (Registered) | 29567 | 1242 |
|  | Leonteq AG | 20971 | 1165 |
|  | Vetropack Holding AG Class A (Registered) | 23823 | 1099 |
|  | ALSO Holding AG (Registered) | 5310 | 1082 |
|  | Bell Food Group AG (Registered) | 3809 | 999 |
| <sup>\*</sup> | TX Group AG | 5888 | 923 |
| <sup>1</sup> | Medmix AG | 47095 | 917 |
| <sup>1</sup> | PolyPeptide Group AG | 28923 | 840 |
| <sup>\*,1</sup> | Montana Aerospace AG | 43490 | 796 |
|  | Autoneum Holding AG | 5635 | 752 |
| <sup>\*,1</sup> | Medartis Holding AG | 8635 | 725 |
|  | Rieter Holding AG (Registered) | 5938 | 689 |
| <sup>\*,2</sup> | Zur Rose Group AG | 16225 | 612 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Hiag Immobilien Holding AG | 6476 | 584 |
|  | VP Bank AG Class A | 4416 | 477 |
|  | APG SGA SA | 2162 | 423 |
| <sup>\*</sup> | Swiss Steel Holding AG | 1357586 | 284 |
| <sup>\*</sup> | Aryzta AG (XSWX) | 24200 | 33 |
|  |  |  | **3228832** |
| **United Kingdom (24.7%)** | **United Kingdom (24.7%)** | **United Kingdom (24.7%)** | **United Kingdom (24.7%)** |
|  | AstraZeneca plc | 2973767 | 389601 |
|  | Shell plc (XLON) | 13099967 | 384586 |
|  | HSBC Holdings plc | 40517629 | 298548 |
|  | BP plc | 36056562 | 217791 |
|  | Diageo plc | 4540213 | 198526 |
|  | Glencore plc | 25876144 | 173290 |
|  | British American Tobacco plc | 4510061 | 172888 |
|  | Rio Tinto plc | 2189977 | 171478 |
|  | GSK plc | 8045278 | 141316 |
|  | Unilever plc | 2568823 | 130411 |
|  | Unilever plc (XLON) | 2538099 | 129187 |
|  | RELX plc | 3865570 | 114842 |
|  | Anglo American plc | 2430346 | 104822 |
|  | Reckitt Benckiser Group plc | 1438898 | 102537 |
|  | National Grid plc | 7328064 | 93161 |
|  | Prudential plc (XLON) | 5533203 | 91934 |
|  | Lloyds Banking Group plc | 135166185 | 87965 |
|  | Compass Group plc | 3533936 | 84419 |
|  | Barclays plc | 31817970 | 73143 |
|  | CRH plc (XDUB) | 1506632 | 70329 |
|  | Experian plc | 1851403 | 67705 |
|  | London Stock Exchange Group plc | 737066 | 67475 |
|  | BAE Systems plc | 6233501 | 65988 |
|  | Ferguson plc | 419219 | 59066 |
|  | Ashtead Group plc | 888990 | 58557 |
|  | Vodafone Group plc | 49946679 | 57629 |
| <sup>\*</sup> | Flutter Entertainment plc (XDUB) | 353973 | 54921 |
|  | Imperial Brands plc | 1905794 | 47809 |
|  | SSE plc | 2179361 | 46518 |
|  | Tesco plc | 14755020 | 44846 |
| <sup>\*</sup> | Haleon plc | 10039141 | 40231 |
|  | Standard Chartered plc | 4777702 | 40131 |
| <sup>\*</sup> | NatWest Group plc | 10117490 | 38599 |
|  | Legal & General Group plc | 11948309 | 37601 |
|  | 3i Group plc | 1919754 | 37454 |
|  | Shell plc | 1191185 | 34935 |
|  | Aviva plc | 5632533 | 31767 |
|  | Rentokil Initial plc | 5067156 | 30724 |
|  | Bunzl plc | 680416 | 24979 |
|  | Segro plc | 2412584 | 24834 |
|  | WPP plc | 2101948 | 24559 |
|  | InterContinental Hotels Group plc | 353197 | 24520 |
|  | Smith & Nephew plc | 1762040 | 24334 |
|  | Croda International plc | 279943 | 23861 |
|  | Informa plc | 2874861 | 23777 |
|  | Burberry Group plc | 769707 | 23446 |
| <sup>\*</sup> | Rolls-Royce Holdings plc | 16827961 | 22017 |
|  | Smurfit Kappa Group plc | 523394 | 21996 |
|  | Entain plc | 1176772 | 21700 |
|  | BT Group plc | 13959708 | 21508 |
|  | Spirax-Sarco Engineering plc | 147750 | 21105 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Next plc | 248644 | 20357 |
|  | Halma plc | 761933 | 20286 |
|  | Sage Group plc | 2049131 | 19687 |
|  | Mondi plc (XLON) | 973373 | 18356 |
|  | United Utilities Group plc | 1378569 | 18039 |
|  | Severn Trent plc | 503440 | 17520 |
|  | Intertek Group plc | 324435 | 17437 |
|  | Pearson plc | 1441900 | 16444 |
|  | St. James's Place plc | 1077805 | 16344 |
|  | Associated British Foods plc | 700117 | 16071 |
|  | Admiral Group plc | 573162 | 15582 |
|  | Whitbread plc | 409190 | 15411 |
|  | Smiths Group plc | 714487 | 15252 |
|  | Antofagasta plc | 697663 | 14990 |
|  | Centrica plc | 11894544 | 14818 |
| <sup>1</sup> | Auto Trader Group plc | 1867756 | 14491 |
|  | Melrose Industries plc | 8047412 | 14189 |
|  | Kingfisher plc | 3946568 | 13615 |
|  | Land Securities Group plc | 1483822 | 12999 |
|  | Rightmove plc | 1646280 | 11962 |
|  | Phoenix Group Holdings plc | 1484127 | 11763 |
|  | Weir Group plc | 522527 | 11519 |
|  | Barratt Developments plc | 2001439 | 11376 |
|  | DCC plc | 198031 | 11279 |
|  | DS Smith plc | 2564822 | 11229 |
|  | Persimmon plc | 641321 | 11201 |
|  | J Sainsbury plc | 3453515 | 11200 |
|  | Berkeley Group Holdings plc | 214572 | 10988 |
|  | Electrocomponents plc | 944933 | 10986 |
|  | Beazley plc | 1332714 | 10967 |
|  | M&G plc | 4358215 | 10884 |
|  | Abrdn plc | 4098560 | 10795 |
|  | B&M European Value Retail SA | 1867626 | 10329 |
|  | Taylor Wimpey plc | 7102651 | 10305 |
|  | British Land Co. plc | 1869077 | 10229 |
|  | Johnson Matthey plc | 362018 | 10112 |
|  | JD Sports Fashion plc | 4982440 | 10043 |
|  | Intermediate Capital Group plc | 565291 | 9727 |
| <sup>\*</sup> | Ocado Group plc | 1214295 | 9717 |
|  | Coca-Cola HBC AG | 393901 | 9572 |
| <sup>\*</sup> | Schroders plc | 1607271 | 9505 |
| <sup>\*</sup> | Wise plc Class A | 1416219 | 9494 |
|  | Hiscox Ltd. | 679242 | 9454 |
| <sup>1</sup> | ConvaTec Group plc | 3257423 | 9448 |
|  | IMI plc | 516022 | 9239 |
|  | Howden Joinery Group plc | 1068819 | 9120 |
|  | Endeavour Mining plc | 365557 | 8625 |
|  | Inchcape plc | 762417 | 8596 |
|  | Investec plc | 1333394 | 8528 |
|  | Spectris plc | 212330 | 8418 |
|  | Hargreaves Lansdown plc | 758067 | 8346 |
|  | Diploma plc | 245605 | 8308 |
|  | UNITE Group plc | 646229 | 7961 |
|  | Dechra Pharmaceuticals plc | 220405 | 7817 |
|  | Man Group plc | 2534973 | 7799 |
|  | IG Group Holdings plc | 780410 | 7673 |
|  | Games Workshop Group plc | 65689 | 7619 |
|  | ITV plc | 7455868 | 7467 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Tate & Lyle plc | 799849 | 7448 |
|  | Tritax Big Box REIT plc | 3811994 | 7345 |
|  | Derwent London plc | 225125 | 7181 |
| <sup>\*</sup> | Marks & Spencer Group plc | 3927187 | 7084 |
|  | Rotork plc | 1728463 | 6809 |
|  | Hikma Pharmaceuticals plc | 321594 | 6803 |
|  | Greggs plc | 200846 | 6707 |
|  | Bellway plc | 246974 | 6460 |
|  | Drax Group plc | 805315 | 6432 |
|  | Vistry Group plc | 661136 | 6089 |
| <sup>\*</sup> | Indivior plc | 250721 | 6020 |
|  | Pennon Group plc | 518093 | 5881 |
|  | OSB Group plc | 862627 | 5816 |
|  | Virgin Money UK plc | 2421525 | 5794 |
|  | Direct Line Insurance Group plc | 2639434 | 5787 |
|  | Harbour Energy plc | 1443606 | 5584 |
| <sup>\*,1</sup> | Watches of Switzerland Group plc | 463237 | 5438 |
|  | Balfour Beatty plc | 1185288 | 5367 |
|  | Travis Perkins plc | 425702 | 5340 |
| <sup>\*,2</sup> | TUI AG | 2441094 | 5112 |
|  | Safestore Holdings plc | 408222 | 5083 |
|  | Big Yellow Group plc | 339068 | 5057 |
| <sup>\*</sup> | SSP Group plc | 1576823 | 5048 |
|  | Britvic plc | 526161 | 5047 |
|  | WH Smith plc | 251374 | 4964 |
|  | Mediclinic International plc | 783803 | 4796 |
|  | Grafton Group plc | 418480 | 4750 |
|  | Grainger plc | 1470421 | 4709 |
|  | Genus plc | 131217 | 4706 |
| <sup>\*</sup> | International Consolidated Airlines Group SA | 2241654 | 4686 |
|  | QinetiQ Group plc | 1042702 | 4677 |
| <sup>\*</sup> | easyJet plc | 761020 | 4636 |
|  | Hays plc | 2958776 | 4514 |
|  | LondonMetric Property plc | 1896514 | 4419 |
|  | Plus500 Ltd. | 186843 | 4287 |
| <sup>\*</sup> | Playtech plc | 608509 | 4247 |
|  | Computacenter plc | 154168 | 4237 |
|  | Future plc | 226318 | 4214 |
|  | LXI REIT plc | 3008971 | 4188 |
|  | Serco Group plc | 2306381 | 4154 |
|  | Cranswick plc | 105211 | 4139 |
|  | Pets at Home Group plc | 951153 | 4138 |
|  | Victrex plc | 177433 | 4038 |
|  | Assura plc | 5788752 | 3984 |
|  | Royal Mail plc | 1399276 | 3961 |
|  | Energean plc | 272369 | 3911 |
|  | Softcat plc | 253656 | 3796 |
|  | Lancashire Holdings Ltd. | 486769 | 3757 |
|  | Fresnillo plc | 368250 | 3741 |
| <sup>\*</sup> | Oxford Nanopore Technologies plc | 1274174 | 3723 |
|  | Close Brothers Group plc | 305505 | 3659 |
|  | Primary Health Properties plc | 2618728 | 3628 |
|  | Redrow plc | 552914 | 3546 |
|  | Pagegroup plc | 624432 | 3515 |
|  | Paragon Banking Group plc | 473242 | 3511 |
|  | TP ICAP Group plc | 1590242 | 3463 |
|  | Kainos Group plc | 187070 | 3405 |
|  | Renishaw plc | 68941 | 3365 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | IWG plc | 1442004 | 3308 |
|  | Telecom Plus plc | 132818 | 3271 |
|  | Dunelm Group plc | 227307 | 3270 |
| <sup>1</sup> | Quilter plc | 2735982 | 3249 |
|  | Spirent Communications plc | 1194304 | 3237 |
|  | Rathbones Group plc | 124898 | 3226 |
|  | Centamin plc | 2345809 | 3216 |
|  | Savills plc | 266546 | 3207 |
| <sup>\*,1</sup> | Trainline plc | 915939 | 3207 |
|  | Airtel Africa plc | 2185988 | 3156 |
|  | Great Portland Estates plc | 440958 | 3102 |
|  | Oxford Instruments plc | 107083 | 3095 |
|  | Moneysupermarket.com Group plc | 1040861 | 3073 |
| <sup>\*,1</sup> | Network International Holdings plc | 934232 | 3033 |
| <sup>\*,1</sup> | Deliveroo plc Class A | 2636693 | 3021 |
|  | Bodycote plc | 375556 | 3016 |
|  | TBC Bank Group plc | 101663 | 2988 |
|  | Ashmore Group plc | 900099 | 2965 |
|  | Domino's Pizza Group plc | 765674 | 2965 |
|  | Supermarket Income REIT plc | 2485225 | 2952 |
| <sup>\*</sup> | S4 Capital plc | 1073103 | 2899 |
|  | Coats Group plc | 3211399 | 2888 |
| <sup>\*</sup> | Ascential plc | 869409 | 2888 |
| <sup>\*</sup> | Carnival plc | 294520 | 2814 |
|  | Mitie Group plc | 2749576 | 2651 |
| <sup>2</sup> | Hammerson plc | 7874674 | 2605 |
| <sup>\*</sup> | Frasers Group plc | 261990 | 2534 |
|  | Hill & Smith Holdings plc | 160294 | 2495 |
|  | Redde Northgate plc | 463869 | 2486 |
|  | Bank of Georgia Group plc | 73990 | 2441 |
|  | AJ Bell plc | 579508 | 2416 |
| <sup>\*</sup> | John Wood Group plc | 1356014 | 2377 |
| <sup>1</sup> | JTC plc | 265059 | 2357 |
|  | Sirius Real Estate Ltd. | 2132467 | 2227 |
|  | Diversified Energy Co. plc | 1601455 | 2191 |
|  | IntegraFin Holdings plc | 567516 | 2189 |
|  | Morgan Advanced Materials plc | 559890 | 2173 |
| <sup>\*</sup> | Darktrace plc | 830160 | 2156 |
|  | Dr. Martens plc | 1123511 | 2153 |
|  | Vesuvius plc | 420904 | 2123 |
|  | Just Group plc | 2074451 | 2101 |
|  | Capital & Counties Properties plc | 1462467 | 2073 |
| <sup>\*</sup> | Helios Towers plc | 1545117 | 2042 |
|  | Firstgroup plc | 1478161 | 1979 |
|  | Chemring Group plc | 564826 | 1974 |
|  | Marshalls plc | 462963 | 1939 |
|  | Bytes Technology Group plc (XLON) | 405053 | 1936 |
| <sup>\*</sup> | Capricorn Energy plc | 644077 | 1927 |
|  | Clarkson plc | 49968 | 1896 |
| <sup>\*</sup> | Babcock International Group plc | 498514 | 1883 |
|  | Shaftesbury plc | 383182 | 1866 |
|  | Genuit Group plc | 458635 | 1850 |
|  | Rhi Magnesita NV | 55009 | 1830 |
|  | Workspace Group plc | 292166 | 1824 |
|  | Liontrust Asset Management plc | 125825 | 1803 |
|  | Premier Foods plc | 1311465 | 1798 |
| <sup>\*</sup> | Elementis plc | 1155372 | 1786 |
| <sup>\*</sup> | National Express Group plc | 1084061 | 1786 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Volution Group plc | 375239 | 1750 |
|  | Morgan Sindall Group plc | 84640 | 1716 |
|  | Ninety One plc | 679919 | 1660 |
| <sup>\*,1</sup> | Spire Healthcare Group plc | 552216 | 1654 |
|  | FDM Group Holdings plc | 167874 | 1626 |
|  | Currys plc | 1987906 | 1597 |
| <sup>1</sup> | Ibstock plc | 762504 | 1590 |
|  | Essentra plc | 592885 | 1584 |
| <sup>\*</sup> | PureTech Health plc | 500583 | 1573 |
|  | Senior plc | 829294 | 1564 |
| <sup>\*</sup> | C&C Group plc | 782664 | 1555 |
| <sup>1</sup> | Bridgepoint Group plc (Registered) | 513848 | 1525 |
| <sup>\*</sup> | Auction Technology Group plc | 174596 | 1513 |
|  | IP Group plc | 1972901 | 1485 |
|  | Jupiter Fund Management plc | 850992 | 1473 |
|  | Crest Nicholson Holdings plc | 485082 | 1460 |
|  | Provident Financial plc | 501294 | 1448 |
| <sup>\*,2</sup> | ASOS plc | 133188 | 1441 |
|  | Keller Group plc | 143882 | 1434 |
|  | Synthomer plc | 724198 | 1398 |
| <sup>\*</sup> | Molten Ventures plc | 308017 | 1363 |
| <sup>\*,2</sup> | THG plc Class B | 1870361 | 1342 |
|  | NCC Group plc | 571893 | 1325 |
|  | Devro plc | 340258 | 1286 |
| <sup>1</sup> | Petershill Partners plc | 590638 | 1235 |
| <sup>\*,1,2</sup> | Aston Martin Lagonda Global Holdings plc | 596188 | 1218 |
|  | AG Barr plc | 178847 | 1210 |
| <sup>\*</sup> | Capita plc | 3358741 | 1161 |
|  | Hilton Food Group plc | 140385 | 1150 |
|  | XP Power Ltd. | 37753 | 1130 |
|  | Ferrexpo plc | 572923 | 1121 |
|  | BMO Commercial Property Trust Ltd. | 1128403 | 1106 |
|  | Halfords Group plc | 435340 | 1103 |
| <sup>\*</sup> | Tullow Oil plc | 2338064 | 1041 |
|  | Picton Property Income Ltd. | 1079555 | 1026 |
|  | UK Commercial Property REIT Ltd. | 1435739 | 1026 |
| <sup>\*</sup> | Mitchells & Butlers plc | 493762 | 1003 |
|  | Greencore Group plc | 1016871 | 1002 |
|  | PZ Cussons plc | 367025 | 984 |
| <sup>\*,1</sup> | Wizz Air Holdings plc | 29835 | 984 |
|  | Wickes Group plc | 523237 | 980 |
| <sup>\*</sup> | J D Wetherspoon plc | 167322 | 942 |
| <sup>1</sup> | TI Fluid Systems plc Class B | 640705 | 941 |
| <sup>\*</sup> | Oxford Biomedica plc | 176602 | 927 |
| <sup>\*,2</sup> | Petrofac Ltd. (XLON) | 890415 | 914 |
|  | Helical plc | 200252 | 889 |
| <sup>\*,1</sup> | Trustpilot Group plc | 656563 | 831 |
| <sup>\*</sup> | Moonpig Group plc | 559314 | 830 |
|  | Avon Protection plc | 60974 | 761 |
| <sup>3</sup> | Home REIT plc | 1529958 | 718 |
| <sup>\*,2</sup> | AO World plc | 886633 | 683 |
|  | CLS Holdings plc | 369319 | 680 |
| <sup>\*</sup> | Marston's plc | 1231453 | 665 |
| <sup>\*</sup> | Alphawave IP Group plc | 562331 | 663 |
| <sup>1</sup> | CMC Markets plc | 216832 | 649 |
| <sup>\*</sup> | 888 Holdings plc | 651815 | 582 |
| <sup>\*</sup> | SIG plc | 1314534 | 568 |
| <sup>\*</sup> | Restaurant Group plc | 1255565 | 565 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Hochschild Mining plc | 620885 | 524 |
| <sup>\*</sup> | Rank Group plc | 413088 | 462 |
| <sup>1,2</sup> | Bakkavor Group plc | 301631 | 428 |
| <sup>1</sup> | Alfa Financial Software Holdings plc | 162555 | 352 |
| <sup>3</sup> | Evraz plc | 1326266 |  |
| <sup>\*,3</sup> | NMC Health plc | 157105 |  |
| <sup>\*,1,3</sup> | Finablr plc | 304209 |  |
| <sup>\*,3</sup> | Carillion plc | 1000411 |  |
|  |  |  | **5586379** |
| **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** |
|  | NortonLifeLock Inc. | 45 | 1 |
| **Total Common Stocks (Cost $25,075,446)** | **Total Common Stocks (Cost $25,075,446)** | **Total Common Stocks (Cost $25,075,446)** | **22485724** |
| **Temporary Cash Investments (0.6%)** | **Temporary Cash Investments (0.6%)** | **Temporary Cash Investments (0.6%)** | **Temporary Cash Investments (0.6%)** |
| **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** |
| <sup>4,5</sup> | Vanguard Market Liquidity Fund, 4.437% **(Cost** $**139,668)** | 1397024 | **139688** |
| **Total Investments (99.9%) (Cost $25,215,114)** | **Total Investments (99.9%) (Cost $25,215,114)** | **Total Investments (99.9%) (Cost $25,215,114)** | **22625412** |
| **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** | **24076** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **22649488** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At January 31, 2023, the aggregate value was $657,996,000, representing 2.9% of net assets. |
| 2 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $81,640,000. |
| 3 | Security value determined using significant unobservable inputs. |
| 4 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 5 | Collateral of $88,767,000 was received for securities on loan. |
|  | GDR—Global Depositary Receipt. |
|  | Ptg. Ctf.—Participating Certificates. |
|  | REIT—Real Estate Investment Trust. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| Euro Stoxx 50 Index | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;7119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| FTSE 100 Index | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;3153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14) |
| MSCI Europe Index | March 2023 | 5388 | 167644 | &nbsp;&nbsp;5067 |
|  |  |  |  | &nbsp;&nbsp;5080 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Morgan Stanley Capital Services Inc. | 3/15/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;89996 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;95299 | &nbsp;&nbsp;&nbsp;2816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 3/15/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;46293 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;49073 | &nbsp;&nbsp;&nbsp;1396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 3/15/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;44423 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;47075 | &nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services Inc. | 3/15/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;18672 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;20435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79) |
| State Street Bank & Trust Co. | 3/15/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;18637 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;20056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 3/15/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5568 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;5871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 3/15/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2611 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 3/15/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;19077 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;23363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 3/15/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;4581 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 3/15/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;3856 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of Montreal | 3/15/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;3144 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;3899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20) |
| State Street Bank & Trust Co. | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;68010 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;63078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1218) |
| JPMorgan Chase Bank, N.A. | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7318 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;51596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(246) |
| Morgan Stanley Capital Services Inc. | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;38259 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;35888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(867) |
| State Street Bank & Trust Co. | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;38259 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;35888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(867) |
| Bank of Montreal | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;5036 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109) |
| HSBC Bank plc | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2276 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48) |
| State Street Bank & Trust Co. | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;31181 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;25580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(386) |
| Bank of Montreal | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;5831 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;4859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(165) |
| Standard Chartered Bank | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1822 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29) |
| JPMorgan Chase Bank, N.A. | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;27126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| Bank of America, N.A. | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;4327 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;44819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;29742 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;27340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64) |
| BNP Paribas | 3/15/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7401 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;6004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;6307 | &nbsp;&nbsp;&nbsp;(4114) |

---

---

| |
|:---|
| CHF—Swiss franc. |
| DKK—Danish krone. |
| EUR—euro. |
| GBP—British pound. |
| NOK—Norwegian krone. |
| SEK—Swedish krona. |
| USD—U.S. dollar. |

---

------

At January 31, 2023, the counterparties had deposited in segregated accounts securities with a value of $3,448,000 and cash of $1,490,000 in connection with open forward currency contracts.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time. When fair-value pricing is employed, the prices of securities used by a fund to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

B. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

D. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. The fund's risks in using these contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount

------

owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. Fluctuations in the value of the contracts are recorded as an asset (liability).

E. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of January 31, 2023, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;22483271 | &nbsp;&nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp;22485724 |
| Temporary Cash Investments | 139688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139688 |
| Total | 139689 | &nbsp;&nbsp;&nbsp;22483271 | &nbsp;&nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp;22625412 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5094 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;5094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11401 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4114 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4128 |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD INTERNATIONAL EQUITY INDEX FUNDS

- **b. Investment Company Act file number:** 811-05972

- **c. CIK number of Registrant:** 0000857489

- **d. LEI of Registrant:** 549300UR5XWDVDO7NP96

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD EUROPEAN STOCK INDEX FUND

- **b. EDGAR series identifier (if any):** S000005787

- **c. LEI of Series:** 361APDRO23LM07VQYX32

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $22665109246.64

**Total Liabilities:** $18084262.14

**Net Assets:** $22647024984.50

**Cash Not Reported:** $15503636.54

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015906 | 13.83%               | -1.60%               | 9.16%                |
| Class ID C000015905 | 13.81%               | -1.57%               | 9.15%                |
| Class ID C000015903 | 13.83%               | -1.59%               | 9.15%                |
| Class ID C000015904 | 13.83%               | -1.59%               | 9.14%                |
| Class ID C000096107 | 13.84%               | -1.60%               | 9.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13718872.75             | $2390190357.71                             |
| Month 2  | $-108247069.03           | $-242820934.82                             |
| Month 3  | $35578798.16             | $1768016081.41                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Altarea SCA                                               | ALTAREA                                  | CUSIP: N/A<br>LEI: 969500ICGCY1PD6OT783       | Long             | EC               | CORP              | FR        |      7804 | NS      | $1063639.37   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IP Group PLC                                              | IP GROUP PLC                             | CUSIP: N/A<br>LEI: 213800HG22UM138WFG43       | Long             | EC               | CORP              | GB        |   1972901 | NS      | $1484949.56   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                         | ADMIRAL GROUP                            | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |    573162 | NS      | $15581597.74  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                                  | DRAEGERWERK-PREF                         | CUSIP: N/A<br>LEI: 5493005UFVHY0PPNKD75       | Long             | EP               | CORP              | DE        |     21054 | NS      | $942553.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU AERO ENGINES                         | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |    107436 | NS      | $26849610.41  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | CHF/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1218574.53  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | NORDEA BANK ABP                          | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | SE        |   5654691 | NS      | $66105528.27  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                            | STORA ENSO OYJ-R                         | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |   1153749 | NS      | $16493281.43  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | DE        |    430490 | NS      | $21000650.96  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Salcef Group SpA                                          | SALCEF GROUP SPA                         | CUSIP: N/A<br>LEI: 815600DB65870B3F2A12       | Long             | EC               | CORP              | IT        |     28982 | NS      | $567007.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NATWEST GROUP PL                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |  10078144 | NS      | $38448701.65  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Alleima AB                                                | ALLEIMA AB                               | CUSIP: N/A<br>LEI: 529900EBHTYGLA6PGP77       | Long             | EC               | CORP              | SE        |    431019 | NS      | $2155365.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                              | LEONARDO SPA                             | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |    800049 | NS      | $8239017.56   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                                  | HERA SPA                                 | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |   1571247 | NS      | $4513595.06   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avon Protection PLC                                       | AVON PROTECTION                          | CUSIP: G06860103<br>LEI: 213800JM1AN62REBWA71 | Long             | EC               | CORP              | GB        |     60974 | NS      | $761133.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intershop Holding AG                                      | INTERSHOP HOLD                           | CUSIP: N/A<br>LEI: 506700CGX4K77JX3R725       | Long             | EC               | CORP              | CH        |      2258 | NS      | $1514615.99   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Storskogen Group AB                                       | STORSKOGEN GRO-B                         | CUSIP: N/A<br>LEI: 549300DL3K4HLJ41KD24       | Long             | EC               | CORP              | SE        |   2775196 | NS      | $2423284.61   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deme Group NV                                             | DEME GROUP                               | CUSIP: N/A<br>LEI: 549300FPFPQPKI3PJV37       | Long             | EC               | CORP              | BE        |     14488 | NS      | $1874633.76   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixt SE                                                   | SIXT SE-PRFD                             | CUSIP: N/A<br>LEI: 5299004ZME6CSBR7WP07       | Long             | EP               | CORP              | DE        |     24941 | NS      | $1900646.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crest Nicholson Holdings plc                              | CREST NICHOLS                            | CUSIP: N/A<br>LEI: 213800ROIFXRRRKVQD25       | Long             | EC               | CORP              | GB        |    485082 | NS      | $1459654.10   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                  | ADYEN NV                                 | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |     59044 | NS      | $89269072.19  | 0.39%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SSAB AB                                                   | SSAB-A                                   | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |    409246 | NS      | $2925141.35   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercialys SA                                              | MERCIALYS                                | CUSIP: N/A<br>LEI: 969500081CGAXB7YS433       | Long             | EC               | CORP              | FR        |    182912 | NS      | $2031387.94   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hornbach Holding AG & Co KGaA                             | HORNBACH HOLDING                         | CUSIP: N/A<br>LEI: 529900EGQZ79V21LBL44       | Long             | EC               | CORP              | DE        |     17801 | NS      | $1576978.70   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | AIR LIQUIDE SA                           | CUSIP: F01764103<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |    271052 | NS      | $43158569.97  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                          | DELIVERY HERO SE                         | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |    375231 | NS      | $22685296.09  | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Italmobiliare SpA                                         | ITALMOBILIARE                            | CUSIP: N/A<br>LEI: 815600E546497667D288       | Long             | EC               | CORP              | IT        |     22924 | NS      | $614033.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensirion Holding AG                                      | SENSIRION HOLDIN                         | CUSIP: N/A<br>LEI: 894500ANJ9YNE8YCTT04       | Long             | EC               | CORP              | CH        |     20575 | NS      | $2448416.48   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                       | DKK/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-245903.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                     | STMICROELECTRONI                         | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | FR        |   1270726 | NS      | $59836387.17  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Games Workshop Group PLC                                  | GAMES WORKSHOP                           | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |     65689 | NS      | $7619468.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SSP Group Plc                                             | SSP GROUP PLC                            | CUSIP: N/A<br>LEI: 213800QGNIWTXFMENJ24       | Long             | EC               | CORP              | GB        |   1576823 | NS      | $5048298.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                   | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |    285618 | NS      | $14306676.03  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirent Communications PLC                                | SPIRENT COMM                             | CUSIP: N/A<br>LEI: 213800HKCUNWP1916L38       | Long             | EC               | CORP              | GB        |   1194304 | NS      | $3236674.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Basic-Fit NV                                              | BASIC-FIT NV                             | CUSIP: N/A<br>LEI: 724500HUXGTQC07CAZ61       | Long             | EC               | CORP              | NL        |    105902 | NS      | $3479865.69   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Redrow PLC                                                | REDROW PLC                               | CUSIP: N/A<br>LEI: 2138008WJZBBA7EYEL28       | Long             | EC               | CORP              | GB        |    552914 | NS      | $3546531.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Encavis AG                                                | ENCAVIS AG                               | CUSIP: N/A<br>LEI: 391200ECRGNL09Y2KJ67       | Long             | EC               | CORP              | DE        |    218117 | NS      | $4226119.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sulzer AG                                                 | SULZER AG-REG                            | CUSIP: N/A<br>LEI: 529900NZ6MAST5IJF669       | Long             | EC               | CORP              | CH        |     34378 | NS      | $2927414.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GL Events                                                 | GL EVENTS                                | CUSIP: N/A<br>LEI: 9695002PXZMQNBPY2P44       | Long             | EC               | CORP              | FR        |     25678 | NS      | $600164.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA                                  | SANTANDER BANK                           | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |     60182 | NS      | $4001028.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                   | PUMA SE                                  | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Long             | EC               | CORP              | DE        |    200902 | NS      | $13719272.49  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                            | LONZA GROUP -REG                         | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |    148570 | NS      | $84750503.83  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                           | PIRELLI E C SPA                          | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |    978594 | NS      | $4899517.11   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                       | GBP/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12851.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pennon Group PLC                                          | PENNON GRP PLC                           | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Long             | EC               | CORP              | GB        |    518093 | NS      | $5881401.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | EXPERIAN PLC                             | CUSIP: G32655105<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | GB        |   1846134 | NS      | $67512181.47  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Guerbet                                                   | GUERBET                                  | CUSIP: N/A<br>LEI: 969500WV1U1WQ059L135       | Long             | EC               | CORP              | FR        |      8880 | NS      | $177383.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FDM Group Holdings PLC                                    | FDM GROUP HOLDIN                         | CUSIP: N/A<br>LEI: 213800YR62D7GUZLMZ71       | Long             | EC               | CORP              | GB        |    167874 | NS      | $1625782.83   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GFT Technologies SE                                       | GFT TECHNOLOGIES                         | CUSIP: N/A<br>LEI: 5299002FNBSGW23ULF72       | Long             | EC               | CORP              | DE        |     34220 | NS      | $1428805.94   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercos SpA                                              | INTERCOS SPA                             | CUSIP: N/A<br>LEI: 8156004C3711C92F7648       | Long             | EC               | CORP              | IT        |     72654 | NS      | $1048271.04   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmila SA                                                | CARMILA                                  | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | EC               | CORP              | FR        |    112367 | NS      | $1696077.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MPC Container Ships ASA                                   | MPC CONTAINER SH                         | CUSIP: N/A<br>LEI: 213800MXS7CXYJ2Q1805       | Long             | EC               | CORP              | NO        |    766536 | NS      | $1220136.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                               | NOVARTIS AG-REG                          | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |   4057080 | NS      | $366796875.87 | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                          | ASR NEDERLAND NV                         | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |    287877 | NS      | $13625659.73  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dino Polska SA                                            | DINO POLSKA SA                           | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |     96369 | NS      | $8730521.80   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Koninklijke Vopak NV                                      | VOPAK                                    | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |    129839 | NS      | $3912123.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Warsaw Stock Exchange                                     | WARSAW STOCK EXC                         | CUSIP: N/A<br>LEI: 25940039ZHD3Z37GKR71       | Long             | EC               | CORP              | PL        |     56564 | NS      | $492446.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orpea SA                                                  | ORPEA                                    | CUSIP: F69036105<br>LEI: 969500LHIH3NT7PK1V89 | Long             | EC               | CORP              | FR        |     97033 | NS      | $751084.93    | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Oxford Biomedica PLC                                      | OXFORD BIOMEDICA                         | CUSIP: N/A<br>LEI: 213800S1GVQNXQ15K851       | Long             | EC               | CORP              | GB        |    176602 | NS      | $926698.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | GBP/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $179423.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                                | ANDRITZ AG                               | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |    138909 | NS      | $8306971.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| D/S Norden A/S                                            | D/S NORDEN                               | CUSIP: N/A<br>LEI: 529900RGXD3CBR3BRU63       | Long             | EC               | CORP              | DK        |     47838 | NS      | $2578726.18   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Montea NV                                                 | MONTEA NV                                | CUSIP: N/A<br>LEI: 5493006K5LQDD0GK1T60       | Long             | EC               | CORP              | BE        |     26571 | NS      | $2132452.27   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | WOLTERS KLUWER                           | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |    503346 | NS      | $54876301.78  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sydbank AS                                                | SYDBANK                                  | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |    114105 | NS      | $5202992.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petershill Partners PLC                                   | PETERSHILL PLC                           | CUSIP: N/A<br>LEI: 213800HTCF8A7XM22A32       | Long             | EC               | CORP              | GB        |    590638 | NS      | $1235207.01   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Investment AB Oresund                                     | ORESUND INVESTME                         | CUSIP: N/A<br>LEI: 549300ZNNKE1UFGNNE47       | Long             | EC               | CORP              | SE        |     58034 | NS      | $695063.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Traton SE                                                 | TRATON SE                                | CUSIP: N/A<br>LEI: 529900UIMQRKPFN6SV80       | Long             | EC               | CORP              | DE        |    103895 | NS      | $1795490.72   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                                    | K+S AG-REG                               | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | EC               | CORP              | DE        |    384364 | NS      | $9200306.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                              | CARREFOUR SA                             | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |   1186732 | NS      | $22572798.98  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                            | AIR FRANCE-KLM                           | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | EC               | CORP              | FR        |   2262166 | NS      | $3824194.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Ontex Group NV                                            | ONTEX GROUP                              | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | EC               | CORP              | BE        |    161680 | NS      | $1256570.04   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg AS                                              | CARLSBERG-B                              | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |    186322 | NS      | $26450584.94  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Steel Holding AG                                    | SWISS STEEL HOLD                         | CUSIP: N/A<br>LEI: 529900PTQ0Z1J44SHZ08       | Long             | EC               | CORP              | CH        |   1363544 | NS      | $285511.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bucher Industries AG                                      | BUCHER INDUS-REG                         | CUSIP: N/A<br>LEI: 52990014AQ91A29HPB27       | Long             | EC               | CORP              | CH        |     12986 | NS      | $5917288.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                 | BUNZL PLC                                | CUSIP: G16968110<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |    676340 | NS      | $24829261.39  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | HENNES & MAURI-B                         | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |   1329742 | NS      | $16377492.51  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Schibsted ASA                                             | SCHIBSTED ASA-A                          | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |    151447 | NS      | $3307429.48   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wickes Group PLC                                          | WICKES GROUP PLC                         | CUSIP: N/A<br>LEI: 213800IEX9ZXJRAOL133       | Long             | EC               | CORP              | GB        |    523237 | NS      | $979554.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                                         | EDP RENOVAVEIS S                         | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | PT        |    482396 | NS      | $10492642.16  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                  | GRAND CITY PROPE                         | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | EC               | CORP              | DE        |    191335 | NS      | $2039280.65   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Somfy SA                                                  | SOMFY SA                                 | CUSIP: N/A<br>LEI: 969500D830K8WFLKFS83       | Long             | EC               | CORP              | FR        |      1486 | NS      | $231309.44    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KGHM Polska Miedz SA                                      | KGHM                                     | CUSIP: N/A<br>LEI: G30CO71KTT9JDYJESN22       | Long             | EC               | CORP              | PL        |    276044 | NS      | $9024739.49   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dunelm Group PLC                                          | DUNELM GROUP                             | CUSIP: N/A<br>LEI: 213800WCOWEI3T5DUV19       | Long             | EC               | CORP              | GB        |    227307 | NS      | $3270341.50   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coats Group PLC                                           | COATS GROUP PLC                          | CUSIP: N/A<br>LEI: 2138003SPYWGAITNFY17       | Long             | EC               | CORP              | GB        |   3211399 | NS      | $2887681.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Holding AG                                          | INDUS HLDG AG                            | CUSIP: N/A<br>LEI: 529900GE4O7ZOMRWR939       | Long             | EC               | CORP              | DE        |     40980 | NS      | $1083477.66   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN GROUP                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    597663 | NS      | $25967314.96  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Zealand Pharma A/S                                        | ZEALAND PHARMA A                         | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Long             | EC               | CORP              | DK        |    103422 | NS      | $3229983.97   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                  | VOLVO AB-B                               | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |   2954744 | NS      | $58632523.71  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Xior Student Housing NV                                   | XIOR STUDENT HOU                         | CUSIP: N/A<br>LEI: 549300JK7HFOCP0U8K85       | Long             | EC               | CORP              | BE        |     58695 | NS      | $1971986.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                                              | HUSQVARNA-B SHS                          | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Long             | EC               | CORP              | SE        |    848396 | NS      | $7218059.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandinavian Tobacco Group A/S                            | SCANDINAVIAN TOB                         | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | EC               | CORP              | DK        |    113993 | NS      | $1981224.23   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Schoeller-Bleckmann Oilfield Equipment AG                 | SCHOELLER-BLECKM                         | CUSIP: N/A<br>LEI: 549300ZD9ED8GSG3JW36       | Long             | EC               | CORP              | AT        |     22782 | NS      | $1671141.94   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Komax Holding AG                                          | KOMAX HOLDING-R                          | CUSIP: N/A<br>LEI: 529900UID9PCQXLG9479       | Long             | EC               | CORP              | CH        |      9556 | NS      | $3144060.49   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lindab International AB                                   | LINDAB INTERNATI                         | CUSIP: N/A<br>LEI: 54930085MH6IRQ1JP227       | Long             | EC               | CORP              | SE        |    140743 | NS      | $1996211.63   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| bpost SA                                                  | BPOST SA                                 | CUSIP: N/A<br>LEI: 5493008AAX0BESN9WN06       | Long             | EC               | CORP              | BE        |    188024 | NS      | $1019368.46   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                 | MONDI PLC                                | CUSIP: G6258S107<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |    973373 | NS      | $18355719.61  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Valiant Holding AG                                        | VALIANT HLDG AG                          | CUSIP: N/A<br>LEI: 529900R30EKFHO09CN42       | Long             | EC               | CORP              | CH        |     31581 | NS      | $3608537.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                   | SPIE SA                                  | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |    254060 | NS      | $6935908.21   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Agrana Beteiligungs AG                                    | AGRANA BETEIL                            | CUSIP: N/A<br>LEI: 5299006C0EVA5LAYOR30       | Long             | EC               | CORP              | AT        |     23831 | NS      | $427967.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dios Fastigheter AB                                       | DIOS FASTIGHETER                         | CUSIP: N/A<br>LEI: 549300G3VF7LZQ9IW435       | Long             | EC               | CORP              | SE        |    172588 | NS      | $1315173.67   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'OREAL - PF - 1                         | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |    333079 | NS      | $137532238.40 | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Mayr Melnhof Karton AG                                    | MAYR-MELNHOF KAR                         | CUSIP: N/A<br>LEI: 5299001AMHDLKUM80611       | Long             | EC               | CORP              | AT        |     17514 | NS      | $2934814.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                              | UNILEVER PLC                             | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |   2529249 | NS      | $128736500.63 | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| SES-imagotag SA                                           | SES IMAGOTAG                             | CUSIP: N/A<br>LEI: 969500U51BYOMEW9M549       | Long             | EC               | CORP              | FR        |      9885 | NS      | $1239631.43   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | ENGIE - PF - 2024                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    126028 | NS      | $1789581.96   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                 | AMUNDI SA                                | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |    115907 | NS      | $7588433.70   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bonheur ASA                                               | BONHEUR ASA                              | CUSIP: N/A<br>LEI: 213800HOQE1B34SUA323       | Long             | EC               | CORP              | NO        |     40668 | NS      | $1087660.81   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| El.En. SpA                                                | EL.EN. SPA                               | CUSIP: N/A<br>LEI: 81560012F663E89E7085       | Long             | EC               | CORP              | IT        |    106406 | NS      | $1659910.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                                 | NORDEX SE                                | CUSIP: N/A<br>LEI: 529900HVDYCUWVD0OE76       | Long             | EC               | CORP              | DE        |    249641 | NS      | $3793741.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | AIR LIQUIDE - PF - 2024                  | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |     29404 | NS      | $4681886.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trainline PLC                                             | TRAINLINE PLC                            | CUSIP: N/A<br>LEI: 213800HO26VXTFJ4MO71       | Long             | EC               | CORP              | GB        |    915939 | NS      | $3206673.50   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vetropack Holding AG                                      | VETROPACK HOLDIN                         | CUSIP: N/A<br>LEI: 894500HGD08C8B6GS128       | Long             | EC               | CORP              | CH        |     23823 | NS      | $1099026.08   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORM PLC                                                  | TORM PLC-A                               | CUSIP: N/A<br>LEI: 213800VL1H1ABVM1ZF63       | Long             | EC               | CORP              | DK        |     57989 | NS      | $1468603.42   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIR SpA-Compagnie Industriali                             | CIR SPA-COMPAGNI                         | CUSIP: N/A<br>LEI: 5493003VOSQJSPCM0T38       | Long             | EC               | CORP              | IT        |   1372027 | NS      | $662414.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                                   | EDENRED                                  | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |    499374 | NS      | $27200643.95  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                | ALLIANZ SE-REG                           | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |    817573 | NS      | $195493100.28 | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group PLC                                        | CONVATEC GROUP P                         | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |   3257423 | NS      | $9448060.38   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Verbund AG                                                | VERBUND AG                               | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |    132687 | NS      | $11297394.84  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                               | SWEDBANK AB-A                            | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |   2017383 | NS      | $38807243.13  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Credito Emiliano SpA                                      | CREDITO EMILIANO                         | CUSIP: N/A<br>LEI: 8156004B244AA70DE787       | Long             | EC               | CORP              | IT        |    149991 | NS      | $1277450.97   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | BANCO SANTANDER                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |  33338276 | NS      | $116515287.74 | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                    | OCI NV                                   | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |    195097 | NS      | $6641192.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rizzoli Corriere Della Sera Mediagroup SpA                | RCS MEDIAGROUP                           | CUSIP: N/A<br>LEI: 815600D87CFDAE412862       | Long             | EC               | CORP              | IT        |    191366 | NS      | $148226.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Faurecia SE                                               | FAURECIA                                 | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | EC               | CORP              | IT        |     55022 | NS      | $1083903.00   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clas Ohlson AB                                            | CLAS OHLSON-B SH                         | CUSIP: N/A<br>LEI: 549300MH8OETHBBKJU80       | Long             | EC               | CORP              | SE        |     77401 | NS      | $516101.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                  | REXEL SA                                 | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |    484497 | NS      | $10718239.63  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Neoen SA                                                  | NEOEN SA                                 | CUSIP: N/A<br>LEI: 969500C0AIAGQWZGJO13       | Long             | EC               | CORP              | FR        |     94043 | NS      | $3531262.43   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Aker Solutions ASA                                        | AKER SOLUTIONS A                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |    533303 | NS      | $2108293.49   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Future PLC                                                | FUTURE PLC                               | CUSIP: N/A<br>LEI: 213800K2581YRLEXV353       | Long             | EC               | CORP              | GB        |    226318 | NS      | $4214217.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dermapharm Holding SE                                     | DERMAPHARM HOLDI                         | CUSIP: D1T0ZJ103<br>LEI: 5299009F0KNZINQQQK37 | Long             | EC               | CORP              | DE        |     34172 | NS      | $1418449.77   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liontrust Asset Management PLC                            | LIONTRUST ASSET                          | CUSIP: N/A<br>LEI: 549300XVXU6S7PLCL855       | Long             | EC               | CORP              | GB        |    125825 | NS      | $1802802.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                | VONOVIA SE                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |   1422515 | NS      | $40183073.31  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Catena AB                                                 | CATENA AB                                | CUSIP: N/A<br>LEI: 549300EMLM7AH5LDLY65       | Long             | EC               | CORP              | SE        |     60817 | NS      | $2544340.79   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                               | CLARIANT AG-REG                          | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Long             | EC               | CORP              | CH        |    451597 | NS      | $7744183.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEC SE                                                | STRATEC SE                               | CUSIP: N/A<br>LEI: 529900ZZJWANAFSPGV30       | Long             | EC               | CORP              | DE        |     13948 | NS      | $1270528.71   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonava AB                                                 | BONAVA AB-B SHAR                         | CUSIP: N/A<br>LEI: 213800SLYJ6HYXWP8L95       | Long             | EC               | CORP              | SE        |    157980 | NS      | $481750.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | ERICSSON LM-B                            | CUSIP: W26049119<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |   6049547 | NS      | $35090182.29  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                      | FASTIGHETS-B SHS                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |   1216225 | NS      | $6266285.77   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AIXTRON SE                                                | AIXTRON SE                               | CUSIP: N/A<br>LEI: 5299004UJ4D51M25LD67       | Long             | EC               | CORP              | DE        |    213068 | NS      | $6348478.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TietoEVRY Oyj                                             | TIETOEVRY OYJ                            | CUSIP: X90409115<br>LEI: 549300EW2KM4KROKQV31 | Long             | EC               | CORP              | FI        |    135186 | NS      | $4116961.86   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | SEB AB-A                                 | CUSIP: W25381141<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |   2857213 | NS      | $34588877.80  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                  | CUSIP: D06216317<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |   1838108 | NS      | $105388781.33 | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | KONINKLIJKE PHIL                         | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |   1780507 | NS      | $30741263.36  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SOL SpA                                                   | SOL SPA                                  | CUSIP: N/A<br>LEI: 81560096A9AEBBBD4B25       | Long             | EC               | CORP              | IT        |     74843 | NS      | $1651471.14   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Reit PLC                                             | HOME REIT PLC                            | CUSIP: N/A<br>LEI: 213800A53AOVH3FCGG44       | Long             | EC               | CORP              | GB        |   1529958 | NS      | $717702.14    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VAT Group AG                                              | VAT GROUP AG                             | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |     51583 | NS      | $16057987.24  | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Capgemini SE                                              | CAPGEMINI SE                             | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |    321178 | NS      | $60954962.87  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                                | TEMENOS AG-REG                           | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |    121207 | NS      | $8651830.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamburi Investment Partners SpA                           | TAMBURI INVESTME                         | CUSIP: T92123107<br>LEI: 81560017CF8066680595 | Long             | EC               | CORP              | IT        |    207059 | NS      | $1722533.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marston's PLC                                             | MARSTON'S PLC                            | CUSIP: N/A<br>LEI: 213800Q6RP3ZJ2CZR962       | Long             | EC               | CORP              | GB        |   1231453 | NS      | $665061.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                                  | DRAEGERWERK AG                           | CUSIP: N/A<br>LEI: 5493005UFVHY0PPNKD75       | Long             | EC               | CORP              | DE        |      1428 | NS      | $57637.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                              | ASSOC BRIT FOODS                         | CUSIP: G05600138<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |    700117 | NS      | $16071333.17  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexatronic Group AB                                       | HEXATRONIC GROUP                         | CUSIP: N/A<br>LEI: 2138001VSY1B4U9JLM82       | Long             | EC               | CORP              | SE        |    400649 | NS      | $4931372.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hafnia Ltd                                                | HAFNIA LTD                               | CUSIP: N/A<br>LEI: 5493001KCFT0SCGJ2647       | Long             | EC               | CORP              | NO        |    326058 | NS      | $1714553.47   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mersen SA                                                 | MERSEN                                   | CUSIP: N/A<br>LEI: OQXDLNM5DTBULYMF5U27       | Long             | EC               | CORP              | FR        |     28570 | NS      | $1268286.65   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | GBP/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-386268.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ProSiebenSat.1 Media SE                                   | PROSIEBENSAT.1 M                         | CUSIP: N/A<br>LEI: 529900NY0WWQUKOMWQ37       | Long             | EC               | CORP              | DE        |    338429 | NS      | $3480807.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bystronic AG                                              | BYSTRONIC AG                             | CUSIP: N/A<br>LEI: 529900OG85OX10GRW920       | Long             | EC               | CORP              | CH        |      2613 | NS      | $1963511.49   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                 | PARTNERS GROUP J                         | CUSIP: H6120A101<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |     44538 | NS      | $41789885.58  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE Automotive SA                                         | CIE AUTOMOTIVE                           | CUSIP: N/A<br>LEI: 95980020140005381252       | Long             | EC               | CORP              | ES        |    101220 | NS      | $3006696.81   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group NV                       | AMG ADVANCED MET                         | CUSIP: N/A<br>LEI: 5493006MN6OH67U2YI74       | Long             | EC               | CORP              | NL        |     63434 | NS      | $2477898.57   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Catalana Occidente SA                               | CATALANA OCC                             | CUSIP: E5701Q116<br>LEI: 959800H2P9S8MS95DT42 | Long             | EC               | CORP              | ES        |     73427 | NS      | $2275983.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Retail Estates NV                                         | RETAIL ESTATES                           | CUSIP: N/A<br>LEI: 5493007CO5W5OBFG7L21       | Long             | EC               | CORP              | BE        |     22185 | NS      | $1531549.35   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                         | REMY COINTREAU                           | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Long             | EC               | CORP              | FR        |     50216 | NS      | $9455130.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Atoss Software AG                                         | ATOSS SOFTWARE                           | CUSIP: N/A<br>LEI: 529900Q9G9280ADNOA39       | Long             | EC               | CORP              | DE        |      7577 | NS      | $1340589.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | COMPASS GROUP                            | CUSIP: G23296208<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |   3524278 | NS      | $84187998.26  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                              | GEA GROUP AG                             | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |    329399 | NS      | $14862457.34  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zehnder Group AG                                          | ZEHNDER GROUP-RG                         | CUSIP: N/A<br>LEI: 8945000LUWFSSFRPU761       | Long             | EC               | CORP              | CH        |     19561 | NS      | $1455895.78   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordnet AB publ                                           | NORDNET AB PUBL                          | CUSIP: N/A<br>LEI: 549300D6WW5ZTWLZ4C08       | Long             | EC               | CORP              | SE        |    343560 | NS      | $5584407.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eckert & Ziegler Strahlen- und Medizintechnik AG          | ECKERT & ZIEGLER                         | CUSIP: N/A<br>LEI: 391200EUDABLUKXCKG48       | Long             | EC               | CORP              | DE        |     29112 | NS      | $1693984.05   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Essentra PLC                                              | ESSENTRA PLC                             | CUSIP: N/A<br>LEI: 5493007MOZNA03BVNE96       | Long             | EC               | CORP              | GB        |    592885 | NS      | $1584429.43   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | HENKEL AG & CO K                         | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |    197650 | NS      | $13206633.81  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sopra Steria Group SACA                                   | SOPRA STERIA GRO                         | CUSIP: N/A<br>LEI: 96950020QIOHAAK9V551       | Long             | EC               | CORP              | FR        |     28887 | NS      | $4804576.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacquet Metals SACA                                       | JACQUET METALS S                         | CUSIP: N/A<br>LEI: 969500V8OL3NGL0GKZ37       | Long             | EC               | CORP              | FR        |     26881 | NS      | $514996.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Outotec Oyj                                         | METSO OUTOTEC OY                         | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |   1214503 | NS      | $13958133.58  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood AB                                                 | AXFOOD AB                                | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Long             | EC               | CORP              | SE        |    217111 | NS      | $5591857.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LISI                                                      | LISI - PF - 2024                         | CUSIP: N/A<br>LEI: 969500UU4O58BR802Y55       | Long             | EC               | CORP              | FR        |      3373 | NS      | $75041.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIQA Insurance Group AG                                  | UNIQA INSURANCE                          | CUSIP: N/A<br>LEI: 529900OOW8ELHOXWZP82       | Long             | EC               | CORP              | AT        |    220426 | NS      | $1853653.08   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunel International NV                                   | BRUNEL INTL                              | CUSIP: N/A<br>LEI: 724500Y5L5UIEYCJCZ03       | Long             | EC               | CORP              | NL        |     44248 | NS      | $505577.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | BBVA                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |  12088694 | NS      | $85391820.50  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanoma Oyj                                                | SANOMA OYJ                               | CUSIP: N/A<br>LEI: 743700XJC24THUPK0S03       | Long             | EC               | CORP              | FI        |    146241 | NS      | $1555599.14   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group PLC                                  | MORGAN SINDALL G                         | CUSIP: N/A<br>LEI: 2138008339ULDGZRB345       | Long             | EC               | CORP              | GB        |     84640 | NS      | $1715672.96   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Senior PLC                                                | SENIOR PLC                               | CUSIP: G8031U102<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |    829294 | NS      | $1563736.35   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                   | VESTAS WIND SYST                         | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |   2019022 | NS      | $59079802.55  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS Group GmbH & Co KGaA                                  | DWS GROUP GMBH &                         | CUSIP: D23390103<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |     67823 | NS      | $2439529.38   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-866911.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Workspace Group PLC                                       | WORKSPACE GROUP                          | CUSIP: N/A<br>LEI: 2138003GUZRFIN3UT430       | Long             | EC               | CORP              | GB        |    292166 | NS      | $1824434.89   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $199324.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GVS SpA                                                   | GVS SPA                                  | CUSIP: N/A<br>LEI: 81560013EACB40B52D17       | Long             | EC               | CORP              | IT        |    134084 | NS      | $708434.79    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bure Equity AB                                            | BURE EQUITY AB                           | CUSIP: N/A<br>LEI: 5493000EHCBQ7QQBGX32       | Long             | EC               | CORP              | SE        |    111662 | NS      | $2812565.83   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AO World PLC                                              | AO WORLD PLC                             | CUSIP: N/A<br>LEI: 2138005FFOAJIUZY4375       | Long             | EC               | CORP              | GB        |    886633 | NS      | $682760.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Orange SA                                                 | ORANGE                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |   3849095 | NS      | $40734045.98  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| VERBIO Vereinigte BioEnergie AG                           | VERBIO VEREINI                           | CUSIP: N/A<br>LEI: 529900W51PINCFFALS96       | Long             | EC               | CORP              | DE        |     39678 | NS      | $2501308.40   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                               | RATIONAL AG                              | CUSIP: D6349P107<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |      9590 | NS      | $6308146.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamViewer AG                                             | TEAMVIEWER AG                            | CUSIP: N/A<br>LEI: 3912000FZ0R0KEK9JS42       | Long             | EC               | CORP              | DE        |    281532 | NS      | $3965919.63   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | RECORDATI SPA                            | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |    195183 | NS      | $8550676.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | GJENSIDIGE FORSI                         | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |    336957 | NS      | $6056282.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP MOLLER-B                              | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |      9828 | NS      | $21378778.19  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                         | BACHEM HOLDING                           | CUSIP: N/A<br>LEI: 506700S81111XI7TG884       | Long             | EC               | CORP              | CH        |     61323 | NS      | $5423030.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegro.eu SA                                             | ALLEGRO.EU SA                            | CUSIP: N/A<br>LEI: 222100VRLXV3FPMG4982       | Long             | EC               | CORP              | PL        |    809262 | NS      | $5632908.35   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Imperial Brands PLC                                       | IMPERIAL BRANDS                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |   1899755 | NS      | $47657710.43  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Maurel et Prom SA                          | MAUREL ET PROM                           | CUSIP: N/A<br>LEI: 969500ZTYI9C1C594X25       | Long             | EC               | CORP              | FR        |    100706 | NS      | $404670.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | NOK/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8177.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC Ancora                                                | KBC ANCORA                               | CUSIP: N/A<br>LEI: 549300I4XZ0RR3ZOSZ55       | Long             | EC               | CORP              | BE        |     71876 | NS      | $3528951.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                | PEKAO                                    | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |    314494 | NS      | $6720508.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Foods PLC                                         | PREMIER FOODS                            | CUSIP: N/A<br>LEI: 213800ZD5I8XHNMCJA67       | Long             | EC               | CORP              | GB        |   1311465 | NS      | $1798382.53   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                | LEGRAND SA                               | CUSIP: F56196185<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |    536989 | NS      | $47880150.77  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                | DEUTSCHE PFANDBR                         | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | EC               | CORP              | DE        |    253382 | NS      | $2311193.04   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                      | BANCO SABADELL                           | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |  11327486 | NS      | $14809166.22  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Food Group PLC                                     | HILTON FOOD GROU                         | CUSIP: G4586W106<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |    140385 | NS      | $1150053.35   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marshalls PLC                                             | MARSHALLS PLC                            | CUSIP: N/A<br>LEI: 213800S21IFC367J5V62       | Long             | EC               | CORP              | GB        |    462963 | NS      | $1939088.67   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                          | SMITHS GRP PLC                           | CUSIP: G82401111<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |    714487 | NS      | $15252163.89  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Redde Northgate PLC                                       | REDDE NORTHGATE                          | CUSIP: N/A<br>LEI: 213800B3ZUTDOZYVJB41       | Long             | EC               | CORP              | GB        |    463869 | NS      | $2486104.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iren SpA                                                  | IREN SPA                                 | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | EC               | CORP              | IT        |   1306286 | NS      | $2365803.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                  | CTS EVENTIM AG &                         | CUSIP: D1648T108<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |    118168 | NS      | $8295011.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                                 | RUBIS                                    | CUSIP: F7937E106<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |    188222 | NS      | $5267450.08   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evraz PLC                                                 | EVRAZ                                    | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               | CORP              | GB        |   1326266 | NS      | $16.35        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Restaurant Group PLC/The                                  | RESTAURANT GROUP                         | CUSIP: N/A<br>LEI: 213800V4LJ2FXMQKKA46       | Long             | EC               | CORP              | GB        |   1255565 | NS      | $564785.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                               | HOCHTIEF AG                              | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |     42302 | NS      | $2681887.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SFS Group AG                                              | SFS GROUP AG                             | CUSIP: N/A<br>LEI: 391200RQ38WAM4BJBO16       | Long             | EC               | CORP              | CH        |     34762 | NS      | $3999525.48   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD SPORTS FASHIO                         | CUSIP: G5074C114<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |   4982440 | NS      | $10042712.87  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | UNIBAIL-RODAMCO-                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |    206243 | NS      | $13347075.22  | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Betsson AB                                                | BETSSON AB-B                             | CUSIP: BMVT21900<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |    242088 | NS      | $2006729.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                 | FLUTTER ENTER-DI                         | CUSIP: G68673113<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | GB        |    352744 | NS      | $54730340.18  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Uponor Oyj                                                | UPONOR OYJ                               | CUSIP: N/A<br>LEI: 743700KA2GMSYJM3CM12       | Long             | EC               | CORP              | FI        |    108185 | NS      | $1926722.02   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computacenter PLC                                         | COMPUTACENTER PL                         | CUSIP: N/A<br>LEI: 549300XSXUZ1I19DB105       | Long             | EC               | CORP              | GB        |    154168 | NS      | $4236915.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecnicas Reunidas SA                                      | TECNICAS REUNIDA                         | CUSIP: N/A<br>LEI: 213800JEZBUPZKWJGF49       | Long             | EC               | CORP              | ES        |     65493 | NS      | $786793.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | CHOCOLADEFABR-PC                         | CUSIP: H49983184<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |      2051 | NS      | $22525563.95  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SOITEC                                                    | SOITEC                                   | CUSIP: N/A<br>LEI: 969500ZR92SQCU9TST26       | Long             | EC               | CORP              | FR        |     49773 | NS      | $7548891.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Boiron SA                                                 | BOIRON SA                                | CUSIP: N/A<br>LEI: 9695000UMPNY21KKDO98       | Long             | EC               | CORP              | FR        |      5440 | NS      | $248268.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rotork PLC                                                | ROTORK PLC                               | CUSIP: G76717134<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |   1728463 | NS      | $6808818.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Biotage AB                                                | BIOTAGE AB                               | CUSIP: W25769139<br>LEI: 529900SR87NBUKX74L58 | Long             | EC               | CORP              | SE        |    133745 | NS      | $2067023.12   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | AIR LIQUIDE - PF                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |    725242 | NS      | $115477501.01 | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamburger Hafen und Logistik AG                           | HAMBURGER HAFEN                          | CUSIP: N/A<br>LEI: 52990003RXKZ9J9ERW70       | Long             | EC               | CORP              | DE        |     45939 | NS      | $648814.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                          | SEVERN TRENT                             | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |    503440 | NS      | $17520167.45  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                               | INVESTOR AB-A                            | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |    747618 | NS      | $14921400.30  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CropEnergies AG                                           | CROPENERGIES AG                          | CUSIP: N/A<br>LEI: 529900FXN57YQ7H5S098       | Long             | EC               | CORP              | DE        |     35670 | NS      | $464448.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'OREAL                                  | CUSIP: F58149133<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |    147200 | NS      | $60780612.09  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | FR        |    753137 | NS      | $5844441.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                       | SAINT GOBAIN                             | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |    919635 | NS      | $52815715.33  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | ENGIE - PF                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |   2216318 | NS      | $31471440.44  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CANCOM SE                                                 | CANCOM AG                                | CUSIP: N/A<br>LEI: 391200T4AUN1BPBXAO14       | Long             | EC               | CORP              | DE        |     66121 | NS      | $2279495.38   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum AB                                              | CASTELLUM AB                             | CUSIP: W2084X107<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |    516171 | NS      | $7082417.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Balfour Beatty PLC                                        | BALFOUR BEATTY                           | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |   1185288 | NS      | $5367450.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Granges AB                                                | GRANGES AB                               | CUSIP: N/A<br>LEI: 5493006UG44TYSIXOB13       | Long             | EC               | CORP              | SE        |    212726 | NS      | $1779318.43   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allreal Holding AG                                        | ALLREAL HOLD-REG                         | CUSIP: N/A<br>LEI: 5067006XH174LA44H658       | Long             | EC               | CORP              | CH        |     28986 | NS      | $4968081.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius Real Estate Ltd                                    | SIRIUS REAL ESTA                         | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | EC               | CORP              | GB        |   2132467 | NS      | $2226651.32   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                   | SAAB AB-B                                | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |    185292 | NS      | $7585575.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KRUK SA                                                   | KRUK SA                                  | CUSIP: N/A<br>LEI: 259400T1FZYBIW8XUJ78       | Long             | EC               | CORP              | PL        |     34592 | NS      | $2810740.60   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | PROSUS NV                                | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |   1675467 | NS      | $135286062.30 | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                              | COFINIMMO                                | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | EC               | CORP              | BE        |     64526 | NS      | $5869228.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Projekt SA                                             | CD PROJEKT SA                            | CUSIP: N/A<br>LEI: 259400TYO5Q8SH8TL437       | Long             | EC               | CORP              | PL        |    131799 | NS      | $4252996.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| BFF Bank SpA                                              | BFF BANK SPA                             | CUSIP: N/A<br>LEI: 815600522538355AE429       | Long             | EC               | CORP              | IT        |    370886 | NS      | $3430005.61   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Van de Velde NV                                           | VAN DE VELDE NV                          | CUSIP: N/A<br>LEI: 5493009LLUCOLP3YH507       | Long             | EC               | CORP              | BE        |     11661 | NS      | $394846.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sdiptech AB                                               | SDIPTECH AB                              | CUSIP: N/A<br>LEI: 549300JBO7VTEGMRW310       | Long             | EC               | CORP              | SE        |     58567 | NS      | $1429963.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | SWISS RE AG                              | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |    579829 | NS      | $60714471.57  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys PLC                                                | CURRYS PLC                               | CUSIP: N/A<br>LEI: 2138001E12GWLLDQQF16       | Long             | EC               | CORP              | GB        |   1987906 | NS      | $1596970.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                 | ARKEMA                                   | CUSIP: F0392W125<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |    130003 | NS      | $13154717.68  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | SODEXO - PF - 2025                       | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |     19189 | NS      | $1902260.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BioArctic AB                                              | BIOARCTIC AB                             | CUSIP: N/A<br>LEI: 549300Y0OI2WVUNHLC33       | Long             | EC               | CORP              | SE        |     16728 | NS      | $498891.01    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| easyJet PLC                                               | EASYJET PLC                              | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |    737088 | NS      | $4490038.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Comet Holding AG                                          | COMET HOLDING-R                          | CUSIP: N/A<br>LEI: 506700PGOL747J76WC96       | Long             | EC               | CORP              | CH        |     14861 | NS      | $3435278.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                             | ASSA ABLOY AB-B                          | CUSIP: W0817X204<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |   1839253 | NS      | $43325921.60  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Faes Farma SA                                             | FAES FARMA                               | CUSIP: N/A<br>LEI: 959800FXZQY7U3P1G969       | Long             | EC               | CORP              | ES        |    620179 | NS      | $2324620.13   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PZ Cussons PLC                                            | PZ CUSSONS PLC                           | CUSIP: G6850S109<br>LEI: XB3CXKKKED7OMV80FY35 | Long             | EC               | CORP              | GB        |    367025 | NS      | $983646.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                            | AAREAL BANK AG                           | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | EC               | CORP              | DE        |      5344 | NS      | $190568.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Nyfosa AB                                                 | NYFOSA AB                                | CUSIP: N/A<br>LEI: 5493000YR2B83SILCJ50       | Long             | EC               | CORP              | SE        |    362421 | NS      | $3160274.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Melia Hotels International SA                             | MELIA HOTELS INT                         | CUSIP: N/A<br>LEI: 959800JRKSZ6YZD4EL80       | Long             | EC               | CORP              | ES        |    205470 | NS      | $1368189.45   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | GBP/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13872.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | SWATCH GROUP-BR                          | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |     62603 | NS      | $22666580.40  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CGG SA                                                    | CGG SA                                   | CUSIP: N/A<br>LEI: 969500FCVQ5SLAAUJV59       | Long             | EC               | CORP              | FR        |   1342927 | NS      | $1130962.19   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA               | MEDIOBANCA                               | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |   1274831 | NS      | $13704368.12  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kahoot! ASA                                               | KAHOOT! ASA                              | CUSIP: N/A<br>LEI: 2549004957SZTRN8CW77       | Long             | EC               | CORP              | NO        |    763166 | NS      | $1349079.02   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EURO STOXX 50     Mar23                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       885 | NC      | $1503028.02   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker Carbon Capture ASA                                   | AKER CARBON CAPT                         | CUSIP: N/A<br>LEI: 549300JXF011KX2HXT02       | Long             | EC               | CORP              | NO        |    649112 | NS      | $962118.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                        | KPN (KONIN) NV                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |   6539998 | NS      | $22359248.64  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | SIEMENS ENERGY A                         | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |    863755 | NS      | $18060100.30  | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Safran SA                                                 | SAFRAN SA                                | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |    699315 | NS      | $100558355.75 | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Alten SA                                                  | ALTEN                                    | CUSIP: N/A<br>LEI: 969500Y7G9TY7Y24GN07       | Long             | EC               | CORP              | FR        |     57688 | NS      | $8864116.58   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Portland Estates PLC                                | GREAT PORT EST                           | CUSIP: N/A<br>LEI: 213800JMEDD2Q4N1MC42       | Long             | EC               | CORP              | GB        |    440958 | NS      | $3101752.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | SCHINDLER HLD-PC                         | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |     81994 | NS      | $17475985.67  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Molten Ventures PLC                                       | MOLTEN VENTURES                          | CUSIP: N/A<br>LEI: 213800IPCR3SAYJWSW10       | Long             | EC               | CORP              | GB        |    308017 | NS      | $1362655.55   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bakkafrost P/F                                            | BAKKAFROST P/F                           | CUSIP: N/A<br>LEI: 2138007LH7OP4V112978       | Long             | EC               | CORP              | NO        |    101446 | NS      | $6294873.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                        | PUBLICIS GROUPE                          | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |    455505 | NS      | $32131165.50  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| IntegraFin Holdings PLC                                   | INTEGRAFIN HO                            | CUSIP: G4796T109<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |    567516 | NS      | $2188996.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                  | LIFCO AB-B                               | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |    453147 | NS      | $8324468.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&S Austria Technologie & Systemtechnik AG               | AT&S                                     | CUSIP: N/A<br>LEI: 529900EVOKN4LCCD9321       | Long             | EC               | CORP              | AT        |     50172 | NS      | $1721485.80   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Centamin PLC                                              | CENTAMIN PLC                             | CUSIP: N/A<br>LEI: 213800PDI9G7OUKLPV84       | Long             | EC               | CORP              | GB        |   2345809 | NS      | $3215789.31   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                       | BANCA MONTE DEI                          | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |    836783 | NS      | $2235098.38   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | ENGIE                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    993589 | NS      | $14108840.45  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                              | B&M EUROPEAN                             | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | GB        |   1867626 | NS      | $10328560.36  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                 | ARGENX SE                                | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | BE        |    110660 | NS      | $42148906.15  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | EPIROC AB-A                              | CUSIP: BDZV11902<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |   1257005 | NS      | $24457260.18  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                | MERCK KGAA                               | CUSIP: D5357W103<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |    259571 | NS      | $54179831.74  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Bufab AB                                                  | BUFAB AB                                 | CUSIP: N/A<br>LEI: 5493002TF62S16D67T17       | Long             | EC               | CORP              | SE        |     57172 | NS      | $1481395.43   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoegh Autoliners ASA                                      | HOEGH AUTOLINERS                         | CUSIP: N/A<br>LEI: 549300D7GNMPKTA4HD46       | Long             | EC               | CORP              | NO        |     33571 | NS      | $209007.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netcompany Group A/S                                      | NETCOMPANY GROUP                         | CUSIP: K7020C102<br>LEI: 5299006DEGAWX1Z1X779 | Long             | EC               | CORP              | DK        |     66036 | NS      | $2628031.30   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Rathbones Group PLC                                       | RATHBONES GROUP                          | CUSIP: G73904107<br>LEI: 213800MBTHM6UE8ZQP29 | Long             | EC               | CORP              | GB        |    124898 | NS      | $3226394.35   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokmanni Group Corp                                       | TOKMANNI GROUP C                         | CUSIP: N/A<br>LEI: 743700VMG6KWF0FW1560       | Long             | EC               | CORP              | FI        |     97106 | NS      | $1252047.14   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bertrandt AG                                              | BERTRANDT AG                             | CUSIP: D1014N107<br>LEI: 529900DRBK1K538NYX30 | Long             | EC               | CORP              | DE        |      9612 | NS      | $469990.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oesterreichische Post AG                                  | OESTERREICH.POST                         | CUSIP: N/A<br>LEI: 529900MVUWACNUTK8467       | Long             | EC               | CORP              | AT        |     67226 | NS      | $2394090.71   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| X-Fab Silicon Foundries SE                                | X-FAB SILICON FO                         | CUSIP: B9901Z101<br>LEI: 5493003UDPENPUQBJH65 | Long             | EC               | CORP              | FR        |    104183 | NS      | $911360.68    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| N/A                                                       | GBP/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9375.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKH Group NV                                              | TKH GROUP NV                             | CUSIP: N/A<br>LEI: 7245008G22FOV7TYYJ34       | Long             | EC               | CORP              | NL        |     83093 | NS      | $3771194.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                            | KINGFISHER PLC                           | CUSIP: G5256E441<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |   3946568 | NS      | $13615338.23  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | LLOYDS BANKING                           | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        | 134833092 | NS      | $87748752.38  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker ASA                                                  | AKER ASA-A SHARE                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ10071       | Long             | EC               | CORP              | NO        |     48164 | NS      | $3482599.31   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JM AB                                                     | JM AB                                    | CUSIP: W4939T109<br>LEI: 529900X0UEM9DOM6FK12 | Long             | EC               | CORP              | SE        |    134455 | NS      | $2506530.88   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JTC PLC                                                   | JTC PLC                                  | CUSIP: G5211H117<br>LEI: 213800DVUG4KLF2ASK33 | Long             | EC               | CORP              | GB        |    265059 | NS      | $2357531.69   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                    | CREDIT SUISS-REG                         | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EC               | CORP              | CH        |   6743080 | NS      | $23229111.45  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SkiStar AB                                                | SKISTAR AB                               | CUSIP: N/A<br>LEI: 529900CD7HSJ1CZS7089       | Long             | EC               | CORP              | SE        |     81193 | NS      | $879278.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnac Darty SA                                             | FNAC DARTY SA                            | CUSIP: N/A<br>LEI: 96950091FL62XSLPHO35       | Long             | EC               | CORP              | FR        |     34991 | NS      | $1298633.59   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon NV                                                  | AEGON NV                                 | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |   3561169 | NS      | $19642671.16  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BHG Group AB                                              | BHG GROUP AB                             | CUSIP: N/A<br>LEI: 549300ZLCWL2QTO3HR86       | Long             | EC               | CORP              | SE        |    166017 | NS      | $244568.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                         | TOMRA SYSTEMS AS                         | CUSIP: N/A<br>LEI: 549300J726JCFJU3VT89       | Long             | EC               | CORP              | NO        |    469253 | NS      | $8283887.85   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                              | INDUTRADE AB                             | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |    565461 | NS      | $12557328.57  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                           | SAINSBURY PLC                            | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |   3453515 | NS      | $11200028.68  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                              | SECURITAS AB-B                           | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |    972545 | NS      | $8902247.98   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinnevik AB                                               | KINNEVIK AB - B                          | CUSIP: N/A<br>LEI: 2138006PZH76JOS6MN27       | Long             | EC               | CORP              | SE        |    481332 | NS      | $7440019.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                  | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |    114642 | NS      | $18174415.85  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtech Plc                                              | PLAYTECH PLC                             | CUSIP: N/A<br>LEI: 21380068TTB6Z9ZEU548       | Long             | EC               | CORP              | GB        |    608509 | NS      | $4246703.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wereldhave Belgium Comm VA                                | WERELDHAVE BELGM                         | CUSIP: N/A<br>LEI: 549300WKEX26S4CUA403       | Long             | EC               | CORP              | BE        |      5568 | NS      | $315004.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cibus Nordic Real Estate AB                               | CIBUS NORDIC REA                         | CUSIP: N/A<br>LEI: 549300PW36MFK96GCR23       | Long             | EC               | CORP              | SE        |     96529 | NS      | $1368354.67   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | GENMAB A/S                               | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |    131588 | NS      | $51568912.13  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Martens PLC                                            | DR. MARTENS PLC                          | CUSIP: N/A<br>LEI: 213800QPT8YM6NQZPH28       | Long             | EC               | CORP              | GB        |   1123511 | NS      | $2153272.92   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagarro SE                                                | NAGARRO SE                               | CUSIP: N/A<br>LEI: 9845008396BA67DA9B37       | Long             | EC               | CORP              | DE        |     15781 | NS      | $2161893.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Tryg A/S                                                  | TRYG A/S                                 | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |    722517 | NS      | $16580394.28  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashmore Group PLC                                         | ASHMORE GROUP PL                         | CUSIP: N/A<br>LEI: 549300U3L59WB4YI2X12       | Long             | EC               | CORP              | GB        |    900099 | NS      | $2964706.46   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mithra Pharmaceuticals SA                                 | MITHRA PHARM                             | CUSIP: N/A<br>LEI: 5493002FDD273HTEKK14       | Long             | EC               | CORP              | BE        |     41038 | NS      | $139566.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                       | GBP/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-164963.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                   | ISS A/S                                  | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |    372750 | NS      | $8149700.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                 | HOLMEN AB-B SHS                          | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |    194167 | NS      | $8008535.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER Group SA                                            | ADLER GROUP SA                           | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | DE        |    167440 | NS      | $254299.69    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Warehouses De Pauw CVA                                    | WAREHOUSES DE PA                         | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |    316180 | NS      | $10026671.90  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | HOLCIM LTD                               | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |   1095000 | NS      | $65464280.17  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| IMMOFINANZ AG                                             | IMMOFINANZ AG                            | CUSIP: N/A<br>LEI: 5299000DUMZ99SBBX121       | Long             | EC               | CORP              | AT        |     60319 | NS      | $812649.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OX2 AB                                                    | OX2 AB                                   | CUSIP: N/A<br>LEI: 549300DSDIWP6USPXU21       | Long             | EC               | CORP              | SE        |     62813 | NS      | $484894.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund         | Vanguard Market Liquidity Fund           | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |      6476 | NS      | $647541.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | KONGSBERG GRUPP                          | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |    149889 | NS      | $5967339.33   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | ZURICH INSURANCE                         | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |    298049 | NS      | $147393853.89 | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | BRENNTAG SE                              | CUSIP: D12459117<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |    310806 | NS      | $23201070.71  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                    | SANOFI                                   | CUSIP: F5548N101<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |   2186658 | NS      | $214127397.55 | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Jastrzebska Spolka Weglowa SA                             | JSW                                      | CUSIP: N/A<br>LEI: 259400D4E0H5BGXNIK97       | Long             | EC               | CORP              | PL        |    103030 | NS      | $1608743.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adevinta ASA                                              | ADEVINTA ASA                             | CUSIP: N/A<br>LEI: 529900W8V3YLHRSZH763       | Long             | EC               | CORP              | NO        |    549732 | NS      | $4712762.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ypsomed Holding AG                                        | YPSOMED HOLD-REG                         | CUSIP: N/A<br>LEI: 391200QLIOTTBNPNSI14       | Long             | EC               | CORP              | CH        |      6747 | NS      | $1384596.07   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citycon Oyj                                               | CITYCON OYJ                              | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | EC               | CORP              | FI        |    134885 | NS      | $1016492.91   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstgroup PLC                                            | FIRSTGROUP PLC                           | CUSIP: N/A<br>LEI: 549300DEJZCPWA4HKM93       | Long             | EC               | CORP              | GB        |   1478161 | NS      | $1979048.50   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Hotel Group SA                                         | NH HOTEL GROUP S                         | CUSIP: N/A<br>LEI: 959800LM1RW3PKJ4A296       | Long             | EC               | CORP              | ES        |     51716 | NS      | $213286.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinepolis Group NV                                        | KINEPOLIS                                | CUSIP: N/A<br>LEI: 5493002BJQRO0S06F161       | Long             | EC               | CORP              | BE        |     26591 | NS      | $1125615.94   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                       | DANIELI & CO                             | CUSIP: N/A<br>LEI: 815600B4B8C6A353E566       | Long             | EC               | CORP              | IT        |     23105 | NS      | $598753.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfeiffer Vacuum Technology AG                             | PFEIFFER VACUUM                          | CUSIP: N/A<br>LEI: 8945004AW6QK8JHNQP69       | Long             | EC               | CORP              | DE        |     12108 | NS      | $2210862.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                                | STRABAG SE-BR                            | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               | CORP              | AT        |     29261 | NS      | $1236465.07   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | SVENSKA CELL-B                           | CUSIP: W90152120<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |   1204405 | NS      | $16724786.29  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                | ZALANDO SE                               | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |    444054 | NS      | $20708467.53  | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vidrala SA                                                | VIDRALA                                  | CUSIP: E9702H109<br>LEI: 95980020140005399488 | Long             | EC               | CORP              | ES        |     37620 | NS      | $3794927.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hochschild Mining PLC                                     | HOCHSCHILD MININ                         | CUSIP: N/A<br>LEI: 549300JK10TVQ3CCJQ89       | Long             | EC               | CORP              | GB        |    620885 | NS      | $524533.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKWEL                                                     | AKWEL                                    | CUSIP: N/A<br>LEI: 969500SVR0D7W9RQ6751       | Long             | EC               | CORP              | FR        |     14967 | NS      | $256156.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peab AB                                                   | PEAB AB-CLASS B                          | CUSIP: N/A<br>LEI: 549300FQS4VD3153I854       | Long             | EC               | CORP              | SE        |    405708 | NS      | $2531799.99   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galenica AG                                               | GALENICA AG                              | CUSIP: H28456103<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |     97226 | NS      | $7603814.27   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VP Bank AG                                                | VP BANK AG-A                             | CUSIP: N/A<br>LEI: MI3TLH1I0D58ORE24Q14       | Long             | EC               | CORP              | CH        |      4416 | NS      | $476676.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                 | BANK OF IRELAND                          | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |   2151756 | NS      | $22989027.00  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                             | AROUNDTOWN SA                            | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EC               | CORP              | DE        |   1401818 | NS      | $3902944.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Tate & Lyle PLC                                           | TATE & LYLE                              | CUSIP: N/A<br>LEI: 2138008K14474WPKZ244       | Long             | EC               | CORP              | GB        |    799849 | NS      | $7448246.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | GROUPE BRUX LAMB                         | CUSIP: B4746J115<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |    200736 | NS      | $17172004.41  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | KUEHNE & NAGEL-R                         | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |     99590 | NS      | $23747896.13  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1431994.51   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                                   | DCC PLC                                  | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | GB        |    198031 | NS      | $11279440.52  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Neinor Homes SA                                           | NEINOR HOMES SA                          | CUSIP: E7647E108<br>LEI: 959800FW4JL65YWSQ217 | Long             | EC               | CORP              | ES        |     75055 | NS      | $753063.48    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Just Eat Takeaway.com NV                                  | JUST EAT TAKEAWA                         | CUSIP: N/A<br>LEI: 724500FVZIBSSQ7SHI95       | Long             | EC               | CORP              | NL        |    369380 | NS      | $9475916.00   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Atresmedia Corp de Medios de Comunicacion SA              | ATRESMEDIA CORP                          | CUSIP: N/A<br>LEI: 95980020140005491929       | Long             | EC               | CORP              | ES        |    167833 | NS      | $625684.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APERAM SA                                                 | APERAM                                   | CUSIP: N/A<br>LEI: 5493001136GE6L4R7M63       | Long             | EC               | CORP              | NL        |     90282 | NS      | $3562835.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arnoldo Mondadori Editore SpA                             | MONDADORI (ARN)                          | CUSIP: N/A<br>LEI: 815600049A1F9AFE6666       | Long             | EC               | CORP              | IT        |    222976 | NS      | $466123.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering PLC                              | SPIRAX-SARCO ENG                         | CUSIP: G83561129<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |    147750 | NS      | $21104915.59  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonduelle SCA                                             | BONDUELLE SCA                            | CUSIP: N/A<br>LEI: 969500QVHHN3NNVYRE94       | Long             | EC               | CORP              | FR        |     26435 | NS      | $355161.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Semapa-Sociedade de Investimento e Gestao                 | SEMAPA                                   | CUSIP: N/A<br>LEI: 549300HNGOW85KIOH584       | Long             | EC               | CORP              | PT        |     29276 | NS      | $386376.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi Unicem SpA                                          | BUZZI UNICEM SPA                         | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |    170694 | NS      | $3843718.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HelloFresh SE                                             | HELLOFRESH SE                            | CUSIP: N/A<br>LEI: 391200ZAF4V6XD2M9G57       | Long             | EC               | CORP              | DE        |    325583 | NS      | $7915337.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trustpilot Group PLC                                      | TRUSTPILOT GROUP                         | CUSIP: N/A<br>LEI: 2138002ILUNMGNPSGG46       | Long             | EC               | CORP              | GB        |    656563 | NS      | $831090.32    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ferrari NV                                                | FERRARI NV                               | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |    241836 | NS      | $60430993.56  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Advanced Materials PLC                             | MORGAN ADVANCED                          | CUSIP: N/A<br>LEI: I4K14LL95N2PHDL7EG85       | Long             | EC               | CORP              | GB        |    559890 | NS      | $2172961.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepco Group NV                                            | PEPCO GROUP NV                           | CUSIP: N/A<br>LEI: 213800OVMJPFP79OB449       | Long             | EC               | CORP              | PL        |    295163 | NS      | $2862629.47   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AddLife AB                                                | ADDLIFE AB-B                             | CUSIP: N/A<br>LEI: 5493005T3M7CD7XWE013       | Long             | EC               | CORP              | SE        |    220525 | NS      | $2327366.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fincantieri SpA                                           | FINCANTIERI SPA                          | CUSIP: N/A<br>LEI: 8156005BDF49128B6239       | Long             | EC               | CORP              | IT        |    928435 | NS      | $611985.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Autogrill SpA                                             | AUTOGRILL SPA                            | CUSIP: N/A<br>LEI: 5299003D9N2698I3C257       | Long             | EC               | CORP              | IT        |    383799 | NS      | $2800609.97   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Deliveroo PLC                                             | DELIVEROO PLC                            | CUSIP: N/A<br>LEI: 984500F6537F74DDEE77       | Long             | EC               | CORP              | GB        |   2636693 | NS      | $3021367.91   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Atos SE                                                   | ATOS SE                                  | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | EC               | CORP              | FR        |    194005 | NS      | $2559219.58   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3I GROUP PLC                             | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |   1912203 | NS      | $37306588.31  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | INDUSTRIVARDEN-A                         | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |    251803 | NS      | $6670349.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Volati AB                                                 | VOLATI AB                                | CUSIP: N/A<br>LEI: 529900R2YHW43H9B4342       | Long             | EC               | CORP              | SE        |     40524 | NS      | $403860.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                               | BERKELEY GROUP                           | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |    214572 | NS      | $10987732.91  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux AB                                             | ELECTROLUX AB-B                          | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | EC               | CORP              | SE        |    430335 | NS      | $6095204.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Subsea 7 SA                                               | SUBSEA 7 SA                              | CUSIP: N/A<br>LEI: 222100AIF0CBCY80AH62       | Long             | EC               | CORP              | NO        |    465505 | NS      | $5801161.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CompuGroup Medical SE & Co KgaA                           | COMPUGROUP MEDIC                         | CUSIP: N/A<br>LEI: 529900CUXZGOCJZR7O57       | Long             | EC               | CORP              | DE        |     48444 | NS      | $2270438.38   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitec Software Group AB                                   | VITEC B-SH                               | CUSIP: N/A<br>LEI: 5493005EB5RV1QHE6H94       | Long             | EC               | CORP              | SE        |     49874 | NS      | $2112560.40   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LXI REIT Plc                                              | LXI REIT PLC                             | CUSIP: N/A<br>LEI: 2138008YZGXOKAXQVI45       | Long             | EC               | CORP              | GB        |   3008971 | NS      | $4188300.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Idorsia Ltd                                               | IDORSIA LTD                              | CUSIP: N/A<br>LEI: 506700XOVZUB107S5720       | Long             | EC               | CORP              | CH        |    240530 | NS      | $4045889.58   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| LANXESS AG                                                | LANXESS AG                               | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | EC               | CORP              | DE        |    172818 | NS      | $8625327.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                        | CELLNEX TELECOM                          | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |   1125072 | NS      | $44089343.35  | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Enagas SA                                                 | ENAGAS SA                                | CUSIP: E41759106<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |    503955 | NS      | $9036568.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                                                     | VALEO                                    | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |    483334 | NS      | $10563156.44  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Assura PLC                                                | ASSURA PLC                               | CUSIP: N/A<br>LEI: 21380026T19N2Y52XF72       | Long             | EC               | CORP              | GB        |   5788752 | NS      | $3984233.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | LONDON STOCK EX                          | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |    734926 | NS      | $67278769.59  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                             | NEMETSCHEK SE                            | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |    108607 | NS      | $5806602.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                                | BIOMERIEUX                               | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |     86597 | NS      | $8828213.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                      | STRAUMANN HLDG-R                         | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |    214182 | NS      | $28044351.93  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ARCELORMITTAL                            | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | NL        |    958064 | NS      | $29721958.83  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | LINDT&SPRUENGLI                          | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |       208 | NS      | $23412353.81  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Elkem ASA                                                 | ELKEM ASA                                | CUSIP: R2R86R113<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |    532591 | NS      | $1886540.93   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Alior Bank SA                                             | ALIOR BANK SA                            | CUSIP: N/A<br>LEI: 259400QHDOZWMJ103294       | Long             | EC               | CORP              | PL        |    191295 | NS      | $1738160.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphawave IP Group PLC                                    | ALPHAWAVE IP                             | CUSIP: N/A<br>LEI: 213800ZXTO21EU4VMH37       | Long             | EC               | CORP              | GB        |    562331 | NS      | $662690.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                               | PLUS500 LTD                              | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               | CORP              | GB        |    186843 | NS      | $4286840.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB                                  | LUNDBERGS AB-B                           | CUSIP: W54114108<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |    148331 | NS      | $6868802.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Almirall SA                                               | ALMIRALL SA                              | CUSIP: N/A<br>LEI: 95980020140005007996       | Long             | EC               | CORP              | ES        |    144244 | NS      | $1453413.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Munters Group AB                                          | MUNTERS GROUP AB                         | CUSIP: N/A<br>LEI: 549300KYCB37YAVUV523       | Long             | EC               | CORP              | SE        |    213566 | NS      | $2047694.52   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Revenio Group Oyj                                         | REVENIO GROUP                            | CUSIP: N/A<br>LEI: 743700I27E0FWSXLKK04       | Long             | EC               | CORP              | FI        |     46556 | NS      | $1903242.45   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PolyPeptide Group AG                                      | POLYPEPTIDE GROU                         | CUSIP: N/A<br>LEI: 5067007JCKTPOX4G9758       | Long             | EC               | CORP              | CH        |     28923 | NS      | $840314.12    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Pernod Ricard SA                                          | PERNOD RICARD SA                         | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |    410871 | NS      | $85062670.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                | HEXAGON AB-B                             | CUSIP: W40063104<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |   3760934 | NS      | $43113489.71  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Varta AG                                                  | VARTA AG                                 | CUSIP: N/A<br>LEI: 529900E7KB95KOXBWP63       | Long             | EC               | CORP              | DE        |     27224 | NS      | $828795.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Quilter PLC                                               | QUILTER PLC                              | CUSIP: N/A<br>LEI: 54930092XIVK28RZGM95       | Long             | EC               | CORP              | GB        |   2735982 | NS      | $3248794.16   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Klepierre SA                                              | KLEPIERRE                                | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |    377834 | NS      | $9589559.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                               | RANDSTAD NV                              | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |    220970 | NS      | $14163821.80  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                               | SWEDISH ORPHAN B                         | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |    353633 | NS      | $7886220.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Corem Property Group AB                                   | COREM PROPERTY-B                         | CUSIP: N/A<br>LEI: 213800CHXQQD7TSS1T59       | Long             | EC               | CORP              | SE        |   1344571 | NS      | $1230943.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BW Energy Ltd                                             | BW ENERGY LTD                            | CUSIP: N/A<br>LEI: 5493004D19CJBN3DLD40       | Long             | EC               | CORP              | NO        |    152063 | NS      | $427228.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                           | NORTONLIFELOCK I                         | CUSIP: N/A<br>LEI: YF6ZV0M6AU4FY94MK914       | Long             | EC               | CORP              | US        |        45 | NS      | $1035.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F-Secure Oyj                                              | F-SECURE CORP                            | CUSIP: N/A<br>LEI: 9845006BFDJF0375E466       | Long             | EC               | CORP              | FI        |    204280 | NS      | $652140.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Towers AG                                         | VANTAGE TOWERS A                         | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | EC               | CORP              | DE        |    179357 | NS      | $6278614.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                                    | NCC AB-A                                 | CUSIP: N/A<br>LEI: 213800WRGLW3CY4MHW53       | Long             | EC               | CORP              | SE        |      8396 | NS      | $88516.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                            | BAWAG GROUP AG                           | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |    173144 | NS      | $10725384.37  | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Orsted AS                                                 | ORSTED A/S                               | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |    378311 | NS      | $33689371.27  | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kingspan Group PLC                                        | KINGSPAN GROUP                           | CUSIP: G52654103<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |    303645 | NS      | $19529253.55  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                  | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | GB        |   1502359 | NS      | $70129229.59  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Altri SGPS SA                                             | ALTRI SGPS SA                            | CUSIP: N/A<br>LEI: 213800AKSTYRLHY3X497       | Long             | EC               | CORP              | PT        |    135461 | NS      | $683944.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| ACEA SpA                                                  | ACEA SPA                                 | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | EC               | CORP              | IT        |     87410 | NS      | $1339950.18   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | AVIVA PLC                                | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |   5605995 | NS      | $31616978.57  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tinexta Spa                                               | TINEXTA SPA                              | CUSIP: N/A<br>LEI: 815600925CD848EDBA96       | Long             | EC               | CORP              | IT        |     37733 | NS      | $1026355.39   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                                | SIGNIFY NV                               | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |    250722 | NS      | $9077497.58   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Man Group PLC/Jersey                                      | MAN GROUP PLC/JE                         | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | GB        |   2486786 | NS      | $7650488.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca IFIS SpA                                            | BANCA IFIS SPA                           | CUSIP: N/A<br>LEI: 8156005420362AE59184       | Long             | EC               | CORP              | IT        |     46834 | NS      | $784340.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boozt AB                                                  | BOOZT AB                                 | CUSIP: N/A<br>LEI: 549300HOEUKTVLRKQQ57       | Long             | EC               | CORP              | SE        |    123336 | NS      | $1600057.13   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $109403.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG PLC                                                   | SIG PLC                                  | CUSIP: N/A<br>LEI: 213800VDC1BKJEZ8PV53       | Long             | EC               | CORP              | GB        |   1314534 | NS      | $567864.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                              | ROCKWOOL A/S-B                           | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |     12706 | NS      | $3642966.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                               | INFORMA PLC                              | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |   2856744 | NS      | $23627418.34  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Flow Traders Ltd                                          | FLOW TRADERS LTD                         | CUSIP: N/A<br>LEI: 549300GSUZI1V3BEXQ36       | Long             | EC               | CORP              | NL        |     52521 | NS      | $1351531.07   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Majorel Group Luxembourg SA                               | MAJOREL GROUP LU                         | CUSIP: N/A<br>LEI: 529900M90DFPXG97IJ03       | Long             | EC               | CORP              | NL        |     41035 | NS      | $1008416.98   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                        | SMITH & NEPHEW                           | CUSIP: G82343164<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |   1751221 | NS      | $24184950.36  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                         | HANNOVER RUECK S                         | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |    120478 | NS      | $24465298.56  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                            | INTERMEDIATE CAP                         | CUSIP: G4807D192<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |    555197 | NS      | $9553508.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                        | DEUTSCHE WOHNEN                          | CUSIP: N/A<br>LEI: 529900QE24Q67I3FWZ10       | Long             | EC               | CORP              | DE        |     99209 | NS      | $2343253.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                | UNITED UTILITIES                         | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |   1367309 | NS      | $17891336.09  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Franz Colruyt NV                           | COLRUYT SA                               | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               | CORP              | BE        |     99554 | NS      | $2632582.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Close Brothers Group PLC                                  | CLOSE BROS GRP                           | CUSIP: N/A<br>LEI: 213800W73SYHR14I3X91       | Long             | EC               | CORP              | GB        |    305505 | NS      | $3658638.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bollore SE                                                | BOLLORE SE                               | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |   1985132 | NS      | $11107565.83  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                       | FLUGHAFEN ZU-REG                         | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |     37943 | NS      | $6912983.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avanza Bank Holding AB                                    | AVANZA BANK HOLD                         | CUSIP: N/A<br>LEI: 549300MBWR5H8SIJLE03       | Long             | EC               | CORP              | SE        |    250051 | NS      | $5769579.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Bouygues SA                                               | BOUYGUES SA                              | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |    422619 | NS      | $13922740.96  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                                         | AIRTEL AFRICA                            | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |   2185988 | NS      | $3155830.19   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Maire Tecnimont SpA                                       | MAIRE TECNIMONT                          | CUSIP: N/A<br>LEI: 815600D85A61200A1B83       | Long             | EC               | CORP              | IT        |    308521 | NS      | $1189063.77   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Sampo Oyj                                                 | SAMPO OYJ-A SHS                          | CUSIP: X75653109<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    982676 | NS      | $51590014.60  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                  | WISE PLC - A                             | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |   1416219 | NS      | $9493786.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                | HALEON PLC                               | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |  10039141 | NS      | $40230675.98  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                      | ENDEAVOUR MINING                         | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |    365557 | NS      | $8625445.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                               | BMW AG - PRF                             | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EP               | CORP              | DE        |    119944 | NS      | $11363361.73  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Viscofan SA                                               | VISCOFAN                                 | CUSIP: E97579192<br>LEI: 95980020140005684765 | Long             | EC               | CORP              | ES        |     77983 | NS      | $5026053.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Banking Group PLC                                 | PARAGON BANKING                          | CUSIP: G6376N154<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |    473242 | NS      | $3510994.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacionais SGPS SA                 | REN-REDE ENERGET                         | CUSIP: N/A<br>LEI: 549300FR1FN48IGHR915       | Long             | EC               | CORP              | PT        |    764777 | NS      | $2101967.76   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                    | SKF AB- B SHARES                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |    775080 | NS      | $13717594.13  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                    | FRESENIUS SE & C                         | CUSIP: D27348263<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |    819677 | NS      | $23754963.69  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HMS Networks AB                                           | HMS NETWORKS AB                          | CUSIP: N/A<br>LEI: 549300MOY2FDUUDIQ179       | Long             | EC               | CORP              | SE        |     57205 | NS      | $2132623.14   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo Car AB                                              | VOLVO CAR AB-B                           | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | EC               | CORP              | SE        |   1068460 | NS      | $5331081.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                         | LEG IMMOBILIEN S                         | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |    148939 | NS      | $11643177.71  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                          | WARTSILA OYJ ABP                         | CUSIP: X98155116<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |    981616 | NS      | $9336160.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | LOGITECH INTER-R                         | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |    286533 | NS      | $16766992.26  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Softwareone Holding AG                                    | SOFTWAREONE HOLD                         | CUSIP: N/A<br>LEI: 529900GBI88JKWXLGI05       | Long             | EC               | CORP              | CH        |    216196 | NS      | $3490785.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dufry AG                                                  | DUFRY AG-REG                             | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |    140451 | NS      | $6447765.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Adesso SE                                                 | ADESSO SE                                | CUSIP: N/A<br>LEI: 529900KOICE97ZSA1O52       | Long             | EC               | CORP              | DE        |      6736 | NS      | $1065552.28   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JCDecaux SE                                               | JCDECAUX SE                              | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | EC               | CORP              | FR        |    145916 | NS      | $3301912.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LondonMetric Property PLC                                 | LONDONMETRIC PRO                         | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |   1896514 | NS      | $4419002.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                      | RENTOKIL INITIAL                         | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |   5067156 | NS      | $30724352.50  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                           | OCADO GROUP PLC                          | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | EC               | CORP              | GB        |   1214295 | NS      | $9717262.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | NESTLE SA-REG                            | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |   5416174 | NS      | $660822284.16 | 2.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortnox AB                                                | FORTNOX AB                               | CUSIP: N/A<br>LEI: 549300MSNMHPC3O60W78       | Long             | EC               | CORP              | SE        |     34585 | NS      | $174520.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1                                    | TELEVISION FRANC                         | CUSIP: N/A<br>LEI: 969500WQFC6OAQYG7E65       | Long             | EC               | CORP              | FR        |    217641 | NS      | $1740673.95   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ElringKlinger AG                                          | ELRINGKLINGER AG                         | CUSIP: N/A<br>LEI: 529900QDISXXZ2D1Q489       | Long             | EC               | CORP              | DE        |     55903 | NS      | $486579.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Alma AB                                            | BEIJER ALMA  -B                          | CUSIP: N/A<br>LEI: 549300HJX9BNG5055Z38       | Long             | EC               | CORP              | SE        |     86409 | NS      | $1713519.60   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| De' Longhi SpA                                            | DE'LONGHI SPA                            | CUSIP: N/A<br>LEI: 8156000E09A52C4F8A38       | Long             | EC               | CORP              | IT        |    140943 | NS      | $3253542.89   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | ERICSSON LM-A                            | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     65897 | NS      | $427240.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Tessenderlo Group SA                                      | TESSENDERLO GROU                         | CUSIP: N/A<br>LEI: 549300ZKLIF7RP6EH823       | Long             | EC               | CORP              | BE        |     52690 | NS      | $1863317.46   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCC SA                                                    | CCC SA                                   | CUSIP: N/A<br>LEI: 259400NWPQ2HCSMZP970       | Long             | EC               | CORP              | PL        |     77011 | NS      | $785159.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duerr AG                                                  | DUERR AG                                 | CUSIP: D23279108<br>LEI: 5299003APZ54EDTSRO20 | Long             | EC               | CORP              | DE        |     99243 | NS      | $3786511.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raisio Oyj                                                | RAISIO OYJ-V                             | CUSIP: X71578110<br>LEI: 74370083282NHIP4QD02 | Long             | EC               | CORP              | FI        |    239697 | NS      | $635077.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                               | MONCLER SPA                              | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |    409137 | NS      | $25606921.74  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagron                                                    | FAGRON                                   | CUSIP: N/A<br>LEI: 549300TRKRUFK2RRG779       | Long             | EC               | CORP              | BE        |    114238 | NS      | $1689092.75   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                               | INVESTOR AB-B                            | CUSIP: W48102128<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |   3957702 | NS      | $76906022.80  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                        | AZIMUT HOLDING                           | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |    213433 | NS      | $5328503.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spar Nord Bank A/S                                        | SPAR NORD BANK                           | CUSIP: N/A<br>LEI: 549300DHT635Q5P8J715       | Long             | EC               | CORP              | DK        |    163308 | NS      | $2601311.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                        | NIBE INDUSTRIE-B                         | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |   2917230 | NS      | $31518527.47  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FLSmidth & Co A/S                                         | FLSMIDTH                                 | CUSIP: N/A<br>LEI: 213800MXXDGQ3ITPXI41       | Long             | EC               | CORP              | DK        |    114485 | NS      | $4918968.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                              | SIG GROUP AG                             | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |    662272 | NS      | $16415062.22  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilia AB                                                  | BILIA AB-A SHS                           | CUSIP: N/A<br>LEI: 2138002GW5WN1UYZAO32       | Long             | EC               | CORP              | SE        |    143223 | NS      | $1654855.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                               | SWISSQUOTE G-REG                         | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |     17987 | NS      | $3248568.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSB Group PLC                                             | OSB GROUP PLC                            | CUSIP: N/A<br>LEI: 213800ZBKL9BHSL2K459       | Long             | EC               | CORP              | GB        |    862627 | NS      | $5815737.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                       | HEINEKEN HLDG                            | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |    212379 | NS      | $17535268.08  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Ljungberg AB                                       | ATRIUM LJUN-B SH                         | CUSIP: W53402108<br>LEI: 5493001NNP6HM67OVU09 | Long             | EC               | CORP              | SE        |     92705 | NS      | $1657355.72   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leroy Seafood Group ASA                                   | LEROY SEAFOOD GR                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ2JK50       | Long             | EC               | CORP              | NO        |    518830 | NS      | $3055350.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Just Group PLC                                            | JUST GROUP PLC                           | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | EC               | CORP              | GB        |   2074451 | NS      | $2101002.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardex Holding AG                                         | KARDEX HOLDI-REG                         | CUSIP: N/A<br>LEI: 529900JKKMQ07D6QZ480       | Long             | EC               | CORP              | CH        |     11747 | NS      | $2289453.46   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                              | PRYSMIAN SPA                             | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |    529964 | NS      | $21642507.03  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| National Express Group PLC                                | NATL EXPRESS GRP                         | CUSIP: G6374M109<br>LEI: 213800A8IQEMY8PA5X34 | Long             | EC               | CORP              | GB        |   1084061 | NS      | $1785732.52   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                         | TAG IMMOBILIEN                           | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | EC               | CORP              | DE        |    301052 | NS      | $2578163.02   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS PETROLUB SE                                         | FUCHS PETRO-PREF                         | CUSIP: D27462122<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |    140343 | NS      | $5598897.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                          | WACKER CHEMIE AG                         | CUSIP: N/A<br>LEI: 0NURKC5Q3CJYZPPK5046       | Long             | EC               | CORP              | DE        |     30120 | NS      | $4552325.93   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                         | CNH INDUSTRIAL N                         | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | IT        |   1934192 | NS      | $34218485.26  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd                                   | LANCASHIRE HOLDI                         | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               | CORP              | GB        |    486769 | NS      | $3757428.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gimv NV                                                   | GIMV NV                                  | CUSIP: N/A<br>LEI: 549300UFHGFY5IOON989       | Long             | EC               | CORP              | BE        |     40309 | NS      | $1897169.67   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat Communications SA                                | EUTELSAT COMMUNI                         | CUSIP: N/A<br>LEI: 549300EFWH9UR17YSK05       | Long             | EC               | CORP              | FR        |    364988 | NS      | $2791205.33   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Jyske Bank A/S                                            | JYSKE BANK-REG                           | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               | CORP              | DK        |    102062 | NS      | $7361060.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                | SALMAR ASA                               | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |    141117 | NS      | $6561892.83   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $186309.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hill & Smith PLC                                          | HILL & SMITH PLC                         | CUSIP: G45080101<br>LEI: 2138003A3ISGQZBOWI83 | Long             | EC               | CORP              | GB        |    160294 | NS      | $2494668.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                    | UCB SA                                   | CUSIP: B93562120<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |    243284 | NS      | $19974736.34  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Outokumpu Oyj                                             | OUTOKUMPU OYJ                            | CUSIP: N/A<br>LEI: 5493009YRUJJDCFF0R80       | Long             | EC               | CORP              | FI        |    672717 | NS      | $3852357.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metsa Board Oyj                                           | METSA BOARD OYJ                          | CUSIP: N/A<br>LEI: 743700KKB8Q035K38488       | Long             | EC               | CORP              | FI        |    348332 | NS      | $3109405.27   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viaplay Group AB                                          | VIAPLAY GROUP AB                         | CUSIP: N/A<br>LEI: 5493006E0IJD0DHJSR89       | Long             | EC               | CORP              | SE        |    151695 | NS      | $3745393.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arjo AB                                                   | ARJO AB - B                              | CUSIP: N/A<br>LEI: 549300OWGJPYKC6JF790       | Long             | EC               | CORP              | SE        |    450530 | NS      | $1748281.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat SA                                                  | VICAT                                    | CUSIP: N/A<br>LEI: 9695009YI1863TOVDP79       | Long             | EC               | CORP              | FR        |     28579 | NS      | $798028.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                                 | REPLY SPA                                | CUSIP: T60326112<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |     45248 | NS      | $5873518.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ Holding AG                                             | VZ HOLDING AG                            | CUSIP: H9239A103<br>LEI: 529900JMJUZCFUVQ0Q82 | Long             | EC               | CORP              | CH        |     27175 | NS      | $2163041.96   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                               | NOS SGPS                                 | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               | CORP              | PT        |    421234 | NS      | $1806375.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                              | DIASORIN SPA                             | CUSIP: T3475Y104<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |     44282 | NS      | $5764621.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Palfinger AG                                              | PALFINGER AG                             | CUSIP: N/A<br>LEI: 529900IFAV83BX8O1O91       | Long             | EC               | CORP              | AT        |     26543 | NS      | $803835.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travis Perkins PLC                                        | TRAVIS PERKINS                           | CUSIP: G90202105<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |    425702 | NS      | $5340334.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                  | SAGAX AB-D                               | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |    222835 | NS      | $598389.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hufvudstaden AB                                           | HUFVUDSTADEN -A                          | CUSIP: W30061126<br>LEI: 213800UEV5ZAFFVQ4J85 | Long             | EC               | CORP              | SE        |    219374 | NS      | $3303807.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                             | AKZO NOBEL                               | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |    355072 | NS      | $26447549.32  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                                | FREENET AG                               | CUSIP: D3689Q134<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |    237590 | NS      | $5775636.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1384419.92   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energean PLC                                              | ENERGEAN PLC                             | CUSIP: G303AF106<br>LEI: 549300RVMKU0CYUZBB05 | Long             | EC               | CORP              | GB        |    272369 | NS      | $3910602.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Developments PLC                                  | BARRATT DEV                              | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |   2001439 | NS      | $11375640.78  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                   | ABB LTD-REG                              | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |   3052722 | NS      | $106282538.80 | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| RS GROUP PLC                                              | RS GROUP PLC                             | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |    944933 | NS      | $10985655.04  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Trigano SA                                                | TRIGANO SA                               | CUSIP: N/A<br>LEI: 969500KLZPNMO8TUM811       | Long             | EC               | CORP              | FR        |     16385 | NS      | $2283979.56   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| u-blox Holding AG                                         | U-BLOX HOLD AG                           | CUSIP: N/A<br>LEI: 506700B2W2NUXS9X8479       | Long             | EC               | CORP              | CH        |     13228 | NS      | $1582214.83   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                 | SEGRO PLC                                | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |   2412584 | NS      | $24834173.26  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                 | REPSOL SA                                | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |   2514027 | NS      | $41297530.77  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                    | MELROSE INDUSTRI                         | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |   8047412 | NS      | $14188952.25  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexans SA                                                 | NEXANS SA                                | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | EC               | CORP              | FR        |     59181 | NS      | $6275769.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BayWa AG                                                  | BAYWA AG-VINK.                           | CUSIP: D08232114<br>LEI: 529900SM0FDLLYATXU36 | Long             | EC               | CORP              | DE        |     28231 | NS      | $1287523.71   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                               | COVESTRO AG                              | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |    356655 | NS      | $16422013.67  | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Corbion NV                                                | CORBION NV                               | CUSIP: N/A<br>LEI: 724500BKS1TSAVLTWG46       | Long             | EC               | CORP              | NL        |    119171 | NS      | $4585827.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PNE AG                                                    | PNE AG                                   | CUSIP: N/A<br>LEI: 391200KEHI6OQSGGN373       | Long             | EC               | CORP              | DE        |    153800 | NS      | $2762952.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| AXA SA                                                    | AXA                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |   3711733 | NS      | $115802485.53 | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                        | SAGE GROUP                               | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |   2049131 | NS      | $19687375.04  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Vastned Retail NV                                         | VASTNED RETAIL N                         | CUSIP: N/A<br>LEI: 724500GTYRJW5W85PN10       | Long             | EC               | CORP              | NL        |     33797 | NS      | $779070.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                              | BT GROUP PLC                             | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |  13959708 | NS      | $21507628.32  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Virbac SA                                                 | VIRBAC SA                                | CUSIP: N/A<br>LEI: 969500QQ1X5XHG649644       | Long             | EC               | CORP              | FR        |      8692 | NS      | $2637798.42   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokian Renkaat Oyj                                        | NOKIAN RENKAAT                           | CUSIP: N/A<br>LEI: 743700YQIO8Y4L4WKR40       | Long             | EC               | CORP              | FI        |    270954 | NS      | $3245636.77   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neobo Fastigheter AB                                      | NEOBO FASTIGHETE                         | CUSIP: N/A<br>LEI: 213800QBPS3L89U9TZ44       | Long             | EC               | CORP              | SE        |    200712 | NS      | $375221.81    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tecan Group AG                                            | TECAN GROUP AG-R                         | CUSIP: N/A<br>LEI: 529900CSN9R3BLETSL26       | Long             | EC               | CORP              | CH        |     25378 | NS      | $10650491.12  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | MERCEDES-BENZ GR                         | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |   1688261 | NS      | $125626961.16 | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange Belgium SA                                         | ORANGE BELGIUM                           | CUSIP: N/A<br>LEI: 5493007JS0ZHJVBUWP18       | Long             | EC               | CORP              | BE        |     27225 | NS      | $491720.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                               | AGEAS                                    | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |    368944 | NS      | $18012583.49  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Collector AB                                              | COLLECTOR AB                             | CUSIP: N/A<br>LEI: 529900G9LZILBPCZXA17       | Long             | EC               | CORP              | SE        |    165924 | NS      | $628707.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                            | CONTINENTAL AG                           | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |    217049 | NS      | $15240142.56  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebro Foods SA                                             | EBRO FOODS SA                            | CUSIP: E38028135<br>LEI: 959800NW6DLQT89M3240 | Long             | EC               | CORP              | ES        |    155064 | NS      | $2663846.88   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MIPS AB                                                   | MIPS AB                                  | CUSIP: N/A<br>LEI: 549300LZSA4S0L54VQ25       | Long             | EC               | CORP              | SE        |     43332 | NS      | $1658282.35   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FINECOBANK SPA                           | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |   1228291 | NS      | $22050114.62  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TietoEVRY Oyj                                             | TIETOEVRY OYJ                            | CUSIP: N/A<br>LEI: 549300EW2KM4KROKQV31       | Long             | EC               | CORP              | NO        |     38768 | NS      | $1181553.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                    | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | EC               | CORP              | FR        |     65012 | NS      | $3088084.42   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                           | INMOBILIARIA COL                         | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | EC               | CORP              | ES        |    685376 | NS      | $4998965.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Befesa SA                                                 | BEFESA SA                                | CUSIP: L0R30V103<br>LEI: 222100VXGA8L6J4ZWG61 | Long             | EC               | CORP              | DE        |     79929 | NS      | $4584820.16   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Schneider Electric SE                                     | SCHNEIDER ELECTR                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |   1066591 | NS      | $173017745.82 | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Rieter Holding AG                                         | RIETER HLDG-REG                          | CUSIP: N/A<br>LEI: 529900SNR4JQCSACBN29       | Long             | EC               | CORP              | CH        |      5938 | NS      | $689128.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                | ENTAIN PLC                               | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | GB        |   1176772 | NS      | $21700498.63  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance                                           | TELEPERFORMANCE                          | CUSIP: F9120F106<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |    116673 | NS      | $32433583.57  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NSI NV                                                    | NSI NV                                   | CUSIP: N/A<br>LEI: 724500I77C30W2LZZJ03       | Long             | EC               | CORP              | NL        |     35464 | NS      | $925626.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarkson PLC                                              | CLARKSON PLC                             | CUSIP: G21840106<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |     49968 | NS      | $1895651.60   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gestamp Automocion SA                                     | GESTAMP AUTOMOCI                         | CUSIP: E5R71W108<br>LEI: 95980020140005484363 | Long             | EC               | CORP              | ES        |    314540 | NS      | $1388799.79   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Darktrace PLC                                             | DARKTRACE PLC                            | CUSIP: N/A<br>LEI: 213800PC5S5P9CSNFC89       | Long             | EC               | CORP              | GB        |    830160 | NS      | $2156459.75   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley PLC                                               | BEAZLEY PLC                              | CUSIP: G0936K107<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |   1332714 | NS      | $10967438.25  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto1 Group SE                                            | AUTO1 GROUP SE                           | CUSIP: N/A<br>LEI: 391200S2LPXG5ZD5G304       | Long             | EC               | CORP              | DE        |    186240 | NS      | $1508816.00   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Autoneum Holding AG                                       | AUTONEUM HOLDING                         | CUSIP: N/A<br>LEI: 549300FL07XZC5MNXS47       | Long             | EC               | CORP              | CH        |      5635 | NS      | $751957.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | IBERDROLA SA                             | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |  11972643 | NS      | $140460353.98 | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Bodycote PLC                                              | BODYCOTE PLC                             | CUSIP: G1214R111<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |    375556 | NS      | $3015926.80   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PATRIZIA SE                                               | PATRIZIA SE                              | CUSIP: N/A<br>LEI: 5299002NZCMF1NIHZ018       | Long             | EC               | CORP              | DE        |     80218 | NS      | $993398.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Instone Real Estate Group SE                              | INSTONE REAL EST                         | CUSIP: N/A<br>LEI: 391200DINUIRPDZQHX03       | Long             | EC               | CORP              | DE        |     63505 | NS      | $648018.10    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sandvik AB                                                | SANDVIK AB                               | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |   2161379 | NS      | $44670634.06  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciech SA                                                  | CIECH                                    | CUSIP: N/A<br>LEI: 259400GYHYZPQ0HTMT82       | Long             | EC               | CORP              | PL        |     46651 | NS      | $517729.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca                                                | BPER BANCA                               | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |   2141010 | NS      | $5881579.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Solutions 30 SE                                           | SOLUTIONS 30 SE                          | CUSIP: N/A<br>LEI: 2221003G8BRH3CPABK72       | Long             | EC               | CORP              | FR        |    106157 | NS      | $264811.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Energiekontor AG                                          | ENERGIEKONTOR AG                         | CUSIP: N/A<br>LEI: 529900MCVP6QF0PTPQ72       | Long             | EC               | CORP              | DE        |     11674 | NS      | $1001604.01   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | SODEXO EUR4 (PRIM FIDELITE)(REGD)        | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |    103308 | NS      | $10241215.66  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                       | SWISS PRIME -REG                         | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |    152197 | NS      | $13562017.32  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                          | DEUTSCHE POST-RG                         | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |   1943368 | NS      | $83675007.26  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BW Offshore Ltd                                           | BW OFFSHORE LTD                          | CUSIP: N/A<br>LEI: 2138008LFKH8V2EOA915       | Long             | EC               | CORP              | NO        |    147759 | NS      | $395372.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | GECINA SA                                | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |    103367 | NS      | $12243793.60  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                   | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |   1265594 | NS      | $56342863.87  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                         | BUREAU VERITAS S                         | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |    573301 | NS      | $16391519.34  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hays PLC                                                  | HAYS PLC                                 | CUSIP: N/A<br>LEI: 213800QC8AWD4BO8TH08       | Long             | EC               | CORP              | GB        |   2958776 | NS      | $4514348.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                  | SAGAX AB-B                               | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |    348713 | NS      | $8674234.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Balanced Commercial Property Trust Ltd                    | BAL COMM PROP TR                         | CUSIP: N/A<br>LEI: 213800A2B1H4ULF3K397       | Long             | EC               | CORP              | GB        |   1128403 | NS      | $1105718.89   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elis SA                                                   | ELIS SA                                  | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | EC               | CORP              | FR        |    452758 | NS      | $7951936.10   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                               | PEARSON PLC                              | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |   1441900 | NS      | $16443690.49  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Truecaller AB                                             | TRUECALLER AB-B                          | CUSIP: N/A<br>LEI: 549300TEYF1FA5G5GK26       | Long             | EC               | CORP              | SE        |    400527 | NS      | $1423293.31   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandic Hotels Group AB                                   | SCANDIC HOTELS                           | CUSIP: N/A<br>LEI: 529900JY9ZBGUXGRKQ86       | Long             | EC               | CORP              | SE        |    249825 | NS      | $920979.40    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Grainger PLC                                              | GRAINGER PLC                             | CUSIP: N/A<br>LEI: 2138007CEIRKZMNI2979       | Long             | EC               | CORP              | GB        |   1470421 | NS      | $4709136.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfen N.V.                                                | ALFEN N.V.                               | CUSIP: N/A<br>LEI: 724500HDW6IWR9J5YT90       | Long             | EC               | CORP              | NL        |     21945 | NS      | $2036020.71   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                     | CARL ZEISS ME-BR                         | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Long             | EC               | CORP              | DE        |     73921 | NS      | $10668155.24  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Plus PLC                                          | TELECOM PLUS PLC                         | CUSIP: G8729H108<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |    132818 | NS      | $3271231.48   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                   | BRIT LAND CO PLC                         | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |   1869077 | NS      | $10229225.65  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronav NV                                                | EURONAV NV                               | CUSIP: N/A<br>LEI: 549300D80RYON74MEJ03       | Long             | EC               | CORP              | BE        |    245070 | NS      | $3859106.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                                      | HERMES INTL                              | CUSIP: F48051100<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |     62165 | NS      | $116342374.73 | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Capita PLC                                                | CAPITA PLC                               | CUSIP: N/A<br>LEI: CMIGEWPLHL4M7ZV0IZ88       | Long             | EC               | CORP              | GB        |   3358741 | NS      | $1160962.33   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrexpo PLC                                              | FERREXPO PLC                             | CUSIP: N/A<br>LEI: 213800CEDKSNUTPAQZ41       | Long             | EC               | CORP              | GB        |    572923 | NS      | $1120887.91   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                        | ADP                                      | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |     64632 | NS      | $10026850.10  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Webuild SpA                                               | WEBUILD SPA-CW30                         | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |     61413 | NS      | $32447.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| ADVA Optical Networking SE                                | ADVA OPTICAL NET                         | CUSIP: N/A<br>LEI: 5299001QZNN0TKI9J120       | Long             | EC               | CORP              | DE        |     13903 | NS      | $340088.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resurs Holding AB                                         | RESURS HOLDING A                         | CUSIP: N/A<br>LEI: 5493006KHWZ6OVF3IO54       | Long             | EC               | CORP              | SE        |    271172 | NS      | $722059.78    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cosmo Pharmaceuticals SA                                  | COSMO PHARMACEUT                         | CUSIP: N/A<br>LEI: 815600F5FCE66F037247       | Long             | EC               | CORP              | CH        |     19623 | NS      | $1427012.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | ORION OYJ-CL B                           | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |    208760 | NS      | $11184238.99  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PEUGEOT INVEST                                            | PEUGEOT INVEST                           | CUSIP: N/A<br>LEI: 969500Z8LOO0H8JY2E60       | Long             | EC               | CORP              | FR        |     10348 | NS      | $1068599.40   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helical PLC                                               | HELICAL PLC                              | CUSIP: N/A<br>LEI: 2138003SBD2Z7WV2MP70       | Long             | EC               | CORP              | GB        |    200252 | NS      | $889040.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BICO Group AB                                             | BICO GROUP AB                            | CUSIP: N/A<br>LEI: 549300FE4PT8NDXXNK85       | Long             | EC               | CORP              | SE        |     60483 | NS      | $612044.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                     | JULIUS BAER GROU                         | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |    417665 | NS      | $26790856.59  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS PETROLUB SE                                         | FUCHS PETROLUB S                         | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EC               | CORP              | DE        |     66721 | NS      | $2208158.66   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                          | COCA-COLA HBC AG                         | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | GB        |    393901 | NS      | $9572339.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                  | SARTORIUS STEDIM                         | CUSIP: F8005V210<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |     48217 | NS      | $16819461.37  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                      | ASM INTL NV                              | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |     92227 | NS      | $31191719.12  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Addnode Group AB                                          | ADDNODE GROUP AB                         | CUSIP: N/A<br>LEI: 213800CQXEA3W1YWXZ31       | Long             | EC               | CORP              | SE        |    234761 | NS      | $2336083.08   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | HIKMA PHARMACEUT                         | CUSIP: G4576K104<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |    321594 | NS      | $6803033.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chr Hansen Holding A/S                                    | CHR HANSEN HOLDI                         | CUSIP: N/A<br>LEI: 549300MKPW8ZF3E8MW37       | Long             | EC               | CORP              | DK        |    206819 | NS      | $15270467.25  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oyj                                                | VALMET OYJ                               | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        |    338319 | NS      | $10624177.53  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                           | SBM OFFSHORE NV                          | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |    308176 | NS      | $4844853.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                          | PZU                                      | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |   1131309 | NS      | $9616107.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RAI Way SpA                                               | RAI WAY SPA                              | CUSIP: N/A<br>LEI: 815600303CCB3CFD2264       | Long             | EC               | CORP              | IT        |    175743 | NS      | $1003723.41   | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Maisons du Monde SA                                       | MAISONS DU MONDE                         | CUSIP: N/A<br>LEI: 9695009DV2698O4ZBU71       | Long             | EC               | CORP              | FR        |     81865 | NS      | $1006767.30   | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Finablr PLC                                               | FINABLR PLC                              | CUSIP: N/A<br>LEI: 2138005C7F6N115PM802       | Long             | EC               | CORP              | GB        |    304209 | NS      | $3.75         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fielmann AG                                               | FIELMANN AG                              | CUSIP: D2617N114<br>LEI: 529900BU5B7N9GE4XU15 | Long             | EC               | CORP              | DE        |     49565 | NS      | $1868116.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indivior PLC                                              | INDIVIOR PLC                             | CUSIP: N/A<br>LEI: 213800V3NCQTY7IED471       | Long             | EC               | CORP              | GB        |    250721 | NS      | $6020161.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                                            | H LUNDBECK A/S                           | CUSIP: N/A<br>LEI: 5493006R4KC2OI5D3470       | Long             | EC               | CORP              | DK        |    483281 | NS      | $1795790.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Platzer Fastigheter Holding AB                            | PLATZ FAS H-B                            | CUSIP: N/A<br>LEI: 5493009KPII4BZE70820       | Long             | EC               | CORP              | SE        |    104256 | NS      | $914582.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Watches of Switzerland Group PLC                          | WATCHES OF SWITZ                         | CUSIP: N/A<br>LEI: 2138008ZOT5K9PJW7168       | Long             | EC               | CORP              | GB        |    463237 | NS      | $5438013.77   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Evolution AB                                              | EVOLUTION AB                             | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |    321217 | NS      | $36101949.62  | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SUSE SA                                                   | SUSE SA                                  | CUSIP: N/A<br>LEI: 213800C9JTKV8DLW6403       | Long             | EC               | CORP              | DE        |     79105 | NS      | $1535559.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                             | VOLKSWAGEN-PREF                          | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |    397745 | NS      | $55163558.10  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Corticeira Amorim SGPS SA                                 | CORTICEIRA AMORI                         | CUSIP: N/A<br>LEI: 213800J5M11TDEP3LQ76       | Long             | EC               | CORP              | PT        |     61416 | NS      | $607547.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atea ASA                                                  | ATEA ASA                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXINVS13       | Long             | EC               | CORP              | NO        |    171292 | NS      | $1932132.83   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratorios Farmaceuticos Rovi SA                        | LABORATORIOS FAR                         | CUSIP: N/A<br>LEI: 95980020140005936480       | Long             | EC               | CORP              | ES        |     42840 | NS      | $1815256.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                           | KNORR-BREMSE AG                          | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |    133918 | NS      | $8802169.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                   | SSAB-B                                   | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |   1393499 | NS      | $9496235.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | LEGAL & GEN GRP                          | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |  11901766 | NS      | $37454153.84  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Popolare di Sondrio SPA                             | BANCA POP SONDRI                         | CUSIP: N/A<br>LEI: J48C8PCSJVUBR8KCW529       | Long             | EC               | CORP              | IT        |    753286 | NS      | $3699744.93   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                 | CUSIP: G7493L105<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |   3858966 | NS      | $114645738.00 | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'OREAL - PF - 2024                      | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |     14264 | NS      | $5889773.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | COMMERZBANK                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |   2090114 | NS      | $23893019.51  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Shop Apotheke Europe NV                                   | SHOP APOTHEKE EU                         | CUSIP: N/A<br>LEI: 529900JK6UXHY1YKZ082       | Long             | EC               | CORP              | DE        |     13670 | NS      | $985656.01    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Sweco AB                                                  | SWECO AB-B                               | CUSIP: N/A<br>LEI: 549300Q4Y55VICYV6U90       | Long             | EC               | CORP              | SE        |    401429 | NS      | $4354626.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | SVENSKA CELL-A                           | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |     32197 | NS      | $448288.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beneteau SA                                               | BENETEAU                                 | CUSIP: N/A<br>LEI: 969500FHXW3AEY6Z0B25       | Long             | EC               | CORP              | FR        |     71591 | NS      | $1173462.73   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HAN-B                            | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |     66889 | NS      | $840803.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Scatec ASA                                                | SCATEC ASA                               | CUSIP: N/A<br>LEI: 5967007LIEEXZXIARK36       | Long             | EC               | CORP              | NO        |    241481 | NS      | $1969562.86   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Volvo AB                                                  | VOLVO AB-A                               | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    481888 | NS      | $10010608.58  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                  | UNIVERSAL MUSIC                          | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |   1499270 | NS      | $38324915.38  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Piaggio & C SpA                                           | PIAGGIO & C. SPA                         | CUSIP: N/A<br>LEI: 8156000256C2431C2E92       | Long             | EC               | CORP              | IT        |    320118 | NS      | $1209304.04   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Datalogic SpA                                             | DATALOGIC SPA                            | CUSIP: N/A<br>LEI: 815600A033443037ED66       | Long             | EC               | CORP              | IT        |     35409 | NS      | $356319.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Group PLC                                  | DOMINO'S PIZZA G                         | CUSIP: G28113101<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |    765674 | NS      | $2965543.56   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pets at Home Group Plc                                    | PETS AT HOME                             | CUSIP: N/A<br>LEI: 2138003Y9ULD24PD3J93       | Long             | EC               | CORP              | GB        |    951153 | NS      | $4137727.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verallia SA                                               | VERALLIA                                 | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | EC               | CORP              | FR        |    140613 | NS      | $5191682.80   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eurofins Scientific SE                                    | EUROFINS SCIEN                           | CUSIP: F3322K104<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | FR        |    245933 | NS      | $17640727.49  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                          | FISCHER(GEO)-REG                         | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |    163928 | NS      | $11302438.09  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Smith PLC                                              | WH SMITH PLC                             | CUSIP: G8927V149<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |    251374 | NS      | $4964022.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuestenrot & Wuerttembergische AG                         | WUESTENROT & WUE                         | CUSIP: N/A<br>LEI: 5299003H07ZT0Z5ZNN35       | Long             | EC               | CORP              | DE        |     36518 | NS      | $666707.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zignago Vetro SpA                                         | ZIGNAGO VETRO SP                         | CUSIP: N/A<br>LEI: 815600DFC29A91FF0C71       | Long             | EC               | CORP              | IT        |     59996 | NS      | $1024085.84   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KWS Saat SE & Co KGaA                                     | KWS SAAT SE & CO                         | CUSIP: N/A<br>LEI: 529900FR2K4P9L9XLV21       | Long             | EC               | CORP              | DE        |     21040 | NS      | $1426257.31   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell Food Group AG                                        | BELL FOOD GROUP                          | CUSIP: N/A<br>LEI: 50670090YSFJ2732TD58       | Long             | EC               | CORP              | CH        |      3809 | NS      | $999009.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | DEUTSCHE TELEKOM                         | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |   6796871 | NS      | $151426134.97 | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Basilea Pharmaceutica AG                                  | BASILEA PHAR-REG                         | CUSIP: N/A<br>LEI: 391200TTZP8EIPSJ5J20       | Long             | EC               | CORP              | CH        |     24583 | NS      | $1327844.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MorphoSys AG                                              | MORPHOSYS AG                             | CUSIP: N/A<br>LEI: 529900493806K77LRE72       | Long             | EC               | CORP              | DE        |     68545 | NS      | $1377103.23   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Aramis Group SAS                                          | ARAMIS GROUP SAS                         | CUSIP: N/A<br>LEI: 9695002Q984W0T41WB42       | Long             | EC               | CORP              | FR        |     36824 | NS      | $170610.35    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| PSP Swiss Property AG                                     | PSP SWISS PR-REG                         | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |     90975 | NS      | $11341287.43  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Imerys SA                                                 | IMERYS SA                                | CUSIP: F49644101<br>LEI: 54930075MZSSIB2TGC64 | Long             | EC               | CORP              | FR        |     78026 | NS      | $3236109.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemring Group PLC                                        | CHEMRING GROUP                           | CUSIP: N/A<br>LEI: 213800U9A54VQJ5P2J41       | Long             | EC               | CORP              | GB        |    564826 | NS      | $1974480.59   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                        | POSTE ITALIANE                           | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |    920887 | NS      | $9838788.93   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                   | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |  35972888 | NS      | $217285328.01 | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Jenoptik AG                                               | JENOPTIK AG                              | CUSIP: N/A<br>LEI: 529900P34GDHGXK6VB37       | Long             | EC               | CORP              | DE        |    102835 | NS      | $3195919.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dfds A/S                                                  | DFDS A/S                                 | CUSIP: N/A<br>LEI: 549300JZVW1Y1UZ5UK38       | Long             | EC               | CORP              | DK        |     60412 | NS      | $2277253.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRENKE AG                                                 | GRENKE AG                                | CUSIP: D2854Z135<br>LEI: 529900BHRYZ464GFD289 | Long             | EC               | CORP              | DE        |     51764 | NS      | $1503567.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE SYSTEMS PLC                          | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |   6218919 | NS      | $65833778.66  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Auction Technology Group PLC                              | AUCTION TECHN                            | CUSIP: N/A<br>LEI: 213800U8Q9K2XI3WRE39       | Long             | EC               | CORP              | GB        |    174596 | NS      | $1513155.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Landis+Gyr Group AG                                       | LANDIS+GYR GROUP                         | CUSIP: N/A<br>LEI: 529900PZYVAKCYSLFL19       | Long             | EC               | CORP              | CH        |     49149 | NS      | $3620890.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| METRO AG                                                  | METRO AG                                 | CUSIP: N/A<br>LEI: 5299006EQ03K3SSUYS12       | Long             | EC               | CORP              | DE        |    264860 | NS      | $2609779.57   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Cash SA                                          | PROSEGUR CASH SA                         | CUSIP: E8S56X108<br>LEI: 9598005HY5DEFPU2SM35 | Long             | EC               | CORP              | ES        |    694158 | NS      | $552919.21    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Diversified Energy Co PLC                                 | DIVERSIFIED ENER                         | CUSIP: N/A<br>LEI: 213800YR9TFRVHPGOS67       | Long             | EC               | CORP              | GB        |   1601455 | NS      | $2190584.17   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Krones AG                                                 | KRONES AG                                | CUSIP: D47441171<br>LEI: 529900NY2GSZWWUBW049 | Long             | EC               | CORP              | DE        |     29200 | NS      | $3409495.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | ANHEUSER-BUSCH I                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |   1735555 | NS      | $104761184.81 | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | SHELL PLC                                | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |  13068725 | NS      | $383668741.61 | 1.69%             |  |  |  | No            |                  2 | On Loan: No      |
| InPost SA                                                 | INPOST SA                                | CUSIP: N/A<br>LEI: 2221003M23QLERR89585       | Long             | EC               | CORP              | NL        |    406744 | NS      | $3927982.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evotec SE                                                 | EVOTEC SE                                | CUSIP: N/A<br>LEI: 529900F9KI6OYITO9B12       | Long             | EC               | CORP              | DE        |    316088 | NS      | $6215265.74   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1210042.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alerion Cleanpower SpA                                    | ALERION                                  | CUSIP: N/A<br>LEI: 81560090173FFC67B069       | Long             | EC               | CORP              | IT        |     12215 | NS      | $417313.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                | BOLIDEN AB                               | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |    549585 | NS      | $24663736.07  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Corem Property Group AB                                   | COREM PROPE-PREF                         | CUSIP: N/A<br>LEI: 213800CHXQQD7TSS1T59       | Long             | EP               | CORP              | SE        |     23316 | NS      | $530254.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentric AB                                             | CONCENTRIC AB                            | CUSIP: N/A<br>LEI: 5493002G9GMTKIP3PW19       | Long             | EC               | CORP              | SE        |     78131 | NS      | $1660714.88   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eramet SA                                                 | ERAMET                                   | CUSIP: N/A<br>LEI: 549300LUH78PG2MP6N64       | Long             | EC               | CORP              | FR        |     18966 | NS      | $1895520.95   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Handlowy w Warszawie SA                              | HANDLOWY                                 | CUSIP: N/A<br>LEI: XLEZHWWOI4HFQDGL4793       | Long             | EC               | CORP              | PL        |     61875 | NS      | $1157902.68   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meyer Burger Technology AG                                | MEYER BURGER TEC                         | CUSIP: N/A<br>LEI: 529900ULZXRB8EM0TH56       | Long             | EC               | CORP              | CH        |   7223109 | NS      | $5141701.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                                              | HUSQVARNA-A SHS                          | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Long             | EC               | CORP              | SE        |     19544 | NS      | $166334.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Picton Property Income Ltd/The                            | PICTON PROPERTY                          | CUSIP: N/A<br>LEI: 213800RYE59K9CKR4497       | Long             | EC               | CORP              | GB        |   1079555 | NS      | $1025897.27   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GN Store Nord AS                                          | GN STORE NORD                            | CUSIP: K4001S214<br>LEI: 5493008U3H3W0NKPFL10 | Long             | EC               | CORP              | DK        |    255206 | NS      | $6292441.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sligro Food Group NV                                      | SLIGRO FOOD GROU                         | CUSIP: N/A<br>LEI: 724500YLB8OA6WK5CH48       | Long             | EC               | CORP              | NL        |     68626 | NS      | $1318860.94   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Topdanmark AS                                             | TOPDANMARK A/S                           | CUSIP: N/A<br>LEI: 549300PP3ULLF0SQRK46       | Long             | EC               | CORP              | DK        |     85717 | NS      | $4626806.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                       | JOHNSON MATTHEY                          | CUSIP: G51604166<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |    362018 | NS      | $10112166.51  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CTT-Correios de Portugal SA                               | CTT-CORREIOS DE                          | CUSIP: N/A<br>LEI: 529900G4A1IKOKC22K56       | Long             | EC               | CORP              | PT        |    258340 | NS      | $999322.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grafton Group PLC                                         | GRAFTON GRP-UTS                          | CUSIP: G4035Q189<br>LEI: 635400BE9SBAG61DJ963 | Long             | EC               | CORP              | GB        |    418480 | NS      | $4750147.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGFA-Gevaert NV                                           | AGFA-GEVAERT NV                          | CUSIP: N/A<br>LEI: 549300IHBDUTUNQJJB79       | Long             | EC               | CORP              | BE        |    252750 | NS      | $792240.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                       | DANIELI-RSP                              | CUSIP: N/A<br>LEI: 815600B4B8C6A353E566       | Long             | EC               | CORP              | IT        |     83590 | NS      | $1558731.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                | KOJAMO OYJ                               | CUSIP: X4543E117<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |    390738 | NS      | $5999635.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Camurus AB                                                | CAMURUS AB                               | CUSIP: N/A<br>LEI: 5493003S6Z6VI7WYFQ06       | Long             | EC               | CORP              | SE        |     40500 | NS      | $969256.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AJ Bell PLC                                               | AJ BELL PLC                              | CUSIP: N/A<br>LEI: 213800VNKA7DPWXWJJ36       | Long             | EC               | CORP              | GB        |    579508 | NS      | $2416163.32   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | NOVO NORDISK-B                           | CUSIP: K72807132<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |   3140135 | NS      | $434562896.25 | 1.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                           | KERRY GROUP-A                            | CUSIP: G52416107<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |    309328 | NS      | $28984065.47  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                  | NEXT PLC                                 | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |    248644 | NS      | $20357526.45  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Elekta AB                                                 | ELEKTA AB-B                              | CUSIP: N/A<br>LEI: 54930044O54BK617EP80       | Long             | EC               | CORP              | SE        |    718969 | NS      | $5233223.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Energy PLC                                      | CAPRICORN ENERGY                         | CUSIP: N/A<br>LEI: 213800ZJEUQ8ZOC9AL24       | Long             | EC               | CORP              | GB        |    644077 | NS      | $1926717.12   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape PLC                                              | INCHCAPE PLC                             | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |    749209 | NS      | $8447122.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Systemair AB                                              | SYSTEMAIR AB                             | CUSIP: N/A<br>LEI: 529900RK1R6HF8KKOI20       | Long             | EC               | CORP              | SE        |    144427 | NS      | $1083146.03   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                  | CUSIP: K3013J154<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |    369090 | NS      | $61058606.33  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                  | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |    207034 | NS      | $16456850.49  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | STANDARD CHARTER                         | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |   4760668 | NS      | $39987776.49  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | SODEXO SA                                | CUSIP: F84941123<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |     53011 | NS      | $5255131.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Plastic Omnium SA                                     | PLASTIC OMNIUM                           | CUSIP: F73325106<br>LEI: 9695001VLC2KYXX0DW73 | Long             | EC               | CORP              | FR        |    110506 | NS      | $1934009.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                    | EQT AB                                   | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |    682054 | NS      | $15390388.46  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                        | INTERTEK GROUP                           | CUSIP: G4911B108<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |    324435 | NS      | $17437419.40  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitou BF SA                                             | MANITOU BF                               | CUSIP: N/A<br>LEI: 9695008SHP3XTT9QCM25       | Long             | EC               | CORP              | FR        |     23533 | NS      | $691504.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acerinox SA                                               | ACERINOX                                 | CUSIP: N/A<br>LEI: 95980020140005582721       | Long             | EC               | CORP              | ES        |    389348 | NS      | $4216618.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CAIXABANK SA                             | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |   8311334 | NS      | $36877069.71  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | GBP/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-19837.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ahlstrom-Munksjo Oyj                                      | AHLSTROM-RTS                             | CUSIP: N/A<br>LEI: 213800F2MJ5Z2TAQ1726       | Long             | EC               | CORP              | DE        |     19422 | NS      | $376685.06    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SCOR SE                                                   | SCOR SE                                  | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |    300820 | NS      | $7424905.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonteq AG                                                | LEONTEQ AG                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |     20971 | NS      | $1165281.80   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                | UMICORE                                  | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |    412589 | NS      | $15597715.89  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                     | IG GROUP HOLDING                         | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |    780410 | NS      | $7673209.21   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluidra SA                                                | FLUIDRA SA                               | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |    222896 | NS      | $3935016.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux Professional AB                                | ELECTROLUX PRO-B                         | CUSIP: N/A<br>LEI: 254900KI62Q46ZWD8084       | Long             | EC               | CORP              | SE        |    461546 | NS      | $2150622.08   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hensoldt AG                                               | HENSOLDT AG                              | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |    105229 | NS      | $3050926.46   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TOTALENERGIES SE                         | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |   4676703 | NS      | $289117579.86 | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                             | BEIJER REF AB                            | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |    490747 | NS      | $7570729.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stolt-Nielsen Ltd                                         | STOLT-NIELSEN                            | CUSIP: N/A<br>LEI: 213800VZX4LWJSGRLR94       | Long             | EC               | CORP              | NO        |     44687 | NS      | $1174948.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-867091.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                                | ADDTECH AB-B SH                          | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |    378924 | NS      | $6051162.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Applus Services SA                                        | APPLUS SERVICES                          | CUSIP: N/A<br>LEI: 213800M9XCA6NR98E873       | Long             | EC               | CORP              | ES        |    257657 | NS      | $1977455.21   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP MOLLER-A                              | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |      5805 | NS      | $12370162.31  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AAK AB                                                    | AAK AB                                   | CUSIP: W9609S109<br>LEI: 549300GK4LGIDDWJWL07 | Long             | EC               | CORP              | SE        |    348810 | NS      | $6020386.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| S IMMO AG                                                 | S IMMO AG - RECTIFICATION RTS (AUG 2022) | CUSIP: N/A<br>LEI: 5299001QKV44IT3WPL26       | Long             | EC               | CORP              | AT        |     98039 | NS      | $1.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Greggs PLC                                                | GREGGS PLC                               | CUSIP: N/A<br>LEI: 213800I71QMUFJ64IW20       | Long             | EC               | CORP              | GB        |    200846 | NS      | $6706645.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aston Martin Lagonda Global Holdings PLC                  | ASTON MARTIN                             | CUSIP: N/A<br>LEI: 213800167WOVOK5ZC776       | Long             | EC               | CORP              | GB        |    596188 | NS      | $1218293.92   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund         | Vanguard Market Liquidity Fund           | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  56713328 | NS      | $56707656.51  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloetta AB                                                | CLOETTA AB-B SHS                         | CUSIP: N/A<br>LEI: 549300CSLHPO6Y1AZN37       | Long             | EC               | CORP              | SE        |    385780 | NS      | $803489.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                | EURAZEO SE loyalty line                  | CUSIP: N/A<br>LEI: 969500C656AA39O94N60       | Long             | EC               | CORP              | FR        |     52757 | NS      | $3700755.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenzing AG                                                | LENZING AG                               | CUSIP: N/A<br>LEI: 529900BKFJBI0QRDJH63       | Long             | EC               | CORP              | AT        |     26873 | NS      | $1903181.66   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terveystalo Oyj                                           | TERVEYSTALO OYJ                          | CUSIP: N/A<br>LEI: 7437001AEZHLL3UEX093       | Long             | EC               | CORP              | FI        |    142977 | NS      | $1114390.13   | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Polski Koncern Naftowy ORLEN SA                           | PKN ORLEN                                | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |   1157370 | NS      | $17383265.90  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DO & CO AG                                                | DO & CO AG                               | CUSIP: N/A<br>LEI: 5299002NFQKOBT1E8569       | Long             | EC               | CORP              | AT        |     13383 | NS      | $1417268.60   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hypoport SE                                               | HYPOPORT SE                              | CUSIP: N/A<br>LEI: 391200GNIFXXP6KRYQ46       | Long             | EC               | CORP              | DE        |      8152 | NS      | $1110598.80   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexpol AB                                                 | HEXPOL AB                                | CUSIP: W4580B159<br>LEI: 549300MN30TBRLYN3465 | Long             | EC               | CORP              | SE        |    497747 | NS      | $5377089.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TomTom NV                                                 | TOMTOM NV                                | CUSIP: N/A<br>LEI: 724500WAU923OTVC7M86       | Long             | EC               | CORP              | NL        |    127980 | NS      | $909579.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rank Group PLC                                            | RANK GROUP PLC                           | CUSIP: N/A<br>LEI: 213800TXKD6XZWOFTE12       | Long             | EC               | CORP              | GB        |    413088 | NS      | $461986.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemira Oyj                                                | KEMIRA OYJ                               | CUSIP: N/A<br>LEI: 74370031Y7RK5H88CQ48       | Long             | EC               | CORP              | FI        |    180306 | NS      | $2925351.33   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                | GETLINK SE                               | CUSIP: F477AL114<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |    708023 | NS      | $11975340.84  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sacyr SA                                                  | SACYR SA-RTS                             | CUSIP: N/A<br>LEI: 959800XKAB9VNAVN9425       | Long             | EC               | CORP              | ES        |    755418 | NS      | $51467.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J D Wetherspoon PLC                                       | WETHERSPOON (JD)                         | CUSIP: N/A<br>LEI: 213800CHWARFAAN7UB85       | Long             | EC               | CORP              | GB        |    167322 | NS      | $941550.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARR SpA                                                  | MARR SPA                                 | CUSIP: N/A<br>LEI: 815600576D5536AC7B34       | Long             | EC               | CORP              | IT        |     62923 | NS      | $827343.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                 | ESSITY AKTIEBO-B                         | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |   1223814 | NS      | $31971099.80  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | TELENOR ASA                              | CUSIP: R21882106<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |   1265053 | NS      | $13243353.51  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Troax Group AB                                            | TROAX GROUP AB                           | CUSIP: N/A<br>LEI: 5493003TBEWGBIEG1X97       | Long             | EC               | CORP              | SE        |     69650 | NS      | $1465609.92   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                 | BANQUE CANTO-REG                         | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |     56617 | NS      | $5381847.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Financial Software Holdings PLC                      | ALFA FINANCIA SO                         | CUSIP: N/A<br>LEI: 213800C5UOZHUTNUGA28       | Long             | EC               | CORP              | GB        |    163986 | NS      | $355185.30    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                | GRIFOLS SA - B                           | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EP               | CORP              | ES        |    445867 | NS      | $4063376.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                  | IPSEN                                    | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |     68828 | NS      | $7229353.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS GROUP AG                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |   5975901 | NS      | $127557946.95 | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon Composites ASA                                    | HEXAGON COMPOSIT                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJWMW49       | Long             | EC               | CORP              | NO        |    219903 | NS      | $741485.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wallenstam AB                                             | WALLENSTAM-B SHS                         | CUSIP: N/A<br>LEI: 21380081R2P9MKFQBD25       | Long             | EC               | CORP              | SE        |    670676 | NS      | $3078846.77   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | MSCI Europe       Mar23                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      5388 | NC      | $5066467.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Instruments PLC                                    | OXFORD INSTR                             | CUSIP: N/A<br>LEI: 213800J364EZD6UCE231       | Long             | EC               | CORP              | GB        |    107083 | NS      | $3095422.80   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UNICREDIT SPA                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |   3819485 | NS      | $74598889.24  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson PLC                                              | FERGUSON PLC                             | CUSIP: G3408R113<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | GB        |    417779 | NS      | $58862995.15  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                             | VOLKSWAGEN AG                            | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |     62734 | NS      | $10980968.40  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | EDF - PF - 1                             | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EC               | CORP              | FR        |    874704 | NS      | $11489284.72  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                | DIAGEO PLC                               | CUSIP: G42089113<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |   4530992 | NS      | $198122577.07 | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                  | TELE2 AB-B SHS                           | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |   1104558 | NS      | $9539545.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                               | AKER BP ASA                              | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |    615310 | NS      | $18743426.31  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Austevoll Seafood ASA                                     | AUSTEVOLL SEAFOO                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXFFDC03       | Long             | EC               | CORP              | NO        |    175506 | NS      | $1738676.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                                            | H LUNDBECK A/S-A                         | CUSIP: N/A<br>LEI: 5493006R4KC2OI5D3470       | Long             | EC               | CORP              | DK        |    114584 | NS      | $395417.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                              | AMPLIFON SPA                             | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               | CORP              | IT        |    258612 | NS      | $7141118.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagerhult AB                                              | FAGERHULT AB                             | CUSIP: N/A<br>LEI: 549300G9NPD8LSJLMP91       | Long             | EC               | CORP              | SE        |    132971 | NS      | $622484.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | SWISSCOM AG-REG                          | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |     51082 | NS      | $30182104.52  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group PLC                                          | KELLER GROUP PLC                         | CUSIP: N/A<br>LEI: 549300QO4MBL43UHSN10       | Long             | EC               | CORP              | GB        |    143882 | NS      | $1433913.18   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                 | THALES SA                                | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |    201549 | NS      | $26656736.12  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                   | SIKA AG-REG                              | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |    290615 | NS      | $82577345.65  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | CIE FINANCI-REG                          | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |   1025987 | NS      | $158163415.85 | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Towers PLC                                         | HELIOS TOWER                             | CUSIP: N/A<br>LEI: 213800DGC7GS4XCHCU30       | Long             | EC               | CORP              | GB        |   1545117 | NS      | $2042443.63   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aryzta AG                                                 | ARYZTA AG                                | CUSIP: N/A<br>LEI: 549300W2PUDQQVRD8W85       | Long             | EC               | CORP              | CH        |   1872383 | NS      | $2549492.32   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | ATLAS COPCO-B                            | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |   3034059 | NS      | $32002079.08  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                         | BELIMO HOLDING-R                         | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |     18648 | NS      | $9835784.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange Polska SA                                          | ORANGE POLSKA SA                         | CUSIP: N/A<br>LEI: 259400TOMPUOLS65II22       | Long             | EC               | CORP              | PL        |   1341824 | NS      | $2166220.07   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Internet AG                                        | UNITED INTERN-RE                         | CUSIP: N/A<br>LEI: 3VEKWPJHTD4NKMBVG947       | Long             | EC               | CORP              | DE        |    217954 | NS      | $5060096.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OVH Groupe SAS                                            | OVH GROUPE SAS                           | CUSIP: N/A<br>LEI: 9695001J8OSOVX4TP939       | Long             | EC               | CORP              | FR        |     42204 | NS      | $706726.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH MOET HENNE                          | CUSIP: F58485115<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |    500185 | NS      | $436649352.69 | 1.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Network International Holdings PLC                        | NETWORK INTERNAT                         | CUSIP: N/A<br>LEI: 213800XVRNKWENNLKK60       | Long             | EC               | CORP              | GB        |    934232 | NS      | $3033401.94   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Auto Trader Group PLC                                     | AUTO TRADER                              | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |   1841454 | NS      | $14286888.29  | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Interparfums SA                                           | INTERPARFUMS SA                          | CUSIP: N/A<br>LEI: 969500SARWF33OPQED48       | Long             | EC               | CORP              | FR        |     35452 | NS      | $2320700.69   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexity SA                                                 | NEXITY                                   | CUSIP: N/A<br>LEI: 969500JJ71T2DIPDVV84       | Long             | EC               | CORP              | FR        |     85568 | NS      | $2584915.83   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Victrex PLC                                               | VICTREX PLC                              | CUSIP: G9358Y107<br>LEI: 213800UYNPHAUNHPXL67 | Long             | EC               | CORP              | GB        |    177433 | NS      | $4038116.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                           | THYSSENKRUPP AG                          | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |    989324 | NS      | $7771987.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                | SCOUT24 SE                               | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |    156217 | NS      | $9094644.32   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                           | DANSKE BANK A/S                          | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |   1320989 | NS      | $27520934.28  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SMA Solar Technology AG                                   | SMA SOLAR TECHNO                         | CUSIP: N/A<br>LEI: 529900Q6JQHI8X451Q21       | Long             | EC               | CORP              | DE        |     17702 | NS      | $1501635.99   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinch AB                                                  | SINCH AB                                 | CUSIP: N/A<br>LEI: 549300UXY7QM6IDCGI12       | Long             | EC               | CORP              | SE        |   1234746 | NS      | $5104405.20   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Schouw & Co A/S                                           | SCHOUW & CO                              | CUSIP: K86111166<br>LEI: 213800V2R9WMMZASKK57 | Long             | EC               | CORP              | DK        |     24907 | NS      | $1929872.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salvatore Ferragamo SpA                                   | FERRAGAMO SPA                            | CUSIP: N/A<br>LEI: 5493005GRP0FEE3NRI35       | Long             | EC               | CORP              | IT        |    136396 | NS      | $2706837.43   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cranswick PLC                                             | CRANSWICK PLC                            | CUSIP: G2504J108<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |    105211 | NS      | $4138975.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                               | HEINEKEN NV                              | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |    478005 | NS      | $47771298.05  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | ROCHE HOLDING-BR                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     36180 | NS      | $13243364.39  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | ENI SPA                                  | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |   4498036 | NS      | $69216856.86  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Borregaard ASA                                            | BORREGAARD ASA                           | CUSIP: N/A<br>LEI: 5967007LIEEXZXGYXC05       | Long             | EC               | CORP              | NO        |    204072 | NS      | $3146221.65   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Work SE                                               | NEW WORK SE                              | CUSIP: N/A<br>LEI: 5299002VHN50DM9T9H37       | Long             | EC               | CORP              | DE        |      5300 | NS      | $972002.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                          | UNICAJA BANCO SA                         | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |   2469340 | NS      | $3035196.19   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | RECKITT BENCKISE                         | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |   1436724 | NS      | $102382265.56 | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Group Holding NV                                  | TELENET GRP HLDG                         | CUSIP: N/A<br>LEI: 213800FA3K4S56INQI67       | Long             | EC               | CORP              | BE        |     90753 | NS      | $1564318.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlorenzo SpA/Ameglia                                    | SANLORENZO SPA/A                         | CUSIP: N/A<br>LEI: 8156006C71E895860132       | Long             | EC               | CORP              | IT        |     26121 | NS      | $1146750.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moonpig Group PLC                                         | MOONPIG GROUP PL                         | CUSIP: N/A<br>LEI: 213800VAYO5KCAXZHK83       | Long             | EC               | CORP              | GB        |    559314 | NS      | $829683.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                             | TELEFONICA                               | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |  10023552 | NS      | $38079681.49  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | JERONIMO MARTINS                         | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |    554013 | NS      | $12028027.84  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                             | COLOPLAST-B                              | CUSIP: K16018192<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |    266775 | NS      | $32208941.75  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                         | TAYLOR WIMPEY PL                         | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |   7000185 | NS      | $10156731.81  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rothschild & Co                                           | ROTHSCHILD & CO                          | CUSIP: N/A<br>LEI: 549300ILF3L0BBIDPZ11       | Long             | EC               | CORP              | FR        |     57745 | NS      | $2439036.08   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSO Holding AG                                           | ALSO HOLDING-REG                         | CUSIP: N/A<br>LEI: 529900ACS8A6PTQI6141       | Long             | EC               | CORP              | CH        |      5310 | NS      | $1081617.80   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finnair Oyj                                               | FINNAIR OYJ                              | CUSIP: N/A<br>LEI: 213800SB6EOB8SSK9W63       | Long             | EC               | CORP              | FI        |   1125577 | NS      | $634285.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Aurubis AG                                                | AURUBIS AG                               | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |     69767 | NS      | $7378339.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitie Group PLC                                           | MITIE GROUP                              | CUSIP: N/A<br>LEI: 213800MTCLTKEHWZMJ03       | Long             | EC               | CORP              | GB        |   2749576 | NS      | $2650983.27   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Wien AG                                         | FLUGHAFEN WIEN                           | CUSIP: N/A<br>LEI: 549300FQ2ILBH7DJ6I45       | Long             | EC               | CORP              | AT        |     19049 | NS      | $706224.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brembo SpA                                                | BREMBO SPA                               | CUSIP: N/A<br>LEI: 549300BLWVJN2BAT0A44       | Long             | EC               | CORP              | IT        |    291165 | NS      | $3930760.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                 | SOLVAY SA-A                              | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |    139059 | NS      | $16204752.83  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum AB                                                 | INTRUM AB                                | CUSIP: W4662R106<br>LEI: 549300UNCO2FCUWXX470 | Long             | EC               | CORP              | SE        |    157381 | NS      | $2036760.13   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                         | ASHTEAD GROUP                            | CUSIP: G05320109<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |    885870 | NS      | $58351181.98  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP                                      | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |     20055 | NS      | $2003919.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | DEUTSCHE BANK-RG                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |   4065644 | NS      | $54258965.45  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kernel Holding SA                                         | KERNEL                                   | CUSIP: N/A<br>LEI: 5493003GR6L4DZOS2U12       | Long             | EC               | CORP              | PL        |     81294 | NS      | $347192.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TGS ASA                                                   | TGS ASA                                  | CUSIP: N/A<br>LEI: 549300NUPLAXPB0WYH90       | Long             | EC               | CORP              | NO        |    242528 | NS      | $4015565.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CMC Markets PLC                                           | CMC MARKETS PLC                          | CUSIP: N/A<br>LEI: 213800VB75KAZBFH5U07       | Long             | EC               | CORP              | GB        |    216832 | NS      | $649527.76    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Medacta Group SA                                          | MEDACTA GROUP SA                         | CUSIP: N/A<br>LEI: 506700P2PFU3A3DROC14       | Long             | EC               | CORP              | CH        |     12273 | NS      | $1307899.64   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Loomis AB                                                 | LOOMIS AB                                | CUSIP: W5650X104<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |    146715 | NS      | $4362927.06   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tauron Polska Energia SA                                  | TAURONPE                                 | CUSIP: N/A<br>LEI: 259400NAPDFBOTNCRL54       | Long             | EC               | CORP              | PL        |   1815693 | NS      | $990765.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-47970.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                             | KION GROUP AG                            | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |    157174 | NS      | $6328842.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Melexis NV                                                | MELEXIS NV                               | CUSIP: B59283109<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |     40177 | NS      | $4279830.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                            | NMC HEALTH                               | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |    157105 | NS      | $1.94         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Provident Financial PLC                                   | PROVIDENT FIN                            | CUSIP: N/A<br>LEI: 213800U93SZC44VXN635       | Long             | EC               | CORP              | GB        |    501294 | NS      | $1447969.10   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                  | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |   8025780 | NS      | $140973084.10 | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                        | BURBERRY GROUP                           | CUSIP: G1700D105<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |    769707 | NS      | $23445981.85  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                           | GERRESHEIMER AG                          | CUSIP: D2852S109<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |     62822 | NS      | $4645945.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Group PLC                                         | FRASERS GROUP PL                         | CUSIP: N/A<br>LEI: 213800JEGHHEAXIJDX34       | Long             | EC               | CORP              | GB        |    261990 | NS      | $2534059.76   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nolato AB                                                 | NOLATO AB-B                              | CUSIP: N/A<br>LEI: 213800T7T7I7WAOX8Y72       | Long             | EC               | CORP              | SE        |    359837 | NS      | $2173120.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                  | DAIMLER TRUCK HO                         | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |    844536 | NS      | $28379485.72  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Galapagos NV                                              | GALAPAGOS NV                             | CUSIP: N/A<br>LEI: 549300QKJ78IY0IOV655       | Long             | EC               | CORP              | NL        |     96784 | NS      | $4283503.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Inc                                                 | ALCON INC                                | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |    924560 | NS      | $69765968.57  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals PLC                                | DECHRA PHARMA                            | CUSIP: G2769C145<br>LEI: 213800J4UVB5OWG8VX82 | Long             | EC               | CORP              | GB        |    220405 | NS      | $7816918.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                               | AALBERTS NV                              | CUSIP: N00089271<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |    194408 | NS      | $9192110.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | ALSTOM                                   | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |    608395 | NS      | $18090737.46  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Salzgitter AG                                             | SALZGITTER AG                            | CUSIP: N/A<br>LEI: 529900E12Z6HXIMHFA15       | Long             | EC               | CORP              | DE        |     75815 | NS      | $3094109.21   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Instalco AB                                               | INSTALCO AB                              | CUSIP: N/A<br>LEI: 549300DZ9ONT2AXY4029       | Long             | EC               | CORP              | SE        |    479357 | NS      | $1854223.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daetwyler Holding AG                                      | DAETWYLER HOL-BR                         | CUSIP: N/A<br>LEI: 52990096G2IJ89SWI669       | Long             | EC               | CORP              | CH        |     14797 | NS      | $3138243.57   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elior Group SA                                            | ELIOR GROUP                              | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | EC               | CORP              | FR        |    211396 | NS      | $731576.19    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Adecco Group AG                                           | ADECCO GROUP AG                          | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |    318414 | NS      | $11826129.34  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                        | DSM (KONIN)                              | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |    348619 | NS      | $44833109.63  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hemnet Group AB                                           | HEMNET GROUP AB                          | CUSIP: N/A<br>LEI: 5493008VIU67J3HUAR07       | Long             | EC               | CORP              | SE        |    120618 | NS      | $1681779.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                   | VEOLIA ENVIRONNE                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |   1250817 | NS      | $37127346.95  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ID Logistics Group                                        | ID LOGISTICS GRO                         | CUSIP: N/A<br>LEI: 969500U1DQN70VMJ9P45       | Long             | EC               | CORP              | FR        |      4899 | NS      | $1522705.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEL ASA                                                   | NEL ASA                                  | CUSIP: N/A<br>LEI: 549300G6XN5IXMRKEG37       | Long             | EC               | CORP              | NO        |   2937994 | NS      | $5035243.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Dometic Group AB                                          | DOMETIC GROUP AB                         | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | EC               | CORP              | SE        |    641913 | NS      | $4045378.31   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Yara International ASA                                    | YARA INTL ASA                            | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |    327021 | NS      | $14529975.36  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenvolt-Energias Renovaveis SA                          | GREENVOLT-ENERGI                         | CUSIP: N/A<br>LEI: 549300ZSZ6VJXXCVUM49       | Long             | EC               | CORP              | PT        |    112819 | NS      | $945782.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | EPIROC AB-B                              | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |    751649 | NS      | $12531849.98  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                      | DASSAULT AVIATIO                         | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |     46656 | NS      | $7967138.11   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Euroapi SA                                                | EUROAPI SASU                             | CUSIP: N/A<br>LEI: 9695002FT7GGI3CKKJ14       | Long             | EC               | CORP              | FR        |     94216 | NS      | $1514720.32   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Implenia AG                                               | IMPLENIA AG-REG                          | CUSIP: H41929102<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |     29567 | NS      | $1242008.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novozymes A/S                                             | NOVOZYMES-B SHS                          | CUSIP: K7317J133<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |    398427 | NS      | $20732764.14  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Renishaw PLC                                              | RENISHAW PLC                             | CUSIP: G75006117<br>LEI: 21380048ADXM6Z67CT18 | Long             | EC               | CORP              | GB        |     68941 | NS      | $3364889.05   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| John Wood Group PLC                                       | JOHN WOOD GROUP                          | CUSIP: G9745T118<br>LEI: 549300PLYY6I10B6S323 | Long             | EC               | CORP              | GB        |   1356014 | NS      | $2377222.71   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HAN-A                            | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |   2987927 | NS      | $31158170.81  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Veidekke ASA                                              | VEIDEKKE ASA                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXHF4O96       | Long             | EC               | CORP              | NO        |    222172 | NS      | $2294034.63   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA/France                                       | WORLDLINE                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | EC               | CORP              | FR        |    490425 | NS      | $22248578.97  | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO BANK-CV                         | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |    793747 | NS      | $13174260.69  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Unibrew A/S                                         | ROYAL UNIBREW                            | CUSIP: N/A<br>LEI: 529900D69KFL8IAP8Q63       | Long             | EC               | CORP              | DK        |     99199 | NS      | $6965957.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| flatexDEGIRO AG                                           | FLATEXDEGIRO AG                          | CUSIP: N/A<br>LEI: 529900IRBZTADXJB6757       | Long             | EC               | CORP              | DE        |    164460 | NS      | $1399435.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                       | AMADEUS IT GROUP                         | CUSIP: E04648114<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |    904097 | NS      | $56961700.51  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                  | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |   4358215 | NS      | $10883864.60  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Burckhardt Compression Holding AG                         | BURCKHARDT COMPR                         | CUSIP: N/A<br>LEI: 5067004N56DLX7GY3E95       | Long             | EC               | CORP              | CH        |      6308 | NS      | $3905567.18   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche EuroShop AG                                      | DEUTSCHE EUROSHO                         | CUSIP: N/A<br>LEI: 529900Y9QTEFHFEKQ736       | Long             | EC               | CORP              | DE        |     24110 | NS      | $569583.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| BW LPG Ltd                                                | BW LPG LTD                               | CUSIP: N/A<br>LEI: 5493006WBEME88YFDW23       | Long             | EC               | CORP              | NO        |    153910 | NS      | $1273800.44   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bank of Georgia Group PLC                                 | BANK OF GEORGIA                          | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |     73990 | NS      | $2440623.72   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bakkavor Group PLC                                        | BAKKAVOR GROUP P                         | CUSIP: G0R792105<br>LEI: 213800COL7AD54YU9949 | Long             | EC               | CORP              | GB        |    301631 | NS      | $428503.74    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Societe BIC SA                                            | BIC                                      | CUSIP: N/A<br>LEI: 969500UR00DF63I0VH67       | Long             | EC               | CORP              | FR        |     49724 | NS      | $3610250.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEX LNG Ltd                                              | FLEX LNG LTD                             | CUSIP: N/A<br>LEI: 21380084THHU3MPC3647       | Long             | EC               | CORP              | NO        |     57006 | NS      | $1761593.05   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                          | ELIA GROUP SA/NV                         | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |     75427 | NS      | $10591337.80  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                 | ORKLA ASA                                | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |   1524946 | NS      | $11384815.92  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna SA                          | PGE SA                                   | CUSIP: N/A<br>LEI: 259400MP9VXR0E69MJ89       | Long             | EC               | CORP              | PL        |   1236468 | NS      | $2141056.94   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide           | FRAPORT AG                               | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |     72153 | NS      | $4106316.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG & Co KGaA                       | FRESENIUS MEDICA                         | CUSIP: D2734Z107<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |    408952 | NS      | $15358066.10  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                              | BRIT AMER TOBACC                         | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   4500083 | NS      | $172505321.31 | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| 1&1 AG                                                    | 1&1 AG                                   | CUSIP: N/A<br>LEI: 5299003VKVDCUPSS5X23       | Long             | EC               | CORP              | DE        |     94955 | NS      | $1325430.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| mBank SA                                                  | MBANK SA                                 | CUSIP: N/A<br>LEI: 259400DZXF7UJKK2AY35       | Long             | EC               | CORP              | PL        |     25960 | NS      | $1913849.76   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith PLC                                              | DS SMITH PLC                             | CUSIP: G2848Q123<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |   2564822 | NS      | $11228560.64  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Fashion Group SA                                   | GLOBAL FASHION G                         | CUSIP: N/A<br>LEI: 5493001035L29EQRO222       | Long             | EC               | CORP              | DE        |    141306 | NS      | $180421.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp ACCIONA Energias Renovables SA                       | CORP ACCIONA ENE                         | CUSIP: N/A<br>LEI: 254900UPX0OEHTKB9Y44       | Long             | EC               | CORP              | ES        |    114201 | NS      | $4670147.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC GROUP                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |    551548 | NS      | $40851692.79  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                 | NOKIA OYJ                                | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |  11316179 | NS      | $53655854.72  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | HENKEL AG -PREF                          | CUSIP: D3207M110<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |    344307 | NS      | $24549205.59  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | SWATCH GROUP/THE                         | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |     63516 | NS      | $4173489.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | BARCLAYS PLC                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |  31735802 | NS      | $72953974.25  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CECONOMY AG                                               | CECONOMY AG                              | CUSIP: N/A<br>LEI: 5299001X9L42HXEBCZ51       | Long             | EC               | CORP              | DE        |    353825 | NS      | $867749.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Baloise Holding AG                                        | BALOISE HOL-REG                          | CUSIP: N/A<br>LEI: 529900G5XKBZN48T6283       | Long             | EC               | CORP              | CH        |     90582 | NS      | $14898287.80  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                | FORTUM OYJ                               | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |    867598 | NS      | $13041944.65  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                             | TRELLEBORG-B                             | CUSIP: W96297101<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |    463807 | NS      | $11597251.61  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PostNL NV                                                 | POSTNL NV                                | CUSIP: N/A<br>LEI: 724500Q41FHN0P1GPC53       | Long             | EC               | CORP              | NL        |    750437 | NS      | $1571271.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-79411.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Irish Bank Resolution Corp Ltd/Old                        | IRISH BANK RESOL                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |   2503596 | NS      | $27.22        | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Cargotec Oyj                                              | CARGOTEC OYJ-B                           | CUSIP: N/A<br>LEI: 5493002B0GOVF42KWX33       | Long             | EC               | CORP              | FI        |     97643 | NS      | $4971275.31   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zur Rose Group AG                                         | ZUR ROSE GROUP A                         | CUSIP: N/A<br>LEI: 50670038OH136R5Z4663       | Long             | EC               | CORP              | CH        |     16225 | NS      | $612151.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| DNB Bank ASA                                              | DNB BANK ASA                             | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |   2055941 | NS      | $38445204.63  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagegroup PLC                                             | PAGEGROUP PLC                            | CUSIP: N/A<br>LEI: 213800JK5ZEQW4AB8G71       | Long             | EC               | CORP              | GB        |    624432 | NS      | $3515317.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                     | MFE-MEDIAFOREU-B                         | CUSIP: N/A<br>LEI: 213800DIFN7NR7B97A50       | Long             | EC               | CORP              | IT        |    606315 | NS      | $410535.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                                        | BANCA GENERALI S                         | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |    111100 | NS      | $4098646.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                | ACCIONA SA                               | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |     45862 | NS      | $8947682.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fugro NV                                                  | FUGRO NV                                 | CUSIP: N/A<br>LEI: 7245000R8GNBSDTSZ396       | Long             | EC               | CORP              | NL        |    222978 | NS      | $2969136.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                  | ACCOR SA                                 | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |    367899 | NS      | $11941263.79  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                             | JDE PEET'S NV                            | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |    161020 | NS      | $4826246.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 SMN                                           | SPAREBANK 1 SMN                          | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | EC               | CORP              | NO        |    261437 | NS      | $3334046.03   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| St Galler Kantonalbank AG                                 | ST GALLER KA-REG                         | CUSIP: N/A<br>LEI: 549300GFRG6OK00RG957       | Long             | EC               | CORP              | CH        |      5680 | NS      | $3112553.18   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | TELECOM ITALIA S                         | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |  28339558 | NS      | $8159211.87   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Rightmove PLC                                             | RIGHTMOVE                                | CUSIP: G75657109<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |   1646280 | NS      | $11961691.24  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vossloh AG                                                | VOSSLOH AG                               | CUSIP: N/A<br>LEI: 5299003HAEOUVX3HWX43       | Long             | EC               | CORP              | DE        |     16170 | NS      | $712586.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moneysupermarket.com Group PLC                            | MONEYSUPERMARKET                         | CUSIP: G6258H101<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |   1040861 | NS      | $3072933.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IWG PLC                                                   | IWG PLC                                  | CUSIP: G4969N103<br>LEI: 2138003LWDII27UTAG52 | Long             | EC               | CORP              | GB        |   1442004 | NS      | $3308207.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bravida Holding AB                                        | BRAVIDA HOLDING                          | CUSIP: N/A<br>LEI: 549300H88IJGPNNL3T61       | Long             | EC               | CORP              | SE        |    406604 | NS      | $4494758.26   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PureTech Health PLC                                       | PURETECH HEALTH                          | CUSIP: N/A<br>LEI: 213800LVPDNO2Z9T9I39       | Long             | EC               | CORP              | GB        |    500583 | NS      | $1572642.75   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QT Group Oyj                                              | QT GROUP OYJ                             | CUSIP: N/A<br>LEI: 743700GO2XU2ZYYDKW67       | Long             | EC               | CORP              | FI        |     39187 | NS      | $2298063.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriola Oyj                                                | ORIOLA CORP - B                          | CUSIP: N/A<br>LEI: 549300UWB1AIR85BM957       | Long             | EC               | CORP              | FI        |    260147 | NS      | $488141.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                        | HARBOUR ENERGY P                         | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               | CORP              | GB        |   1443606 | NS      | $5583592.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cementir Holding NV                                       | CEMENTIR HOLDING                         | CUSIP: N/A<br>LEI: 8156008B101B97A43B02       | Long             | EC               | CORP              | IT        |     89672 | NS      | $707310.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sesa SpA                                                  | SESA SPA                                 | CUSIP: N/A<br>LEI: 81560005C031D4E76707       | Long             | EC               | CORP              | IT        |     14823 | NS      | $2017058.95   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korian SA                                                 | KORIAN                                   | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | EC               | CORP              | FR        |    126608 | NS      | $1325707.03   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                          | RAIFFEISEN BANK                          | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |    257705 | NS      | $4636670.58   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                  | UBISOFT ENTERTAI                         | CUSIP: N/A<br>LEI: 969500I7C8V1LBIMSM05       | Long             | EC               | CORP              | FR        |    193500 | NS      | $4006720.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grieg Seafood ASA                                         | GRIEG SEAFOOD AS                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXH5VC37       | Long             | EC               | CORP              | NO        |    105355 | NS      | $943749.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de L'Odet SE                                          | COMPAGNIE DE L'O                         | CUSIP: N/A<br>LEI: 9695005PEG4IL375U849       | Long             | EC               | CORP              | FR        |       740 | NS      | $1149194.55   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                        | BARRY CALLEB-REG                         | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Long             | EC               | CORP              | CH        |      7183 | NS      | $15007678.55  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                               | ITALGAS SPA                              | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    986150 | NS      | $5772631.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nilfisk Holding A/S                                       | NILFISK HOLDING                          | CUSIP: N/A<br>LEI: 529900FSU45YYVLKB451       | Long             | EC               | CORP              | DK        |     53625 | NS      | $1067353.75   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interroll Holding AG                                      | INTERROLL HLDG-R                         | CUSIP: H4247Q117<br>LEI: 529900MU4QAEI94TB543 | Long             | EC               | CORP              | CH        |      1054 | NS      | $3283087.49   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | ENDESA                                   | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |    633480 | NS      | $12629519.74  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 SR-Bank ASA                                   | SPAREBANK 1 SR B                         | CUSIP: N/A<br>LEI: 549300Q3OIWRHQUQM052       | Long             | EC               | CORP              | NO        |    358415 | NS      | $4155568.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group PLC                                           | SERCO GROUP                              | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               | CORP              | GB        |   2306381 | NS      | $4154123.93   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Devro PLC                                                 | DEVRO PLC                                | CUSIP: N/A<br>LEI: 549300Z9YLY7LEMLJ904       | Long             | EC               | CORP              | GB        |    340258 | NS      | $1286178.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asseco Poland SA                                          | ASSECOPOL                                | CUSIP: X02540130<br>LEI: 259400O79EWIK4XZPL40 | Long             | EC               | CORP              | PL        |    109623 | NS      | $1929228.04   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norma Group SE                                            | NORMA GROUP SE                           | CUSIP: N/A<br>LEI: 5299000LM9HC76W5XD46       | Long             | EC               | CORP              | DE        |     65948 | NS      | $1419639.47   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                 | KESKO OYJ-B                              | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |    543945 | NS      | $12670381.17  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Cia de Seguridad SA                              | PROSEGUR                                 | CUSIP: N/A<br>LEI: 549300N94L4D5NDBFG97       | Long             | EC               | CORP              | ES        |    451606 | NS      | $1022129.77   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                            | PRUDENTIAL PLC                           | CUSIP: G72899100<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |   5518900 | NS      | $91696881.83  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                | EIFFAGE                                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |    148105 | NS      | $15819182.78  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ratos AB                                                  | RATOS AB-B SHS                           | CUSIP: N/A<br>LEI: 2138008KECUUB9VR4798       | Long             | EC               | CORP              | SE        |    390274 | NS      | $1573976.47   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediaset Espana Comunicacion SA                           | MEDIASET ESPANA                          | CUSIP: N/A<br>LEI: 95980020140005021479       | Long             | EC               | CORP              | ES        |    101036 | NS      | $362006.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                 | ADIDAS AG                                | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |    336742 | NS      | $54220944.92  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | ASTRAZENECA PLC                          | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |   2967371 | NS      | $388762678.09 | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                                | VIVENDI SE                               | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |   1404223 | NS      | $15081045.66  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                              | AMS-OSRAM AG                             | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | EC               | CORP              | CH        |    493836 | NS      | $4613447.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros  | LINEA DIRECTA AS                         | CUSIP: N/A<br>LEI: 95980079E2NBJT967T79       | Long             | EC               | CORP              | ES        |   1417774 | NS      | $1477542.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investment AB Latour                                      | LATOUR INV-B                             | CUSIP: N/A<br>LEI: 5493006GFBLNB3Y0Y789       | Long             | EC               | CORP              | SE        |    288100 | NS      | $6078600.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AG Barr PLC                                               | A.G. BARR                                | CUSIP: G012A7101<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |    178847 | NS      | $1209581.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group PLC                                         | QINETIQ GROUP PL                         | CUSIP: G7303P106<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |   1042702 | NS      | $4677134.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                 | TESCO PLC                                | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |  14705857 | NS      | $44696701.07  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Volution Group PLC                                        | VOLUTION GROUP                           | CUSIP: N/A<br>LEI: 213800EPT84EQCDHO768       | Long             | EC               | CORP              | GB        |    375239 | NS      | $1749925.18   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym SpA                                             | TECHNOGYM SPA                            | CUSIP: N/A<br>LEI: 815600B9149F66E77F76       | Long             | EC               | CORP              | IT        |    266598 | NS      | $2364705.90   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                            | BE SEMICONDUCTOR                         | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |    156420 | NS      | $11188153.08  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                                | RENAULT SA                               | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |    386091 | NS      | $15698248.61  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UnipolSai Assicurazioni SpA                               | UNIPOLSAI SPA                            | CUSIP: N/A<br>LEI: 815600E31C4E7006AB54       | Long             | EC               | CORP              | IT        |    871642 | NS      | $2318583.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nobia AB                                                  | NOBIA AB                                 | CUSIP: N/A<br>LEI: 529900MZ8Y3QGPDF6815       | Long             | EC               | CORP              | SE        |    219718 | NS      | $383461.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                   | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |    209703 | NS      | $3028713.90   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Derichebourg SA                                           | DERICHEBOURG                             | CUSIP: N/A<br>LEI: 969500QOO4C4IPGID263       | Long             | EC               | CORP              | FR        |    191491 | NS      | $1314251.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hella GmbH & Co KGaA                                      | HELLA GMBH & CO                          | CUSIP: N/A<br>LEI: 529900PLX4ADJFWIY024       | Long             | EC               | CORP              | DE        |     45633 | NS      | $3841149.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcat PLC                                               | SOFTCAT PLC                              | CUSIP: N/A<br>LEI: 213800N42YZLR9GLVC42       | Long             | EC               | CORP              | GB        |    253656 | NS      | $3795684.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hammerson PLC                                             | HAMMERSON PLC                            | CUSIP: G4273Q164<br>LEI: 213800G1C9KKVVDN1A60 | Long             | EC               | CORP              | GB        |   7874674 | NS      | $2605481.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Casino Guichard Perrachon SA                              | CASINO GUICHARD                          | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | EC               | CORP              | FR        |     75664 | NS      | $929834.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Wienerberger AG                                           | WIENERBERGER AG                          | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |    222816 | NS      | $6700301.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Secunet Security Networks AG                              | SECUNET SECURIT                          | CUSIP: N/A<br>LEI: 391200N3TQNVUCU8N039       | Long             | EC               | CORP              | DE        |      2652 | NS      | $629037.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVISIO AB                                                | INVISIO AB                               | CUSIP: N/A<br>LEI: 54930054EB7KX3MY2Q11       | Long             | EC               | CORP              | SE        |     62342 | NS      | $1091696.02   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | ROLLS-ROYCE HOLD                         | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |  16827961 | NS      | $22016600.81  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                              | BILFINGER SE                             | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |     56552 | NS      | $1947093.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sacyr SA                                                  | SACYR SA                                 | CUSIP: N/A<br>LEI: 959800XKAB9VNAVN9425       | Long             | EC               | CORP              | ES        |    777585 | NS      | $2392026.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Kappa Group PLC                                   | SMURFIT KAPPA GR                         | CUSIP: G8248F104<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | GB        |    523394 | NS      | $21995620.45  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                 | TALANX AG                                | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |    106026 | NS      | $5245189.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropole Television SA                                   | M6-METROPOLE TEL                         | CUSIP: N/A<br>LEI: 96950018NOMJX5XRH047       | Long             | EC               | CORP              | FR        |    129214 | NS      | $2057988.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordic Semiconductor ASA                                  | NORDIC SEMICOND                          | CUSIP: N/A<br>LEI: 5967007LIEEXZXJGFK95       | Long             | EC               | CORP              | NO        |    313775 | NS      | $5003473.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                  | ENEL SPA                                 | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |  15600181 | NS      | $91855758.98  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Quadient SA                                               | QUADIENT SA                              | CUSIP: N/A<br>LEI: 549300K4W3A5ITOPTK67       | Long             | EC               | CORP              | FR        |     65317 | NS      | $1151909.47   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                         | TELEFONICA DEUTS                         | CUSIP: N/A<br>LEI: 391200ECRPJ3SWQJUM30       | Long             | EC               | CORP              | DE        |   1797233 | NS      | $5293523.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemometec A/S                                            | CHEMOMETEC A/S                           | CUSIP: N/A<br>LEI: 213800533NBKECGONO68       | Long             | EC               | CORP              | DK        |     31087 | NS      | $2723534.67   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schibsted ASA                                             | SCHIBSTED ASA-B                          | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |    197379 | NS      | $4126191.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EFG International AG                                      | EFG INTERNAT AG                          | CUSIP: N/A<br>LEI: 506700PR1R98BSF81139       | Long             | EC               | CORP              | CH        |    166312 | NS      | $1554446.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                | PHOENIX GROUP HO                         | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |   1465208 | NS      | $11613066.18  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                        | WEIR GROUP PLC                           | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |    522527 | NS      | $11518598.93  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                  | MOWI ASA                                 | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |    890502 | NS      | $16466869.45  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASOS PLC                                                  | ASOS PLC                                 | CUSIP: N/A<br>LEI: 213800H8DBB8JSKDW630       | Long             | EC               | CORP              | GB        |    133188 | NS      | $1440990.42   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Bekaert SA                                                | BEKAERT NV                               | CUSIP: N/A<br>LEI: 5493008SR6XZECH6BN71       | Long             | EC               | CORP              | BE        |     69620 | NS      | $2936917.68   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kainos Group PLC                                          | KAINOS GROUP PLC                         | CUSIP: N/A<br>LEI: 213800H2PQMIF3OVZY47       | Long             | EC               | CORP              | GB        |    187070 | NS      | $3404959.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC                                    | SAFESTORE HOLDIN                         | CUSIP: N/A<br>LEI: 213800WGA3YSJC1YOH73       | Long             | EC               | CORP              | GB        |    408222 | NS      | $5083057.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                | SYMRISE AG                               | CUSIP: D827A1108<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |    261563 | NS      | $27806676.32  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Crayon Group Holding ASA                                  | CRAYON GROUP HOL                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXI98043       | Long             | EC               | CORP              | NO        |    164696 | NS      | $1658805.37   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Shaftesbury PLC                                           | SHAFTESBURY                              | CUSIP: N/A<br>LEI: 213800N7LHKFNTDKAT98       | Long             | EC               | CORP              | GB        |    383182 | NS      | $1866239.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1354878.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                                    | NCC AB-B                                 | CUSIP: N/A<br>LEI: 213800WRGLW3CY4MHW53       | Long             | EC               | CORP              | SE        |    203191 | NS      | $2010141.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                            | STOREBRAND ASA                           | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |    940701 | NS      | $8189335.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                             | FRESNILLO PLC                            | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |    368250 | NS      | $3740633.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enav SpA                                                  | ENAV SPA                                 | CUSIP: N/A<br>LEI: 81560048ECF8D2059980       | Long             | EC               | CORP              | IT        |    500011 | NS      | $2302019.14   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Stabilus SE                                               | STABILUS SE                              | CUSIP: N/A<br>LEI: 529900JOSL94HJN4VZ28       | Long             | EC               | CORP              | DE        |     49278 | NS      | $3398966.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Antin Infrastructure Partners SA                          | ANTIN INFRASTRUC                         | CUSIP: N/A<br>LEI: 2138008FABJXP4HUOK53       | Long             | EC               | CORP              | FR        |     53285 | NS      | $1202163.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL Group SA                                              | RTL GROUP                                | CUSIP: N/A<br>LEI: 5493000C8J3C3SZYS040       | Long             | EC               | CORP              | DE        |     78026 | NS      | $3785907.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon PLC                                             | PERSIMMON                                | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |    641321 | NS      | $11200864.99  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                  | BAYER AG-REG                             | CUSIP: D0712D163<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |   1974494 | NS      | $122902287.11 | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                              | SARTORIUS AG-PFD                         | CUSIP: D6705R119<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |     49753 | NS      | $22309854.55  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | FTSE 100 IDX FUT  Mar23                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       211 | NC      | $417658.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbonia AG                                                | ARBONIA AG                               | CUSIP: N/A<br>LEI: 52990053OCTMTW77M139       | Long             | EC               | CORP              | CH        |     90654 | NS      | $1270722.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoStore Holdings Ltd                                    | AUTOSTORE HOLDIN                         | CUSIP: N/A<br>LEI: 549300KYN3M0LSM5A413       | Long             | EC               | CORP              | NO        |   1435394 | NS      | $3314731.08   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cyfrowy Polsat SA                                         | CYFRPLSAT                                | CUSIP: N/A<br>LEI: 259400EM1ITR201TTX36       | Long             | EC               | CORP              | PL        |    487519 | NS      | $2070103.68   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saras SpA                                                 | SARAS SPA                                | CUSIP: N/A<br>LEI: 5299005KJSU2AQUJUH84       | Long             | EC               | CORP              | IT        |   1097963 | NS      | $1903578.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                           | DKSH HOLDING AG                          | CUSIP: N/A<br>LEI: 549300HUUUNHO6FJUS42       | Long             | EC               | CORP              | CH        |     71315 | NS      | $6075691.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                                    | LPP                                      | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |      2271 | NS      | $5319572.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bytes Technology Group PLC                                | BYTES TECHNOLOGY                         | CUSIP: N/A<br>LEI: 213800LA4DZLFBAC9O33       | Long             | EC               | CORP              | GB        |    405053 | NS      | $1936284.36   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dalata Hotel Group PLC                                    | DALATA HOTEL GRO                         | CUSIP: N/A<br>LEI: 635400L2CWET7ONOBJ04       | Long             | EC               | CORP              | IE        |    459225 | NS      | $1940084.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SimCorp A/S                                               | SIMCORP A/S                              | CUSIP: N/A<br>LEI: 5299000WVEJNSG42AK88       | Long             | EC               | CORP              | DK        |     79104 | NS      | $5539646.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| About You Holding SE                                      | ABOUT YOU HOLDIN                         | CUSIP: N/A<br>LEI: 894500DKEE3GY8870322       | Long             | EC               | CORP              | DE        |     63274 | NS      | $415953.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| voestalpine AG                                            | VOESTALPINE AG                           | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |    229884 | NS      | $7638261.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shurgard Self Storage SA                                  | SHURGARD SELF ST                         | CUSIP: N/A<br>LEI: 549300J0UEIKU81XO336       | Long             | EC               | CORP              | BE        |     49774 | NS      | $2401803.13   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Immobiliare Grande Distribuzione SIIQ SpA                 | IMMOBILIARE GRAN                         | CUSIP: N/A<br>LEI: 815600CF8C0389D0E272       | Long             | EC               | CORP              | IT        |    138980 | NS      | $430372.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siegfried Holding AG                                      | SIEGFRIED HO-REG                         | CUSIP: N/A<br>LEI: 506700J9QD6IF3937W06       | Long             | EC               | CORP              | CH        |      8054 | NS      | $5916700.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Distribucion Integral Logista Holdings SA          | CIA DE DISTRIBUC                         | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               | CORP              | ES        |    127209 | NS      | $3446531.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                                         | LOTUS BAKERIES                           | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Long             | EC               | CORP              | BE        |       781 | NS      | $5079593.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wizz Air Holdings Plc                                     | WIZZ AIR HOLDING                         | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | GB        |     29835 | NS      | $983713.13    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Airbus SE                                                 | AIRBUS SE                                | CUSIP: N0280G100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |   1119522 | NS      | $140349898.93 | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Kontron AG                                                | KONTRON AG                               | CUSIP: N/A<br>LEI: 5299002PSXXMVHB26433       | Long             | EC               | CORP              | DE        |     96307 | NS      | $1957036.50   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | ATLAS COPCO-A                            | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |   5068919 | NS      | $60148116.35  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Cembra Money Bank AG                                      | CEMBRA MONEY BAN                         | CUSIP: N/A<br>LEI: 549300ZDHOETLAIVTE82       | Long             | EC               | CORP              | CH        |     59239 | NS      | $5259629.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown PLC                                   | HARGREAVES LANSD                         | CUSIP: N/A<br>LEI: 2138008ZCE93ZDSESG90       | Long             | EC               | CORP              | GB        |    758067 | NS      | $8345729.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | RIO TINTO PLC                            | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |   2184973 | NS      | $171086083.15 | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                   | NKT A/S                                  | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |     85879 | NS      | $5359011.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fomento de Construcciones y Contratas SA                  | FCC                                      | CUSIP: N/A<br>LEI: 95980020140005178328       | Long             | EC               | CORP              | ES        |     82665 | NS      | $802961.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle AG                                                | BECHTLE AG                               | CUSIP: D0873U103<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |    164615 | NS      | $6937005.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| St James's Place PLC                                      | ST JAMES'S PLACE                         | CUSIP: G5005D124<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |   1077805 | NS      | $16343551.79  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-109170.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sectra AB                                                 | SECTRA AB-B                              | CUSIP: N/A<br>LEI: 549300R9ZBT8YSFFK266       | Long             | EC               | CORP              | SE        |    260885 | NS      | $3694579.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistry Group PLC                                          | VISTRY GROUP PLC                         | CUSIP: N/A<br>LEI: 2138001KOWN7CG9SLK53       | Long             | EC               | CORP              | GB        |    645341 | NS      | $5943685.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | SEK/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $31180.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Borr Drilling Ltd                                         | BORR DRILLING LT                         | CUSIP: N/A<br>LEI: 213800J2JPCTXLHQ5R78       | Long             | EC               | CORP              | NO        |      1518 | NS      | $9116.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entra ASA                                                 | ENTRA ASA                                | CUSIP: N/A<br>LEI: 549300APU14LQKTYCH34       | Long             | EC               | CORP              | NO        |    111384 | NS      | $1317458.14   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                                   | TRITAX BIG BOX R                         | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |   3727653 | NS      | $7182325.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ence Energia y Celulosa SA                                | ENCE ENERGIA Y C                         | CUSIP: 123456782<br>LEI: 95980020140005309084 | Long             | EC               | CORP              | ES        |    240228 | NS      | $791632.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediclinic International PLC                              | MEDICLINIC INTER                         | CUSIP: N/A<br>LEI: 2138002S5BSBIZTD5I60       | Long             | EC               | CORP              | GB        |    783803 | NS      | $4795613.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                           | DIRECT LINE INSU                         | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | EC               | CORP              | GB        |   2639434 | NS      | $5787341.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CLS Holdings PLC                                          | CLS HOLDINGS                             | CUSIP: N/A<br>LEI: 213800A357TKB2TD9U78       | Long             | EC               | CORP              | GB        |    369319 | NS      | $679616.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC HOLDINGS PL                         | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |  40432806 | NS      | $297922898.24 | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                                   | A2A SPA                                  | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |   3100829 | NS      | $4668250.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobimo Holding AG                                         | MOBIMO HOLDI-REG                         | CUSIP: N/A<br>LEI: 50670018HN8O1GD3O385       | Long             | EC               | CORP              | CH        |     14083 | NS      | $3621330.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALD SA                                                    | ALD SA                                   | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |    229927 | NS      | $2890585.70   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Arcadis NV                                                | ARCADIS NV                               | CUSIP: N/A<br>LEI: 7245000UZH70GO047N03       | Long             | EC               | CORP              | NL        |    143905 | NS      | $6248430.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Modern Times Group MTG AB                                 | MODERN TIMES-B                           | CUSIP: W56523116<br>LEI: 549300E8NDODRSX29339 | Long             | EC               | CORP              | SE        |    243691 | NS      | $2157440.21   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                                  | SNAM SPA                                 | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |   4471047 | NS      | $22773420.48  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                | GETINGE AB-B SHS                         | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Long             | EC               | CORP              | SE        |    450209 | NS      | $10142120.62  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                     | MFE-MEDIAFOREU-A                         | CUSIP: N/A<br>LEI: 213800DIFN7NR7B97A50       | Long             | EC               | CORP              | IT        |   1092249 | NS      | $478675.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | AENA SME SA                              | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |    141703 | NS      | $21290730.02  | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eurazeo SE                                                | EURAZEO SE                               | CUSIP: F3296A108<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |     33208 | NS      | $2329448.12   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Webuild SpA                                               | WEBUILD SPA                              | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |    630180 | NS      | $1111192.41   | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Cie Generale des Etablissements Michelin SCA              | MICHELIN                                 | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |   1406147 | NS      | $44462127.65  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Britvic PLC                                               | BRITVIC PLC                              | CUSIP: N/A<br>LEI: 635400L3NVMYD4BVCI53       | Long             | EC               | CORP              | GB        |    526161 | NS      | $5047110.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Gruppo SpA                                         | UNIPOL GRUPPO SP                         | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |    866199 | NS      | $4536599.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Supermarket Income Reit PLC                               | SUPERMARKET INCO                         | CUSIP: N/A<br>LEI: 2138007FOINJKAM7L537       | Long             | EC               | CORP              | GB        |   2485225 | NS      | $2952474.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                              | BANCO COM PORT-R                         | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |  15741657 | NS      | $3353759.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                               | EURONEXT NV                              | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | FR        |    162635 | NS      | $13178632.29  | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DNO ASA                                                   | DNO ASA                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXH3K072       | Long             | EC               | CORP              | NO        |   1190164 | NS      | $1468312.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruppo MutuiOnline SpA                                    | MUTUIONLINE SPA                          | CUSIP: N/A<br>LEI: 8156004E40D6A02C5046       | Long             | EC               | CORP              | IT        |     32444 | NS      | $1033968.69   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                                      | BIG YELLOW GROUP                         | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |    339068 | NS      | $5057267.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enea SA                                                   | ENEA                                     | CUSIP: N/A<br>LEI: 2594003JTXPYO8NOG018       | Long             | EC               | CORP              | PL        |    520024 | NS      | $811448.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                  | KONE OYJ-B                               | CUSIP: X4551T105<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |    656321 | NS      | $35793202.61  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LEM Holding SA                                            | LEM HOLDING-REG                          | CUSIP: N/A<br>LEI: 5067008AF2B2C5O7TJ43       | Long             | EC               | CORP              | CH        |       907 | NS      | $2008183.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | INDUSTRIA DE DISENO TEXTIL               | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |   2108318 | NS      | $65823432.41  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupa Azoty SA                                            | GRUPA AZOTY SA                           | CUSIP: N/A<br>LEI: 259400Z9C99U5B36R274       | Long             | EC               | CORP              | PL        |     91308 | NS      | $959657.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $152650.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | SCHINDLER HO-REG                         | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |     37842 | NS      | $7655017.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | TERNA-RETE ELETT                         | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |   2828644 | NS      | $22379845.60  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                         | INTERCONTINENTAL                         | CUSIP: G4804L155<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |    353197 | NS      | $24520208.02  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB SA                                                    | SEB - PF - 2024                          | CUSIP: N/A<br>LEI: 969500WP61NBK098AC47       | Long             | EC               | CORP              | FR        |      2385 | NS      | $249413.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emmi AG                                                   | EMMI AG-REG                              | CUSIP: N/A<br>LEI: 529900Q53RBYJIVCMA08       | Long             | EC               | CORP              | CH        |      3830 | NS      | $3568210.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedifica SA                                               | AEDIFICA                                 | CUSIP: N/A<br>LEI: 529900DTKNXL0AXQFN28       | Long             | EC               | CORP              | BE        |     79656 | NS      | $6989980.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                       | HELVETIA HOL-REG                         | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |     69764 | NS      | $8727366.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Billerud AB                                               | BILLERUD AB                              | CUSIP: N/A<br>LEI: 549300YJUYJ9A24RXL71       | Long             | EC               | CORP              | SE        |    422911 | NS      | $4913056.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitesco Technologies Group AG                             | VITESCO TECHNOLO                         | CUSIP: N/A<br>LEI: 529900CCDMZ7UCYYS252       | Long             | EC               | CORP              | DE        |     36171 | NS      | $2507168.16   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                                  | DAVIDE CAMPARI-M                         | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | IT        |    999162 | NS      | $10718091.40  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| YIT Oyj                                                   | YIT OYJ                                  | CUSIP: N/A<br>LEI: 529900M13GM4VSTE6W80       | Long             | EC               | CORP              | FI        |    340832 | NS      | $997392.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                           | D'IETEREN GROUP                          | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |     46022 | NS      | $8795514.58   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGO BOSS AG                                              | HUGO BOSS -ORD                           | CUSIP: N/A<br>LEI: 529900LFVU534EBRXD13       | Long             | EC               | CORP              | DE        |    113219 | NS      | $7688722.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                      | BANCA MEDIOLANUM                         | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |    489078 | NS      | $4679212.86   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambu A/S                                                  | AMBU A/S-B                               | CUSIP: N/A<br>LEI: 5299008W2A69WX355710       | Long             | EC               | CORP              | DK        |    346786 | NS      | $4790252.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | GBP/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $14023.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp Financiera Alba SA                                   | ALBA                                     | CUSIP: N/A<br>LEI: 959800CJH35NNZQQW653       | Long             | EC               | CORP              | ES        |     21809 | NS      | $1050101.27   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixt SE                                                   | SIXT SE                                  | CUSIP: N/A<br>LEI: 5299004ZME6CSBR7WP07       | Long             | EC               | CORP              | DE        |     31675 | NS      | $3938182.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK Commercial Property REIT Ltd                           | UK COMMERCIAL PR                         | CUSIP: N/A<br>LEI: 213800JN4FQ1A9G8EU25       | Long             | EC               | CORP              | GB        |   1435739 | NS      | $1026262.68   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival PLC                                              | CARNIVAL PLC                             | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | EC               | CORP              | GB        |    294520 | NS      | $2813911.81   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | BEIERSDORF AG                            | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |    200129 | NS      | $24331224.12  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB SA                                                    | SEB SA                                   | CUSIP: F82059100<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |     18784 | NS      | $1964355.96   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | NORDEA BANK ABP                          | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |   1366005 | NS      | $16002377.70  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Stadler Rail AG                                           | STADLER RAIL AG                          | CUSIP: N/A<br>LEI: 506700781XDET0A89669       | Long             | EC               | CORP              | CH        |    105397 | NS      | $4031372.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Erste Group Bank AG                                       | ERSTE GROUP BANK                         | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |    657441 | NS      | $24946038.38  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LISI                                                      | LISI - PF - 2022 BONUS                   | CUSIP: ACI228GF1<br>LEI: 969500UU4O58BR802Y55 | Long             | EC               | CORP              | FR        |     21296 | NS      | $473787.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Derwent London PLC                                        | DERWENT LONDON                           | CUSIP: N/A<br>LEI: 213800BXKQ9KZNUR1M61       | Long             | EC               | CORP              | GB        |    225125 | NS      | $7181427.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Attendo AB                                                | ATTENDO AB                               | CUSIP: N/A<br>LEI: 549300KEJDL2FNITUW65       | Long             | EC               | CORP              | SE        |    203399 | NS      | $511319.79    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sparebank 1 Oestlandet                                    | SPAREBANK 1 OEST                         | CUSIP: N/A<br>LEI: 549300VRM6G42M8OWN49       | Long             | EC               | CORP              | NO        |     53776 | NS      | $629872.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                       | INTERPUMP SPA                            | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |    161202 | NS      | $8406674.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LISI                                                      | LISI                                     | CUSIP: F5754P105<br>LEI: 969500UU4O58BR802Y55 | Long             | EC               | CORP              | FR        |      5564 | NS      | $123786.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Primary Health Properties PLC                             | PRIMARY HEALTH                           | CUSIP: N/A<br>LEI: 213800Y5CJHXOATK7X11       | Long             | EC               | CORP              | GB        |   2618728 | NS      | $3628211.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                                                   | IMI PLC                                  | CUSIP: G47152114<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |    516022 | NS      | $9239424.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SA                                              | FERROVIAL SA                             | CUSIP: N/A<br>LEI: 95980020140005757903       | Long             | EC               | CORP              | ES        |    959942 | NS      | $28326215.15  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                        | TBC BANK GROUP P                         | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |    101663 | NS      | $2988293.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                             | BANCO BPM SPA                            | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |   2768107 | NS      | $12458684.34  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Carel Industries SpA                                      | CAREL INDUSTRIES                         | CUSIP: T2R2A6107<br>LEI: 815600115DA6E507AE33 | Long             | EC               | CORP              | IT        |     86572 | NS      | $2141364.68   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Geberit AG                                                | GEBERIT AG-REG                           | CUSIP: H2942E124<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |     68489 | NS      | $38969034.68  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellway PLC                                               | BELLWAY PLC                              | CUSIP: N/A<br>LEI: 213800CY4L3HST4FGZ98       | Long             | EC               | CORP              | GB        |    246974 | NS      | $6459760.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | INFINEON TECH                            | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |   2614642 | NS      | $94154451.25  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| La Francaise des Jeux SAEM                                | LA FRANCAISE DES                         | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |    176731 | NS      | $7561967.22   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Aareal Bank AG                                            | AAREAL BANK-TEND                         | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | EC               | CORP              | DE        |    115804 | NS      | $4077345.08   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontobel Holding AG                                       | VONTOBEL HLDG-R                          | CUSIP: N/A<br>LEI: 529900G69W5VR3DDPW23       | Long             | EC               | CORP              | CH        |     55149 | NS      | $3905814.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Glanbia PLC                                               | GLANBIA PLC                              | CUSIP: G39021103<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |    363785 | NS      | $4439247.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | PANDORA A/S                              | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |    178481 | NS      | $14862276.88  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wendel SE                                                 | WENDEL                                   | CUSIP: F98370103<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |     53905 | NS      | $5707898.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                               | GIVAUDAN-REG                             | CUSIP: H3238Q102<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |     15893 | NS      | $51528780.57  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | IBERDROLA INTERIM JAN 23                 | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    193338 | NS      | $2258460.12   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                              | GLENCORE PLC                             | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | GB        |  25814786 | NS      | $172878664.81 | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Porr Ag                                                   | PORR AG                                  | CUSIP: N/A<br>LEI: 529900ARBU9SBJFNX419       | Long             | EC               | CORP              | AT        |     24563 | NS      | $353671.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectris PLC                                              | SPECTRIS PLC                             | CUSIP: G8338K104<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | EC               | CORP              | GB        |    212330 | NS      | $8417816.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                | SKANSKA AB-B                             | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |    717142 | NS      | $12657628.65  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                | DEMANT A/S                               | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |    194631 | NS      | $5509365.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitrolife AB                                              | VITROLIFE AB                             | CUSIP: N/A<br>LEI: 5493001WDZMONMSPPR49       | Long             | EC               | CORP              | SE        |    130316 | NS      | $2794055.23   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THG PLC                                                   | THG PLC                                  | CUSIP: N/A<br>LEI: 21380066N3SV9O8IDP37       | Long             | EC               | CORP              | GB        |   1870361 | NS      | $1342458.89   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Montana Aerospace AG                                      | MONTANA AEROSPAC                         | CUSIP: N/A<br>LEI: 506700YRG9330Q97U450       | Long             | EC               | CORP              | CH        |     43490 | NS      | $795954.31    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Accelleron Industries AG                                  | ACCELLERON INDUS                         | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |    153569 | NS      | $3627183.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Believe SA                                                | BELIEVE SA                               | CUSIP: N/A<br>LEI: 969500WGEAZ8YE4UAI86       | Long             | EC               | CORP              | FR        |     26186 | NS      | $317296.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halfords Group PLC                                        | HALFORDS GRP PLC                         | CUSIP: N/A<br>LEI: 54930086FKBWWJIOBI79       | Long             | EC               | CORP              | GB        |    435340 | NS      | $1102741.57   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | DANONE                                   | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |   1224218 | NS      | $67135263.01  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                       | UNITE GROUP/THE                          | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |    646229 | NS      | $7960981.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Diploma PLC                                               | DIPLOMA PLC                              | CUSIP: G27664112<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |    245605 | NS      | $8308185.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Synthomer PLC                                             | SYNTHOMER PLC                            | CUSIP: G8650C102<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | EC               | CORP              | GB        |    724198 | NS      | $1398192.33   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec PLC                                              | INVESTEC PLC                             | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |   1333394 | NS      | $8527658.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                      | DASSAULT SYSTEME                         | CUSIP: F2457H472<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |   1341282 | NS      | $49883486.64  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                   | WPP PLC                                  | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | GB        |   2101948 | NS      | $24558605.27  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                 | MAPFRE SA                                | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |   1957307 | NS      | $3937014.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                                    | TUI AG                                   | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | GB        |   2441094 | NS      | $5111888.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Kering SA                                                 | KERING                                   | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |    146284 | NS      | $91274935.96  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Wihlborgs Fastigheter AB                                  | WIHLBORGS FASTIG                         | CUSIP: W9899S108<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |    533064 | NS      | $4388780.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| APG SGA SA                                                | APG SGA SA                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      2162 | NS      | $423207.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medartis Holding AG                                       | MEDARTIS HOLDING                         | CUSIP: N/A<br>LEI: 506700VUSP6HG3F28846       | Long             | EC               | CORP              | CH        |      8635 | NS      | $724502.91    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Medmix AG                                                 | MEDMIX AG                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |     47095 | NS      | $917326.18    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ASML Holding NV                                           | ASML HOLDING NV                          | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |    809015 | NS      | $535282919.49 | 2.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                                 | COFACE SA                                | CUSIP: N/A<br>LEI: 96950025N07LTJYFSN57       | Long             | EC               | CORP              | FR        |    214363 | NS      | $2997414.81   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                               | TELIA CO AB                              | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |   5033683 | NS      | $13000204.99  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lar Espana Real Estate Socimi SA                          | LAR ESPANA REAL                          | CUSIP: N/A<br>LEI: 9598002PHMH00MHN3741       | Long             | EC               | CORP              | ES        |    105852 | NS      | $528878.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                             | WHITBREAD PLC                            | CUSIP: G9606P197<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |    403943 | NS      | $15213396.18  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibstock PLC                                               | IBSTOCK PLC                              | CUSIP: N/A<br>LEI: 2138003QHTNX34CN9V93       | Long             | EC               | CORP              | GB        |    762504 | NS      | $1590116.05   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                 | MARKS & SPENCER                          | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |   3927187 | NS      | $7083925.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mycronic AB                                               | MYCRONIC AB                              | CUSIP: N/A<br>LEI: 549300S5CCFESE4C6Y07       | Long             | EC               | CORP              | SE        |    139431 | NS      | $2980430.10   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NP3 Fastigheter AB                                        | NP3 FASTIGHE AB                          | CUSIP: N/A<br>LEI: 549300MGVITW8GYJHZ50       | Long             | EC               | CORP              | SE        |     55847 | NS      | $1233234.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Basler AG                                                 | BASLER AG                                | CUSIP: N/A<br>LEI: 5299006OKY4JQTOWH448       | Long             | EC               | CORP              | DE        |     21585 | NS      | $798986.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vetoquinol SA                                             | VETOQUINOL SA                            | CUSIP: N/A<br>LEI: 969500YP0AETQIK48R39       | Long             | EC               | CORP              | FR        |      7510 | NS      | $697234.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | NORSK HYDRO ASA                          | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |   2686472 | NS      | $21781512.66  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                    | BKW AG                                   | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |     35956 | NS      | $5170554.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec SA                                              | VALLOUREC                                | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |    307052 | NS      | $4482025.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                         | INDRA SISTEMAS                           | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |    246731 | NS      | $3012667.70   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S4 Capital PLC                                            | S4 CAPITAL PLC                           | CUSIP: N/A<br>LEI: 21380068SP9V65KPQN68       | Long             | EC               | CORP              | GB        |   1073103 | NS      | $2898823.71   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                        | ANGLO AMER PLC                           | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |   2423526 | NS      | $104527630.19 | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                               | MERLIN PROPERTIE                         | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |    664579 | NS      | $6494716.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                             | ALFA LAVAL AB                            | CUSIP: W04008152<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |    622143 | NS      | $19551235.71  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio                                                   | COVIVIO                                  | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |    100109 | NS      | $6871919.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                             | STELLANTIS NV                            | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | FR        |   1684979 | NS      | $26487668.53  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                | GRIFOLS SA                               | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |    715739 | NS      | $9474994.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | KONINKLIJKE AHOL                         | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |   1985614 | NS      | $59264577.69  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Inficon Holding AG                                        | INFICON-REG                              | CUSIP: N/A<br>LEI: 5067008UT6890I0YM937       | Long             | EC               | CORP              | CH        |      3869 | NS      | $4050858.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebusco Holding NV                                         | EBUSCO HOLDING                           | CUSIP: N/A<br>LEI: 894500WSIBBFFKHL6B32       | Long             | EC               | CORP              | NL        |     18170 | NS      | $267634.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Babcock International Group PLC                           | BABCOCK INTL GRP                         | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |    498514 | NS      | $1883417.63   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Econocom Group SA/NV                                      | ECONOCOM GROUP                           | CUSIP: N/A<br>LEI: 5493006G5O9JP185PU76       | Long             | EC               | CORP              | BE        |    215955 | NS      | $670810.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | EUR/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $31486.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group PLC                                            | DRAX GROUP PLC                           | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |    805315 | NS      | $6431629.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                    | SGS SA-REG                               | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |     11807 | NS      | $28792951.94  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                   | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |   2226523 | NS      | $263932161.22 | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                | TENARIS SA                               | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | IT        |    936879 | NS      | $16602204.86  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wereldhave NV                                             | WERELDHAVE NV                            | CUSIP: N/A<br>LEI: 724500YRQCY3BD9RJZ92       | Long             | EC               | CORP              | NL        |     83182 | NS      | $1249550.66   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTG Nordic Transport Group A/S                            | NTG NORDIC TRANS                         | CUSIP: N/A<br>LEI: 529900PZWXV8JX89K947       | Long             | EC               | CORP              | DK        |     29627 | NS      | $1211502.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| C&C Group PLC                                             | C&C GROUP PLC                            | CUSIP: N/A<br>LEI: 635400LNUHA2LDXXV850       | Long             | EC               | CORP              | GB        |    782664 | NS      | $1555393.32   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lagardere SA                                              | LAGARDERE SA                             | CUSIP: N/A<br>LEI: 969500VX2NV2AQQ65G45       | Long             | EC               | CORP              | FR        |     27978 | NS      | $622721.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Millennium SA                                        | MILLENNIUM                               | CUSIP: N/A<br>LEI: 259400OFDZ9KPZEO8K78       | Long             | EC               | CORP              | PL        |   1218553 | NS      | $1450521.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Sonae SGPS SA                                             | SONAE                                    | CUSIP: N/A<br>LEI: 549300847SOBT7HY7R50       | Long             | EC               | CORP              | PT        |   1848728 | NS      | $1884368.58   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RHI AG                                                    | RHI MAGNESITA                            | CUSIP: N/A<br>LEI: 529900JWKKH76KJIRP66       | Long             | EC               | CORP              | GB        |     55009 | NS      | $1829619.72   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital & Counties Properties PLC                         | CAPITAL & COUNTI                         | CUSIP: N/A<br>LEI: 549300TTXXZ1SHUI0D54       | Long             | EC               | CORP              | GB        |   1462467 | NS      | $2072799.32   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Construcciones y Auxiliar de Ferrocarriles SA             | CAF                                      | CUSIP: N/A<br>LEI: 95980020140005275134       | Long             | EC               | CORP              | ES        |     36231 | NS      | $1166879.56   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabege AB                                                 | FABEGE AB                                | CUSIP: N/A<br>LEI: 549300JNPI46XNH0PM97       | Long             | EC               | CORP              | SE        |    504533 | NS      | $4768441.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurocommercial Properties NV                              | EUROCOMMERCIAL P                         | CUSIP: N/A<br>LEI: 724500SFK53FPNM68L95       | Long             | EC               | CORP              | NL        |    103225 | NS      | $2584858.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                   | NATURGY ENERGY                           | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |    290371 | NS      | $8235569.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                      | EVONIK INDUSTRIE                         | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |    387071 | NS      | $8604023.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                  | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |   7455868 | NS      | $7466549.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | CREDIT AGRICOLE                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |   2431056 | NS      | $29272941.87  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                            | VAR ENERGI ASA                           | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |    814129 | NS      | $2476480.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Konecranes Oyj                                            | KONECRANES OYJ                           | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |    145200 | NS      | $4725028.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spire Healthcare Group PLC                                | SPIRE HEALTHC PL                         | CUSIP: N/A<br>LEI: 213800IBJPW3SE2RA350       | Long             | EC               | CORP              | GB        |    552216 | NS      | $1654483.74   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wacker Neuson SE                                          | WACKER NEUSON SE                         | CUSIP: N/A<br>LEI: 529900RJL86244E1I652       | Long             | EC               | CORP              | DE        |     45275 | NS      | $896075.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bavarian Nordic A/S                                       | BAVARIAN NORDIC                          | CUSIP: N/A<br>LEI: 2138006JCDVYIN6INP51       | Long             | EC               | CORP              | DK        |    141743 | NS      | $4539102.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                            | RHEINMETALL AG                           | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |     87283 | NS      | $20394339.51  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bossard Holding AG                                        | BOSSARD HO-REG A                         | CUSIP: N/A<br>LEI: 5067001959OEPG6X8016       | Long             | EC               | CORP              | CH        |      5239 | NS      | $1334969.25   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                     | DEUTSCHE LUFT-RG                         | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |   1204905 | NS      | $12765623.42  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS                                                     | IPSOS                                    | CUSIP: F5310M109<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |     78289 | NS      | $5073722.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takkt AG                                                  | TAKKT AG                                 | CUSIP: N/A<br>LEI: 549300AZ0JTVTW3IZY37       | Long             | EC               | CORP              | DE        |     63846 | NS      | $987209.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                         | SONOVA HOLDING A                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |     99931 | NS      | $24989924.51  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                  | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |   4447272 | NS      | $48488210.60  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | MUENCHENER RUE-R                         | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |    281465 | NS      | $101667313.98 | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Cint Group AB                                             | CINT GROUP AB                            | CUSIP: N/A<br>LEI: 549300KSY3P5G8XC0A34       | Long             | EC               | CORP              | SE        |    342152 | NS      | $1284244.45   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huber + Suhner AG                                         | HUBER + SUHN-REG                         | CUSIP: N/A<br>LEI: 5067007PRZ9OSX7A6787       | Long             | EC               | CORP              | CH        |     34945 | NS      | $3351342.26   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                             | EDP                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |   5688044 | NS      | $28259678.98  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Distribuidora Internacional de Alimentacion SA            | DISTRIBUIDORA IN                         | CUSIP: N/A<br>LEI: 54930063C6K2TNFL6H10       | Long             | EC               | CORP              | ES        |  24007470 | NS      | $384866.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | SIEMENS AG-REG                           | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |   1515613 | NS      | $236746815.76 | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International PLC                                   | CRODA INTL.                              | CUSIP: G25536148<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |    279943 | NS      | $23861429.85  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Horizons ASA                                         | AKER HORIZONS AS                         | CUSIP: N/A<br>LEI: 549300SX4Z9T612Q0N59       | Long             | EC               | CORP              | NO        |    442280 | NS      | $640677.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | INTESA SANPAOLO                          | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |  32542261 | NS      | $85562418.89  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC                                       | VIRGIN MONEY UK                          | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | EC               | CORP              | GB        |   2421525 | NS      | $5793996.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allfunds Group Plc                                        | ALLFUNDS GROUP P                         | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Long             | EC               | CORP              | NL        |    680767 | NS      | $5415478.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                  | HOWDEN JOINERY G                         | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |   1068819 | NS      | $9119996.98   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dottikon Es Holding AG                                    | DOTTIKON ES H-RE                         | CUSIP: N/A<br>LEI: 50670064H782SV8G2Z44       | Long             | EC               | CORP              | CH        |      8968 | NS      | $2656516.46   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                              | GAZTRANSPORT                             | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |     62385 | NS      | $6897047.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | EQUINOR ASA                              | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |   1877402 | NS      | $57216949.31  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Elementis PLC                                             | ELEMENTIS PLC                            | CUSIP: N/A<br>LEI: 549300LQIH685LI2ML36       | Long             | EC               | CORP              | GB        |   1155372 | NS      | $1785936.70   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tod's SpA                                                 | TOD'S SPA                                | CUSIP: N/A<br>LEI: 815600DA4FA5A5D4CD58       | Long             | EC               | CORP              | IT        |     16948 | NS      | $662705.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anima Holding SpA                                         | ANIMA HOLDING SP                         | CUSIP: N/A<br>LEI: 549300T1EREIRH8ICX03       | Long             | EC               | CORP              | IT        |    460726 | NS      | $2032246.06   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tullow Oil PLC                                            | TULLOW OIL                               | CUSIP: N/A<br>LEI: 2138003EYHWO75RKS857       | Long             | EC               | CORP              | GB        |   2338064 | NS      | $1041186.75   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                  | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |   2172361 | NS      | $46368329.12  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                              | BANKINTER                                | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |   1373800 | NS      | $9911976.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS ACTIVIDADES                          | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |    408200 | NS      | $207109.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB SA                                                    | SEB - PF - 1                             | CUSIP: N/A<br>LEI: 969500WP61NBK098AC47       | Long             | EC               | CORP              | FR        |     39824 | NS      | $4164635.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | DEUTSCHE BOERSE                          | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |    368866 | NS      | $66005750.30  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutz AG                                                  | DEUTZ AG                                 | CUSIP: N/A<br>LEI: 5299005DETTV58V2PP63       | Long             | EC               | CORP              | DE        |    254485 | NS      | $1391065.48   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | SOC GENERALE SA                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |   1549983 | NS      | $46137715.07  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                       | HEIDELBERGCEMENT                         | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |    291380 | NS      | $19993752.67  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| International Distributions Services PLC                  | INTERNATIONAL DI                         | CUSIP: N/A<br>LEI: 213800TCZZU84G8Z2M70       | Long             | EC               | CORP              | GB        |   1399276 | NS      | $3960646.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitchells & Butlers PLC                                   | MITCHELLS & BUTL                         | CUSIP: N/A<br>LEI: 213800JHYNDNB1NS2W10       | Long             | EC               | CORP              | GB        |    493762 | NS      | $1003282.92   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedas Homes SA                                            | AEDAS HOMES SA                           | CUSIP: N/A<br>LEI: 9598005H67MP8U20RW81       | Long             | EC               | CORP              | ES        |     37947 | NS      | $639178.95    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Aryzta AG                                                 | ARYZTA AG                                | CUSIP: N/A<br>LEI: 549300W2PUDQQVRD8W85       | Long             | EC               | CORP              | GB        |     24200 | NS      | $33078.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kloeckner & Co SE                                         | KLOECKNER & CO S                         | CUSIP: N/A<br>LEI: 529900CQ31CN6GV5LL52       | Long             | EC               | CORP              | DE        |    148240 | NS      | $1566520.58   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Faurecia SE                                               | FAURECIA                                 | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | EC               | CORP              | FR        |    264092 | NS      | $5248433.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | NATIONAL GRID PL                         | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |   7316256 | NS      | $93010850.17  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-KYMMENE OYJ                          | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |   1070436 | NS      | $38799284.33  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | VINCI SA                                 | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |    997113 | NS      | $112663410.18 | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                 | SOFINA                                   | CUSIP: B80925124<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |     30612 | NS      | $7272560.65   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke BAM Groep NV                                  | BAM GROEP                                | CUSIP: N/A<br>LEI: 724500V38C5KTDY5BS93       | Long             | EC               | CORP              | NL        |    494434 | NS      | $1260119.31   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIC Asset AG                                              | DIC ASSET AG                             | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | EC               | CORP              | DE        |     97454 | NS      | $936705.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solaria Energia y Medio Ambiente SA                       | SOLARIA ENERGIA                          | CUSIP: N/A<br>LEI: 959800PM2YJU406K2789       | Long             | EC               | CORP              | ES        |    119431 | NS      | $2450567.83   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-CHEMIE HLDG                          | CUSIP: H22206199<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |     14231 | NS      | $10608937.60  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Carillion PLC                                             | CARILLION PLC                            | CUSIP: N/A<br>LEI: 6SNZTEXLR1M5211YYB89       | Long             | EC               | CORP              | GB        |   1000411 | NS      | $12.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | GALP ENERGIA                             | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |   1037749 | NS      | $14204763.40  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Biesse SpA                                                | BIESSE SPA                               | CUSIP: N/A<br>LEI: 815600C41423BF4CC386       | Long             | EC               | CORP              | IT        |     29449 | NS      | $474730.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medicover AB                                              | MEDICOVER AB-B                           | CUSIP: N/A<br>LEI: 5493000E9BUOYMOW2K53       | Long             | EC               | CORP              | SE        |    130534 | NS      | $2229533.18   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Juventus Football Club SpA                                | JUVENTUS FOOTBAL                         | CUSIP: N/A<br>LEI: 815600A253A0AF58C166       | Long             | EC               | CORP              | IT        |   1043925 | NS      | $337367.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Schweiter Technologies AG                                 | SCHWEITER TEC-BR                         | CUSIP: N/A<br>LEI: 894500D6OYCP8P8P7317       | Long             | EC               | CORP              | CH        |      1918 | NS      | $1692952.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuit Group PLC                                          | GENUIT GROUP PLC                         | CUSIP: N/A<br>LEI: 2138005IF1N2RKJ6KO18       | Long             | EC               | CORP              | GB        |    458635 | NS      | $1849737.58   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valneva SE                                                | VALNEVA SE                               | CUSIP: N/A<br>LEI: 969500DIVIP5VKNW4948       | Long             | EC               | CORP              | FR        |    201046 | NS      | $1371994.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Alm Brand A/S                                             | ALM. BRAND A/S                           | CUSIP: N/A<br>LEI: 549300H4TGLJVZ6VTA48       | Long             | EC               | CORP              | DK        |   1720385 | NS      | $3192702.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                                     | RED ELECTRICA                            | CUSIP: E42807110<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |    869726 | NS      | $15393200.70  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Dominion Access SA                                 | GLOBAL DOMINION                          | CUSIP: N/A<br>LEI: 95980020140005225955       | Long             | EC               | CORP              | ES        |    210519 | NS      | $902701.63    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Jupiter Fund Management PLC                               | JUPITER FUND                             | CUSIP: N/A<br>LEI: 5493003DJ1G01IMQ7S28       | Long             | EC               | CORP              | GB        |    850992 | NS      | $1473548.40   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharma Mar SA                                             | PHARMA MAR SA                            | CUSIP: N/A<br>LEI: 959800QWKZ45ZQC2AV58       | Long             | EC               | CORP              | ES        |     26646 | NS      | $1757139.62   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greencore Group PLC                                       | GREENCORE GROUP                          | CUSIP: G40866124<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               | CORP              | GB        |   1016871 | NS      | $1001624.12   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| abrdn plc                                                 | ABRDN PLC                                | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | EC               | CORP              | GB        |   4098560 | NS      | $10794925.97  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Thule Group AB                                            | THULE GROUP AB/T                         | CUSIP: N/A<br>LEI: 549300XHHOGBOERKU333       | Long             | EC               | CORP              | SE        |    212717 | NS      | $5097507.28   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP PARIBAS                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |   2147056 | NS      | $147463861.75 | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                | EURAZEO - PF - 2024                      | CUSIP: N/A<br>LEI: 969500C656AA39O94N60       | Long             | EC               | CORP              | FR        |     12115 | NS      | $849833.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petrofac Ltd                                              | PETROFAC LTD                             | CUSIP: N/A<br>LEI: 2138004624W8CKCSJ177       | Long             | EC               | CORP              | GB        |    890415 | NS      | $914322.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| AmRest Holdings SE                                        | AMREST HOLDINGS                          | CUSIP: N/A<br>LEI: 259400T6ZDQIMDBGDN42       | Long             | EC               | CORP              | PL        |    141636 | NS      | $670083.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                 | ELISA OYJ                                | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |    288617 | NS      | $16443421.39  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltalia SA                                               | VOLTALIA SA-REGR                         | CUSIP: N/A<br>LEI: 969500KE938Z79ZH1N44       | Long             | EC               | CORP              | FR        |     76095 | NS      | $1440265.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One PLC                                            | NINETY ONE PLC                           | CUSIP: N/A<br>LEI: 549300G0TJCT3K15ZG14       | Long             | EC               | CORP              | GB        |    679919 | NS      | $1659969.06   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALK-Abello A/S                                            | ALK-ABELLO A/S                           | CUSIP: N/A<br>LEI: 529900SGCREUZCZ7P020       | Long             | EC               | CORP              | DK        |    264070 | NS      | $3944682.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                      | INFRASTRUTTURE W                         | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |    712217 | NS      | $7805034.56   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wallenius Wilhelmsen ASA                                  | WALLENIUS WILHEL                         | CUSIP: N/A<br>LEI: 549300NBN0URT3RA3Y54       | Long             | EC               | CORP              | NO        |    207538 | NS      | $1969552.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huhtamaki Oyj                                             | HUHTAMAKI OYJ                            | CUSIP: X33752100<br>LEI: 5493007050SJVMXN6L29 | Long             | EC               | CORP              | FI        |    186215 | NS      | $6964977.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                 | NESTE OYJ                                | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |    834963 | NS      | $39913165.04  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| 888 Holdings PLC                                          | 888 HOLDINGS                             | CUSIP: N/A<br>LEI: 213800H84UJQYSVF9750       | Long             | EC               | CORP              | GB        |    651815 | NS      | $582143.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                              | UNILEVER PLC                             | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | NL        |   2568823 | NS      | $130411182.52 | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Savills PLC                                               | SAVILLS PLC                              | CUSIP: G78283119<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |    266546 | NS      | $3206701.23   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iveco Group NV                                            | IVECO GROUP NV                           | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Long             | EC               | CORP              | IT        |    399354 | NS      | $3270941.17   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S IMMO AG                                                 | S IMMO AG                                | CUSIP: N/A<br>LEI: 5299001QKV44IT3WPL26       | Long             | EC               | CORP              | AT        |      9459 | NS      | $135893.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Software AG                                               | SOFTWARE AG                              | CUSIP: N/A<br>LEI: 529900M1LIO0SLOBAS50       | Long             | EC               | CORP              | DE        |     99805 | NS      | $2781620.21   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CA Immobilien Anlagen AG                                  | CA IMMOBILIEN AN                         | CUSIP: N/A<br>LEI: 5299003ICAPV07J0R180       | Long             | EC               | CORP              | AT        |     84396 | NS      | $2632167.39   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                           | ANTOFAGASTA PLC                          | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |    697663 | NS      | $14990380.56  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                                    | BRUNELLO CUCINEL                         | CUSIP: N/A<br>LEI: 5493003CX2RZ0FOBH256       | Long             | EC               | CORP              | IT        |     66684 | NS      | $5554149.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vilmorin & Cie SA                                         | VILMORIN & CIE                           | CUSIP: N/A<br>LEI: 969500TQ4OAZZXSUPZ18       | Long             | EC               | CORP              | FR        |     12846 | NS      | $646346.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund         | Vanguard Market Liquidity Fund           | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    910984 | NS      | $91089252.16  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lagercrantz Group AB                                      | LAGERCRANTZ-B SH                         | CUSIP: N/A<br>LEI: 5493002L6I4YHANEYR87       | Long             | EC               | CORP              | SE        |    380880 | NS      | $3996079.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equasens                                                  | EQUASENS                                 | CUSIP: N/A<br>LEI: 96950066I7XVFGZI8L92       | Long             | EC               | CORP              | FR        |      6847 | NS      | $552305.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS                                      | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |    415100 | NS      | $12284356.77  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                              | CENTRICA PLC                             | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |  11894544 | NS      | $14818259.45  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ERG SpA                                                   | ERG SPA                                  | CUSIP: N/A<br>LEI: 8156004604684CA44A90       | Long             | EC               | CORP              | IT        |    112939 | NS      | $3410357.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Austria AG                                        | TELEKOM AUSTRIA                          | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               | CORP              | AT        |    268593 | NS      | $1805397.58   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                       | SAMHALLSBYGGNADS                         | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | EC               | CORP              | SE        |   2083387 | NS      | $3806124.08   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Oxford Nanopore Technologies PLC                          | OXFORD NANOPOREI                         | CUSIP: N/A<br>LEI: 213800IRWQ2Q6M2CDW55       | Long             | EC               | CORP              | GB        |   1274174 | NS      | $3722572.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                                  | NEXI SPA                                 | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |   1119178 | NS      | $9856986.77   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AIB Group PLC                                             | AIB GROUP PLC                            | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |   2314831 | NS      | $9723656.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascential PLC                                             | ASCENTIAL PLC                            | CUSIP: N/A<br>LEI: 213800VDXQDA7KD2IQ21       | Long             | EC               | CORP              | GB        |    869409 | NS      | $2887574.81   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | TELECOM ITAL-RSP                         | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |   5123383 | NS      | $1430653.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandox AB                                                 | PANDOX AB                                | CUSIP: N/A<br>LEI: 549300K4HA8EBLSL3B97       | Long             | EC               | CORP              | SE        |    180446 | NS      | $2484367.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| doValue SpA                                               | DOVALUE SPA                              | CUSIP: N/A<br>LEI: 8156007AF7DB5FE05555       | Long             | EC               | CORP              | IT        |    111681 | NS      | $909761.79    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Proximus SADP                                             | PROXIMUS                                 | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |    283332 | NS      | $2903338.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ringkjoebing Landbobank A/S                               | RINGKJOEBING LND                         | CUSIP: N/A<br>LEI: 2138002M5U5K4OUMVV62       | Long             | EC               | CORP              | DK        |     55914 | NS      | $8136750.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| B&S Group Sarl                                            | B&S GROUP SARL                           | CUSIP: L0594B104<br>LEI: 549300PRNTIVQHLEZ808 | Long             | EC               | CORP              | NL        |     49140 | NS      | $270452.66    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Barco NV                                                  | BARCO NV                                 | CUSIP: B0833F107<br>LEI: 549300N17QCD827TII61 | Long             | EC               | CORP              | BE        |    138325 | NS      | $3501520.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                     | SWISS LIFE H AG                          | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |     60936 | NS      | $36064836.68  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                | GENERALI ASSIC                           | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |   2721650 | NS      | $53130180.15  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiag Immobilien Holding AG                                | HIAG IMMOBILIEN                          | CUSIP: N/A<br>LEI: 549300TU2XXQ3TU4KJ11       | Long             | EC               | CORP              | CH        |      6476 | NS      | $584486.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arendals Fossekompani A/S                                 | ARENDALS FOSSEKO                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXG4U097       | Long             | EC               | CORP              | NO        |     21635 | NS      | $571851.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                             | SCHRODERS PLC                            | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |   1607271 | NS      | $9505060.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                                | HISCOX LTD                               | CUSIP: G4593F138<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | GB        |    668519 | NS      | $9304550.11   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| dormakaba Holding AG                                      | DORMAKABA HOLDIN                         | CUSIP: N/A<br>LEI: 529900QMU5ZH99KMQK13       | Long             | EC               | CORP              | CH        |      6075 | NS      | $2537995.07   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suedzucker AG                                             | SUEDZUCKER AG                            | CUSIP: N/A<br>LEI: 529900S8QNB101D40S72       | Long             | EC               | CORP              | DE        |    160156 | NS      | $2598240.49   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Beteiligungs AG                                  | DEUTSCHE BETEILI                         | CUSIP: N/A<br>LEI: 529900I88AOT7YXRMQ23       | Long             | EC               | CORP              | DE        |     27190 | NS      | $876075.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navigator Co SA/The                                       | NAVIGATOR CO SA/                         | CUSIP: N/A<br>LEI: 549300UNIB7M2AXUXS35       | Long             | EC               | CORP              | PT        |    494683 | NS      | $1731926.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC Group PLC                                             | NCC GROUP PLC                            | CUSIP: N/A<br>LEI: 213800DJCGZRB6523934       | Long             | EC               | CORP              | GB        |    571893 | NS      | $1325322.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | VODAFONE GROUP                           | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |  49735509 | NS      | $57385526.83  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                 | HALMA PLC                                | CUSIP: G42504103<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |    761933 | NS      | $20285735.66  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | ROCHE HLDG-GENUS                         | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |   1415549 | NS      | $441892501.88 | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group PLC                                         | TP ICAP GROUP PL                         | CUSIP: N/A<br>LEI: 2138006YAA7IRVKKGE63       | Long             | EC               | CORP              | GB        |   1590242 | NS      | $3463392.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OC Oerlikon Corp AG                                       | OC OERLIKON CORP                         | CUSIP: N/A<br>LEI: 529900I8VLAZR2FJ0M10       | Long             | EC               | CORP              | CH        |    369562 | NS      | $2537321.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Technip Energies NV                                       | TECHNIP ENERGIES                         | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               | CORP              | FR        |    354131 | NS      | $6865647.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stillfront Group AB                                       | STILLFRONT GROUP                         | CUSIP: N/A<br>LEI: 529900SYKCO4GYBTIJ54       | Long             | EC               | CORP              | SE        |    890791 | NS      | $1554710.46   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TI Fluid Systems PLC                                      | TI FLUID SYSTEMS                         | CUSIP: N/A<br>LEI: 5493001T9RXVD6OAWY46       | Long             | EC               | CORP              | GB        |    640705 | NS      | $941485.14    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Shell PLC                                                 | SHELL PLC                                | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | NL        |   1191185 | NS      | $34935289.67  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | GBP/USD FWD 20230315                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15847.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVN AG                                                    | EVN AG                                   | CUSIP: N/A<br>LEI: 529900P4JZBFEVNEAE60       | Long             | EC               | CORP              | AT        |     72296 | NS      | $1525485.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                             | STELLANTIS NV                            | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | IT        |   2379817 | NS      | $37413077.82  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA               | PKOBP                                    | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |   1721534 | NS      | $12840070.30  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| XP Power Ltd                                              | XP POWER LTD                             | CUSIP: N/A<br>LEI: 213800I7RWQ3FV72EZ26       | Long             | EC               | CORP              | GB        |     37753 | NS      | $1129609.43   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tarkett SA                                                | TARKETT                                  | CUSIP: N/A<br>LEI: 9695002EVBYM5B2OIP31       | Long             | EC               | CORP              | FR        |     13533 | NS      | $178995.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | SEB AB-C                                 | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |     43008 | NS      | $579243.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                               | BMW AG                                   | CUSIP: D12096109<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |    635114 | NS      | $64695714.90  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SMCP SA                                                   | SMCP SA                                  | CUSIP: N/A<br>LEI: 96950034TTGHHKKEN547       | Long             | EC               | CORP              | FR        |     80954 | NS      | $642512.95    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA              | INTL CONS AIRLIN                         | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | GB        |   2241654 | NS      | $4685577.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                       | ESSILORLUXOTTICA                         | CUSIP: F31668100<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |    597570 | NS      | $109641778.97 | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| TX Group AG                                               | TX GROUP AG                              | CUSIP: N/A<br>LEI: 506700302V28Y6O14985       | Long             | EC               | CORP              | CH        |      5888 | NS      | $923132.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siltronic AG                                              | SILTRONIC AG                             | CUSIP: N/A<br>LEI: 5299003NKV26NNGHHR90       | Long             | EC               | CORP              | DE        |     41848 | NS      | $3488681.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vesuvius PLC                                              | VESUVIUS PLC                             | CUSIP: N/A<br>LEI: 213800ORZ521W585SY02       | Long             | EC               | CORP              | GB        |    420904 | NS      | $2122642.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genus PLC                                                 | GENUS PLC                                | CUSIP: G3827X105<br>LEI: 54930022EOITNKSIGH56 | Long             | EC               | CORP              | GB        |    131217 | NS      | $4706349.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | INDUSTRIVARDEN-C                         | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |    302164 | NS      | $7960411.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEKO AB                                                   | MEKO AB                                  | CUSIP: N/A<br>LEI: 529900R809HC1RFRQA91       | Long             | EC               | CORP              | SE        |     78377 | NS      | $868680.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forbo Holding AG                                          | FORBO HOLDIN-REG                         | CUSIP: N/A<br>LEI: 506700HR073894C16243       | Long             | EC               | CORP              | CH        |      1964 | NS      | $2584092.83   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synlab AG                                                 | SYNLAB AG                                | CUSIP: N/A<br>LEI: 984500883BA5AQ14C037       | Long             | EC               | CORP              | DE        |    157811 | NS      | $1733643.66   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ackermans & van Haaren NV                                 | ACKERMANS & VAN                          | CUSIP: B01165156<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |     44428 | NS      | $7688474.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgepoint Group PLC                                     | BRIDGEPOINT-REGS                         | CUSIP: N/A<br>LEI: 213800KFNMVI8PDZX472       | Long             | EC               | CORP              | GB        |    513848 | NS      | $1524971.71   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Siemens Healthineers AG                                   | SIEMENS HEALTHIN                         | CUSIP: D6T479107<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |    556116 | NS      | $29823760.66  | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vienna Insurance Group AG Wiener Versicherung Gruppe      | VIENNA INSURANCE                         | CUSIP: N/A<br>LEI: 549300JCRU23I1THU176       | Long             | EC               | CORP              | AT        |     79984 | NS      | $2176715.89   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKAN Group AG                                             | SKAN GROUP AG                            | CUSIP: N/A<br>LEI: 506700N25H370ZSEFR11       | Long             | EC               | CORP              | CH        |     22457 | NS      | $1671246.61   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                 | LAND SECURITIES                          | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |   1483822 | NS      | $12999482.51  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRY AB                                                   | AFRY AB                                  | CUSIP: W05244111<br>LEI: 549300Q87LKPPD4X9R30 | Long             | EC               | CORP              | SE        |    196691 | NS      | $3550770.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stroeer SE & Co KGaA                                      | STROEER SE & CO                          | CUSIP: N/A<br>LEI: 529900MBF3N1ATE55378       | Long             | EC               | CORP              | DE        |     50600 | NS      | $2774444.54   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SGL Carbon SE                                             | SGL CARBON SE                            | CUSIP: N/A<br>LEI: 52990038IB31TYK07X63       | Long             | EC               | CORP              | DE        |     92390 | NS      | $800651.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Samhallsbyggnadsbolaget i Norden AB                       | SAMHALLSBYGGNA-D                         | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | EC               | CORP              | SE        |    278624 | NS      | $550078.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Washtec AG                                                | WASHTEC AG                               | CUSIP: N/A<br>LEI: 391200HHWCQ0KBSG9U91       | Long             | EC               | CORP              | DE        |     20043 | NS      | $753084.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                              | SARTORIUS AG                             | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EC               | CORP              | DE        |      4157 | NS      | $1530468.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING GROEP NV                             | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |   7486654 | NS      | $108408741.72 | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-30

**Name of Applicant:** VANGUARD INTERNATIONAL EQUITY INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer