# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-25-002864
**Filing Date:** 2025-11
**Character Count:** 216510
**Document Hash:** e3ae05ce569c2c840e000c421d9f664a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002864.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002864

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL MANAGED TRUST
- **CENTRAL INDEX KEY:** 0000804239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 251533187

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003455734

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS
- **STREET 2:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
- **DATE OF NAME CHANGE:** 19890509

## Series and Classes Contracts Data

### SIMT Tax-Managed International Managed Volatility Fund (Series ID: S000054731)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000171910 | Class F      | SMINX           |
| C000171911 | Class Y      | SIMYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL MANAGED TRUST

- **b. Investment Company Act file number:** 811-04878

- **c. CIK number of Registrant:** 0000804239

- **d. LEI of Registrant:** 9FTE3UO0Y1HGMNV0D371

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

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

- **a. Name of Series:** SIMT Tax-Managed International Managed Volatility Fund

- **b. EDGAR series identifier (if any):** S000054731

- **c. LEI of Series:** 549300LMFI6LKRRM4U86

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $226641471.81

**Total Liabilities:** $160823.07

**Net Assets:** $226480648.74

**Cash Not Reported:** $1638205.56

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171910 | 0.83%                | 3.78%                | -1.40%               |
| Class ID C000171911 | 0.83%                | 3.78%                | -1.32%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1378557.12              | $-127055.50                                |
| Month 2  | $1681647.96              | $6081706.98                                |
| Month 3  | $1181134.81              | $-4352395.22                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MS&AD Insurance Group Holdings, Inc.                                                        | MS&AD INSURANCE GROUP HOLDIN COMMON STOCK       | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               |  | JP        |      6600 | NS      | $149978.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT, Inc.                                                                                   | NTT INC COMMON STOCK                            | CUSIP: J59396101<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               |  | JP        |    281400 | NS      | $294551.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Industrivarden                                                                 | INDUSTRIVARDEN AB-C SHS COMMON STOCK            | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               |  | SE        |      6086 | NS      | $241302.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Logista Integral, S.A.                                                                      | LOGISTA INTEGRAL SA COMMON STOCK                | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               |  | ES        |     28343 | NS      | $962461.75    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDEN CORPORATION                                                                          | KINDEN CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               |  | JP        |     10400 | NS      | $356396.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                        | ENEOS Holdings, Inc. COMMON STOCK               | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               |  | JP        |    129600 | NS      | $824803.06    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                            | ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |      2554 | NS      | $834267.08    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                                         | IMPERIAL BRANDS PLC COMMON STOCK                | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               |  | GB        |     40962 | NS      | $1741881.53   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS, INC.                                                               | NIPPON EXPRESS HOLDINGS INC COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8300 | NS      | $188701.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LES COMPAGNIES LOBLAW LIMITEE                                                               | LOBLAW COMPANIES LTD COMMON STOCK               | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               |  | CA        |     13296 | NS      | $514391.03    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Colruyt Group NV                                                                            | COLRUYT GROUP N.V COMMON STOCK                  | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               |  | BE        |      9842 | NS      | $388288.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SECOM CO., LTD.                                                                             | SECOM CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               |  | JP        |     12000 | NS      | $440844.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ANRITSU CORPORATION                                                                         | ANRITSU CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     22500 | NS      | $286759.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                                                   | OTSUKA HOLDINGS CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6300 | NS      | $335252.06    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                                       | VODAFONE GROUP PLC COMMON STOCK                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               |  | GB        |    105561 | NS      | $122443.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BALFOUR BEATTY PLC                                                                          | BALFOUR BEATTY PLC COMMON STOCK                 | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               |  | GB        |     63348 | NS      | $553712.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                                                                   | THALES SA COMMON STOCK                          | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               |  | FR        |       968 | NS      | $303232.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co.,Ltd.                                                                     | IDEMITSU KOSAN CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               |  | JP        |      3000 | NS      | $20638.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRAIT ONE Corporation                                                                      | MIRAIT ONE Corporation COMMON STOCK             | CUSIP: N/A<br>LEI: 353800RI3EZVEIDAEL62       | Long             | EC               |  | JP        |     21300 | NS      | $415791.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDBANK A/S                                                                                 | SYDBANK A/S COMMON STOCK                        | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               |  | DK        |      6735 | NS      | $541870.83    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NAGASE & CO., LTD.                                                                          | NAGASE & CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: 353800VMIQIB0LSK1Q36       | Long             | EC               |  | JP        |      8800 | NS      | $190380.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                              | BNP PARIBAS COMMON STOCK                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               |  | FR        |      3009 | NS      | $273407.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co., Ltd.                                                                  | SEKISUI CHEMICAL CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               |  | JP        |     17200 | NS      | $320858.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU ENEX CO., LTD.                                                                       | ITOCHU ENEX CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300WO21DGCU3JY132       | Long             | EC               |  | JP        |     15811 | NS      | $211762.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BP P.L.C.                                                                                   | BP PLC COMMON STOCK                             | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               |  | GB        |     63273 | NS      | $363658.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Daicel Corporation                                                                          | DAICEL CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 353800ZG4XF6D7NZGS72       | Long             | EC               |  | JP        |     33300 | NS      | $303575.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius Real Estate Limited                                                                  | SIRIUS REAL ESTATE LTD REIT                     | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | EC               |  | GB        |     84189 | NS      | $110789.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                                            | DHL GROUP COMMON STOCK                          | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               |  | DE        |      8778 | NS      | $392584.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer N.V.                                                                         | WOLTERS KLUWER COMMON STOCK                     | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               |  | NL        |      2524 | NS      | $344467.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTONE TELECOMMUNICATIONS HOLDINGS LIMITED                                                | SMARTONE TELECOMMUNICATIONS COMMON STOCK        | CUSIP: N/A<br>LEI: 529900CT7EGMVQRYNQ45       | Long             | EC               |  | HK        |    214500 | NS      | $128197.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORTDELGRO CORPORATION LIMITED                                                           | COMFORTDELGRO CORP LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 2549005O5PVA2JCH6Q33       | Long             | EC               |  | SG        |    153200 | NS      | $172412.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORICA LIMITED                                                                               | ORICA LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     12242 | NS      | $171239.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LIMITED                                                                            | WH GROUP LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               |  | HK        |   2069669 | NS      | $2242469.50   | 0.99%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Elisa Oyj                                                                                   | ELISA OYJ COMMON STOCK                          | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               |  | FI        |      4126 | NS      | $216742.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Thurgauer Kantonalbank                                                                      | THURGAUER KANTONALBANK-CERT COMMON STOCK        | CUSIP: N/A<br>LEI: 529900F00S0DTFX1D404       | Long             | EC               |  | CH        |       927 | NS      | $182918.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE ISRAEL B.M.                                                                   | BANK LEUMI LE-ISRAEL COMMON STOCK               | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               |  | IL        |     40923 | NS      | $808412.63    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewpie Corporation                                                                          | KEWPIE CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900LQQ53U4P4VZN24       | Long             | EC               |  | JP        |      4400 | NS      | $120334.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewpie Corporation                                                                          | KEWPIE CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900LQQ53U4P4VZN24       | Long             | EC               |  | JP        |      7700 | NS      | $210492.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO P.L.C.                                                             | BRITISH AMERICAN TOBACCO PLC COMMON STOCK       | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               |  | GB        |     15393 | NS      | $819538.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CHANNEL INFRASTRUCTURE NZ LIMITED                                                           | CHANNEL INFRASTRUCTURE NZ LT COMMON STOCK       | CUSIP: N/A<br>LEI: 984500A6695797B1E679       | Long             | EC               |  | NZ        |    211528 | NS      | $319341.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BEZEQ THE ISRAELI TELECOMMUNICATION CORP LTD                                                | BEZEQ THE ISRAELI TELECOM CO COMMON STOCK       | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               |  | IL        |    156382 | NS      | $300456.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                                                   | FRESENIUS MEDICAL CARE AG COMMON STOCK          | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               |  | DE        |      4098 | NS      | $216704.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MABUCHI MOTOR CO., LTD.                                                                     | MABUCHI MOTOR CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7500 | NS      | $131373.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berner Kantonalbank AG                                                                      | BERNER KANTONALBANK AG-REG COMMON STOCK         | CUSIP: N/A<br>LEI: 4T0J6O251JXNEB0VEZ08       | Long             | EC               |  | CH        |       404 | NS      | $130240.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaguchi Financial Group, Inc.                                                             | YAMAGUCHI FINANCIAL GROUP IN COMMON STOCK       | CUSIP: N/A<br>LEI: 353800898JPV95YSY548       | Long             | EC               |  | JP        |     33500 | NS      | $407289.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Limited                                                               | POWER ASSETS HOLDINGS LTD COMMON STOCK          | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               |  | HK        |     21200 | NS      | $134277.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                                                                   | TESCO PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               |  | GB        |    301351 | NS      | $1808027.71   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| EVN AG                                                                                      | EVN AG COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900P4JZBFEVNEAE60       | Long             | EC               |  | AT        |      1977 | NS      | $54454.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATCO LTD.                                                                                   | ATCO LTD -CLASS I COMMON STOCK                  | CUSIP: N/A<br>LEI: 5299005SPZ1QYL51JD25       | Long             | EC               |  | CA        |     14033 | NS      | $508108.77    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Societe Financiere Inc.                                                                  | IA FINANCIAL CORP INC COMMON STOCK              | CUSIP: N/A<br>LEI: 549300ZXLJVHQAIXV215       | Long             | EC               |  | CA        |      4272 | NS      | $485811.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                                   | ZURICH INSURANCE GROUP AG COMMON STOCK          | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               |  | CH        |      1111 | NS      | $791167.72    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize AG                                                                                   | AMRIZE LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               |  | CH        |      1850 | NS      | $90502.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle S.A.                                                                                 | NESTLE SA-REG COMMON STOCK                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               |  | CH        |      1229 | NS      | $112922.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                                                                  | SINGAPORE EXCHANGE LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               |  | SG        |     55800 | NS      | $716743.03    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Corporation                                                                            | LION CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               |  | JP        |      6200 | NS      | $64854.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SAGE GROUP PLC.                                                                         | SAGE GROUP PLC/THE COMMON STOCK                 | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               |  | GB        |     35942 | NS      | $533719.83    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Andritz AG                                                                                  | ANDRITZ AG COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               |  | AT        |      2644 | NS      | $186092.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                        | MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK       | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               |  | JP        |     15300 | NS      | $247144.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COLES GROUP LIMITED                                                                         | COLES GROUP LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               |  | AU        |     19645 | NS      | $302872.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE BIC S.A.                                                                            | SOCIETE BIC SA COMMON STOCK                     | CUSIP: N/A<br>LEI: 969500UR00DF63I0VH67       | Long             | EC               |  | FR        |      6925 | NS      | $432893.71    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen                   | MUENCHENER RUECKVER AG-REG COMMON STOCK         | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               |  | DE        |      1226 | NS      | $783406.32    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLE TELEVISION SA                                                                     | M6-METROPOLE TELEVISION COMMON STOCK            | CUSIP: N/A<br>LEI: 96950018NOMJX5XRH047       | Long             | EC               |  | FR        |      6274 | NS      | $94066.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Foods Ltd.                                                                               | NH FOODS LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               |  | JP        |      4400 | NS      | $174706.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LIMITED                                                 | OVERSEA-CHINESE BANKING CORP COMMON STOCK       | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               |  | SG        |     55000 | NS      | $701636.82    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Light Metal Holdings Company, Ltd.                                                   | NIPPON LIGHT METAL HOLDINGS COMMON STOCK        | CUSIP: N/A<br>LEI: 353800J9KCFJSF2CGT47       | Long             | EC               |  | JP        |     12300 | NS      | $174704.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | TOPIX INDX FUTR   DEC25 PHYSICAL INDEX FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         1 | NC      | $212682.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UIE PLC                                                                                     | UIE PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: 213800R1BJ88UN81DN44       | Long             | EC               |  | DK        |      2890 | NS      | $133290.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| METCASH LIMITED                                                                             | METCASH LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: 25490065W4SN3LZMX216       | Long             | EC               |  | AU        |    128011 | NS      | $321959.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                                                                       | EMS-CHEMIE HOLDING AG-REG COMMON STOCK          | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               |  | CH        |        68 | NS      | $48073.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                                                                                | CENTRICA PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               |  | GB        |    103481 | NS      | $232610.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT, Inc.                                                                                   | NTT INC COMMON STOCK                            | CUSIP: J59396101<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               |  | JP        |     94000 | NS      | $98464.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                     | CAN IMPERIAL BK OF COMMERCE COMMON STOCK        | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               |  | CA        |      7934 | NS      | $634138.38    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                                                                  | EIFFAGE COMMON STOCK                            | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               |  | FR        |      5393 | NS      | $691501.94    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                                       | VODAFONE GROUP PLC COMMON STOCK                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               |  | GB        |    381258 | NS      | $443813.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tietoevry Oyj                                                                               | TIETOEVRY OYJ COMMON STOCK                      | CUSIP: N/A<br>LEI: 549300EW2KM4KROKQV31       | Long             | EC               |  | FI        |      6775 | NS      | $122710.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FISHER & PAYKEL HEALTHCARE CORPORATION LIMITED                                              | FISHER & PAYKEL HEALTHCARE C COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | NZ        |      4798 | NS      | $103219.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VALOR HOLDINGS CO.,LTD.                                                                     | VALOR HOLDINGS CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     14300 | NS      | $281386.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                           | SUMITOMO MITSUI TRUST GROUP COMMON STOCK        | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               |  | JP        |     27600 | NS      | $802147.67    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                                                | UNITED OVERSEAS BANK LTD COMMON STOCK           | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               |  | SG        |     22600 | NS      | $607286.33    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                                                             | DANSKE BANK A/S COMMON STOCK                    | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               |  | DK        |     33263 | NS      | $1418421.28   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Chemicals, Inc.                                                                      | MITSUI CHEMICALS INC COMMON STOCK               | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               |  | JP        |      4800 | NS      | $120138.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)    | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2007911 | NS      | $2007910.56   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                           | HSBC HOLDINGS PLC COMMON STOCK                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               |  | GB        |     28070 | NS      | $394899.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SANKYU INC.                                                                                 | SANKYU INC COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900QWTXZZEM1T5G75       | Long             | EC               |  | JP        |      4900 | NS      | $268339.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corporation                                                                        | MARUBENI CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               |  | JP        |      4600 | NS      | $115182.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chow Sang Sang Holdings International Ltd                                                   | CHOW SANG SANG HLDG COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     94000 | NS      | $167078.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NOS, SGPS, S.A.                                                                             | NOS SGPS COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               |  | PT        |     30177 | NS      | $138217.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPN CORPORATION                                                                           | NIPPN CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: 353800V7HRZ1HQGJCW63       | Long             | EC               |  | JP        |     10100 | NS      | $158419.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE ASA                                                                   | SPAREBANK 1 SOR-NORGE ASA COMMON STOCK          | CUSIP: N/A<br>LEI: 549300Q3OIWRHQUQM052       | Long             | EC               |  | NO        |     16608 | NS      | $295947.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED                                                          | CANADIAN TIRE CORP-CLASS A COMMON STOCK         | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               |  | CA        |       916 | NS      | $109065.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                                      | SAP SE COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               |  | DE        |       401 | NS      | $107381.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA CORPORATION                                                                          | OTSUKA CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               |  | JP        |     16800 | NS      | $351161.57    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                                                     | SIKA AG-REG COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               |  | CH        |      1337 | NS      | $297596.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SERCO GROUP PLC                                                                             | SERCO GROUP PLC COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               |  | GB        |    211202 | NS      | $673554.97    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                                    | ALCON INC COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               |  | CH        |      2204 | NS      | $165856.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTIA SERVICES GROUP LIMITED                                                               | VENTIA SERVICES GROUP PTY LT COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     23656 | NS      | $80076.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colruyt Group NV                                                                            | COLRUYT GROUP N.V COMMON STOCK                  | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               |  | BE        |      6891 | NS      | $271410.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI S.P.A.                                                                                  | ENI SPA COMMON STOCK                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               |  | IT        |     19960 | NS      | $348653.87    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                            | ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |      3699 | NS      | $1232325.43   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonae, SGPS, SA                                                                             | SONAE COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300847SOBT7HY7R50       | Long             | EC               |  | PT        |     78836 | NS      | $123942.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                      | DBS GROUP HOLDINGS LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               |  | SG        |     21670 | NS      | $859884.63    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                                             | NORSK HYDRO ASA COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               |  | NO        |     27354 | NS      | $185324.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOYA CORPORATION                                                                            | HOYA CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               |  | JP        |      1500 | NS      | $207959.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REA GROUP LTD                                                                               | REA GROUP LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               |  | AU        |      2613 | NS      | $400210.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                                                    | NICE LTD - SPON ADR DEPOSITARY RECEIPT          | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               |  | US        |      1014 | NS      | $146806.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                                                                | 3I GROUP PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               |  | GB        |      9964 | NS      | $548502.91    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HI-FI LIMITED                                                                            | JB HI-FI LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               |  | AU        |      2079 | NS      | $159831.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                                              | SOFTBANK CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               |  | JP        |    202000 | NS      | $297503.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBERARK SOFTWARE LTD.                                                                      | CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK       | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               |  | US        |       261 | NS      | $126102.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Limited                                                               | POWER ASSETS HOLDINGS LTD COMMON STOCK          | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               |  | HK        |      5000 | NS      | $31654.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP Swiss Property AG                                                                       | PSP SWISS PROPERTY AG-REG COMMON STOCK          | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               |  | CH        |      1641 | NS      | $281938.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VTECH HOLDINGS LIMITED                                                                      | VTECH HOLDINGS LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     85400 | NS      | $688315.83    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EXEO Group, Inc.                                                                            | EXEO GROUP INC COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     13600 | NS      | $197065.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer N.V.                                                                         | WOLTERS KLUWER COMMON STOCK                     | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               |  | NL        |      3208 | NS      | $438248.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADA CO.,LTD.                                                                              | AMADA CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               |  | JP        |     19600 | NS      | $241196.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings, Inc.                                                                        | SOMPO HOLDINGS INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               |  | JP        |      7000 | NS      | $216846.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corporation                                                               | FUJIFILM HOLDINGS CORP COMMON STOCK             | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               |  | JP        |     14600 | NS      | $363900.19    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGEAS SA                                                                                    | AGEAS COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               |  | BE        |      9940 | NS      | $689962.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO TRADER GROUP PLC                                                                       | AUTO TRADER GROUP PLC COMMON STOCK              | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               |  | GB        |     31131 | NS      | $331047.37    | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Sheng Siong Group Ltd                                                                       | SHENG SIONG GROUP LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |    208000 | NS      | $335813.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                                                    | INFINEON TECHNOLOGIES AG COMMON STOCK           | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               |  | DE        |      2700 | NS      | $106007.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORPORATION DU CANADA                                                                 | POWER CORP OF CANADA COMMON STOCK               | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               |  | CA        |      9437 | NS      | $408434.77    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| J SAINSBURY PLC                                                                             | SAINSBURY (J) PLC COMMON STOCK                  | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               |  | GB        |    101538 | NS      | $456565.59    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen                   | MUENCHENER RUECKVER AG-REG COMMON STOCK         | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               |  | DE        |      1500 | NS      | $957746.81    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                                    | ENGIE COMMON STOCK                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               |  | FR        |     84194 | NS      | $1805937.85   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                                                               | NN GROUP NV COMMON STOCK                        | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               |  | NL        |      8851 | NS      | $624658.37    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                                                         | SWISS PRIME SITE-REG COMMON STOCK               | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               |  | CH        |      6781 | NS      | $948564.44    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWDEN JOINERY GROUP PLC                                                                    | HOWDEN JOINERY GROUP PLC COMMON STOCK           | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               |  | GB        |     30599 | NS      | $347472.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORPORATION                                                                     | BRIDGESTONE CORP COMMON STOCK                   | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               |  | JP        |      9500 | NS      | $439667.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                                     | E.ON SE COMMON STOCK                            | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               |  | DE        |     40748 | NS      | $768132.02    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PUBLIC LIMITED COMPANY                                                                 | RELX PLC COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               |  | GB        |      5158 | NS      | $246997.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                                                   | FRESENIUS MEDICAL CARE AG COMMON STOCK          | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               |  | DE        |      3528 | NS      | $185134.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                                                      | BKW AG COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               |  | CH        |      4974 | NS      | $1062128.57   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                                      | SINGAPORE TECH ENGINEERING COMMON STOCK         | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               |  | SG        |     40200 | NS      | $268478.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Corporation                                                                            | LION CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               |  | JP        |      7900 | NS      | $82618.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                     | FRESENIUS SE & CO KGAA COMMON STOCK             | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               |  | DE        |      2207 | NS      | $122919.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                      | DBS GROUP HOLDINGS LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               |  | SG        |     32700 | NS      | $1297397.61   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE BIC S.A.                                                                            | SOCIETE BIC SA COMMON STOCK                     | CUSIP: N/A<br>LEI: 969500UR00DF63I0VH67       | Long             | EC               |  | FR        |      4961 | NS      | $309530.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGRAND SA                                                                                  | LEGRAND SA COMMON STOCK                         | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               |  | FR        |      2659 | NS      | $442181.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COLES GROUP LIMITED                                                                         | COLES GROUP LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               |  | AU        |     21983 | NS      | $339318.47    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE SA | AIR LIQUIDE SA COMMON STOCK                     | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               |  | FR        |      1338 | NS      | $278051.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Electric Glass Co., Ltd.                                                             | NIPPON ELECTRIC GLASS CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: 529900NCIGSAX4V03234       | Long             | EC               |  | JP        |     14700 | NS      | $482629.51    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                                  | ALLIANZ SE-REG COMMON STOCK                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               |  | DE        |       354 | NS      | $148661.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE CYCLE & CARRIAGE LIMITED                                                            | JARDINE CYCLE & CARRIAGE LTD COMMON STOCK       | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               |  | SG        |     26500 | NS      | $589528.39    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                                                             | IBERDROLA SA COMMON STOCK                       | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               |  | ES        |      4909 | NS      | $92999.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H. LUNDBECK A/S                                                                             | H LUNDBECK A/S COMMON STOCK                     | CUSIP: N/A<br>LEI: 5493006R4KC2OI5D3470       | Long             | EC               |  | DK        |     33247 | NS      | $242027.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rengo Co., Ltd.                                                                             | RENGO CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     31100 | NS      | $196679.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOPLAST A/S                                                                               | COLOPLAST-B COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               |  | DK        |      2216 | NS      | $189410.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica S.A.                                                                             | TELEFONICA SA COMMON STOCK                      | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               |  | ES        |     22289 | NS      | $115182.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI KASEI CORPORATION                                                                     | ASAHI KASEI CORP COMMON STOCK                   | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               |  | JP        |     75200 | NS      | $591851.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Volvo                                                                          | VOLVO AB-B SHS COMMON STOCK                     | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               |  | SE        |     12886 | NS      | $369244.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HIKMA PHARMACEUTICALS PUBLIC LIMITED COMPANY                                                | HIKMA PHARMACEUTICALS PLC COMMON STOCK          | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               |  | GB        |      8033 | NS      | $183629.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORPORATION                                                                     | BRIDGESTONE CORP COMMON STOCK                   | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               |  | JP        |     48376 | NS      | $2243144.86   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FTSE 100 IDX FUT  DEC25 PHYSICAL INDEX FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         1 | NC      | $126649.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOHO HOLDINGS CO.,LTD.                                                                      | TOHO HOLDINGS CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 353800Z8BQ3ZHELA4J90       | Long             | EC               |  | JP        |      5000 | NS      | $184747.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROXIMUS NV                                                                                 | PROXIMUS COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               |  | BE        |     37605 | NS      | $329322.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga & Co., Ltd.                                                                        | MORINAGA & CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8800 | NS      | $156161.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                                   | SHELL PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               |  | NL        |       773 | NS      | $27748.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meiji Holdings Co.,Ltd.                                                                     | MEIJI HOLDINGS CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               |  | JP        |      6682 | NS      | $138721.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION JAPAN                                                                    | ORACLE CORP JAPAN COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               |  | JP        |       600 | NS      | $61344.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LION FINANCE GROUP PLC                                                                      | LION FINANCE GROUP PLC COMMON STOCK             | CUSIP: G0R1NA104<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               |  | GB        |      1864 | NS      | $191970.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA GAS CO., LTD.                                                                         | OSAKA GAS CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               |  | JP        |     17800 | NS      | $516251.49    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                                                  | SCOUT24 SE COMMON STOCK                         | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               |  | DE        |      2550 | NS      | $320176.62    | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Endesa, Sociedad Anonima                                                                    | ENDESA SA COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               |  | ES        |     21020 | NS      | $672049.21    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                                   | SHELL PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               |  | GB        |     20422 | NS      | $727609.36    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                                                             | SANDOZ GROUP AG COMMON STOCK                    | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               |  | CH        |      4317 | NS      | $257606.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTERSHARE LIMITED                                                                       | COMPUTERSHARE LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               |  | AU        |     13923 | NS      | $334865.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zaoh Co Ltd                                                                                 | ZAOH COMPANY LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8300 | NS      | $138590.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Valiant Holding AG                                                                          | VALIANT HOLDING AG-REG COMMON STOCK             | CUSIP: N/A<br>LEI: 529900R30EKFHO09CN42       | Long             | EC               |  | CH        |      2385 | NS      | $387049.93    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QINETIQ GROUP PLC                                                                           | QINETIQ GROUP PLC COMMON STOCK                  | CUSIP: N/A<br>LEI: 213800S8OBDOZMCMUW34       | Long             | EC               |  | GB        |     16078 | NS      | $119617.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                                                                   | TESCO PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               |  | GB        |    238790 | NS      | $1432161.35   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                                     | GSK PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               |  | GB        |     58502 | NS      | $1257421.57   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTIA SERVICES GROUP LIMITED                                                               | VENTIA SERVICES GROUP PTY LT COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     36214 | NS      | $122644.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HK ELECTRIC INVESTMENTS LIMITED                                                             | HK ELECTRIC INVESTMENTS -SS UNIT                | CUSIP: N/A<br>LEI: 5299006PUX29DFJ1DE03       | Long             | EC               |  | HK        |    162000 | NS      | $123250.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                     | FRESENIUS SE & CO KGAA COMMON STOCK             | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               |  | DE        |      8654 | NS      | $484026.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                                                 | SWISS RE AG COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               |  | CH        |      5853 | NS      | $1087606.33   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc.                                                                                    | TIS INC COMMON STOCK                            | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               |  | JP        |      3100 | NS      | $102392.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO P.L.C.                                                             | BRITISH AMERICAN TOBACCO PLC COMMON STOCK       | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               |  | GB        |      9529 | NS      | $506340.37    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                                    | ALCON INC COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               |  | CH        |      1078 | NS      | $80289.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                                                                    | NOVA LTD COMMON STOCK                           | CUSIP: M7516K103<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               |  | US        |       317 | NS      | $101332.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA CORPORATION                                                                          | OTSUKA CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               |  | JP        |      5200 | NS      | $108728.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                                             | BAE SYSTEMS PLC COMMON STOCK                    | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               |  | GB        |     34840 | NS      | $965745.29    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                                                   | HOLCIM LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               |  | CH        |      3224 | NS      | $272863.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Nihon Corporation                                                                      | FUJI NIHON CORP COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7400 | NS      | $55167.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MITIE GROUP PLC                                                                             | MITIE GROUP PLC COMMON STOCK                    | CUSIP: N/A<br>LEI: 213800MTCLTKEHWZMJ03       | Long             | EC               |  | GB        |     68499 | NS      | $128366.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                                            | TOTALENERGIES SE COMMON STOCK                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               |  | FR        |      9122 | NS      | $556060.65    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORPORATION DU CANADA                                                                 | POWER CORP OF CANADA COMMON STOCK               | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               |  | CA        |      4481 | NS      | $193938.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                            | SKANDINAVISKA ENSKILDA BAN-A COMMON STOCK       | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               |  | SE        |      9881 | NS      | $193933.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                                                 | SWEDBANK AB - A SHARES COMMON STOCK             | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               |  | SE        |     12295 | NS      | $370218.71    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ezaki Glico Co., Ltd.                                                                       | EZAKI GLICO CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 3538001RG4BHKDFV6G61       | Long             | EC               |  | JP        |      5900 | NS      | $202212.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                                    | MIZRAHI TEFAHOT BANK LTD COMMON STOCK           | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               |  | IL        |      4130 | NS      | $272416.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KSB SE & Co. KGaA                                                                           | KSB SE & Co KGaA PREFERRED STOCK                | CUSIP: N/A<br>LEI: 529900BVAET534PD7C28       | Long             | EP               |  | DE        |        98 | NS      | $98403.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                        | HENKEL AG & CO KGAA COMMON STOCK                | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               |  | DE        |      1777 | NS      | $131856.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Andritz AG                                                                                  | ANDRITZ AG COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               |  | AT        |      6139 | NS      | $433475.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI                                         | TERNA-RETE ELETTRICA NAZIONA COMMON STOCK       | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               |  | IT        |     26136 | NS      | $265272.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KAKEN PHARMACEUTICAL CO.,LTD.                                                               | KAKEN PHARMACEUTICAL CO LTD COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5100 | NS      | $126189.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY NZ LIMITED                                                                          | MERCURY NZ LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 254900XLT925U953KK55       | Long             | EC               |  | NZ        |     76685 | NS      | $297440.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNDRUG CO.,LTD.                                                                            | SUNDRUG CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8200 | NS      | $240805.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ONO PHARMACEUTICAL CO., LTD.                                                                | ONO PHARMACEUTICAL CO LTD COMMON STOCK          | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               |  | JP        |     16100 | NS      | $186703.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD.                                                      | CHECK POINT SOFTWARE TECH COMMON STOCK          | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               |  | US        |      2506 | NS      | $518516.46    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSHIN SEIFUN GROUP INC.                                                                   | NISSHIN SEIFUN GROUP INC COMMON STOCK           | CUSIP: N/A<br>LEI: 529900N4QFZS1P6PYX29       | Long             | EC               |  | JP        |      7000 | NS      | $86056.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Television Holdings, Inc.                                                            | NIPPON TELEVISION HOLDINGS COMMON STOCK         | CUSIP: N/A<br>LEI: 353800QI43C3H97E4W63       | Long             | EC               |  | JP        |     12600 | NS      | $336659.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN ENERGY LIMITED                                                                       | ORIGIN ENERGY LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               |  | AU        |     89821 | NS      | $744113.11    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                                                                   | SANOFI COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |     11106 | NS      | $1025046.77   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kansai Electric Power Company, Incorporated                                             | KANSAI ELECTRIC POWER CO INC COMMON STOCK       | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               |  | JP        |      4800 | NS      | $68854.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                                          | SVENSKA CELLULOSA AB SCA-B COMMON STOCK         | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               |  | SE        |     11038 | NS      | $145939.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN ENERGY LIMITED                                                                       | ORIGIN ENERGY LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               |  | AU        |     20487 | NS      | $169337.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QANTAS AIRWAYS LIMITED                                                                      | QANTAS AIRWAYS LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               |  | AU        |     34590 | NS      | $250337.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                                 | NOVARTIS AG-REG COMMON STOCK                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |     18947 | NS      | $2384181.03   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSO Holding AG                                                                             | ALSO HOLDING AG-REG COMMON STOCK                | CUSIP: N/A<br>LEI: 529900ACS8A6PTQI6141       | Long             | EC               |  | CH        |       606 | NS      | $183555.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                                             | BAE SYSTEMS PLC COMMON STOCK                    | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               |  | GB        |      8960 | NS      | $249666.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ISUZU MOTORS LIMITED                                                                        | ISUZU MOTORS LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               |  | JP        |     22500 | NS      | $283959.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARREFOUR SA                                                                                | CARREFOUR SA COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               |  | FR        |     28845 | NS      | $437494.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDBANK A/S                                                                                 | SYDBANK A/S COMMON STOCK                        | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               |  | DK        |     10270 | NS      | $825279.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO.,LTD.                                                           | DAITO TRUST CONSTRUCT CO LTD COMMON STOCK       | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               |  | JP        |       395 | NS      | $8679.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust and HKT Limited                                                                   | HKT TRUST AND HKT LTD-SS UNIT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    926738 | NS      | $1372168.75   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                                        | SCHINDLER HOLDING-PART CERT COMMON STOCK        | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               |  | CH        |       623 | NS      | $235841.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACEA S.P.A.                                                                                 | ACEA SPA COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | EC               |  | IT        |     10181 | NS      | $245714.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                                                                   | SANOFI COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |      5871 | NS      | $556400.27    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY S.A.                                                                     | SPOTIFY TECHNOLOGY SA COMMON STOCK              | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               |  | US        |       302 | NS      | $210796.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonae, SGPS, SA                                                                             | SONAE COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300847SOBT7HY7R50       | Long             | EC               |  | PT        |    293351 | NS      | $461193.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemira Oyj                                                                                  | KEMIRA OYJ COMMON STOCK                         | CUSIP: N/A<br>LEI: 74370031Y7RK5H88CQ48       | Long             | EC               |  | FI        |     12241 | NS      | $274432.21    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLE TELEVISION SA                                                                     | M6-METROPOLE TELEVISION COMMON STOCK            | CUSIP: N/A<br>LEI: 96950018NOMJX5XRH047       | Long             | EC               |  | FR        |     22053 | NS      | $331632.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A S.P.A.                                                                                  | A2A SPA COMMON STOCK                            | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               |  | IT        |    186442 | NS      | $488321.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                                            | DHL GROUP COMMON STOCK                          | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               |  | DE        |      6877 | NS      | $306574.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC.                                                                          | JAPAN TOBACCO INC COMMON STOCK                  | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               |  | JP        |     16800 | NS      | $553079.87    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                                             | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK       | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               |  | NL        |     37836 | NS      | $1532260.64   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYG A/S                                                                                    | TRYG A/S COMMON STOCK                           | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               |  | DK        |     20131 | NS      | $511133.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                                    | MIZRAHI TEFAHOT BANK LTD COMMON STOCK           | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               |  | IL        |      7683 | NS      | $506147.21    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | EURO STOXX 50     DEC25 PHYSICAL INDEX FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         6 | NC      | $390642.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SECOM CO., LTD.                                                                             | SECOM CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               |  | JP        |     58859 | NS      | $2162102.28   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| WESFARMERS LIMITED                                                                          | WESFARMERS LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               |  | AU        |      4800 | NS      | $292734.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                                      | CHOCOLADEFABRIKEN LINDT-PC COMMON STOCK         | CUSIP: H49983184<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               |  | CH        |        26 | NS      | $397360.65    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARK NEW ZEALAND LIMITED                                                                   | SPARK NEW ZEALAND LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               |  | NZ        |    163973 | NS      | $224813.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                                        | SCHINDLER HOLDING-PART CERT COMMON STOCK        | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               |  | CH        |      1098 | NS      | $417753.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                        | ENEOS Holdings, Inc. COMMON STOCK               | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               |  | JP        |    113900 | NS      | $722329.13    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                                | MIZUHO FINANCIAL GROUP INC COMMON STOCK         | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               |  | JP        |     18680 | NS      | $628794.94    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KANEKA CORPORATION                                                                          | KANEKA CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900FWWCF6RY313R16       | Long             | EC               |  | JP        |      9400 | NS      | $267706.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                                                           | HANNOVER RUECK SE COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               |  | DE        |      1509 | NS      | $454973.09    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BROTHER INDUSTRIES, LTD.                                                                    | BROTHER INDUSTRIES LTD COMMON STOCK             | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               |  | JP        |       357 | NS      | $5991.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Seikan Group Holdings, Ltd.                                                            | TOYO SEIKAN GROUP HOLDINGS L COMMON STOCK       | CUSIP: N/A<br>LEI: 5299004VWXGQPXR05T33       | Long             | EC               |  | JP        |      8100 | NS      | $185032.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust and HKT Limited                                                                   | HKT TRUST AND HKT LTD-SS UNIT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    215000 | NS      | $317945.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech international S.A.                                                                 | LOGITECH INTERNATIONAL-REG COMMON STOCK         | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               |  | CH        |      1303 | NS      | $143400.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVEY NORMAN HOLDINGS LTD                                                                  | HARVEY NORMAN HOLDINGS LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 529900ONRWOF42PYKU59       | Long             | EC               |  | AU        |     97360 | NS      | $476198.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ATCO LTD.                                                                                   | ATCO LTD -CLASS I COMMON STOCK                  | CUSIP: N/A<br>LEI: 5299005SPZ1QYL51JD25       | Long             | EC               |  | CA        |      3564 | NS      | $129045.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL ENERGY LIMITED                                                                          | AGL ENERGY LTD COMMON STOCK                     | CUSIP: Q01630195<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               |  | AU        |     97752 | NS      | $573221.54    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP A/S                                                              | SCANDINAVIAN TOBACCO GROUP A COMMON STOCK       | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | EC               |  | DK        |     12831 | NS      | $177241.01    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| INPEX CORPORATION                                                                           | INPEX CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               |  | JP        |     24800 | NS      | $447145.53    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                           | SUMITOMO MITSUI TRUST GROUP COMMON STOCK        | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               |  | JP        |      6400 | NS      | $186299.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizen Watch Co., Ltd.                                                                     | CITIZEN WATCH CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 529900DUZBKERKGQ2628       | Long             | EC               |  | JP        |     41900 | NS      | $284412.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                                | MIZUHO FINANCIAL GROUP INC COMMON STOCK         | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               |  | JP        |     23600 | NS      | $797080.27    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN ENERGY LIMITED                                                                     | MERIDIAN ENERGY LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               |  | NZ        |     33890 | NS      | $109607.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INSURANCE GROUP LIMITED                                                                 | QBE INSURANCE GROUP LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               |  | AU        |     30103 | NS      | $410787.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP Swiss Property AG                                                                       | PSP SWISS PROPERTY AG-REG COMMON STOCK          | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               |  | CH        |      2245 | NS      | $386449.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA                                                                                   | ORANGE COMMON STOCK                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               |  | FR        |     91880 | NS      | $1491595.89   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                    | ESSITY AKTIEBOLAG-B COMMON STOCK                | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               |  | SE        |      5818 | NS      | $152052.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                                      | SINGAPORE TECH ENGINEERING COMMON STOCK         | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               |  | SG        |     51200 | NS      | $342088.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUFERSAL LTD                                                                               | SHUFERSAL LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 984500F64E05B78E0D41       | Long             | EC               |  | IL        |     14621 | NS      | $172654.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST BANK Co.,Ltd.                                                                    | JAPAN POST BANK CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               |  | JP        |     17000 | NS      | $208866.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIKO EPSON CORPORATION                                                                     | SEIKO EPSON CORP COMMON STOCK                   | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               |  | JP        |     43900 | NS      | $562347.19    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amano Corp                                                                                  | AMANO CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7600 | NS      | $215685.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Company, Limited                                                             | KIRIN HOLDINGS CO LTD COMMON STOCK              | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               |  | JP        |      3100 | NS      | $45480.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                                         | DEUTSCHE TELEKOM AG-REG COMMON STOCK            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               |  | DE        |     33830 | NS      | $1153507.95   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kurimoto, Ltd.                                                                              | KURIMOTO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10500 | NS      | $131247.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iyogin Holdings,Inc.                                                                        | IYOGIN HOLDINGS INC COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     16200 | NS      | $244980.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CORPORATION                                                                        | SUMITOMO CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               |  | JP        |     20000 | NS      | $580695.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                       | SUMITOMO MITSUI FINANCIAL GR COMMON STOCK       | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               |  | JP        |      8800 | NS      | $247904.57    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                                                     | ABB LTD-REG COMMON STOCK                        | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               |  | CH        |      9006 | NS      | $652031.79    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TELSTRA GROUP LIMITED                                                                       | TELSTRA GROUP LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               |  | AU        |     63233 | NS      | $201915.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corporation                                                                          | ITOCHU CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               |  | JP        |      8300 | NS      | $473547.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                                     | GSK PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               |  | GB        |     27748 | NS      | $588169.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Company AB                                                                            | TELIA CO AB COMMON STOCK                        | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               |  | SE        |     44511 | NS      | $169854.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                                                          | COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               |  | US        |      1137 | NS      | $102796.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JYSKE BANK A/S                                                                              | JYSKE BANK-REG COMMON STOCK                     | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               |  | DK        |      2041 | NS      | $227463.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                                         | DEUTSCHE TELEKOM AG-REG COMMON STOCK            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               |  | DE        |     51215 | NS      | $1745760.76   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA GAS CO., LTD.                                                                         | OSAKA GAS CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               |  | JP        |     27400 | NS      | $795738.23    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORPORATION                                                                          | SUBARU CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               |  | JP        |     10300 | NS      | $210191.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCS COMPANY,LIMITED                                                                        | ARCS CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     20400 | NS      | $436050.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                                                 | SWISSCOM AG-REG COMMON STOCK                    | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               |  | CH        |       117 | NS      | $85084.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIWADO CO.,LTD.                                                                            | HEIWADO CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7900 | NS      | $155353.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                                  | MITSUBISHI HC CAPITAL INC COMMON STOCK          | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               |  | JP        |     49000 | NS      | $405321.97    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION JAPAN                                                                    | ORACLE CORP JAPAN COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               |  | JP        |      2600 | NS      | $265836.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                                                              | KINGFISHER PLC COMMON STOCK                     | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               |  | GB        |    130332 | NS      | $543480.94    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC.                                                                      | GREAT-WEST LIFECO INC COMMON STOCK              | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               |  | CA        |      2485 | NS      | $100871.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLSBERG A/S                                                                               | CARLSBERG AS-B COMMON STOCK                     | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               |  | DK        |      1071 | NS      | $124552.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED                                                          | CANADIAN TIRE CORP-CLASS A COMMON STOCK         | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               |  | CA        |      3176 | NS      | $378157.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Daicel Corporation                                                                          | DAICEL CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 353800ZG4XF6D7NZGS72       | Long             | EC               |  | JP        |     11500 | NS      | $105083.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FAES FARMA, S.A.                                                                            | FAES FARMA SA COMMON STOCK                      | CUSIP: N/A<br>LEI: 959800FXZQY7U3P1G969       | Long             | EC               |  | ES        |     27579 | NS      | $138673.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                                             | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK       | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               |  | NL        |     54603 | NS      | $2210271.13   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                                         | IMPERIAL BRANDS PLC COMMON STOCK                | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               |  | GB        |     42195 | NS      | $1793912.36   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                            | SKANDINAVISKA ENSKILDA BAN-A COMMON STOCK       | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               |  | SE        |     10231 | NS      | $200049.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corporation                                                                             | KAO CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               |  | JP        |      6000 | NS      | $262084.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                                                      | SGS SA-REG COMMON STOCK                         | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               |  | CH        |      5893 | NS      | $610890.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SAGE GROUP PLC.                                                                         | SAGE GROUP PLC/THE COMMON STOCK                 | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               |  | GB        |     15556 | NS      | $230366.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                                   | ZURICH INSURANCE GROUP AG COMMON STOCK          | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               |  | CH        |       440 | NS      | $314662.79    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                                                                        | KONINKLIJKE KPN NV COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               |  | NL        |     84021 | NS      | $403489.57    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EFG International AG                                                                        | EFG INTERNATIONAL AG COMMON STOCK               | CUSIP: N/A<br>LEI: 506700PR1R98BSF81139       | Long             | EC               |  | CH        |     12457 | NS      | $253320.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                                                                | BT GROUP PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               |  | GB        |    100941 | NS      | $259758.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                          | ABN AMRO BANK NV-CVA DEPOSITARY RECEIPT         | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               |  | NL        |     11295 | NS      | $361653.41    | 0.16%             |  |  |  | Yes           |                  1 | On Loan: No      |
| LINTEC Corporation                                                                          | LINTEC CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 3538002YOJO0IAM1PD28       | Long             | EC               |  | JP        |     17400 | NS      | $428289.58    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                                                   | ORION OYJ-CLASS B COMMON STOCK                  | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               |  | FI        |      3767 | NS      | $289440.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atalaya Mining Copper, S.A.                                                                 | ATALAYA MINING COPPER SA COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | GB        |     21494 | NS      | $181431.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                                                                | GAZTRANSPORT ET TECHNIGA SA COMMON STOCK        | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               |  | FR        |       643 | NS      | $119502.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAH SING BANKING GROUP LIMITED                                                              | DAH SING BANKING GROUP LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 529900DXBMKJOLLQOM66       | Long             | EC               |  | HK        |    114400 | NS      | $144039.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMADA HOLDINGS CO.,LTD.                                                                    | YAMADA HOLDINGS CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 353800MDZ4K1DQKLO464       | Long             | EC               |  | JP        |    102300 | NS      | $336170.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group Aktiengesellschaft                                                                | GEA GROUP AG COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               |  | DE        |      1844 | NS      | $136177.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                                           | SONOVA HOLDING AG-REG COMMON STOCK              | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               |  | CH        |       455 | NS      | $124872.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                                      | AXA SA COMMON STOCK                             | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               |  | FR        |     13302 | NS      | $638416.61    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KURARAY CO.,LTD.                                                                            | KURARAY CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               |  | JP        |     39700 | NS      | $456946.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                                   | SHELL PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               |  | GB        |     21101 | NS      | $752820.61    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co., Ltd.                                                                  | SEKISUI CHEMICAL CO LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               |  | JP        |     23200 | NS      | $432491.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Holdings Company (Japan), Ltd.                                                   | MCDONALD'S HOLDINGS CO JAPAN COMMON STOCK       | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               |  | JP        |     23400 | NS      | $983945.56    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                                                         | SWISS PRIME SITE-REG COMMON STOCK               | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               |  | CH        |      1169 | NS      | $163846.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OBIC Co.,Ltd.                                                                               | OBIC CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3100 | NS      | $108185.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaguchi Financial Group, Inc.                                                             | YAMAGUCHI FINANCIAL GROUP IN COMMON STOCK       | CUSIP: N/A<br>LEI: 353800898JPV95YSY548       | Long             | EC               |  | JP        |     23600 | NS      | $288038.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL LIMITED                                                                                 | CSL LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               |  | AU        |      2649 | NS      | $347965.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AGEAS SA                                                                                    | AGEAS COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               |  | BE        |      6559 | NS      | $453934.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KURARAY CO.,LTD.                                                                            | KURARAY CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               |  | JP        |     36800 | NS      | $424476.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc.                                                                   | NIPPON BUILDING FUND INC REIT                   | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               |  | JP        |       280 | NS      | $264481.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LIMITED                                                            | BOC HONG KONG HOLDINGS LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               |  | HK        |    176200 | NS      | $827508.61    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KAKEN PHARMACEUTICAL CO.,LTD.                                                               | KAKEN PHARMACEUTICAL CO LTD COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6100 | NS      | $150883.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group, S.A.                                                                  | NATURGY ENERGY GROUP SA COMMON STOCK            | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               |  | ES        |     10294 | NS      | $320192.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC.                                                                   | FERGUSON ENTERPRISES INC COMMON STOCK           | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               |  | GB        |      1009 | NS      | $226033.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Heavy Industries, Ltd.                                                             | SUMITOMO HEAVY INDUSTRIES COMMON STOCK          | CUSIP: N/A<br>LEI: 353800VSTEIRMBC3S374       | Long             | EC               |  | JP        |     11800 | NS      | $283939.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ezaki Glico Co., Ltd.                                                                       | EZAKI GLICO CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 3538001RG4BHKDFV6G61       | Long             | EC               |  | JP        |      4300 | NS      | $147414.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE CYCLE & CARRIAGE LIMITED                                                            | JARDINE CYCLE & CARRIAGE LTD COMMON STOCK       | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               |  | SG        |     23400 | NS      | $520566.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC.                                                                          | JAPAN TOBACCO INC COMMON STOCK                  | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               |  | JP        |     21600 | NS      | $709375.70    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RAITO KOGYO CO., LTD.                                                                       | RAITO KOGYO CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5200 | NS      | $113552.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx Aktiengesellschaft                                                                   | TALANX AG COMMON STOCK                          | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               |  | DE        |      5374 | NS      | $717084.25    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| J SAINSBURY PLC                                                                             | SAINSBURY (J) PLC COMMON STOCK                  | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               |  | GB        |    160784 | NS      | $723650.73    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corporation                                                             | MITSUBISHI ELECTRIC CORP COMMON STOCK           | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               |  | JP        |      5600 | NS      | $144204.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Logista Integral, S.A.                                                                      | LOGISTA INTEGRAL SA COMMON STOCK                | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               |  | ES        |     26783 | NS      | $910477.96    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ELBIT SYSTEMS LTD                                                                           | ELBIT SYSTEMS LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               |  | IL        |       360 | NS      | $182751.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NICHIREI CORPORATION                                                                        | NICHIREI CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: 529900MX3GPXXKO0MT06       | Long             | EC               |  | JP        |     12500 | NS      | $146934.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc.                                                                        | ASTELLAS PHARMA INC COMMON STOCK                | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               |  | JP        |     13300 | NS      | $145166.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                                                 | SWISSCOM AG-REG COMMON STOCK                    | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               |  | CH        |       565 | NS      | $410089.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS, Actividades de Construccion y Servicios, S.A.                                          | ACS ACTIVIDADES CONS Y SERV COMMON STOCK        | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               |  | ES        |      5118 | NS      | $410582.98    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co., Ltd.                                                                        | SHIONOGI & CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               |  | JP        |     21300 | NS      | $373761.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN Holdings Inc.                                                                        | TOPPAN HOLDINGS INC COMMON STOCK                | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               |  | JP        |      5600 | NS      | $143900.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIKI ALUMINIUM INDUSTRY CO.,LTD.                                                           | DAIKI ALUMINIUM INDUSTRY CO COMMON STOCK        | CUSIP: N/A<br>LEI: 353800ETXWM22FC94B33       | Long             | EC               |  | JP        |      9400 | NS      | $71732.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOS, SGPS, S.A.                                                                             | NOS SGPS COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               |  | PT        |     22906 | NS      | $104698.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAR GROUP LIMITED                                                                           | CAR GROUP LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Long             | EC               |  | AU        |      4361 | NS      | $106303.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aica Kogyo Company, Limited                                                                 | AICA KOGYO CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 353800I589BKZAOJD116       | Long             | EC               |  | JP        |      2300 | NS      | $57939.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                                                         | MTU AERO ENGINES AG COMMON STOCK                | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               |  | DE        |       446 | NS      | $205923.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COGECO COMMUNICATIONS INC.                                                                  | COGECO COMMUNICATIONS INC COMMON STOCK          | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               |  | CA        |      7277 | NS      | $334509.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NAVIGATOR COMPANY, S.A.                                                                 | NAVIGATOR CO SA/THE COMMON STOCK                | CUSIP: N/A<br>LEI: 549300UNIB7M2AXUXS35       | Long             | EC               |  | PT        |     29618 | NS      | $114066.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                                                                  | SINGAPORE EXCHANGE LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               |  | SG        |     73000 | NS      | $935999.07    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIVA PLC                                                                                   | AVIVA PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               |  | GB        |     13318 | NS      | $122960.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACEA S.P.A.                                                                                 | ACEA SPA COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | EC               |  | IT        |      5788 | NS      | $139691.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aica Kogyo Company, Limited                                                                 | AICA KOGYO CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 353800I589BKZAOJD116       | Long             | EC               |  | JP        |      4200 | NS      | $105906.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa, Sociedad Anonima                                                                    | ENDESA SA COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               |  | ES        |     32949 | NS      | $1053719.21   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                                                                        | KONINKLIJKE KPN NV COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               |  | NL        |    107598 | NS      | $516841.09    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                                                                                   | ORKLA ASA COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               |  | NO        |     56953 | NS      | $595538.26    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                                      | AXA SA COMMON STOCK                             | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               |  | FR        |     12794 | NS      | $610941.84    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KAJIMA CORPORATION                                                                          | KAJIMA CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     16700 | NS      | $488046.86    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corporation                                                                          | SOJITZ CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               |  | JP        |     18700 | NS      | $495231.45    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf Aktiengesellschaft                                                               | BEIERSDORF AG COMMON STOCK                      | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               |  | DE        |      2843 | NS      | $297308.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP A/S                                                              | SCANDINAVIAN TOBACCO GROUP A COMMON STOCK       | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | EC               |  | DK        |      7673 | NS      | $105925.28    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nordea Bank Abp                                                                             | NORDEA BANK ABP COMMON STOCK                    | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               |  | SE        |      1492 | NS      | $24553.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIICHI SANKYO COMPANY, LIMITED                                                             | DAIICHI SANKYO CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               |  | JP        |      7300 | NS      | $163858.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LIMITED                                                                            | WH GROUP LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               |  | HK        |    589500 | NS      | $638526.83    | 0.28%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Securitas AB                                                                                | SECURITAS AB-B SHS COMMON STOCK                 | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               |  | SE        |     13727 | NS      | $206669.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Betsson AB                                                                                  | BETSSON AB-B COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300W61XW8OFGBG077       | Long             | EC               |  | SE        |     16476 | NS      | $272974.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EuroTeleSites AG                                                                            | EUROTELESITES AG COMMON STOCK                   | CUSIP: N/A<br>LEI: 5299007TJV9W1OY91Y28       | Long             | EC               |  | AT        |     20380 | NS      | $117817.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP HOLDINGS LIMITED                                                                        | CLP HOLDINGS LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               |  | HK        |     18300 | NS      | $151590.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Telekom Austria Aktiengesellschaft                                                          | TELEKOM AUSTRIA AG COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               |  | AT        |     23548 | NS      | $251960.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HORNBACH Holding AG & Co. KGaA                                                              | HORNBACH HOLDING AG & CO KGA COMMON STOCK       | CUSIP: N/A<br>LEI: 529900EGQZ79V21LBL44       | Long             | EC               |  | DE        |      4080 | NS      | $470860.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse Aktiengesellschaft                                                             | KNORR-BREMSE AG COMMON STOCK                    | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               |  | DE        |      2220 | NS      | $208289.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                                                                 | BOUYGUES SA COMMON STOCK                        | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               |  | FR        |      7017 | NS      | $315948.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER FOODS PLC                                                                           | PREMIER FOODS PLC COMMON STOCK                  | CUSIP: N/A<br>LEI: 213800ZD5I8XHNMCJA67       | Long             | EC               |  | GB        |    169335 | NS      | $437153.53    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                                                | UNITED OVERSEAS BANK LTD COMMON STOCK           | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               |  | SG        |     24800 | NS      | $665206.33    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TELENOR ASA                                                                                 | TELENOR ASA COMMON STOCK                        | CUSIP: R21882106<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               |  | NO        |    130932 | NS      | $2170433.64   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                                                    | DAIMLER TRUCK HOLDING AG COMMON STOCK           | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               |  | DE        |      8497 | NS      | $351649.77    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House, Ltd.                                                                         | SEKISUI HOUSE LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               |  | JP        |     17200 | NS      | $392134.61    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PUBLIC LIMITED COMPANY                                                                  | DCC PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               |  | GB        |      1124 | NS      | $72209.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc.                                                                                    | TIS INC COMMON STOCK                            | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               |  | JP        |     24700 | NS      | $816838.54    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PEARSON PLC                                                                                 | PEARSON PLC COMMON STOCK                        | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               |  | GB        |     47153 | NS      | $670667.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAREBANK 1 OSTLANDET                                                                       | SPAREBANK 1 OESTLANDET COMMON STOCK             | CUSIP: N/A<br>LEI: 549300VRM6G42M8OWN49       | Long             | EC               |  | NO        |      8206 | NS      | $154813.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROTHER INDUSTRIES, LTD.                                                                    | BROTHER INDUSTRIES LTD COMMON STOCK             | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               |  | JP        |     34900 | NS      | $583955.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RALLYE SA                                                                                   | RALLYE SA COMMON STOCK                          | CUSIP: N/A<br>LEI: 969500AI7V5V0J9TOU58       | Long             | EC               |  | FR        |    776984 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                                                             | DANSKE BANK A/S COMMON STOCK                    | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               |  | DK        |     13888 | NS      | $593710.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfresa Holdings Corporation                                                                | ALFRESA HOLDINGS CORP COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     20700 | NS      | $296736.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas, S.A.                                                                        | INDRA SISTEMAS SA COMMON STOCK                  | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               |  | ES        |      6988 | NS      | $312836.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU ENEX CO., LTD.                                                                       | ITOCHU ENEX CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300WO21DGCU3JY132       | Long             | EC               |  | JP        |     16700 | NS      | $223458.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                                                   | OTSUKA HOLDINGS CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4800 | NS      | $256334.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                                                                                | CENTRICA PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               |  | GB        |     51145 | NS      | $114711.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | SPI 200 FUTURES   DEC25 PHYSICAL INDEX FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         1 | NC      | $147014.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSICURAZIONI GENERALI SOCIETA PER AZIONI                                                   | GENERALI COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               |  | IT        |      4363 | NS      | $171277.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AURIZON HOLDINGS LIMITED                                                                    | AURIZON HOLDINGS LTD COMMON STOCK               | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               |  | AU        |    226706 | NS      | $478891.07    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                                                                           | INPEX CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               |  | JP        |     27400 | NS      | $495921.73    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                                  | BANDAI NAMCO HOLDINGS INC COMMON STOCK          | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               |  | JP        |      8444 | NS      | $281590.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfeiffer Vacuum Technology AG                                                               | PFEIFFER VACUUM TECHNOLOGY COMMON STOCK         | CUSIP: N/A<br>LEI: 8945004AW6QK8JHNQP69       | Long             | EC               |  | DE        |       628 | NS      | $114522.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HORNBACH Holding AG & Co. KGaA                                                              | HORNBACH HOLDING AG & CO KGA COMMON STOCK       | CUSIP: N/A<br>LEI: 529900EGQZ79V21LBL44       | Long             | EC               |  | DE        |      3455 | NS      | $397845.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Company, Incorporated                                                  | CHUBU ELECTRIC POWER CO INC COMMON STOCK        | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               |  | JP        |      9400 | NS      | $131021.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VTECH HOLDINGS LIMITED                                                                      | VTECH HOLDINGS LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     63300 | NS      | $510116.45    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEINO HOLDINGS CO., LTD.                                                                    | SEINO HOLDINGS CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 3538001D12EPCPYTTF24       | Long             | EC               |  | JP        |     26400 | NS      | $389694.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil, S.A.                                                            | INDUSTRIA DE DISENO TEXTIL COMMON STOCK         | CUSIP: E6282N100<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               |  | ES        |      2962 | NS      | $163472.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Telekom Austria Aktiengesellschaft                                                          | TELEKOM AUSTRIA AG COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               |  | AT        |     39784 | NS      | $425392.33    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SENKO Group Holdings Co.,Ltd.                                                               | SENKO GROUP HOLDINGS CO LTD COMMON STOCK        | CUSIP: N/A<br>LEI: 35380077MB9W0NB6BA14       | Long             | EC               |  | JP        |     24100 | NS      | $331918.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER FOODS PLC                                                                           | PREMIER FOODS PLC COMMON STOCK                  | CUSIP: N/A<br>LEI: 213800ZD5I8XHNMCJA67       | Long             | EC               |  | GB        |     98748 | NS      | $255245.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TELENOR ASA                                                                                 | TELENOR ASA COMMON STOCK                        | CUSIP: R21882106<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               |  | NO        |     29908 | NS      | $496365.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                                                                 | NORTHERN STAR RESOURCES LTD COMMON STOCK        | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               |  | AU        |      3036 | NS      | $47483.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                     | BANK OF NOVA SCOTIA COMMON STOCK                | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | EC               |  | CA        |      1872 | NS      | $121073.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                        | Henkel AG & Co KGaA PREFERRED STOCK             | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               |  | DE        |      5638 | NS      | $455279.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HIKMA PHARMACEUTICALS PUBLIC LIMITED COMPANY                                                | HIKMA PHARMACEUTICALS PLC COMMON STOCK          | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               |  | GB        |     13546 | NS      | $311276.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SANKYO CO., LTD.                                                                            | SANKYO CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               |  | JP        |     29500 | NS      | $513655.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRELLI & C. S.P.A.                                                                         | PIRELLI & C SPA COMMON STOCK                    | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               |  | IT        |     44010 | NS      | $300639.25    | 0.13%             |  |  |  | Yes           |                  1 | On Loan: No      |
| PCCW LIMITED                                                                                | PCCW LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               |  | HK        |    149300 | NS      | $102278.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                          | CREDIT AGRICOLE SA COMMON STOCK                 | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               |  | FR        |     25944 | NS      | $511670.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MEGMILK SNOW BRAND Co.,Ltd.                                                                 | MEGMILK SNOW BRAND CO LTD COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10400 | NS      | $208514.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPERIAN PLC                                                                                | EXPERIAN PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               |  | GB        |      1960 | NS      | $98544.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A S.P.A.                                                                                  | A2A SPA COMMON STOCK                            | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               |  | IT        |    196704 | NS      | $514722.59    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PCCW LIMITED                                                                                | PCCW LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               |  | HK        |    319704 | NS      | $218959.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSHIN SEIFUN GROUP INC.                                                                   | NISSHIN SEIFUN GROUP INC COMMON STOCK           | CUSIP: N/A<br>LEI: 529900N4QFZS1P6PYX29       | Long             | EC               |  | JP        |     13900 | NS      | $170920.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                                                            | COCA-COLA HBC AG-DI COMMON STOCK                | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               |  | GB        |     16086 | NS      | $759681.23    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LIMITED                                                           | JARDINE MATHESON HOLDINGS COMMON STOCK          | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               |  | SG        |      6200 | NS      | $391264.49    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                                   | KESKO OYJ-B SHS COMMON STOCK                    | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               |  | FI        |      6455 | NS      | $137282.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS, Actividades de Construccion y Servicios, S.A.                                          | ACS ACTIVIDADES CONS Y SERV COMMON STOCK        | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               |  | ES        |      5486 | NS      | $438333.37    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA                                          | MICHELIN (CGDE) COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               |  | FR        |     11913 | NS      | $429380.67    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LIMITED                                                                            | BRAMBLES LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     57688 | NS      | $948174.38    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                                                                     | SPIE SA COMMON STOCK                            | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               |  | FR        |      2198 | NS      | $118924.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL - SPA                                                                                  | ENEL SPA COMMON STOCK                           | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               |  | IT        |     38590 | NS      | $365997.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                                                 | SWISS RE AG COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               |  | CH        |      5235 | NS      | $967519.32    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RADWARE LTD.                                                                                | RADWARE LTD COMMON STOCK                        | CUSIP: M81873107<br>LEI: 254900LYRZOTBQ99ZG59 | Long             | EC               |  | US        |      4112 | NS      | $108926.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE ISRAEL B.M.                                                                   | BANK LEUMI LE-ISRAEL COMMON STOCK               | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               |  | IL        |     16616 | NS      | $328396.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NITTO FUJI FLOUR MILLING CO.,LTD.                                                           | NITTO FUJI FLOUR MILLING CO COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4800 | NS      | $227836.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LIMITED                                                                            | BRAMBLES LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     19564 | NS      | $321509.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                             | ERICSSON (LM) TEL-SP ADR DEPOSITARY RECEIPT     | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               |  | US        |     44703 | NS      | $369693.81    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MITIE GROUP PLC                                                                             | MITIE GROUP PLC COMMON STOCK                    | CUSIP: N/A<br>LEI: 213800MTCLTKEHWZMJ03       | Long             | EC               |  | GB        |    179777 | NS      | $338025.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co., Ltd.                                                        | ELECTRIC POWER DEVELOPMENT C COMMON STOCK       | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               |  | JP        |      6300 | NS      | $118210.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak N.V.                                                                      | VOPAK COMMON STOCK                              | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               |  | NL        |      1326 | NS      | $60909.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                            | DEUTSCHE BANK AG-REGISTERED COMMON STOCK        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               |  | DE        |      4714 | NS      | $167085.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LIMITED                                                                   | CK ASSET HOLDINGS LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               |  | HK        |     83000 | NS      | $402057.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Rubber Industries, Ltd.                                                            | SUMITOMO RUBBER INDUSTRIES COMMON STOCK         | CUSIP: N/A<br>LEI: 353800JD4V72SJ3EOX37       | Long             | EC               |  | JP        |     26200 | NS      | $318111.83    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INCHCAPE PLC                                                                                | INCHCAPE PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               |  | GB        |     12034 | NS      | $112190.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemira Oyj                                                                                  | KEMIRA OYJ COMMON STOCK                         | CUSIP: N/A<br>LEI: 74370031Y7RK5H88CQ48       | Long             | EC               |  | FI        |     15247 | NS      | $342595.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PROXIMUS NV                                                                                 | PROXIMUS COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               |  | BE        |      6910 | NS      | $60407.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                                                | DNB BANK ASA COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               |  | NO        |      3740 | NS      | $101766.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSICURAZIONI GENERALI SOCIETA PER AZIONI                                                   | GENERALI COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               |  | IT        |      5526 | NS      | $217348.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLSBERG A/S                                                                               | CARLSBERG AS-B COMMON STOCK                     | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               |  | DK        |       331 | NS      | $38559.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                                | UNILEVER PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               |  | GB        |      8459 | NS      | $501071.62    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Betsson AB                                                                                  | BETSSON AB-B COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300W61XW8OFGBG077       | Long             | EC               |  | SE        |      5906 | NS      | $97521.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Isracard Ltd.                                                                               | ISRACARD LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |      8912 | NS      | $36096.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co., Ltd.                                                                        | SHIONOGI & CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               |  | JP        |     32200 | NS      | $568127.91    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA                                                                                   | ORANGE COMMON STOCK                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               |  | FR        |    132039 | NS      | $2142573.48   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                                                            | COCA-COLA HBC AG-DI COMMON STOCK                | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               |  | GB        |      6801 | NS      | $320822.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OBIC Co.,Ltd.                                                                               | OBIC CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9000 | NS      | $314105.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMERI CO.,LTD.                                                                             | KOMERI CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5000 | NS      | $111620.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK INSULATORS, LTD.                                                                        | NGK INSULATORS LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               |  | JP        |     22800 | NS      | $381636.49    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                        | MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK       | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               |  | JP        |     38600 | NS      | $625712.83    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                                          | DEUTSCHE BOERSE AG COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               |  | DE        |      1646 | NS      | $441142.87    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HK ELECTRIC INVESTMENTS LIMITED                                                             | HK ELECTRIC INVESTMENTS -SS UNIT                | CUSIP: N/A<br>LEI: 5299006PUX29DFJ1DE03       | Long             | EC               |  | HK        |    139200 | NS      | $105915.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EDION Corporation                                                                           | EDION CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: 353800697NBCW7EAHZ97       | Long             | EC               |  | JP        |     18700 | NS      | $274134.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                                                                  | HALEON PLC COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               |  | GB        |     85627 | NS      | $383177.37    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE CORPORATION LIMITED                                                                 | VENTURE CORP LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               |  | SG        |      7800 | NS      | $84340.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                                                                  | EIFFAGE COMMON STOCK                            | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               |  | FR        |      2390 | NS      | $305258.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                                                     | SIEMENS HEALTHINEERS AG COMMON STOCK            | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               |  | DE        |      3719 | NS      | $201607.98    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nemetschek SE                                                                               | NEMETSCHEK SE COMMON STOCK                      | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               |  | DE        |       552 | NS      | $72095.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Foods Ltd.                                                                               | NH FOODS LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               |  | JP        |      3900 | NS      | $154739.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baloise Holding AG                                                                          | BALOISE HOLDING AG - REG COMMON STOCK           | CUSIP: N/A<br>LEI: 529900G5XKBZN48T6283       | Long             | EC               |  | CH        |        94 | NS      | $23276.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontobel Holding AG                                                                         | VONTOBEL HOLDING AG-REG COMMON STOCK            | CUSIP: N/A<br>LEI: 529900G69W5VR3DDPW23       | Long             | EC               |  | CH        |      1329 | NS      | $100319.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DAH SING BANKING GROUP LIMITED                                                              | DAH SING BANKING GROUP LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 529900DXBMKJOLLQOM66       | Long             | EC               |  | HK        |    124989 | NS      | $157433.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LIMITED                                                               | CK HUTCHISON HOLDINGS LTD COMMON STOCK          | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               |  | HK        |     42500 | NS      | $279279.89    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co.,Ltd.                                                                     | IDEMITSU KOSAN CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               |  | JP        |     17600 | NS      | $120575.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                                                                   | DANONE COMMON STOCK                             | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               |  | FR        |      9291 | NS      | $809602.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Niterra Co., Ltd.                                                                           | NITERRA CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               |  | JP        |      9900 | NS      | $382402.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                                                          | COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               |  | US        |      3223 | NS      | $291391.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OBAYASHI CORPORATION                                                                        | OBAYASHI CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               |  | JP        |     11100 | NS      | $182563.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                                              | SOFTBANK CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               |  | JP        |   1104534 | NS      | $1628175.18   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TELSTRA GROUP LIMITED                                                                       | TELSTRA GROUP LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               |  | AU        |     57765 | NS      | $184528.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Okinawa Cellular Telephone Co                                                               | OKINAWA CELLULAR TELEPHONE COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12400 | NS      | $219253.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORPORATION                                                                            | KDDI CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               |  | JP        |     30100 | NS      | $480700.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BENDIGO AND ADELAIDE BANK LIMITED                                                           | BENDIGO AND ADELAIDE BANK COMMON STOCK          | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | EC               |  | AU        |     67029 | NS      | $580132.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRELLI & C. S.P.A.                                                                         | PIRELLI & C SPA COMMON STOCK                    | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               |  | IT        |     22887 | NS      | $155814.26    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| TX Group AG                                                                                 | TX GROUP AG COMMON STOCK                        | CUSIP: N/A<br>LEI: 506700302V28Y6O14985       | Long             | EC               |  | CH        |       559 | NS      | $141567.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank, S.A.                                                                             | CAIXABANK SA COMMON STOCK                       | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               |  | ES        |     35138 | NS      | $369356.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                                                | DNB BANK ASA COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               |  | NO        |     26580 | NS      | $724591.51    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Company AB                                                                            | TELIA CO AB COMMON STOCK                        | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               |  | SE        |    104412 | NS      | $398722.41    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                                                                  | HALEON PLC-ADR DEPOSITARY RECEIPT               | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               |  | US        |     10112 | NS      | $90704.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                     | CAN IMPERIAL BK OF COMMERCE COMMON STOCK        | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               |  | CA        |      3083 | NS      | $246413.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INSURANCE GROUP LIMITED                                                                 | QBE INSURANCE GROUP LTD COMMON STOCK            | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               |  | AU        |     42905 | NS      | $584790.75    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LIMITED                                                 | OVERSEA-CHINESE BANKING CORP COMMON STOCK       | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               |  | SG        |     31900 | NS      | $406791.81    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M European Value Retail S.A.                                                              | B&M EUROPEAN VALUE RETAIL SA COMMON STOCK       | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               |  | GB        |     33117 | NS      | $116944.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                           | HSBC HOLDINGS PLC COMMON STOCK                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               |  | GB        |     70692 | NS      | $998691.61    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Nyfosa AB                                                                                   | NYFOSA AB COMMON STOCK                          | CUSIP: N/A<br>LEI: 5493000YR2B83SILCJ50       | Long             | EC               |  | SE        |     18045 | NS      | $157424.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf Aktiengesellschaft                                                               | BEIERSDORF AG COMMON STOCK                      | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               |  | DE        |      3155 | NS      | $330395.27    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Company                                                               | CENTRAL JAPAN RAILWAY CO COMMON STOCK           | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               |  | JP        |     12100 | NS      | $347633.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EFG International AG                                                                        | EFG INTERNATIONAL AG COMMON STOCK               | CUSIP: N/A<br>LEI: 506700PR1R98BSF81139       | Long             | EC               |  | CH        |      8447 | NS      | $172577.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamigumi Co.,Ltd.                                                                           | KAMIGUMI CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5400 | NS      | $164023.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                                  | ALLIANZ SE-REG COMMON STOCK                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               |  | DE        |      1576 | NS      | $663604.73    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                                      | SAP SE COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               |  | DE        |      2099 | NS      | $562500.74    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol S.A.                                                                                 | REPSOL SA COMMON STOCK                          | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               |  | ES        |     10057 | NS      | $178023.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSEGUR CASH, S.A.                                                                         | PROSEGUR CASH SA COMMON STOCK                   | CUSIP: N/A<br>LEI: 9598005HY5DEFPU2SM35       | Long             | EC               |  | ES        |    136462 | NS      | $122160.32    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| TOYOTA BOSHOKU CORPORATION                                                                  | TOYOTA BOSHOKU CORP COMMON STOCK                | CUSIP: N/A<br>LEI: 529900KS87U6EY7PWG26       | Long             | EC               |  | JP        |      3900 | NS      | $64637.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                                    | ENGIE COMMON STOCK                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               |  | FR        |     47556 | NS      | $1023120.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena, S.M.E., S.A.                                                                          | AENA SME SA COMMON STOCK                        | CUSIP: E526LK101<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               |  | ES        |      3870 | NS      | $105814.98    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                        | Henkel AG & Co KGaA PREFERRED STOCK             | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               |  | DE        |      8332 | NS      | $672582.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Incorporated                                                                    | TREND MICRO INC COMMON STOCK                    | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               |  | JP        |      4000 | NS      | $219227.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RAITO KOGYO CO., LTD.                                                                       | RAITO KOGYO CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1600 | NS      | $34929.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kurimoto, Ltd.                                                                              | KURIMOTO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     15000 | NS      | $187595.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                          | SMITH & NEPHEW PLC COMMON STOCK                 | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               |  | GB        |      5360 | NS      | $97314.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                                                                | BT GROUP PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               |  | GB        |    210777 | NS      | $542812.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIPOL ASSICURAZIONI S.P.A.                                                                 | UNIPOL ASSICURAZIONI SPA COMMON STOCK           | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               |  | IT        |     13806 | NS      | $296215.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FISHER & PAYKEL HEALTHCARE CORPORATION LIMITED                                              | FISHER & PAYKEL HEALTHCARE C COMMON STOCK       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | NZ        |     14133 | NS      | $304012.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA                                          | MICHELIN (CGDE) COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               |  | FR        |     16037 | NS      | $575482.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SERCO GROUP PLC                                                                             | SERCO GROUP PLC COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               |  | GB        |    119827 | NS      | $382001.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                                                             | IBERDROLA SA COMMON STOCK                       | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               |  | ES        |     26513 | NS      | $501717.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                                 | NOVARTIS AG-REG COMMON STOCK                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |     16644 | NS      | $2141134.63   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST RESOURCES LIMITED                                                                     | FIRST RESOURCES LTD COMMON STOCK                | CUSIP: N/A<br>LEI: 5493007RRD817HUP4O49       | Long             | EC               |  | SG        |    191700 | NS      | $249952.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                                          | DEUTSCHE BOERSE AG COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               |  | DE        |      2786 | NS      | $746700.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO., LTD.                                                                       | HONDA MOTOR CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               |  | JP        |     48200 | NS      | $498065.21    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERMARKET INCOME REIT PLC                                                                 | SUPERMARKET INCOME REIT PLC REIT                | CUSIP: G8586X105<br>LEI: 2138007FOINJKAM7L537 | Long             | EC               |  | GB        |     94831 | NS      | $100298.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc Aktiebolag                                                                           | EPIROC AB-B COMMON STOCK                        | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               |  | SE        |     14193 | NS      | $267709.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SANKYO CO., LTD.                                                                            | SANKYO CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               |  | JP        |     37900 | NS      | $659356.26    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                                                       | SWISS LIFE HOLDING AG-REG COMMON STOCK          | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               |  | CH        |       619 | NS      | $665639.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corporation                                                                             | KAO CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               |  | JP        |      1100 | NS      | $48004.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST HOLDINGS Co.,Ltd.                                                                | JAPAN POST HOLDINGS CO LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               |  | JP        |     47700 | NS      | $474078.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                                           | SONOVA HOLDING AG-REG COMMON STOCK              | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               |  | CH        |       711 | NS      | $193555.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORPORATION                                                                            | KDDI CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               |  | JP        |     39000 | NS      | $623350.37    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GLANBIA PUBLIC LIMITED COMPANY                                                              | GLANBIA PLC COMMON STOCK                        | CUSIP: N/A<br>LEI: 635400SRMCBHVMSKJS84       | Long             | EC               |  | IE        |     14522 | NS      | $239512.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IG GROUP HOLDINGS PLC                                                                       | IG GROUP HOLDINGS PLC COMMON STOCK              | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               |  | GB        |     16933 | NS      | $245841.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                                      | CHOCOLADEFABRIKEN LINDT-PC COMMON STOCK         | CUSIP: H49983184<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               |  | CH        |         4 | NS      | $61185.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PUBLIC LIMITED COMPANY                                                                 | RELX PLC COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               |  | GB        |     10585 | NS      | $506249.47    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MEGMILK SNOW BRAND Co.,Ltd.                                                                 | MEGMILK SNOW BRAND CO LTD COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6600 | NS      | $132300.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KANEMATSU CORPORATION                                                                       | KANEMATSU CORP COMMON STOCK                     | CUSIP: N/A<br>LEI: 353800N574WR0FX80I71       | Long             | EC               |  | JP        |      9300 | NS      | $196160.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST HOLDINGS Co.,Ltd.                                                                | JAPAN POST HOLDINGS CO LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               |  | JP        |     29100 | NS      | $289650.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON KAYAKU CO.,LTD.                                                                      | NIPPON KAYAKU CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12700 | NS      | $119330.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                                            | TOTALENERGIES SE COMMON STOCK                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               |  | FR        |      7829 | NS      | $475870.29    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Niterra Co., Ltd.                                                                           | NITERRA CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               |  | JP        |      6100 | NS      | $236011.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group Ltd                                                                          | GALDERMA GROUP AG COMMON STOCK                  | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               |  | CH        |      1220 | NS      | $215804.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                                                               | NN GROUP NV COMMON STOCK                        | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               |  | NL        |     17214 | NS      | $1211569.81   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                                                                  | CANON INC COMMON STOCK                          | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               |  | JP        |     21100 | NS      | $619634.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI & CO., LTD.                                                                          | MITSUI & CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               |  | JP        |      6200 | NS      | $154490.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol S.A.                                                                                 | REPSOL SA COMMON STOCK                          | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               |  | ES        |     14536 | NS      | $258692.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOHAM YONEKYU HOLDINGS INC.                                                                | ITOHAM YONEKYU HOLDINGS INC COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5980 | NS      | $230347.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Thungela Resources Ltd                                                                      | THUNGELA RESOURCES LTD COMMON STOCK             | CUSIP: N/A<br>LEI: 213800EGYK3BN3SRIF27       | Long             | EC               |  | GB        |      1394 | NS      | $7065.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meiji Holdings Co.,Ltd.                                                                     | MEIJI HOLDINGS CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               |  | JP        |     14100 | NS      | $292764.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACKERMANS & VAN HAAREN NV                                                                   | ACKERMANS & VAN HAAREN COMMON STOCK             | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               |  | BE        |      1304 | NS      | $335345.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                                                                 | BOUYGUES SA COMMON STOCK                        | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               |  | FR        |     12523 | NS      | $565292.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO - SOCIETA PER AZIONI                                                               | LEONARDO SPA COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               |  | IT        |      3208 | NS      | $203623.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of East Asia, Limited                                                              | BANK OF EAST ASIA LTD COMMON STOCK              | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | EC               |  | HK        |     47300 | NS      | $73560.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTACENTER PLC                                                                           | COMPUTACENTER PLC COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300XSXUZ1I19DB105       | Long             | EC               |  | GB        |      4228 | NS      | $152886.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIVA PLC                                                                                   | AVIVA PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               |  | GB        |     30758 | NS      | $284823.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LIMITED                                                            | BOC HONG KONG HOLDINGS LTD COMMON STOCK         | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               |  | HK        |     72000 | NS      | $337370.93    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RADWARE LTD.                                                                                | RADWARE LTD COMMON STOCK                        | CUSIP: M81873107<br>LEI: 254900LYRZOTBQ99ZG59 | Long             | EC               |  | US        |      1206 | NS      | $31946.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE SA | AIR LIQUIDE SA COMMON STOCK                     | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               |  | FR        |      2230 | NS      | $465013.34    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALGAS S.P.A.                                                                              | ITALGAS SPA COMMON STOCK                        | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               |  | IT        |     45006 | NS      | $414923.85    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                                                                                   | LOOMIS AB COMMON STOCK                          | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               |  | SE        |      4228 | NS      | $180866.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                       | SUMITOMO MITSUI FINANCIAL GR COMMON STOCK       | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               |  | JP        |     14200 | NS      | $401524.87    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                          | CREDIT AGRICOLE SA COMMON STOCK                 | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               |  | FR        |     19194 | NS      | $377087.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI S.P.A.                                                                                  | ENI SPA COMMON STOCK                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               |  | IT        |     24785 | NS      | $433993.67    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Societe Financiere Inc.                                                                  | IA FINANCIAL CORP INC COMMON STOCK              | CUSIP: N/A<br>LEI: 549300ZXLJVHQAIXV215       | Long             | EC               |  | CA        |      1050 | NS      | $119405.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                                                                                   | ORKLA ASA COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               |  | NO        |     26177 | NS      | $273371.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM B.M.                                                                          | BANK HAPOALIM BM COMMON STOCK                   | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               |  | IL        |     27899 | NS      | $568601.87    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOCERA CORPORATION                                                                         | KYOCERA CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9600 | NS      | $129323.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                                                   | HOLCIM LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               |  | CH        |      2679 | NS      | $228699.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LIMITED                                                                           | RIO TINTO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               |  | AU        |      2859 | NS      | $231223.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                                                                  | CANON INC COMMON STOCK                          | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               |  | JP        |     24900 | NS      | $727643.17    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOBACS SEVEN CO.,LTD.                                                                     | AUTOBACS SEVEN CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: 5299006NCUSCPURTQB07       | Long             | EC               |  | JP        |     10000 | NS      | $109309.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas, S.A.                                                                        | INDRA SISTEMAS SA COMMON STOCK                  | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               |  | ES        |     11311 | NS      | $506868.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Valiant Holding AG                                                                          | VALIANT HOLDING AG-REG COMMON STOCK             | CUSIP: N/A<br>LEI: 529900R30EKFHO09CN42       | Long             | EC               |  | CH        |      2359 | NS      | $381282.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group Aktiengesellschaft                                                                | GEA GROUP AG COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               |  | DE        |      5193 | NS      | $384241.77    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| freenet AG                                                                                  | FREENET AG COMMON STOCK                         | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               |  | DE        |      2619 | NS      | $83860.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD.                                                      | CHECK POINT SOFTWARE TECH COMMON STOCK          | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               |  | US        |      3288 | NS      | $680320.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corporation                                                                             | NEC CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               |  | JP        |      4800 | NS      | $154025.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AEON REIT Investment Corporation.                                                           | AEON REIT INVESTMENT CORP REIT                  | CUSIP: N/A<br>LEI: 353800P59F8MJB4FE788       | Long             | EC               |  | JP        |       111 | NS      | $97494.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LIMITED                                                           | JARDINE MATHESON HOLDINGS COMMON STOCK          | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               |  | SG        |      5300 | NS      | $333900.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRAIT ONE Corporation                                                                      | MIRAIT ONE Corporation COMMON STOCK             | CUSIP: N/A<br>LEI: 353800RI3EZVEIDAEL62       | Long             | EC               |  | JP        |     19600 | NS      | $382882.49    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                                                 | SWEDBANK AB - A SHARES COMMON STOCK             | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               |  | SE        |     15171 | NS      | $458400.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SANKYU INC.                                                                                 | SANKYU INC COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900QWTXZZEM1T5G75       | Long             | EC               |  | JP        |      2400 | NS      | $131631.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx Aktiengesellschaft                                                                   | TALANX AG COMMON STOCK                          | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               |  | DE        |      1902 | NS      | $252986.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                                                                   | DANONE COMMON STOCK                             | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               |  | FR        |      6468 | NS      | $564036.53    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Keihanshin Building Co.,Ltd.                                                                | KEIHANSHIN BUILDING CO LTD COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4100 | NS      | $45501.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COGECO COMMUNICATIONS INC.                                                                  | COGECO COMMUNICATIONS INC COMMON STOCK          | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               |  | CA        |      2731 | NS      | $125538.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** SEI INSTITUTIONAL MANAGED TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer