# EDGAR Filing Document

**Accession Number:** 0000355916
**File Stem:** 0001752724-23-039187
**Filing Date:** 2023-2
**Character Count:** 294747
**Document Hash:** 4486536390ca46900526620da846fff8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039187.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039187

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Variable Series Funds, Inc.
- **CENTRAL INDEX KEY:** 0000355916
- **IRS NUMBER:** 133093080
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03290
- **FILM NUMBER:** 23665130

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FAM Variable Series Funds, Inc.
- **DATE OF NAME CHANGE:** 20050720

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH VARIABLE SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BlackRock International Index V.I. Fund (Series ID: S000059909)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000195945 | Class I      |  |
| C000225417 | Class III    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Variable Series Funds, Inc.

- **b. Investment Company Act file number:** 811-03290

- **c. CIK number of Registrant:** 0000355916

- **d. LEI of Registrant:** 5493007IJN5JRPJ1DF61

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock International Index V.I. Fund

- **b. EDGAR series identifier (if any):** S000059909

- **c. LEI of Series:** 54930041U5FD1CQQCE45

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $185289837.04

**Total Liabilities:** $2567401.19

**Net Assets:** $182722435.85

**Cash Not Reported:** $853745.80

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225417 | 5.95%                | 13.55%               | -1.92%               |
| Class ID C000195945 | 5.93%                | 13.63%               | -1.88%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-24088.21               | $9013854.27                                |
| Month 2  | $208579.48               | $21902148.27                               |
| Month 3  | $-230459.98              | $-3336612.67                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| MonotaRO Co. Ltd.                                      | MonotaRO Co. Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3000 | NS      | $42257.66     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ubisoft Entertainment SA                               | Ubisoft Entertainment SA                                   | CUSIP: N/A<br>LEI: 969500I7C8V1LBIMSM05       | Long             | EC               | CORP              | FR        |      1162 | NS      | $32827.49     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SKF AB                                                 | SKF AB, Class B                                            | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |      4613 | NS      | $70456.78     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Square Enix Holdings Co. Ltd.                          | Square Enix Holdings Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |      1000 | NS      | $46425.46     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd.                                 | Mineral Resources Ltd.                                     | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               | CORP              | AU        |      2132 | NS      | $111837.22    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Partners Group Holding AG                              | Partners Group Holding AG                                  | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |       287 | NS      | $254133.86    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| TOTO Ltd.                                              | TOTO Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $57663.11     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Orange SA                                              | Orange SA                                                  | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     25324 | NS      | $251267.81    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| MEIJI Holdings Co. Ltd.                                | MEIJI Holdings Co. Ltd.                                    | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |      1500 | NS      | $76887.31     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                           | Mizuho Financial Group, Inc.                               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     30370 | NS      | $427861.50    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui & Co. Ltd.                                      | Mitsui & Co. Ltd.                                          | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     18200 | NS      | $530088.22    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Yaskawa Electric Corp.                                 | Yaskawa Electric Corp.                                     | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |      2900 | NS      | $92525.72     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Euronext NV                                            | Euronext NV                                                | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      1072 | NS      | $79361.53     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sagax AB                                               | Sagax AB, Class B                                          | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |      2393 | NS      | $54369.64     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Experian plc                                           | Experian plc                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |     11689 | NS      | $395886.97    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Novozymes A/S                                          | Novozymes A/S, Class B                                     | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |      2560 | NS      | $129878.30    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                | Idemitsu Kosan Co. Ltd.                                    | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |      2425 | NS      | $56773.10     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Evonik Industries AG                                   | Evonik Industries AG                                       | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      2692 | NS      | $51346.76     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Scentre Group                                          | Scentre Group                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     66680 | NS      | $129796.65    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Aeroports de Paris                                     | Aeroports de Paris                                         | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |       395 | NS      | $52918.81     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                       | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |     15400 | NS      | $651311.64    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Puma SE                                                | Puma SE                                                    | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Long             | EC               | CORP              | DE        |      1324 | NS      | $80026.93     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bachem Holding AG                                      | Bachem Holding AG                                          | CUSIP: N/A<br>LEI: 506700S81111XI7TG884       | Long             | EC               | CORP              | CH        |       390 | NS      | $33840.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Oji Holdings Corp.                                     | Oji Holdings Corp.                                         | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |      9600 | NS      | $38774.28     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Evolution AB                                           | Evolution AB                                               | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |      2298 | NS      | $223835.42    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Keppel Corp. Ltd.                                      | Keppel Corp. Ltd.                                          | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |     19002 | NS      | $103051.26    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Getinge AB                                             | Getinge AB, Class B                                        | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Long             | EC               | CORP              | SE        |      2861 | NS      | $59481.91     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinnevik AB                                            | Kinnevik AB, Class B                                       | CUSIP: N/A<br>LEI: 2138006PZH76JOS6MN27       | Long             | EC               | CORP              | SE        |      2905 | NS      | $39984.92     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| T&D Holdings, Inc.                                     | T&D Holdings, Inc.                                         | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |      6400 | NS      | $91614.36     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG          | Muenchener Rueckversicherungs-Gesellschaft AG (Registered) | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      1782 | NS      | $576424.92    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Grab Holdings Ltd.                                     | Grab Holdings Ltd., Class A                                | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | KY        |     16427 | NS      | $52894.94     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Unibail-Rodamco-Westfield                              | Unibail-Rodamco-Westfield                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      1573 | NS      | $82230.46     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CNH Industrial NV                                      | CNH Industrial NV                                          | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     13131 | NS      | $210647.52    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Healthineers AG                                | Siemens Healthineers AG                                    | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |      3577 | NS      | $178426.66    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Rio Tinto Ltd.                                         | Rio Tinto Ltd.                                             | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |      4761 | NS      | $375764.72    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Odakyu Electric Railway Co. Ltd.                       | Odakyu Electric Railway Co. Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3500 | NS      | $45326.52     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Telenor ASA                                            | Telenor ASA                                                | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      8961 | NS      | $83722.41     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Mirvac Group                                           | Mirvac Group                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     49339 | NS      | $71379.81     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Keisei Electric Railway Co. Ltd.                       | Keisei Electric Railway Co. Ltd.                           | CUSIP: N/A<br>LEI: 529900VNP95IIHXPCY17       | Long             | EC               | CORP              | JP        |      1600 | NS      | $45458.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Umicore SA                                             | Umicore SA                                                 | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |      2657 | NS      | $97723.93     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa House Industry Co. Ltd.                          | Daiwa House Industry Co. Ltd.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7600 | NS      | $175075.57    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| EQT AB                                                 | EQT AB                                                     | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |      3709 | NS      | $78798.74     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sea Ltd.                                               | Sea Ltd.                                                   | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      4676 | NS      | $243292.28    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Advantest Corp.                                        | Advantest Corp.                                            | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      2500 | NS      | $160121.48    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                   | Infrastrutture Wireless Italiane SpA                       | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |      4226 | NS      | $42632.79     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| IDP Education Ltd.                                     | IDP Education Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      2611 | NS      | $48118.73     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                         | Atlas Copco AB, Class B                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     19432 | NS      | $207332.64    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Ajinomoto Co., Inc.                                    | Ajinomoto Co., Inc.                                        | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |      5700 | NS      | $174211.04    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Indutrade AB                                           | Indutrade AB                                               | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |      3433 | NS      | $69619.50     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Anglo American plc                                     | Anglo American plc                                         | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |     16043 | NS      | $628242.09    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Mapletree Pan Asia Commercial Trust                    | Mapletree Pan Asia Commercial Trust                        | CUSIP: N/A<br>LEI: 549300BF18K4IC5LZ208       | Long             | EC               | CORP              | SG        |     29200 | NS      | $36483.66     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Antofagasta plc                                        | Antofagasta plc                                            | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |      4848 | NS      | $90500.56     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                               | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     49047 | NS      | $597449.61    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Symrise AG                                             | Symrise AG                                                 | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |      1720 | NS      | $186800.70    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| NN Group NV                                            | NN Group NV                                                | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      3596 | NS      | $147048.36    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| RWE AG                                                 | RWE AG                                                     | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      8207 | NS      | $362812.84    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Zalando SE                                             | Zalando SE                                                 | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |      2782 | NS      | $97939.82     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Suncorp Group Ltd.                                     | Suncorp Group Ltd.                                         | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |     15622 | NS      | $127300.76    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ENEOS Holdings, Inc.                                   | ENEOS Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |     39550 | NS      | $134684.22    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Subaru Corp.                                           | Subaru Corp.                                               | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |      7800 | NS      | $118092.61    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Futu Holdings Ltd.                                     | Futu Holdings Ltd.                                         | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |       632 | NS      | $25690.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vestas Wind Systems A/S                                | Vestas Wind Systems A/S                                    | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |     12748 | NS      | $371867.61    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Azbil Corp.                                            | Azbil Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $40171.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lixil Corp.                                            | Lixil Corp.                                                | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |      3500 | NS      | $52766.38     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sony Group Corp.                                       | Sony Group Corp.                                           | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     16000 | NS      | $1219545.93   | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| Newcrest Mining Ltd.                                   | Newcrest Mining Ltd.                                       | CUSIP: N/A<br>LEI: 5299006MN50OZJUJI655       | Long             | EC               | CORP              | AU        |     11178 | NS      | $156741.43    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| CSL Ltd.                                               | CSL Ltd.                                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      6104 | NS      | $1190243.99   | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                         | Atlas Copco AB, Class A                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     34375 | NS      | $407288.70    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Toray Industries, Inc.                                 | Toray Industries, Inc.                                     | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |     16800 | NS      | $93431.01     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Link REIT                                              | Link REIT                                                  | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |     26700 | NS      | $195372.98    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Prologis REIT, Inc.                             | Nippon Prologis REIT, Inc.                                 | CUSIP: N/A<br>LEI: 353800PHBMSDLAFURY41       | Long             | EC               | CORP              | JP        |        27 | NS      | $63303.56     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Iida Group Holdings Co. Ltd.                           | Iida Group Holdings Co. Ltd.                               | CUSIP: N/A<br>LEI: 35380051BV8PV1I4S949       | Long             | EC               | CORP              | JP        |      2000 | NS      | $30366.10     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Adyen NV                                               | Adyen NV                                                   | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       272 | NS      | $377603.97    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| CK Infrastructure Holdings Ltd.                        | CK Infrastructure Holdings Ltd.                            | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |      9000 | NS      | $46962.36     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Goodman Group                                          | Goodman Group                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     21570 | NS      | $253670.84    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Informa plc                                            | Informa plc                                                | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |     19097 | NS      | $142459.10    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                         | Commonwealth Bank of Australia                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |     21561 | NS      | $1497515.84   | 0.82%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                         | Nissin Foods Holdings Co. Ltd.                             | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |       800 | NS      | $63355.55     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Demant A/S                                             | Demant A/S                                                 | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |      1367 | NS      | $38119.78     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Amadeus IT Group SA                                    | Amadeus IT Group SA                                        | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |      5665 | NS      | $293887.58    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| JDE Peet's NV                                          | JDE Peet's NV                                              | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |      1309 | NS      | $37862.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Jeronimo Martins SGPS SA                               | Jeronimo Martins SGPS SA                                   | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |      3761 | NS      | $81371.11     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Kong & China Gas Co. Ltd.                         | Hong Kong & China Gas Co. Ltd.                             | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |    140220 | NS      | $132985.83    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Julius Baer Group Ltd.                                 | Julius Baer Group Ltd.                                     | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |      2750 | NS      | $160053.09    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Prysmian SpA                                           | Prysmian SpA                                               | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |      3194 | NS      | $118674.76    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Halma plc                                              | Halma plc                                                  | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |      4761 | NS      | $113382.98    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Asahi Kasei Corp.                                      | Asahi Kasei Corp.                                          | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |     15700 | NS      | $111761.75    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Metropolitan Fund Investment Corp.               | Japan Metropolitan Fund Investment Corp.                   | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |        88 | NS      | $70005.24     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Danone SA                                              | Danone SA                                                  | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |      8255 | NS      | $435085.82    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Solvay SA                                              | Solvay SA                                                  | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |       973 | NS      | $98376.21     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi                                                 | Sanofi                                                     | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     14507 | NS      | $1398860.48   | 0.77%             |  |  |  | No            | 2                  | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                     | Oversea-Chinese Banking Corp. Ltd.                         | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     42535 | NS      | $386899.99    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Next plc                                               | Next plc                                                   | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      1718 | NS      | $120381.57    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Post Bank Co. Ltd.                               | Japan Post Bank Co. Ltd.                                   | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |      5400 | NS      | $46293.94     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Toshiba Corp.                                          | Toshiba Corp.                                              | CUSIP: N/A<br>LEI: 549300LBHTST91VKHO68       | Long             | EC               | CORP              | JP        |      5000 | NS      | $173746.54    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortescue Metals Group Ltd.                            | Fortescue Metals Group Ltd.                                | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     21176 | NS      | $295980.23    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| GSK plc                                                | GSK plc                                                    | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     51476 | NS      | $889671.79    | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Brambles Ltd.                                          | Brambles Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     18347 | NS      | $150456.51    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkeley Group Holdings plc                            | Berkeley Group Holdings plc                                | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |      1414 | NS      | $64463.38     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Corp.                                         | Sumitomo Corp.                                             | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     14200 | NS      | $236047.87    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Airlines Co. Ltd.                                | Japan Airlines Co. Ltd.                                    | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |      1500 | NS      | $30551.51     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fastighets AB Balder                                   | Fastighets AB Balder, Class B                              | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |      7698 | NS      | $35928.73     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Daito Trust Construction Co. Ltd.                      | Daito Trust Construction Co. Ltd.                          | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |       800 | NS      | $81906.30     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                 | Koninklijke Philips NV                                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |     11111 | NS      | $167189.69    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Brenntag SE                                            | Brenntag SE                                                | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |      2046 | NS      | $130483.40    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Logitech International SA                              | Logitech International SA (Registered)                     | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |      2185 | NS      | $135490.67    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| British American Tobacco plc                           | British American Tobacco plc                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     27253 | NS      | $1078078.37   | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| Melrose Industries plc                                 | Melrose Industries plc                                     | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |     53740 | NS      | $86580.76     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Swedbank AB                                            | Swedbank AB, Class A                                       | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |     11445 | NS      | $194668.78    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Sino Land Co. Ltd.                                     | Sino Land Co. Ltd.                                         | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |     45311 | NS      | $56515.77     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Smurfit Kappa Group plc                                | Smurfit Kappa Group plc                                    | CUSIP: N/A<br>LEI: 635400CPLP8H5ITDVT56       | Long             | EC               | CORP              | IE        |      3082 | NS      | $114220.01    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Recruit Holdings Co. Ltd.                              | Recruit Holdings Co. Ltd.                                  | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     18100 | NS      | $566565.80    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Kirin Holdings Co. Ltd.                                | Kirin Holdings Co. Ltd.                                    | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     10400 | NS      | $158510.98    | 0.09%             |  |  |  | No            | 2                  | On Loan: —       |
| Komatsu Ltd.                                           | Komatsu Ltd.                                               | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |     11600 | NS      | $250723.86    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| JSR Corp.                                              | JSR Corp.                                                  | CUSIP: N/A<br>LEI: 353800TL8FC0AWR22506       | Long             | EC               | CORP              | JP        |      2200 | NS      | $43078.79     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| adidas AG                                              | adidas AG                                                  | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |      2173 | NS      | $294498.94    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Entain plc                                             | Entain plc                                                 | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |      7296 | NS      | $116189.31    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sartorius Stedim Biotech                               | Sartorius Stedim Biotech                                   | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |       340 | NS      | $110489.15    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sartorius AG                                           | Sartorius AG (Preference)                                  | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |       308 | NS      | $121621.81    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Budweiser Brewing Co. APAC Ltd.                        | Budweiser Brewing Co. APAC Ltd.                            | CUSIP: N/A<br>LEI: 549300YF1MR4GTF18132       | Long             | EC               | CORP              | KY        |     22100 | NS      | $69084.52     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sika AG                                                | Sika AG (Registered)                                       | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |      1865 | NS      | $448352.00    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Galaxy Entertainment Group Ltd.                        | Galaxy Entertainment Group Ltd.                            | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |     28000 | NS      | $184090.37    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                           | Dai-ichi Life Holdings, Inc.                               | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |     12800 | NS      | $289067.19    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| NGK Insulators Ltd.                                    | NGK Insulators Ltd.                                        | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |      2900 | NS      | $36765.03     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Whitbread plc                                          | Whitbread plc                                              | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |      2676 | NS      | $82738.11     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Keio Corp.                                             | Keio Corp.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $43955.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| La Francaise des Jeux SAEM                             | La Francaise des Jeux SAEM                                 | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |      1366 | NS      | $54965.84     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Boerse AG                                     | Deutsche Boerse AG                                         | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      2407 | NS      | $414461.79    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Sonic Healthcare Ltd.                                  | Sonic Healthcare Ltd.                                      | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      5750 | NS      | $117018.38    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SBI Holdings, Inc.                                     | SBI Holdings, Inc.                                         | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |      2945 | NS      | $56110.41     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Compass Group plc                                      | Compass Group plc                                          | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     22354 | NS      | $516199.31    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitto Denko Corp.                                      | Nitto Denko Corp.                                          | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |      1900 | NS      | $109429.92    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.                  | Wharf Real Estate Investment Co. Ltd.                      | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |     21953 | NS      | $127857.34    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                         | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |    342199 | NS      | $346550.97    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| D'ieteren Group                                        | D'ieteren Group                                            | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |       313 | NS      | $60068.76     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tosoh Corp.                                            | Tosoh Corp.                                                | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |      3500 | NS      | $41620.73     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Capitaland Investment Ltd.                             | Capitaland Investment Ltd.                                 | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |     34092 | NS      | $94219.84     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Clariant AG                                            | Clariant AG (Registered)                                   | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Long             | EC               | CORP              | CH        |      2648 | NS      | $42054.05     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AP Moller - Maersk A/S                                 | AP Moller - Maersk A/S, Class B                            | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |        67 | NS      | $149986.53    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                 | Mercedes-Benz Group AG                                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |     10244 | NS      | $669905.88    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Elisa OYJ                                              | Elisa OYJ                                                  | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      1747 | NS      | $92600.02     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Treasury Wine Estates Ltd.                             | Treasury Wine Estates Ltd.                                 | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |      9555 | NS      | $88273.04     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Adecco Group AG                                        | Adecco Group AG (Registered)                               | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |      2047 | NS      | $67335.78     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | EURO STOXX 50 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        15 | NC      | $-19952.56    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EssilorLuxottica SA                                    | EssilorLuxottica SA                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       123 | NS      | $22254.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Valeo                                                  | Valeo                                                      | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |      2890 | NS      | $51638.07     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Neste OYJ                                              | Neste OYJ                                                  | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |      5345 | NS      | $246495.30    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB, Class A                          | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |     18412 | NS      | $185371.92    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Argenx SE                                              | Argenx SE                                                  | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |       697 | NS      | $261658.03    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Coloplast A/S                                          | Coloplast A/S, Class B                                     | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |      1524 | NS      | $178540.74    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Just Eat Takeaway.com NV                               | Just Eat Takeaway.com NV                                   | CUSIP: N/A<br>LEI: 724500FVZIBSSQ7SHI95       | Long             | EC               | CORP              | NL        |      2264 | NS      | $48188.18     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kongsberg Gruppen ASA                                  | Kongsberg Gruppen ASA                                      | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |      1124 | NS      | $47841.70     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Groupe Bruxelles Lambert NV                            | Groupe Bruxelles Lambert NV                                | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |       873 | NS      | $69768.18     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Endeavour Group Ltd.                                   | Endeavour Group Ltd.                                       | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |     17790 | NS      | $77420.70     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Gas Co. Ltd.                                     | Tokyo Gas Co. Ltd.                                         | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      4800 | NS      | $93983.05     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    213150 | NS      | $405584.52    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                   | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    881111 | NS      | $480834.27    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Ireland Group plc                              | Bank of Ireland Group plc                                  | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     13611 | NS      | $129703.58    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Akzo Nobel NV                                          | Akzo Nobel NV                                              | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |      2373 | NS      | $159234.40    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Delivery Hero SE                                       | Delivery Hero SE                                           | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |      2084 | NS      | $100010.67    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     13964 | NS      | $795098.91    | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Sonova Holding AG                                      | Sonova Holding AG (Registered)                             | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       702 | NS      | $166724.14    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | SPI 200 Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         1 | NC      | $-3235.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Remy Cointreau SA                                      | Remy Cointreau SA                                          | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Long             | EC               | CORP              | FR        |       300 | NS      | $50584.08     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamaha Motor Co. Ltd.                                  | Yamaha Motor Co. Ltd.                                      | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |      3700 | NS      | $83624.68     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA                          | Industria de Diseno Textil SA                              | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |     13893 | NS      | $369012.67    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Lasertec Corp.                                         | Lasertec Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1000 | NS      | $163270.70    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Legal & General Group plc                              | Legal & General Group plc                                  | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |     73837 | NS      | $221373.26    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Svenska Cellulosa AB SCA                               | Svenska Cellulosa AB SCA, Class B                          | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |      7777 | NS      | $98493.17     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Holdings, Inc.                   | Sumitomo Mitsui Trust Holdings, Inc.                       | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |      4100 | NS      | $143071.73    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain                                    | Cie de Saint-Gobain                                        | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      6290 | NS      | $307712.12    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Lottery Corp. Ltd. (The)                               | Lottery Corp. Ltd. (The)                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     27737 | NS      | $84544.69     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Dexus                                                  | Dexus                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     14431 | NS      | $75763.67     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ZOZO, Inc.                                             | ZOZO, Inc.                                                 | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |      1400 | NS      | $34574.06     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Pandora A/S                                            | Pandora A/S                                                | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      1226 | NS      | $86655.51     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Kering SA                                              | Kering SA                                                  | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |       950 | NS      | $483481.52    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Post AG                                       | Deutsche Post AG (Registered)                              | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |     12528 | NS      | $468881.37    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Auckland International Airport Ltd.                    | Auckland International Airport Ltd.                        | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |     15598 | NS      | $77359.69     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale                       | Terna - Rete Elettrica Nazionale                           | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |     17272 | NS      | $127557.19    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Swiss Life Holding AG                                  | Swiss Life Holding AG (Registered)                         | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |       404 | NS      | $208245.43    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Shimizu Corp.                                          | Shimizu Corp.                                              | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |      7300 | NS      | $38952.29     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ipsen SA                                               | Ipsen SA                                                   | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |       501 | NS      | $53887.88     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Shimano, Inc.                                          | Shimano, Inc.                                              | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |       900 | NS      | $142217.01    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                 | Chocoladefabriken Lindt & Spruengli AG                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        14 | NS      | $142660.55    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Dentsu Group, Inc.                                     | Dentsu Group, Inc.                                         | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |      2600 | NS      | $81563.78     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sun Hung Kai Properties Ltd.                           | Sun Hung Kai Properties Ltd.                               | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |     19000 | NS      | $259528.06    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Temenos AG                                             | Temenos AG (Registered)                                    | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |       885 | NS      | $48686.77     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Sanso Holdings Corp.                            | Nippon Sanso Holdings Corp.                                | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |      2200 | NS      | $31867.91     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Honda Motor Co. Ltd.                                   | Honda Motor Co. Ltd.                                       | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |     20900 | NS      | $476708.26    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                             | Mitsubishi Estate Co. Ltd.                                 | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |     15000 | NS      | $194303.67    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Tobu Railway Co. Ltd.                                  | Tobu Railway Co. Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $58312.47     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                           | Dai Nippon Printing Co. Ltd.                               | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |      2700 | NS      | $54241.84     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ageas SA                                               | Ageas SA                                                   | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |      2041 | NS      | $90563.05     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Orion OYJ                                              | Orion OYJ, Class B                                         | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      1385 | NS      | $75929.97     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hamamatsu Photonics KK                                 | Hamamatsu Photonics KK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $81137.15     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Mapletree Logistics Trust                              | Mapletree Logistics Trust                                  | CUSIP: N/A<br>LEI: 549300M9EBZIYH387075       | Long             | EC               | CORP              | SG        |     43932 | NS      | $52239.94     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                   | MS&AD Insurance Group Holdings, Inc.                       | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |      5600 | NS      | $179031.04    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Thales SA                                              | Thales SA                                                  | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      1328 | NS      | $169677.01    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                           | UBS Group AG (Registered)                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     42583 | NS      | $791457.29    | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Hexagon AB                                             | Hexagon AB, Class B                                        | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |     25247 | NS      | $264717.12    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Severn Trent plc                                       | Severn Trent plc                                           | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |      3146 | NS      | $100508.86    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Eni SpA                                                | Eni SpA                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     32110 | NS      | $456587.14    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Vinci SA                                               | Vinci SA                                                   | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      6839 | NS      | $681759.48    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Publicis Groupe SA                                     | Publicis Groupe SA                                         | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |      2949 | NS      | $188388.97    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                    | LVMH Moet Hennessy Louis Vuitton SE                        | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |      3521 | NS      | $2562208.03   | 1.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Ocado Group plc                                        | Ocado Group plc                                            | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | EC               | CORP              | GB        |      7304 | NS      | $54217.74     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Panasonic Holdings Corp.                               | Panasonic Holdings Corp.                                   | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |     27600 | NS      | $230984.99    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Teleperformance                                        | Teleperformance                                            | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |       735 | NS      | $175713.10    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| RELX plc                                               | RELX plc                                                   | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     24591 | NS      | $679892.77    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Nihon M&A Center Holdings, Inc.                        | Nihon M&A Center Holdings, Inc.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3800 | NS      | $46758.05     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Prudential plc                                         | Prudential plc                                             | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     34524 | NS      | $470744.93    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui OSK Lines Ltd.                                  | Mitsui OSK Lines Ltd.                                      | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |      4200 | NS      | $104948.94    | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| SEB SA                                                 | SEB SA                                                     | CUSIP: N/A<br>LEI: 969500WP61NBK098AC47       | Long             | EC               | CORP              | FR        |       330 | NS      | $27687.55     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| City Developments Ltd.                                 | City Developments Ltd.                                     | CUSIP: N/A<br>LEI: 254900BPLPJS0RJ72373       | Long             | EC               | CORP              | SG        |      5431 | NS      | $33386.11     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                    | Rakuten Group, Inc.                                        | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |     10400 | NS      | $46873.55     | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Azrieli Group Ltd.                                     | Azrieli Group Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       564 | NS      | $37612.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Glencore plc                                           | Glencore plc                                               | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    125349 | NS      | $835908.25    | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| CK Asset Holdings Ltd.                                 | CK Asset Holdings Ltd.                                     | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |     25159 | NS      | $154304.53    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| HelloFresh SE                                          | HelloFresh SE                                              | CUSIP: N/A<br>LEI: 391200ZAF4V6XD2M9G57       | Long             | EC               | CORP              | DE        |      2085 | NS      | $45504.82     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Schindler Holding AG                                   | Schindler Holding AG                                       | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |       508 | NS      | $95545.83     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                     | Koninklijke KPN NV                                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     41295 | NS      | $127818.63    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Grifols SA                                             | Grifols SA                                                 | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |      3727 | NS      | $43040.95     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayer AG                                               | Bayer AG (Registered)                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     12414 | NS      | $638949.87    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Croda International plc                                | Croda International plc                                    | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      1754 | NS      | $139580.83    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Lifco AB                                               | Lifco AB, Class B                                          | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |      2916 | NS      | $48808.88     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp. Japan                                     | Oracle Corp. Japan                                         | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |       500 | NS      | $32510.76     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| QBE Insurance Group Ltd.                               | QBE Insurance Group Ltd.                                   | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     18704 | NS      | $169677.01    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Airbus SE                                              | Airbus SE                                                  | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |      7517 | NS      | $893790.11    | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                | Daiichi Sankyo Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |     22239 | NS      | $715799.81    | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| St. James's Place plc                                  | St. James's Place plc                                      | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |      6981 | NS      | $91963.27     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| AXA SA                                                 | AXA SA                                                     | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     23648 | NS      | $658727.77    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| VAT Group AG                                           | VAT Group AG                                               | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |       338 | NS      | $92786.90     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| HKT Trust & HKT Ltd.                                   | HKT Trust & HKT Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     50100 | NS      | $61328.61     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kobayashi Pharmaceutical Co. Ltd.                      | Kobayashi Pharmaceutical Co. Ltd.                          | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Long             | EC               | CORP              | JP        |       600 | NS      | $41125.56     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Schneider Electric SE                                  | Schneider Electric SE                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      6900 | NS      | $968999.08    | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| OMV AG                                                 | OMV AG                                                     | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |      1883 | NS      | $96863.34     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Aegon NV                                               | Aegon NV                                                   | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |     23684 | NS      | $119999.17    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| M&G plc                                                | M&G plc                                                    | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |     33500 | NS      | $75752.17     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Electron Ltd.                                    | Tokyo Electron Ltd.                                        | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      1900 | NS      | $558274.58    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Telstra Group Ltd.                                     | Telstra Group Ltd.                                         | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     51980 | NS      | $140576.93    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| New World Development Co. Ltd.                         | New World Development Co. Ltd.                             | CUSIP: N/A<br>LEI: 2549008GWMWXTIRL4S48       | Long             | EC               | CORP              | HK        |     18361 | NS      | $51505.86     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Leumi Le-Israel BM                                | Bank Leumi Le-Israel BM                                    | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     19532 | NS      | $162678.26    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Check Point Software Technologies Ltd.                 | Check Point Software Technologies Ltd.                     | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |      1329 | NS      | $167666.64    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Shinyaku Co. Ltd.                               | Nippon Shinyaku Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $34049.80     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Groupe Bruxelles Lambert NV                            | Groupe Bruxelles Lambert NV                                | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |       477 | NS      | $38291.03     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rheinmetall AG                                         | Rheinmetall AG                                             | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |       547 | NS      | $108894.71    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Scout24 SE                                             | Scout24 SE                                                 | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |      1127 | NS      | $56726.05     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ANZ Group Holdings Ltd.                                | ANZ Group Holdings Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     38055 | NS      | $613024.61    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Persol Holdings Co. Ltd.                               | Persol Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               | CORP              | JP        |      2400 | NS      | $51047.38     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Getlink SE                                             | Getlink SE                                                 | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |      5724 | NS      | $91659.33     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Meridian Energy Ltd.                                   | Meridian Energy Ltd.                                       | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               | CORP              | NZ        |     17039 | NS      | $56674.91     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hermes International                                   | Hermes International                                       | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       404 | NS      | $625332.43    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | SGX Nikkei 225 Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         2 | NC      | $-14724.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                        | Telefonaktiebolaget LM Ericsson, Class B                   | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     36722 | NS      | $215169.34    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Resona Holdings, Inc.                                  | Resona Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     29300 | NS      | $160927.85    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Alstom SA                                              | Alstom SA                                                  | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |      3965 | NS      | $97010.18     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Amundi SA                                              | Amundi SA                                                  | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |       804 | NS      | $45594.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hitachi Ltd.                                           | Hitachi Ltd.                                               | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     12300 | NS      | $618890.23    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    216113 | NS      | $646202.70    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Enel SpA                                               | Enel SpA                                                   | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    103984 | NS      | $559240.98    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi HC Capital, Inc.                            | Mitsubishi HC Capital, Inc.                                | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |      8300 | NS      | $40823.97     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Eisai Co. Ltd.                                         | Eisai Co. Ltd.                                             | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |      3300 | NS      | $217641.89    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Eiffage SA                                             | Eiffage SA                                                 | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      1069 | NS      | $105151.29    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                  | Westpac Banking Corp.                                      | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |     44011 | NS      | $696760.47    | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Chemical Co. Ltd.                             | Sumitomo Chemical Co. Ltd.                                 | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |     17900 | NS      | $64182.67     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Liquide SA                                         | Air Liquide SA                                             | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      6675 | NS      | $947419.05    | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Post Insurance Co. Ltd.                          | Japan Post Insurance Co. Ltd.                              | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |      2300 | NS      | $40450.40     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Imperial Brands plc                                    | Imperial Brands plc                                        | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     11350 | NS      | $282741.43    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Nidec Corp.                                            | Nidec Corp.                                                | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |      5800 | NS      | $298463.07    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Baloise Holding AG                                     | Baloise Holding AG (Registered)                            | CUSIP: N/A<br>LEI: 529900G5XKBZN48T6283       | Long             | EC               | CORP              | CH        |       599 | NS      | $92369.85     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Venture Corp. Ltd.                                     | Venture Corp. Ltd.                                         | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |      3600 | NS      | $45886.27     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Abrdn plc                                              | Abrdn plc                                                  | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | EC               | CORP              | GB        |     28351 | NS      | $64424.73     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Power Assets Holdings Ltd.                             | Power Assets Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |     18500 | NS      | $101111.20    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Gjensidige Forsikring ASA                              | Gjensidige Forsikring ASA                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |      2659 | NS      | $52153.67     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa Securities Group, Inc.                           | Daiwa Securities Group, Inc.                               | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |     18500 | NS      | $81747.90     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Aristocrat Leisure Ltd.                                | Aristocrat Leisure Ltd.                                    | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      7630 | NS      | $157222.30    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Wolters Kluwer NV                                      | Wolters Kluwer NV                                          | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      3329 | NS      | $348330.96    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Shionogi & Co. Ltd.                                    | Shionogi & Co. Ltd.                                        | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |      3300 | NS      | $164647.36    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA            | Mediobanca Banca di Credito Finanziario SpA                | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |      7311 | NS      | $70251.88     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Electrolux AB                                          | Electrolux AB, Class B                                     | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | EC               | CORP              | SE        |      2964 | NS      | $40046.38     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GEA Group AG                                           | GEA Group AG                                               | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      1958 | NS      | $79627.07     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA         | Recordati Industria Chimica e Farmaceutica SpA             | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |      1390 | NS      | $57779.25     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Pilbara Minerals Ltd.                                  | Pilbara Minerals Ltd.                                      | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |     32264 | NS      | $81700.48     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Toho Co. Ltd.                                          | Toho Co. Ltd.                                              | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |      1500 | NS      | $57818.82     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Alfa Laval AB                                          | Alfa Laval AB                                              | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |      3904 | NS      | $112932.33    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurofins Scientific SE                                 | Eurofins Scientific SE                                     | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |      1690 | NS      | $121338.98    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Shiseido Co. Ltd.                                      | Shiseido Co. Ltd.                                          | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |      5200 | NS      | $254871.38    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Tesco plc                                              | Tesco plc                                                  | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     96771 | NS      | $260785.20    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| FANUC Corp.                                            | FANUC Corp.                                                | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |      2500 | NS      | $374116.45    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Iberdrola SA                                           | Iberdrola SA                                               | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     76864 | NS      | $897272.12    | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                            | Cie Financiere Richemont SA (Registered)                   | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      6659 | NS      | $863405.69    | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Carl Zeiss Meditec AG                                  | Carl Zeiss Meditec AG                                      | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Long             | EC               | CORP              | DE        |       529 | NS      | $66492.09     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Randstad NV                                            | Randstad NV                                                | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |      1562 | NS      | $95441.97     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyocera Corp.                                          | Kyocera Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4100 | NS      | $203510.42    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Knorr-Bremse AG                                        | Knorr-Bremse AG                                            | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |       925 | NS      | $50322.23     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Industrivarden AB                                      | Industrivarden AB, Class C                                 | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |      1883 | NS      | $45686.21     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Davide Campari-Milano NV                               | Davide Campari-Milano NV                                   | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |      6845 | NS      | $69492.53     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Europacific Partners plc                     | Coca-Cola Europacific Partners plc                         | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |      2626 | NS      | $145270.32    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Commerzbank AG                                         | Commerzbank AG                                             | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |     13381 | NS      | $125107.28    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Snam SpA                                               | Snam SpA                                                   | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |     25938 | NS      | $125769.22    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| 3i Group plc                                           | 3i Group plc                                               | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     12301 | NS      | $198382.46    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Moncler SpA                                            | Moncler SpA                                                | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |      2575 | NS      | $136827.51    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Fast Retailing Co. Ltd.                                | Fast Retailing Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |       800 | NS      | $486826.85    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| BP plc                                                 | BP plc                                                     | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    239288 | NS      | $1380677.82   | 0.76%             |  |  |  | No            | 2                  | On Loan: No      |
| Associated British Foods plc                           | Associated British Foods plc                               | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |      4434 | NS      | $84063.19     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Orkla ASA                                              | Orkla ASA                                                  | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |      9790 | NS      | $70657.68     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Amplifon SpA                                           | Amplifon SpA                                               | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               | CORP              | IT        |      1578 | NS      | $47118.75     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Telecommunications Ltd.                      | Singapore Telecommunications Ltd.                          | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |    105750 | NS      | $202753.75    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Renault SA                                             | Renault SA                                                 | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |      2327 | NS      | $77648.85     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Aena SME SA                                            | Aena SME SA                                                | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |       947 | NS      | $118714.44    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| EDP - Energias de Portugal SA                          | EDP - Energias de Portugal SA                              | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |     34499 | NS      | $171970.88    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ASM International NV                                   | ASM International NV                                       | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       595 | NS      | $150972.15    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Enagas SA                                              | Enagas SA                                                  | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |      3015 | NS      | $50134.98     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CyberAgent, Inc.                                       | CyberAgent, Inc.                                           | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |      5200 | NS      | $46294.48     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hikari Tsushin, Inc.                                   | Hikari Tsushin, Inc.                                       | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |       300 | NS      | $42226.27     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TIS, Inc.                                              | TIS, Inc.                                                  | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |      2900 | NS      | $76217.14     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Chiba Bank Ltd. (The)                                  | Chiba Bank Ltd. (The)                                      | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |      6300 | NS      | $45965.70     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ricoh Co. Ltd.                                         | Ricoh Co. Ltd.                                             | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |      7200 | NS      | $54800.25     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Legrand SA                                             | Legrand SA                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      3421 | NS      | $274301.71    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Israel Discount Bank Ltd.                              | Israel Discount Bank Ltd., Class A                         | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     15550 | NS      | $81636.35     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Telia Co. AB                                           | Telia Co. AB                                               | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |     33556 | NS      | $85744.64     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Sodexo SA                                              | Sodexo SA                                                  | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      1160 | NS      | $110987.01    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Computershare Ltd.                                     | Computershare Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      6833 | NS      | $120370.39    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BioMerieux                                             | BioMerieux                                                 | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |       551 | NS      | $57890.04     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fresenius Medical Care AG & Co. KGaA                   | Fresenius Medical Care AG & Co. KGaA                       | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |      2588 | NS      | $84530.67     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SCSK Corp.                                             | SCSK Corp.                                                 | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |      2100 | NS      | $31787.15     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intertek Group plc                                     | Intertek Group plc                                         | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      2023 | NS      | $98423.39     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Wesfarmers Ltd.                                        | Wesfarmers Ltd.                                            | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |     14469 | NS      | $451249.09    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Washington H Soul Pattinson & Co. Ltd.                 | Washington H Soul Pattinson & Co. Ltd.                     | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Long             | EC               | CORP              | AU        |      2711 | NS      | $50861.94     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Tobacco, Inc.                                    | Japan Tobacco, Inc.                                        | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |     15000 | NS      | $302403.51    | 0.17%             |  |  |  | No            | 2                  | On Loan: —       |
| Nexi SpA                                               | Nexi SpA                                                   | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |      7615 | NS      | $60112.35     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SMC Corp.                                              | SMC Corp.                                                  | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |       800 | NS      | $334043.05    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Investor AB                                            | Investor AB, Class A                                       | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |      6238 | NS      | $116056.10    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Gecina SA                                              | Gecina SA                                                  | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |       601 | NS      | $61229.89     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kajima Corp.                                           | Kajima Corp.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5200 | NS      | $60514.04     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hoya Corp.                                             | Hoya Corp.                                                 | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      4700 | NS      | $450159.35    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| ESR Group Ltd.                                         | ESR Group Ltd.                                             | CUSIP: N/A<br>LEI: 549300C81AR42BZUFZ09       | Long             | EC               | CORP              | KY        |     25200 | NS      | $52681.77     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                   | Kyowa Kirin Co. Ltd.                                       | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |      3500 | NS      | $80163.96     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Ibiden Co. Ltd.                                        | Ibiden Co. Ltd.                                            | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |      1300 | NS      | $46881.25     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     10298 | NS      | $258311.54    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Genting Singapore Ltd.                                 | Genting Singapore Ltd.                                     | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |     80400 | NS      | $57378.12     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Osaka Gas Co. Ltd.                                     | Osaka Gas Co. Ltd.                                         | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |      5000 | NS      | $80565.51     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Open House Group Co. Ltd.                              | Open House Group Co. Ltd.                                  | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               | CORP              | JP        |      1000 | NS      | $36409.88     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Electric Industries Ltd.                      | Sumitomo Electric Industries Ltd.                          | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |      9200 | NS      | $103945.73    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Itochu Techno-Solutions Corp.                          | Itochu Techno-Solutions Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $30154.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ABB Ltd.                                               | ABB Ltd. (Registered)                                      | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     19989 | NS      | $609215.10    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| London Stock Exchange Group plc                        | London Stock Exchange Group plc                            | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |      4205 | NS      | $361298.64    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| BAE Systems plc                                        | BAE Systems plc                                            | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     39552 | NS      | $408509.00    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                            | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |      8480 | NS      | $167251.98    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Kobe Bussan Co. Ltd.                                   | Kobe Bussan Co. Ltd.                                       | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |      2000 | NS      | $57642.42     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Northern Star Resources Ltd.                           | Northern Star Resources Ltd.                               | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     15205 | NS      | $113783.83    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Investor AB                                            | Investor AB, Class B                                       | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |     23445 | NS      | $424376.95    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Kao Corp.                                              | Kao Corp.                                                  | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |      6200 | NS      | $246142.80    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Tsusho Corp.                                    | Toyota Tsusho Corp.                                        | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      2800 | NS      | $102996.17    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                          | Koninklijke Ahold Delhaize NV                              | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     13200 | NS      | $379516.97    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                    | Teva Pharmaceutical Industries Ltd.                        | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     14621 | NS      | $133343.52    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Omron Corp.                                            | Omron Corp.                                                | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |      2400 | NS      | $115986.70    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| FUJIFILM Holdings Corp.                                | FUJIFILM Holdings Corp.                                    | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      4700 | NS      | $235006.80    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| East Japan Railway Co.                                 | East Japan Railway Co.                                     | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |      3800 | NS      | $216440.23    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Brother Industries Ltd.                                | Brother Industries Ltd.                                    | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      3000 | NS      | $45341.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Welcia Holdings Co. Ltd.                               | Welcia Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $27972.37     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nokia OYJ                                              | Nokia OYJ                                                  | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     68376 | NS      | $317654.50    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Phoenix Group Holdings plc                             | Phoenix Group Holdings plc                                 | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |      9423 | NS      | $69028.03     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| EDP Renovaveis SA                                      | EDP Renovaveis SA                                          | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |      3638 | NS      | $80165.33     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Swisscom AG                                            | Swisscom AG (Registered)                                   | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |       329 | NS      | $180229.89    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Sekisui House Ltd.                                     | Sekisui House Ltd.                                         | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |      7800 | NS      | $138286.70    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      5169 | NS      | $2818408.15   | 1.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Burberry Group plc                                     | Burberry Group plc                                         | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |      4960 | NS      | $120588.35    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Sage Group plc (The)                                   | Sage Group plc (The)                                       | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |     13453 | NS      | $121140.28    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Qantas Airways Ltd.                                    | Qantas Airways Ltd.                                        | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |     12572 | NS      | $50887.83     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kubota Corp.                                           | Kubota Corp.                                               | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |     13000 | NS      | $177598.73    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| AP Moller - Maersk A/S                                 | AP Moller - Maersk A/S, Class A                            | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |        41 | NS      | $90358.20     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Rentokil Initial plc                                   | Rentokil Initial plc                                       | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |     31528 | NS      | $193700.73    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| SUMCO Corp.                                            | SUMCO Corp.                                                | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |      4200 | NS      | $55644.10     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Investment AB Latour                                   | Investment AB Latour, Class B                              | CUSIP: N/A<br>LEI: 5493006GFBLNB3Y0Y789       | Long             | EC               | CORP              | SE        |      1900 | NS      | $35932.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DBS Group Holdings Ltd.                                | DBS Group Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     22867 | NS      | $578800.43    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Kuehne + Nagel International AG                        | Kuehne + Nagel International AG (Registered)               | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |       705 | NS      | $163900.34    | 0.09%             |  |  |  | No            | 2                  | On Loan: —       |
| Hang Seng Bank Ltd.                                    | Hang Seng Bank Ltd.                                        | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |      9574 | NS      | $158798.63    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group plc                            | Reckitt Benckiser Group plc                                | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      9004 | NS      | $624124.58    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Canon, Inc.                                            | Canon, Inc.                                                | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |     12700 | NS      | $274879.69    | 0.15%             |  |  |  | No            | 2                  | On Loan: —       |
| Kikkoman Corp.                                         | Kikkoman Corp.                                             | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |      1900 | NS      | $100009.57    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ITOCHU Corp.                                           | ITOCHU Corp.                                               | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     15000 | NS      | $470591.31    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| CRH plc                                                | CRH plc                                                    | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      9714 | NS      | $386327.47    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayerische Motoren Werke AG                            | Bayerische Motoren Werke AG (Preference)                   | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EP               | CORP              | DE        |       733 | NS      | $61858.81     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kingspan Group plc                                     | Kingspan Group plc                                         | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |      1962 | NS      | $106230.41    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                        | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    207497 | NS      | $459691.22    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| M3, Inc.                                               | M3, Inc.                                                   | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |      5600 | NS      | $152114.62    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Insurance Australia Group Ltd.                         | Insurance Australia Group Ltd.                             | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |     31789 | NS      | $102191.15    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SIG Group AG                                           | SIG Group AG                                               | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |      3869 | NS      | $84542.19     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Woodside Energy Group Ltd.                             | Woodside Energy Group Ltd.                                 | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     23895 | NS      | $578694.05    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| BHP Group Ltd.                                         | BHP Group Ltd.                                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     64424 | NS      | $1995658.68   | 1.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Otsuka Corp.                                           | Otsuka Corp.                                               | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |      1400 | NS      | $44128.52     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                      | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     16600 | NS      | $667858.47    | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Steel Corp.                                     | Nippon Steel Corp.                                         | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |     10200 | NS      | $176981.63    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                         | Nippon Paint Holdings Co. Ltd.                             | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |     10800 | NS      | $84824.25     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| HK Electric Investments & HK Electric Investments Ltd. | HK Electric Investments & HK Electric Investments Ltd.     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     35000 | NS      | $23141.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                  | Kansai Electric Power Co., Inc. (The)                      | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |      8400 | NS      | $81571.28     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                    | Hong Kong Exchanges & Clearing Ltd.                        | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     15007 | NS      | $644854.63    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Hakuhodo DY Holdings, Inc.                             | Hakuhodo DY Holdings, Inc.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3100 | NS      | $31111.80     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| United Utilities Group plc                             | United Utilities Group plc                                 | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |      8430 | NS      | $100724.47    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Mazda Motor Corp.                                      | Mazda Motor Corp.                                          | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |      7600 | NS      | $56970.00     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| James Hardie Industries plc                            | James Hardie Industries plc                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      5744 | NS      | $103382.18    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| STMicroelectronics NV                                  | STMicroelectronics NV                                      | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |      8621 | NS      | $306356.40    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Nintendo Co. Ltd.                                      | Nintendo Co. Ltd.                                          | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     14000 | NS      | $588652.13    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Flutter Entertainment plc                              | Flutter Entertainment plc                                  | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |      2126 | NS      | $291328.75    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Elia Group SA/NV                                       | Elia Group SA/NV                                           | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |       423 | NS      | $60134.87     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                 | SAP SE                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     13215 | NS      | $1364326.34   | 0.75%             |  |  |  | No            | 2                  | On Loan: No      |
| CK Hutchison Holdings Ltd.                             | CK Hutchison Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |     34159 | NS      | $204641.51    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Diageo plc                                             | Diageo plc                                                 | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     28938 | NS      | $1266670.51   | 0.69%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke DSM NV                                     | Koninklijke DSM NV                                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |      2201 | NS      | $270270.95    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Hoshizaki Corp.                                        | Hoshizaki Corp.                                            | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |      1400 | NS      | $49226.85     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chubu Electric Power Co., Inc.                         | Chubu Electric Power Co., Inc.                             | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |      8100 | NS      | $83757.96     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NEC Corp.                                              | NEC Corp.                                                  | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      3200 | NS      | $112221.61    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Dassault Systemes SE                                   | Dassault Systemes SE                                       | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |      8402 | NS      | $302133.14    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Olympus Corp.                                          | Olympus Corp.                                              | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |     15500 | NS      | $273382.63    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| JFE Holdings, Inc.                                     | JFE Holdings, Inc.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6500 | NS      | $75422.76     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                  | Deutsche Lufthansa AG (Registered)                         | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |      8000 | NS      | $65944.54     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Z Holdings Corp.                                       | Z Holdings Corp.                                           | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |     33400 | NS      | $83417.04     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Taisei Corp.                                           | Taisei Corp.                                               | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |      2500 | NS      | $80613.03     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Rohm Co. Ltd.                                          | Rohm Co. Ltd.                                              | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |      1100 | NS      | $78858.31     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| WPP plc                                                | WPP plc                                                    | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |     13817 | NS      | $136511.79    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                       | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |    151660 | NS      | $1018156.75   | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                       | Mitsubishi Heavy Industries Ltd.                           | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |      4000 | NS      | $158066.21    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Stellantis NV                                          | Stellantis NV                                              | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |     27565 | NS      | $391708.69    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Assicurazioni Generali SpA                             | Assicurazioni Generali SpA                                 | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     14136 | NS      | $251373.65    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Wartsila OYJ Abp                                       | Wartsila OYJ Abp                                           | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |      5901 | NS      | $49757.58     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sekisui Chemical Co. Ltd.                              | Sekisui Chemical Co. Ltd.                                  | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      5000 | NS      | $69691.49     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Koito Manufacturing Co. Ltd.                           | Koito Manufacturing Co. Ltd.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2400 | NS      | $35779.59     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bandai Namco Holdings, Inc.                            | Bandai Namco Holdings, Inc.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $156698.58    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Epiroc AB                                              | Epiroc AB, Class B                                         | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |      5107 | NS      | $82157.33     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Seven & i Holdings Co. Ltd.                            | Seven & i Holdings Co. Ltd.                                | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |      9640 | NS      | $413135.44    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Matthey plc                                    | Johnson Matthey plc                                        | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |      2312 | NS      | $59088.22     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barry Callebaut AG                                     | Barry Callebaut AG (Registered)                            | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Long             | EC               | CORP              | CH        |        47 | NS      | $92813.30     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                            | Ono Pharmaceutical Co. Ltd.                                | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |      4700 | NS      | $109855.86    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Chemical Group Corp.                        | Mitsubishi Chemical Group Corp.                            | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |     15800 | NS      | $81796.93     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Hapoalim BM                                       | Bank Hapoalim BM                                           | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     16068 | NS      | $144675.02    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Daimler Truck Holding AG                               | Daimler Truck Holding AG                                   | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |      5690 | NS      | $174920.45    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Cochlear Ltd.                                          | Cochlear Ltd.                                              | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |       828 | NS      | $114352.94    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Swatch Group AG (The)                                  | Swatch Group AG (The)                                      | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |       366 | NS      | $104024.79    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Hitachi Construction Machinery Co. Ltd.                | Hitachi Construction Machinery Co. Ltd.                    | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Long             | EC               | CORP              | JP        |      1400 | NS      | $31201.03     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Acciona SA                                             | Acciona SA                                                 | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |       310 | NS      | $57049.83     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Corp.                                       | Mitsubishi Corp.                                           | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     15900 | NS      | $516190.22    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Stockland                                              | Stockland                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     29531 | NS      | $72730.68     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                    | Erste Group Bank AG                                        | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      4223 | NS      | $135115.90    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| NTT Data Corp.                                         | NTT Data Corp.                                             | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |      7700 | NS      | $112210.07    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                     | Telecom Italia SpA                                         | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |    125782 | NS      | $29150.23     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Haleon plc                                             | Haleon plc                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     64346 | NS      | $254592.42    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                  | Nomura Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |     37900 | NS      | $140437.55    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Unilever plc                                           | Unilever plc                                               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     32411 | NS      | $1636361.42   | 0.90%             |  |  |  | No            | 2                  | On Loan: No      |
| Bechtle AG                                             | Bechtle AG                                                 | CUSIP: N/A<br>LEI: 529900HA2QT774RUXW59       | Long             | EC               | CORP              | DE        |      1038 | NS      | $36691.42     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kurita Water Industries Ltd.                           | Kurita Water Industries Ltd.                               | CUSIP: N/A<br>LEI: 52990086GS2ON69UMX34       | Long             | EC               | CORP              | JP        |      1300 | NS      | $53696.17     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Securitas AB                                           | Securitas AB, Class B                                      | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |      6541 | NS      | $54581.10     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Central Japan Railway Co.                              | Central Japan Railway Co.                                  | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |      1900 | NS      | $233281.30    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Vonovia SE                                             | Vonovia SE                                                 | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |      9148 | NS      | $215494.27    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Norsk Hydro ASA                                        | Norsk Hydro ASA                                            | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |     17128 | NS      | $127986.70    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Banque Cantonale Vaudoise                              | Banque Cantonale Vaudoise (Registered)                     | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |       383 | NS      | $36720.86     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Concordia Financial Group Ltd.                         | Concordia Financial Group Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14300 | NS      | $59708.59     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S, Class B                                  | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     21053 | NS      | $2859325.03   | 1.56%             |  |  |  | No            | 2                  | On Loan: No      |
| ICL Group Ltd.                                         | ICL Group Ltd.                                             | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |      9360 | NS      | $67630.33     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Holcim AG                                              | Holcim AG                                                  | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      6968 | NS      | $360686.61    | 0.20%             |  |  |  | No            | 2                  | On Loan: —       |
| Nibe Industrier AB                                     | Nibe Industrier AB, Class B                                | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |     19050 | NS      | $177808.54    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| UOL Group Ltd.                                         | UOL Group Ltd.                                             | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |      5646 | NS      | $28386.87     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Building Fund, Inc.                             | Nippon Building Fund, Inc.                                 | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |        19 | NS      | $84964.42     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Hang Lung Properties Ltd.                              | Hang Lung Properties Ltd.                                  | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |     27000 | NS      | $52596.29     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LEG Immobilien SE                                      | LEG Immobilien SE                                          | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |       886 | NS      | $57783.80     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Holmen AB                                              | Holmen AB, Class B                                         | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |      1179 | NS      | $46859.36     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SITC International Holdings Co. Ltd.                   | SITC International Holdings Co. Ltd.                       | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |     17000 | NS      | $37679.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MISUMI Group, Inc.                                     | MISUMI Group, Inc.                                         | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |      3400 | NS      | $73896.66     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| EssilorLuxottica SA                                    | EssilorLuxottica SA                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      3575 | NS      | $646966.65    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Reece Ltd.                                             | Reece Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      2861 | NS      | $27347.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| QIAGEN NV                                              | QIAGEN NV                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      2837 | NS      | $142617.54    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| British Land Co. plc (The)                             | British Land Co. plc (The)                                 | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |     11235 | NS      | $53341.11     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kakaku.com, Inc.                                       | Kakaku.com, Inc.                                           | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |      1800 | NS      | $28882.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Schroders plc                                          | Schroders plc                                              | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |      8470 | NS      | $44505.55     | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Macquarie Group Ltd.                                   | Macquarie Group Ltd.                                       | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |      4669 | NS      | $527076.13    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| National Grid plc                                      | National Grid plc                                          | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     45846 | NS      | $549205.60    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Wix.com Ltd.                                           | Wix.com Ltd.                                               | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |       700 | NS      | $53781.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Roche Holding AG                                       | Roche Holding AG                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      8935 | NS      | $2807712.56   | 1.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Allianz SE                                             | Allianz SE (Registered)                                    | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      5211 | NS      | $1112849.78   | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonica Deutschland Holding AG                      | Telefonica Deutschland Holding AG                          | CUSIP: N/A<br>LEI: 391200ECRPJ3SWQJUM30       | Long             | EC               | CORP              | DE        |     13365 | NS      | $32824.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Edenred                                                | Edenred                                                    | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |      3130 | NS      | $170351.51    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Dr Ing hc F Porsche AG                                 | Dr Ing hc F Porsche AG (Preference)                        | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EP               | CORP              | DE        |      1439 | NS      | $145214.59    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Denso Corp.                                            | Denso Corp.                                                | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |      5600 | NS      | $274623.03    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Aker BP ASA                                            | Aker BP ASA                                                | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |      3993 | NS      | $124113.95    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| GPT Group (The)                                        | GPT Group (The)                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     23998 | NS      | $68442.55     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Epiroc AB                                              | Epiroc AB, Class A                                         | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |      8622 | NS      | $156998.95    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ANA Holdings, Inc.                                     | ANA Holdings, Inc.                                         | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |      2000 | NS      | $42355.87     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Yokogawa Electric Corp.                                | Yokogawa Electric Corp.                                    | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      3000 | NS      | $47612.93     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hargreaves Lansdown plc                                | Hargreaves Lansdown plc                                    | CUSIP: N/A<br>LEI: 2138008ZCE93ZDSESG90       | Long             | EC               | CORP              | GB        |      4262 | NS      | $43889.90     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp. Ltd.         | Bezeq The Israeli Telecommunication Corp. Ltd.             | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               | CORP              | IL        |     26243 | NS      | $45020.13     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KDDI Corp.                                             | KDDI Corp.                                                 | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     20500 | NS      | $621701.36    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Kose Corp.                                             | Kose Corp.                                                 | CUSIP: N/A<br>LEI: 353800NX4GGAVDHHY664       | Long             | EC               | CORP              | JP        |       400 | NS      | $43461.29     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TOPPAN, Inc.                                           | TOPPAN, Inc.                                               | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      3300 | NS      | $48732.74     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Vivendi SE                                             | Vivendi SE                                                 | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |      9782 | NS      | $93446.89     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                         | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     15471 | NS      | $162744.83    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Chr Hansen Holding A/S                                 | Chr Hansen Holding A/S                                     | CUSIP: N/A<br>LEI: 549300MKPW8ZF3E8MW37       | Long             | EC               | CORP              | DK        |      1315 | NS      | $94591.63     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Assa Abloy AB                                          | Assa Abloy AB, Class B                                     | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |     12770 | NS      | $274673.34    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Aurizon Holdings Ltd.                                  | Aurizon Holdings Ltd.                                      | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |     23960 | NS      | $60701.21     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tower Semiconductor Ltd.                               | Tower Semiconductor Ltd.                                   | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |      1371 | NS      | $59844.54     | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| voestalpine AG                                         | voestalpine AG                                             | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |      1524 | NS      | $40369.44     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                       | Skandinaviska Enskilda Banken AB, Class A                  | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |     20716 | NS      | $238500.66    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| IMCD NV                                                | IMCD NV                                                    | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |       713 | NS      | $101988.64    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamato Holdings Co. Ltd.                               | Yamato Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3700 | NS      | $58631.14     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| E.ON SE                                                | E.ON SE                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     28677 | NS      | $285106.99    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| JD Sports Fashion plc                                  | JD Sports Fashion plc                                      | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |     32430 | NS      | $49281.49     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                         | Chugai Pharmaceutical Co. Ltd.                             | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |      8500 | NS      | $216807.56    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Accor SA                                               | Accor SA                                                   | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |      1977 | NS      | $49321.37     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Shell plc                                              | Shell plc                                                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     92384 | NS      | $2604380.50   | 1.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                 | Credit Suisse Group AG (Registered)                        | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EC               | CORP              | CH        |     45806 | NS      | $136751.46    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ASX Ltd.                                               | ASX Ltd.                                                   | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |      2583 | NS      | $118963.18    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB Group plc                                          | AIB Group plc                                              | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     13600 | NS      | $52202.36     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Research Institute Ltd.                         | Nomura Research Institute Ltd.                             | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |      5010 | NS      | $119107.44    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Heineken Holding NV                                    | Heineken Holding NV                                        | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |      1267 | NS      | $97850.98     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Aroundtown SA                                          | Aroundtown SA                                              | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EC               | CORP              | LU        |     12558 | NS      | $29252.86     | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Kesko OYJ                                              | Kesko OYJ, Class B                                         | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |      3461 | NS      | $76474.95     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Yusen KK                                        | Nippon Yusen KK                                            | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |      6000 | NS      | $141483.88    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       335 | NS      | $129811.28    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Aisin Corp.                                            | Aisin Corp.                                                | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |      1900 | NS      | $50378.47     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mowi ASA                                               | Mowi ASA                                                   | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |      5182 | NS      | $88302.81     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Marubeni Corp.                                         | Marubeni Corp.                                             | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |     19700 | NS      | $225682.19    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                       | ABN AMRO Bank NV                                           | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      5581 | NS      | $77285.55     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Suntory Beverage & Food Ltd.                           | Suntory Beverage & Food Ltd.                               | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |      1800 | NS      | $61293.96     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Airlines Ltd.                                | Singapore Airlines Ltd.                                    | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |     18000 | NS      | $74319.66     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     77160 | NS      | $464755.41    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Veolia Environnement SA                                | Veolia Environnement SA                                    | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |      8346 | NS      | $214445.75    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Segro plc                                              | Segro plc                                                  | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |     14984 | NS      | $138036.52    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Pan Pacific International Holdings Corp.               | Pan Pacific International Holdings Corp.                   | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |      5300 | NS      | $98442.78     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | FTSE 100 Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         3 | NC      | $-803.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DCC plc                                                | DCC plc                                                    | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      1285 | NS      | $63185.95     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokio Marine Holdings, Inc.                            | Tokio Marine Holdings, Inc.                                | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     23100 | NS      | $493471.30    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Swire Properties Ltd.                                  | Swire Properties Ltd.                                      | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |     15600 | NS      | $39513.16     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                                | BASF SE                                                    | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |     11740 | NS      | $578061.62    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| SEEK Ltd.                                              | SEEK Ltd.                                                  | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |      4001 | NS      | $56881.12     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Arkema SA                                              | Arkema SA                                                  | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |       729 | NS      | $65569.85     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Motor Corp.                                     | Toyota Motor Corp.                                         | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |    134900 | NS      | $1840379.39   | 1.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrovial SA                                           | Ferrovial SA                                               | CUSIP: N/A<br>LEI: 95980020140005757903       | Long             | EC               | CORP              | ES        |      6221 | NS      | $162882.78    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Jardine Matheson Holdings Ltd.                         | Jardine Matheson Holdings Ltd.                             | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |      2000 | NS      | $101741.69    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Henkel AG & Co. KGaA                                   | Henkel AG & Co. KGaA                                       | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |      1392 | NS      | $89456.51     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Carrefour SA                                           | Carrefour SA                                               | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |      7725 | NS      | $129207.99    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Genmab A/S                                             | Genmab A/S                                                 | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |       828 | NS      | $350074.08    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuji Electric Co. Ltd.                                 | Fuji Electric Co. Ltd.                                     | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |      1600 | NS      | $60382.85     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| WH Group Ltd.                                          | WH Group Ltd.                                              | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |    100500 | NS      | $58615.45     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Terumo Corp.                                           | Terumo Corp.                                               | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |      8100 | NS      | $229639.73    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Infineon Technologies AG                               | Infineon Technologies AG                                   | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |     16615 | NS      | $504961.88    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Wilmar International Ltd.                              | Wilmar International Ltd.                                  | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |     22600 | NS      | $70407.50     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| USS Co. Ltd.                                           | USS Co. Ltd.                                               | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |      2900 | NS      | $46014.52     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ZIM Integrated Shipping Services Ltd.                  | ZIM Integrated Shipping Services Ltd.                      | CUSIP: N/A<br>LEI: 21380089EIJRELKAIL21       | Long             | EC               | CORP              | IL        |      1054 | NS      | $18118.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| WiseTech Global Ltd.                                   | WiseTech Global Ltd.                                       | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |      1912 | NS      | $65758.34     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Post Holdings Co. Ltd.                           | Japan Post Holdings Co. Ltd.                               | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |     30700 | NS      | $258308.49    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                         | Takeda Pharmaceutical Co. Ltd.                             | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     19271 | NS      | $602155.06    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Nemetschek SE                                          | Nemetschek SE                                              | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |       741 | NS      | $37884.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Geberit AG                                             | Geberit AG (Registered)                                    | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |       468 | NS      | $220933.69    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Real Estate Master Fund, Inc.                   | Nomura Real Estate Master Fund, Inc.                       | CUSIP: N/A<br>LEI: 353800TNNZOQ1CPZE086       | Long             | EC               | CORP              | JP        |        52 | NS      | $64422.40     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Swire Pacific Ltd.                                     | Swire Pacific Ltd., Class A                                | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |      6500 | NS      | $56978.25     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Warehouses De Pauw CVA                                 | Warehouses De Pauw CVA                                     | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |      1870 | NS      | $53569.49     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Straumann Holding AG                                   | Straumann Holding AG (Registered)                          | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |      1401 | NS      | $160654.33    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                              | Zurich Insurance Group AG                                  | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      1923 | NS      | $919342.72    | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                | Mitsui Fudosan Co. Ltd.                                    | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     11400 | NS      | $208357.51    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Worldline SA                                           | Worldline SA                                               | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | EC               | CORP              | FR        |      3016 | NS      | $118114.00    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                              | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     24431 | NS      | $346665.22    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                              | T-Fund, Institutional Class                                | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |     64253 | NS      | $64253.01     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Daifuku Co. Ltd.                                       | Daifuku Co. Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $60598.41     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenaris SA                                             | Tenaris SA                                                 | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |      6279 | NS      | $110119.30    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| West Japan Railway Co.                                 | West Japan Railway Co.                                     | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |      2700 | NS      | $117232.20    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                     | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     32698 | NS      | $243878.64    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| J Sainsbury plc                                        | J Sainsbury plc                                            | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |     20732 | NS      | $54376.26     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Endesa SA                                              | Endesa SA                                                  | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      4163 | NS      | $78458.19     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyu Corp.                                            | Tokyu Corp.                                                | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |      6600 | NS      | $83120.27     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Secom Co. Ltd.                                         | Secom Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |      2700 | NS      | $154056.19    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Persimmon plc                                          | Persimmon plc                                              | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |      4139 | NS      | $60688.61     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Obayashi Corp.                                         | Obayashi Corp.                                             | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |      8600 | NS      | $64960.89     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Astellas Pharma, Inc.                                  | Astellas Pharma, Inc.                                      | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |     23200 | NS      | $352770.72    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Xinyi Glass Holdings Ltd.                              | Xinyi Glass Holdings Ltd.                                  | CUSIP: N/A<br>LEI: 52990082YXVVZFK1QJ17       | Long             | EC               | CORP              | KY        |     21000 | NS      | $38799.08     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sofina SA                                              | Sofina SA                                                  | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |       198 | NS      | $43719.09     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Capcom Co. Ltd.                                        | Capcom Co. Ltd.                                            | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |      2200 | NS      | $70225.09     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Universal Music Group NV                               | Universal Music Group NV                                   | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |      8983 | NS      | $217233.11    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.                 | Sumitomo Realty & Development Co. Ltd.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3800 | NS      | $89558.18     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                       | ArcelorMittal SA                                           | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      6664 | NS      | $175810.69    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens AG                                             | Siemens AG (Registered)                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      9743 | NS      | $1343085.45   | 0.74%             |  |  |  | No            | 2                  | On Loan: No      |
| Swatch Group AG (The)                                  | Swatch Group AG (The) (Registered)                         | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |       685 | NS      | $35617.94     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Poste Italiane SpA                                     | Poste Italiane SpA                                         | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      6946 | NS      | $67768.47     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA           | Cie Generale des Etablissements Michelin SCA               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      8620 | NS      | $240129.95    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Sandvik AB                                             | Sandvik AB                                                 | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |     13403 | NS      | $242213.47    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| REA Group Ltd.                                         | REA Group Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       701 | NS      | $52719.78     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA         | ACS Actividades de Construccion y Servicios SA             | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |      2970 | NS      | $84982.34     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Red Electrica Corp. SA                                 | Red Electrica Corp. SA                                     | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |      5101 | NS      | $88697.08     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                        | AstraZeneca plc                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     19705 | NS      | $2666468.43   | 1.46%             |  |  |  | No            | 2                  | On Loan: No      |
| TDK Corp.                                              | TDK Corp.                                                  | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |      4800 | NS      | $156161.26    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Fisher & Paykel Healthcare Corp. Ltd.                  | Fisher & Paykel Healthcare Corp. Ltd.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |      7121 | NS      | $101887.91    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sands China Ltd.                                       | Sands China Ltd.                                           | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |     30400 | NS      | $99718.94     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Smiths Group plc                                       | Smiths Group plc                                           | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |      4753 | NS      | $91219.93     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Spark New Zealand Ltd.                                 | Spark New Zealand Ltd.                                     | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               | CORP              | NZ        |     24652 | NS      | $84402.85     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen AG                                          | Volkswagen AG (Preference)                                 | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |      2370 | NS      | $293997.79    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Otsuka Holdings Co. Ltd.                               | Otsuka Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4900 | NS      | $159802.42    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ORIX Corp.                                             | ORIX Corp.                                                 | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |     15400 | NS      | $246502.48    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Beiersdorf AG                                          | Beiersdorf AG                                              | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |      1247 | NS      | $142497.00    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Renesas Electronics Corp.                              | Renesas Electronics Corp.                                  | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |     14600 | NS      | $129038.65    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Swiss Prime Site AG                                    | Swiss Prime Site AG (Registered)                           | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |       947 | NS      | $82079.20     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexon Co. Ltd.                                         | Nexon Co. Ltd.                                             | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |      6300 | NS      | $141439.48    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Express Holdings, Inc.                          | Nippon Express Holdings, Inc.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1000 | NS      | $57109.48     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Adevinta ASA                                           | Adevinta ASA                                               | CUSIP: N/A<br>LEI: 529900W8V3YLHRSZH763       | Long             | EC               | CORP              | NO        |      3059 | NS      | $20255.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Orsted A/S                                             | Orsted A/S                                                 | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |      2416 | NS      | $218420.04    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Inpex Corp.                                            | Inpex Corp.                                                | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     13600 | NS      | $146137.73    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurazeo SE                                             | Eurazeo SE                                                 | CUSIP: N/A<br>LEI: 969500C656AA39O94N60       | Long             | EC               | CORP              | FR        |       537 | NS      | $33432.33     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Galp Energia SGPS SA                                   | Galp Energia SGPS SA                                       | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      6665 | NS      | $89915.09     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Rio Tinto plc                                          | Rio Tinto plc                                              | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     14171 | NS      | $997412.26    | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| BKW AG                                                 | BKW AG                                                     | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |       269 | NS      | $36805.40     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Unicharm Corp.                                         | Unicharm Corp.                                             | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |      5100 | NS      | $195259.78    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Asahi Intecc Co. Ltd.                                  | Asahi Intecc Co. Ltd.                                      | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |      2800 | NS      | $45674.37     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Safran SA                                              | Safran SA                                                  | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      4315 | NS      | $540471.00    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| AVEVA Group plc                                        | AVEVA Group plc                                            | CUSIP: N/A<br>LEI: 213800XHATUM2LFMKG16       | Long             | EC               | CORP              | GB        |      1463 | NS      | $56628.41     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ashtead Group plc                                      | Ashtead Group plc                                          | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |      5620 | NS      | $319242.93    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Trend Micro, Inc.                                      | Trend Micro, Inc.                                          | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      1600 | NS      | $74827.76     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinor ASA                                            | Equinor ASA                                                | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     12424 | NS      | $446521.99    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Kerry Group plc                                        | Kerry Group plc, Class A                                   | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |      2035 | NS      | $183822.24    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Nice Ltd.                                              | Nice Ltd.                                                  | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |       819 | NS      | $157557.66    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                          | Hankyu Hanshin Holdings, Inc.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3000 | NS      | $88882.84     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Nisshin Seifun Group, Inc.                             | Nisshin Seifun Group, Inc.                                 | CUSIP: N/A<br>LEI: 529900N4QFZS1P6PYX29       | Long             | EC               | CORP              | JP        |      2600 | NS      | $32676.78     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Rational AG                                            | Rational AG                                                | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |        65 | NS      | $38598.78     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Santos Ltd.                                            | Santos Ltd.                                                | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |     39935 | NS      | $196408.09    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Yara International ASA                                 | Yara International ASA                                     | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |      2127 | NS      | $93411.42     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Elbit Systems Ltd.                                     | Elbit Systems Ltd.                                         | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |       313 | NS      | $50903.75     | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Aeon Co. Ltd.                                          | Aeon Co. Ltd.                                              | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |      8100 | NS      | $171035.48    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Techtronic Industries Co. Ltd.                         | Techtronic Industries Co. Ltd.                             | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |     17500 | NS      | $194369.79    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| SoftBank Corp.                                         | SoftBank Corp.                                             | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     36600 | NS      | $414080.48    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Covestro AG                                            | Covestro AG                                                | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |      2490 | NS      | $97000.57     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                     | Nippon Telegraph & Telephone Corp.                         | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |     15000 | NS      | $427777.67    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Volvo AB                                               | Volvo AB, Class B                                          | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     18969 | NS      | $342648.38    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitori Holdings Co. Ltd.                               | Nitori Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1000 | NS      | $130662.53    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Hongkong Land Holdings Ltd.                            | Hongkong Land Holdings Ltd.                                | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |     13800 | NS      | $63491.26     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MTR Corp. Ltd.                                         | MTR Corp. Ltd.                                             | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |     20000 | NS      | $105777.06    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Fresenius SE & Co. KGaA                                | Fresenius SE & Co. KGaA                                    | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      5288 | NS      | $147703.99    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| AIA Group Ltd.                                         | AIA Group Ltd.                                             | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    152354 | NS      | $1682504.88   | 0.92%             |  |  |  | No            | 2                  | On Loan: No      |
| Skanska AB                                             | Skanska AB, Class B                                        | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |      4093 | NS      | $64884.23     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GLP J-Reit                                             | GLP J-Reit                                                 | CUSIP: N/A<br>LEI: 353800E27V9KA51K2I90       | Long             | EC               | CORP              | JP        |        54 | NS      | $62190.62     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Carlsberg A/S                                          | Carlsberg A/S, Class B                                     | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |      1232 | NS      | $163421.06    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                       | TotalEnergies SE                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     31643 | NS      | $1986332.48   | 1.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Woolworths Group Ltd.                                  | Woolworths Group Ltd.                                      | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |     15199 | NS      | $347075.65    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Naturgy Energy Group SA                                | Naturgy Energy Group SA                                    | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |      1828 | NS      | $47507.96     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Shizuoka Financial Group, Inc.                         | Shizuoka Financial Group, Inc.                             | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |      5700 | NS      | $45676.94     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kone OYJ                                               | Kone OYJ, Class B                                          | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      4203 | NS      | $217596.70    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Engie SA                                               | Engie SA                                                   | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     23207 | NS      | $332001.42    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Salmar ASA                                             | Salmar ASA                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |       740 | NS      | $29020.13     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lonza Group AG                                         | Lonza Group AG (Registered)                                | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |       956 | NS      | $469276.93    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                              | Mizrahi Tefahot Bank Ltd.                                  | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |      1858 | NS      | $59967.42     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BT Group plc                                           | BT Group plc                                               | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |     87345 | NS      | $117939.77    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonica SA                                          | Telefonica SA                                              | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |     66984 | NS      | $242489.27    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayerische Motoren Werke AG                            | Bayerische Motoren Werke AG                                | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |      4197 | NS      | $371581.70    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Nestle SA                                              | Nestle SA (Registered)                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     34973 | NS      | $4039711.44   | 2.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Admiral Group plc                                      | Admiral Group plc                                          | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |      2316 | NS      | $59453.80     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SGS SA                                                 | SGS SA (Registered)                                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        80 | NS      | $186347.21    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Transurban Group                                       | Transurban Group                                           | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |     38669 | NS      | $340204.34    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Coles Group Ltd.                                       | Coles Group Ltd.                                           | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     16964 | NS      | $192297.57    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| DSV A/S                                                | DSV A/S                                                    | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |      2414 | NS      | $381743.20    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| KBC Group NV                                           | KBC Group NV                                               | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |      3224 | NS      | $207578.30    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Exchange Group, Inc.                             | Japan Exchange Group, Inc.                                 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |      6300 | NS      | $90800.60     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola HBC AG                                       | Coca-Cola HBC AG                                           | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |      2617 | NS      | $61862.75     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamaha Corp.                                           | Yamaha Corp.                                               | CUSIP: N/A<br>LEI: 529900S5TENP3IJS7S02       | Long             | EC               | CORP              | JP        |      1900 | NS      | $70504.85     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Boliden AB                                             | Boliden AB                                                 | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |      3567 | NS      | $133984.36    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Ito En Ltd.                                            | Ito En Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $25475.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hikma Pharmaceuticals plc                              | Hikma Pharmaceuticals plc                                  | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |      2182 | NS      | $40663.53     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| McDonald's Holdings Co. Japan Ltd.                     | McDonald's Holdings Co. Japan Ltd.                         | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               | CORP              | JP        |      1300 | NS      | $49408.31     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Obic Co. Ltd.                                          | Obic Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $132128.16    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Hirose Electric Co. Ltd.                               | Hirose Electric Co. Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       435 | NS      | $54558.31     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dassault Aviation SA                                   | Dassault Aviation SA                                       | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |       330 | NS      | $55965.73     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Smith & Nephew plc                                     | Smith & Nephew plc                                         | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |     11036 | NS      | $147383.89    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| AGC, Inc.                                              | AGC, Inc.                                                  | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |      2500 | NS      | $82964.35     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Yakult Honsha Co. Ltd.                                 | Yakult Honsha Co. Ltd.                                     | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |      1600 | NS      | $104156.15    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Volvo AB                                               | Volvo AB, Class A                                          | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      2528 | NS      | $47997.34     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                            | BOC Hong Kong Holdings Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     46500 | NS      | $157858.05    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| United Internet AG                                     | United Internet AG (Registered), Class G                   | CUSIP: N/A<br>LEI: 3VEKWPJHTD4NKMBVG947       | Long             | EC               | CORP              | DE        |      1075 | NS      | $21676.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UPM-Kymmene OYJ                                        | UPM-Kymmene OYJ                                            | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |      6733 | NS      | $251958.22    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                            | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     42563 | NS      | $455932.98    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| EXOR NV                                                | EXOR NV                                                    | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |      1319 | NS      | $96569.72     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CLP Holdings Ltd.                                      | CLP Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |     20783 | NS      | $151416.05    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Shimadzu Corp.                                         | Shimadzu Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3100 | NS      | $87760.65     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Bunzl plc                                              | Bunzl plc                                                  | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      4215 | NS      | $140233.74    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Land Co. Ltd.                                 | Oriental Land Co. Ltd.                                     | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Long             | EC               | CORP              | JP        |      2500 | NS      | $363810.43    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Pearson plc                                            | Pearson plc                                                | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |      9180 | NS      | $103658.89    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| South32 Ltd.                                           | South32 Ltd.                                               | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |     59618 | NS      | $163450.43    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Daikin Industries Ltd.                                 | Daikin Industries Ltd.                                     | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |      3200 | NS      | $485483.53    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                   | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EC               | CORP              | FR        |      7505 | NS      | $96351.80     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Alcon, Inc.                                            | Alcon, Inc.                                                | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      6308 | NS      | $432848.44    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                     | Cellnex Telecom SA                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      6832 | NS      | $226626.00    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Corp. ACCIONA Energias Renovables SA                   | Corp. ACCIONA Energias Renovables SA                       | CUSIP: N/A<br>LEI: 254900UPX0OEHTKB9Y44       | Long             | EC               | CORP              | ES        |       837 | NS      | $32342.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SG Holdings Co. Ltd.                                   | SG Holdings Co. Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3600 | NS      | $49916.48     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissan Motor Co. Ltd.                                  | Nissan Motor Co. Ltd.                                      | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |     28700 | NS      | $89814.48     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Sysmex Corp.                                           | Sysmex Corp.                                               | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |      2100 | NS      | $126778.27    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Heineken NV                                            | Heineken NV                                                | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      3261 | NS      | $307161.00    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Tele2 AB                                               | Tele2 AB, Class B                                          | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |      7161 | NS      | $58418.30     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen AG                                          | Volkswagen AG                                              | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |       401 | NS      | $62907.21     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| OCI NV                                                 | OCI NV                                                     | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |      1324 | NS      | $47336.29     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Jardine Cycle & Carriage Ltd.                          | Jardine Cycle & Carriage Ltd.                              | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               | CORP              | SG        |      1300 | NS      | $27757.27     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujitsu Ltd.                                           | Fujitsu Ltd.                                               | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      2500 | NS      | $333294.12    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| HeidelbergCement AG                                    | HeidelbergCement AG                                        | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      1850 | NS      | $104830.39    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sharp Corp.                                            | Sharp Corp.                                                | CUSIP: N/A<br>LEI: 353800YEPK9PD7QO3449       | Long             | EC               | CORP              | JP        |      2300 | NS      | $16521.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Mercury NZ Ltd.                                        | Mercury NZ Ltd.                                            | CUSIP: N/A<br>LEI: 254900XLT925U953KK55       | Long             | EC               | CORP              | NZ        |      8325 | NS      | $29410.06     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Medibank Pvt Ltd.                                      | Medibank Pvt Ltd.                                          | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |     35917 | NS      | $71655.79     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd.                           | National Australia Bank Ltd.                               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |     40893 | NS      | $830275.31    | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Ramsay Health Care Ltd.                                | Ramsay Health Care Ltd.                                    | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Long             | EC               | CORP              | AU        |      2295 | NS      | $100775.98    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Embracer Group AB                                      | Embracer Group AB                                          | CUSIP: N/A<br>LEI: 549300RFXXKT652HB549       | Long             | EC               | CORP              | SE        |      8134 | NS      | $36927.93     | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Husqvarna AB                                           | Husqvarna AB, Class B                                      | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Long             | EC               | CORP              | SE        |      5551 | NS      | $38987.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Givaudan SA                                            | Givaudan SA (Registered)                                   | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |       118 | NS      | $361423.06    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Covivio                                                | Covivio                                                    | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |       612 | NS      | $36327.44     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissan Chemical Corp.                                  | Nissan Chemical Corp.                                      | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |      1500 | NS      | $65410.80     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                               | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     55896 | NS      | $219156.66    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Vicinity Ltd.                                          | Vicinity Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     52795 | NS      | $71289.00     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                                    | Deutsche Telekom AG (Registered)                           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     41111 | NS      | $817968.58    | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Novartis AG                                            | Novartis AG (Registered)                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     27512 | NS      | $2489765.98   | 1.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Sompo Holdings, Inc.                                   | Sompo Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |      4100 | NS      | $181396.75    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Prosus NV                                              | Prosus NV                                                  | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     10579 | NS      | $730410.62    | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| AerCap Holdings NV                                     | AerCap Holdings NV                                         | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |      1689 | NS      | $98502.48     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Swedish Orphan Biovitrum AB                            | Swedish Orphan Biovitrum AB                                | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |      2123 | NS      | $43939.64     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kintetsu Group Holdings Co. Ltd.                       | Kintetsu Group Holdings Co. Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2100 | NS      | $69334.19     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Wendel SE                                              | Wendel SE                                                  | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | EC               | CORP              | FR        |       293 | NS      | $27368.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DiaSorin SpA                                           | DiaSorin SpA                                               | CUSIP: N/A<br>LEI: 8156002878BDF0EE4348       | Long             | EC               | CORP              | IT        |       323 | NS      | $45196.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BlueScope Steel Ltd.                                   | BlueScope Steel Ltd.                                       | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |      6134 | NS      | $69910.62     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Barratt Developments plc                               | Barratt Developments plc                                   | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |     12384 | NS      | $59149.67     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.                | Tokyo Electric Power Co. Holdings, Inc.                    | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |     19200 | NS      | $69147.28     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa House REIT Investment Corp.                      | Daiwa House REIT Investment Corp.                          | CUSIP: N/A<br>LEI: 3538001FWU534P8JMO05       | Long             | EC               | CORP              | JP        |        27 | NS      | $60200.79     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Keyence Corp.                                          | Keyence Corp.                                              | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      2456 | NS      | $953529.18    | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| Bureau Veritas SA                                      | Bureau Veritas SA                                          | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |      3861 | NS      | $101752.79    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Essity AB                                              | Essity AB, Class B                                         | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |      7695 | NS      | $201510.42    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Technologies Engineering Ltd.                | Singapore Technologies Engineering Ltd.                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     20781 | NS      | $52000.62     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Real Estate Investment Corp.                     | Japan Real Estate Investment Corp.                         | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |        15 | NS      | $65884.42     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev SA                                | Anheuser-Busch InBev SA/NV                                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |     11054 | NS      | $665793.13    | 0.36%             |  |  |  | No            | 2                  | On Loan: —       |
| Tryg A/S                                               | Tryg A/S                                                   | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |      4545 | NS      | $108014.48    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Ampol Ltd.                                             | Ampol Ltd.                                                 | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | EC               | CORP              | AU        |      3135 | NS      | $60262.39     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Stora Enso OYJ                                         | Stora Enso OYJ, Class R                                    | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |      7327 | NS      | $103307.12    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                      | Siemens Energy AG                                          | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |      5481 | NS      | $102912.11    | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| Industrivarden AB                                      | Industrivarden AB, Class A                                 | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |      1637 | NS      | $39816.86     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Asahi Group Holdings Ltd.                              | Asahi Group Holdings Ltd.                                  | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |      5800 | NS      | $180540.19    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortum OYJ                                             | Fortum OYJ                                                 | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |      5443 | NS      | $90648.15     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Disco Corp.                                            | Disco Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $114008.43    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| IGO Ltd.                                               | IGO Ltd.                                                   | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               | CORP              | AU        |      8667 | NS      | $79280.11     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hulic Co. Ltd.                                         | Hulic Co. Ltd.                                             | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |      4700 | NS      | $36907.02     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CapLand Ascendas REIT                                  | CapLand Ascendas REIT                                      | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |     43390 | NS      | $88865.78     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Orica Ltd.                                             | Orica Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      5916 | NS      | $60487.63     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| FinecoBank Banca Fineco SpA                            | FinecoBank Banca Fineco SpA                                | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |      7920 | NS      | $131520.48    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Seiko Epson Corp.                                      | Seiko Epson Corp.                                          | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |      3700 | NS      | $53831.42     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Konami Group Corp.                                     | Konami Group Corp.                                         | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |      1200 | NS      | $54435.33     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Capgemini SE                                           | Capgemini SE                                               | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      2059 | NS      | $344215.80    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                      | Nomura Real Estate Holdings, Inc.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $34212.47     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mondi plc                                              | Mondi plc                                                  | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |      6082 | NS      | $102852.13    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Suzuki Motor Corp.                                     | Suzuki Motor Corp.                                         | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      4600 | NS      | $147325.80    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| ROCKWOOL A/S                                           | ROCKWOOL A/S                                               | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |       102 | NS      | $23878.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MINEBEA MITSUMI, Inc.                                  | MINEBEA MITSUMI, Inc.                                      | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |      4600 | NS      | $68153.99     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                          | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    255141 | NS      | $1581246.07   | 0.87%             |  |  |  | No            | 2                  | On Loan: No      |
| Schindler Holding AG                                   | Schindler Holding AG (Registered)                          | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |       295 | NS      | $53203.73     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Henderson Land Development Co. Ltd.                    | Henderson Land Development Co. Ltd.                        | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |     18836 | NS      | $65571.93     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| L E Lundbergforetagen AB                               | L E Lundbergforetagen AB, Class B                          | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |      1010 | NS      | $43059.67     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Spirax-Sarco Engineering plc                           | Spirax-Sarco Engineering plc                               | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |       917 | NS      | $117128.95    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                            | Shin-Etsu Chemical Co. Ltd.                                | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      4800 | NS      | $586138.62    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Volvo Car AB                                           | Volvo Car AB, Class B                                      | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | EC               | CORP              | SE        |      7491 | NS      | $34109.65     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Porsche Automobil Holding SE                           | Porsche Automobil Holding SE (Preference)                  | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |      1910 | NS      | $104163.66    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui Chemicals, Inc.                                 | Mitsui Chemicals, Inc.                                     | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |      2400 | NS      | $53905.92     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                            | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       589 | NS      | $6323.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UCB SA                                                 | UCB SA                                                     | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      1583 | NS      | $124730.18    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| L'Oreal SA                                             | L'Oreal SA                                                 | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      3080 | NS      | $1102941.09   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| Bollore SE                                             | Bollore SE                                                 | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |     11639 | NS      | $65043.42     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Auto Trader Group plc                                  | Auto Trader Group plc                                      | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     12141 | NS      | $75606.31     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Continental AG                                         | Continental AG                                             | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |      1422 | NS      | $84771.92     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Sampo OYJ                                              | Sampo OYJ, Class A                                         | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |      6059 | NS      | $316458.59    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Kingfisher plc                                         | Kingfisher plc                                             | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |     26020 | NS      | $73928.71     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Koei Tecmo Holdings Co. Ltd.                           | Koei Tecmo Holdings Co. Ltd.                               | CUSIP: N/A<br>LEI: 353800RQ25FIYLPYXP11       | Long             | EC               | CORP              | JP        |      1560 | NS      | $28214.96     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Isuzu Motors Ltd.                                      | Isuzu Motors Ltd.                                          | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |      7300 | NS      | $84628.02     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SL Liquidity Series, LLC                               | Money Market Series                                        | CUSIP: N/A<br>LEI: 549300I0RQO84VDWQP47       | Long             | STIV             | RF                | US        |   2259044 | NS      | $2258818.14   | 1.24%             |  |  |  | No            | N/A                | On Loan: No      |
| Bouygues SA                                            | Bouygues SA                                                | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      2914 | NS      | $87396.00     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Land Securities Group plc                              | Land Securities Group plc                                  | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |      9146 | NS      | $68331.23     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     67588 | NS      | $215553.65    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Repsol SA                                              | Repsol SA                                                  | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |     18161 | NS      | $289069.04    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Swiss Re AG                                            | Swiss Re AG                                                | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |      3811 | NS      | $356333.77    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrari NV                                             | Ferrari NV                                                 | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |      1568 | NS      | $336239.81    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Bridgestone Corp.                                      | Bridgestone Corp.                                          | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      7200 | NS      | $254930.96    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| SSE plc                                                | SSE plc                                                    | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     13403 | NS      | $275658.71    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Verbund AG                                             | Verbund AG                                                 | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |       878 | NS      | $73804.57     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| InterContinental Hotels Group plc                      | InterContinental Hotels Group plc                          | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      2306 | NS      | $132315.53    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Rolls-Royce Holdings plc                               | Rolls-Royce Holdings plc                                   | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |    107406 | NS      | $119969.80    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Electric Corp.                              | Mitsubishi Electric Corp.                                  | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     24300 | NS      | $240787.25    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Hannover Rueck SE                                      | Hannover Rueck SE                                          | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |       747 | NS      | $147388.90    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| H & M Hennes & Mauritz AB                              | H & M Hennes & Mauritz AB, Class B                         | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |      9219 | NS      | $99347.89     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Xero Ltd.                                              | Xero Ltd.                                                  | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |      1667 | NS      | $79489.00     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Exchange Ltd.                                | Singapore Exchange Ltd.                                    | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |      9500 | NS      | $63525.42     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| DNB Bank ASA                                           | DNB Bank ASA                                               | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     11839 | NS      | $233821.74    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| MTU Aero Engines AG                                    | MTU Aero Engines AG                                        | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       695 | NS      | $149519.03    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Makita Corp.                                           | Makita Corp.                                               | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |      2700 | NS      | $62897.07     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Murata Manufacturing Co. Ltd.                          | Murata Manufacturing Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      7300 | NS      | $360000.89    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                         | Sumitomo Metal Mining Co. Ltd.                             | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |      3100 | NS      | $108930.46    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Klepierre SA                                           | Klepierre SA                                               | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |      2844 | NS      | $65641.30     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Pernod Ricard SA                                       | Pernod Ricard SA                                           | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      2622 | NS      | $515806.88    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| CyberArk Software Ltd.                                 | CyberArk Software Ltd.                                     | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |       497 | NS      | $64436.05     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GMO Payment Gateway, Inc.                              | GMO Payment Gateway, Inc.                                  | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |       500 | NS      | $41349.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CapitaLand Integrated Commercial Trust                 | CapitaLand Integrated Commercial Trust                     | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |     63356 | NS      | $96631.36     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Merck KGaA                                             | Merck KGaA                                                 | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |      1648 | NS      | $317965.76    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| United Overseas Bank Ltd.                              | United Overseas Bank Ltd.                                  | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     15059 | NS      | $344939.11    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Taylor Wimpey plc                                      | Taylor Wimpey plc                                          | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |     45830 | NS      | $56127.97     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| APA Group                                              | APA Group                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     15282 | NS      | $111702.33    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Aviva plc                                              | Aviva plc                                                  | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |     37105 | NS      | $196828.88    | 0.11%             |  |  |  | No            | 2                  | On Loan: —       |
| Origin Energy Ltd.                                     | Origin Energy Ltd.                                         | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |     21517 | NS      | $112618.32    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG (Registered)                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     26090 | NS      | $293292.53    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Henkel AG & Co. KGaA                                   | Henkel AG & Co. KGaA (Preference)                          | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |      2243 | NS      | $155468.51    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Lendlease Corp. Ltd.                                   | Lendlease Corp. Ltd.                                       | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |      8407 | NS      | $44625.06     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Industries Corp.                                | Toyota Industries Corp.                                    | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |      1900 | NS      | $103218.82    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                 | Chocoladefabriken Lindt & Spruengli AG (Registered)        | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |         1 | NS      | $102883.47    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| EMS-Chemie Holding AG                                  | EMS-Chemie Holding AG (Registered)                         | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |        88 | NS      | $59602.50     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** BlackRock Variable Series Funds, Inc.

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer