# EDGAR Filing Document

**Accession Number:** 0001075065
**File Stem:** 0001145549-23-012836
**Filing Date:** 2023-2
**Character Count:** 214091
**Document Hash:** ea8cf76fda2312fca93a55d2daabaffa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-012836.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-012836

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SA FUNDS INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001075065
- **IRS NUMBER:** 770216379
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09195
- **FILM NUMBER:** 23681091

**BUSINESS ADDRESS:**
- **STREET 1:** 10 ALMADEN BLVD, 15TH FLOOR
- **CITY:** SAN JOSE
- **STATE:** CA
- **ZIP:** 95113
- **BUSINESS PHONE:** (800) 366-7266

**MAIL ADDRESS:**
- **STREET 1:** 10 ALMADEN BLVD, 15TH FLOOR
- **CITY:** SAN JOSE
- **STATE:** CA
- **ZIP:** 95113

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RWB FUNDS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19981211

## Series and Classes Contracts Data

### SA International Value Fund (Series ID: S000008780)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000023895 | SA International Value Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SA FUNDS INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-09195

- **c. CIK number of Registrant:** 0001075065

- **d. LEI of Registrant:** 549300JT43J3I1034E48

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

  - **Street Address 1:** 8182 Maryland Ave.

  - **City:** Saint Louis

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 63105

  - **Telephone number:** 8443660905

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

- **a. Name of Series:** SA International Value Fund

- **b. EDGAR series identifier (if any):** S000008780

- **c. LEI of Series:** 549300GQHX7DCPLX7N06

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $581913883.22

**Total Liabilities:** $41415264.69

**Net Assets:** $540498618.53

**Cash Not Reported:** $346648.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023895 | 7.06%                | 11.47%               | -0.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $627371.99               | $32281805.22                               |
| Month 2  | $-1356377.78             | $57478147.06                               |
| Month 3  | $1681256.17              | $-4701565.41                               |

### Schedule of Portfolio Investments

| Name                                                                                                                          | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ELECTROLUX AB                                                                                                                 | ELECTROLUX AB B COMMON STOCK SEK5.0                                         | CUSIP: W0R34B150<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |     23954 | NS      | $323171.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                                                             | HSBC HOLDINGS PLC SPONS ADR ADR                                             | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    194676 | NS      | $6066104.16   | 1.12%             |  |  |  | No            |                  1 | On Loan: —       |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                                            | MITSUBISHI UFJ FINL SPON ADR ADR                                            | CUSIP: 606822104<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    464844 | NS      | $3100509.48   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| RANDSTAD NV                                                                                                                   | RANDSTAD NV COMMON STOCK EUR.1                                              | CUSIP: N7291Y137<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |     16773 | NS      | $1022696.83   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| SIG GROUP AG                                                                                                                  | SIG GROUP AG COMMON STOCK CHF.01                                            | CUSIP: H76406117<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |     33586 | NS      | $733723.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| SKF AB                                                                                                                        | SKF AB B SHARES COMMON STOCK SEK2.5                                         | CUSIP: W84237143<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     64782 | NS      | $988040.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| BOUYGUES SA                                                                                                                   | BOUYGUES SA COMMON STOCK EUR1.0                                             | CUSIP: F11487125<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     55128 | NS      | $1654689.18   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| NIPPON EXPRESS HOLDINGS INC                                                                                                   | NIPPON EXPRESS HOLDINGS INC COMMON STOCK                                    | CUSIP: J53377107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15900 | NS      | $913486.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CENOVUS ENERGY INC                                                                                                            | CENOVUS ENERGY INC COMMON STOCK                                             | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     41371 | NS      | $803011.11    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| TOYO TIRE CORP                                                                                                                | TOYO TIRE CORP COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |      3700 | NS      | $42204.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MANULIFE FINANCIAL CORP                                                                                                       | MANULIFE FINANCIAL CORP COMMON STOCK                                        | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |    112335 | NS      | $2004056.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| CREDIT SUISSE GROUP AG                                                                                                        | CREDIT SUISSE GROUP AG REG COMMON STOCK CHF.04                              | CUSIP: H3698D419<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |     54844 | NS      | $163941.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF NOVA SCOTIA/THE                                                                                                       | BANK OF NOVA SCOTIA COMMON STOCK                                            | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | EC               | CORP              | CA        |     95362 | NS      | $4670830.76   | 0.86%             |  |  |  | No            |                  1 | On Loan: —       |
| STELLANTIS NV                                                                                                                 | STELLANTIS NV COMMON STOCK EUR.01                                           | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     56317 | NS      | $799701.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| ARC RESOURCES LTD                                                                                                             | ARC RESOURCES LTD COMMON STOCK                                              | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |     31547 | NS      | $425208.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| SINGAPORE AIRLINES LTD                                                                                                        | SINGAPORE AIRLINES LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |    195249 | NS      | $806127.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| AEGON NV                                                                                                                      | AEGON NV COMMON STOCK EUR.12                                                | CUSIP: N00927298<br>LEI: 549300772D1G8JPIUR96 | Long             | EC               | CORP              | NL        |    149418 | NS      | $757816.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| SVENSKA HANDELSBANKEN AB                                                                                                      | SVENSKA HANDELSBANKEN B SHS COMMON STOCK SEK1.55                            | CUSIP: W9112U112<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      1918 | NS      | $22461.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WHITECAP RESOURCES INC                                                                                                        | WHITECAP RESOURCES INC COMMON STOCK                                         | CUSIP: 96467A200<br>LEI: 5493004AMPGZA0JO5Q37 | Long             | EC               | CORP              | CA        |     51254 | NS      | $406549.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CRH PLC                                                                                                                       | CRH PLC SPONSORED ADR ADR                                                   | CUSIP: 12626K203<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     40650 | NS      | $1617463.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF MONTREAL                                                                                                              | BANK OF MONTREAL COMMON STOCK                                               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | EC               | CORP              | CA        |      3107 | NS      | $281465.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| DIC CORP                                                                                                                      | DIC CORP COMMON STOCK                                                       | CUSIP: N/A<br>LEI: 549300F1YB9ARLPUKB67       | Long             | EC               | CORP              | JP        |     16000 | NS      | $283572.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CREDIT SUISSE GROUP AG                                                                                                        | CREDIT SUISSE GROUP SPON ADR ADR                                            | CUSIP: 225401108<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |     15888 | NS      | $48299.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                                                                      | LLOYDS BANKING GROUP PLC ADR ADR                                            | CUSIP: 539439109<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    217015 | NS      | $477433.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMITOMO RUBBER INDUSTRIES LTD                                                                                                | SUMITOMO RUBBER INDUSTRIES COMMON STOCK                                     | CUSIP: N/A<br>LEI: 353800JD4V72SJ3EOX37       | Long             | EC               | CORP              | JP        |     42800 | NS      | $375690.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| TOTALENERGIES SE                                                                                                              | TOTALENERGIES SE COMMON STOCK EUR2.5                                        | CUSIP: F92124100<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    332966 | NS      | $20904225.71  | 3.87%             |  |  |  | No            |                  1 | On Loan: —       |
| SUN LIFE FINANCIAL INC                                                                                                        | SUN LIFE FINANCIAL INC COMMON STOCK                                         | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      1077 | NS      | $49994.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMITOMO FORESTRY CO LTD                                                                                                      | SUMITOMO FORESTRY CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300FIIRGO6D5FWR19       | Long             | EC               | CORP              | JP        |     33800 | NS      | $600848.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| KINROSS GOLD CORP                                                                                                             | KINROSS GOLD CORP COMMON STOCK                                              | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |    173331 | NS      | $706637.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| IA FINANCIAL CORP INC                                                                                                         | IA FINANCIAL CORP INC COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300ZXLJVHQAIXV215       | Long             | EC               | CORP              | CA        |     15555 | NS      | $910668.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| HUSQVARNA AB                                                                                                                  | HUSQVARNA AB B SHS COMMON STOCK SEK2.0                                      | CUSIP: W4235G116<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |     30403 | NS      | $213042.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                                                            | CAN IMPERIAL BK OF COMMERCE COMMON STOCK                                    | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     16359 | NS      | $661721.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CATHAY PACIFIC AIRWAYS LTD                                                                                                    | CATHAY PACIFIC AIRWAYS COMMON STOCK                                         | CUSIP: N/A<br>LEI: EQNZNT235RBOJ6LJQZ02       | Long             | EC               | CORP              | HK        |    230363 | NS      | $251451.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| WEST FRASER TIMBER CO LTD                                                                                                     | WEST FRASER TIMBER CO LTD COMMON STOCK                                      | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     13116 | NS      | $947083.69    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| MITSUI OSK LINES LTD                                                                                                          | MITSUI OSK LINES LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |     30300 | NS      | $759577.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| PANASONIC HOLDINGS CORP                                                                                                       | PANASONIC HOLDINGS CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |    168500 | NS      | $1425779.11   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| YOKOHAMA RUBBER CO LTD/THE                                                                                                    | YOKOHAMA RUBBER CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 52990036XNWY2FMYWB76       | Long             | EC               | CORP              | JP        |     27600 | NS      | $432800.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| MABUCHI MOTOR CO LTD                                                                                                          | MABUCHI MOTOR CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $145142.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CANON INC                                                                                                                     | CANON INC COMMON STOCK                                                      | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |     33500 | NS      | $728887.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| OLAM GROUP LTD                                                                                                                | OLAM GROUP LTD COMMON STOCK                                                 | CUSIP: Y6473B103<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     94300 | NS      | $102790.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SHOWA DENKO KK                                                                                                                | SHOWA DENKO K K COMMON STOCK                                                | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Long             | EC               | CORP              | JP        |     14000 | NS      | $215483.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF MONTREAL                                                                                                              | BANK OF MONTREAL COMMON STOCK                                               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | EC               | CORP              | CA        |     57895 | NS      | $5245287.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: —       |
| LENDLEASE CORP LTD                                                                                                            | LENDLEASE GROUP STAPLED SECURITY                                            | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |     43821 | NS      | $233910.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TPG TELECOM LTD                                                                                                               | TPG TELECOM LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     26524 | NS      | $88307.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HARVEY NORMAN HOLDINGS LTD                                                                                                    | HARVEY NORMAN HOLDINGS LTD COMMON STOCK                                     | CUSIP: Q4525E117<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |    136089 | NS      | $382670.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF NOVA SCOTIA/THE                                                                                                       | BANK OF NOVA SCOTIA COMMON STOCK                                            | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | EC               | CORP              | CA        |     22104 | NS      | $1082998.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| EZAKI GLICO CO LTD                                                                                                            | EZAKI GLICO CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 3538001RG4BHKDFV6G61       | Long             | EC               | CORP              | JP        |      3000 | NS      | $82749.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RYMAN HEALTHCARE LTD                                                                                                          | RYMAN HEALTHCARE LTD COMMON STOCK                                           | CUSIP: Q8203F106<br>LEI: 529900UR74KKRFG56I57 | Long             | EC               | CORP              | NZ        |     16867 | NS      | $57185.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TELIA CO AB                                                                                                                   | TELIA CO AB COMMON STOCK SEK3.2                                             | CUSIP: W95890104<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    304898 | NS      | $778983.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| TABCORP HOLDINGS LTD                                                                                                          | TABCORP HOLDINGS LTD COMMON STOCK                                           | CUSIP: Q8815D101<br>LEI: 213800OCCFUN67NEY278 | Long             | EC               | CORP              | AU        |     94616 | NS      | $69250.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SEVEN GROUP HOLDINGS LTD                                                                                                      | SEVEN GROUP HOLDINGS LTD COMMON STOCK                                       | CUSIP: Q84384108<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |      3940 | NS      | $56253.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NOVARTIS AG                                                                                                                   | NOVARTIS AG SPONSORED ADR ADR                                               | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     32730 | NS      | $2969265.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                                                                            | BANCO BILBAO VIZCAYA SP ADR ADR                                             | CUSIP: 05946K101<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    210800 | NS      | $1266908.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| NATWEST GROUP PLC                                                                                                             | NATWEST GROUP PLC  SPON ADR ADR                                             | CUSIP: 639057207<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    107133 | NS      | $692079.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| TOKAI CARBON CO LTD                                                                                                           | TOKAI CARBON CO LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 5299002HKWA5B57KLT43       | Long             | EC               | CORP              | JP        |     21300 | NS      | $174145.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NIPPON ELECTRIC GLASS CO LTD                                                                                                  | NIPPON ELECTRIC GLASS CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 529900NCIGSAX4V03234       | Long             | EC               | CORP              | JP        |     11500 | NS      | $205394.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ASAHI GROUP HOLDINGS LTD                                                                                                      | ASAHI GROUP HOLDINGS LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |     20700 | NS      | $649674.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| YAMAZAKI BAKING CO LTD                                                                                                        | YAMAZAKI BAKING CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11300 | NS      | $135524.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMITOMO HEAVY INDUSTRIES LTD                                                                                                 | SUMITOMO HEAVY INDUSTRIES COMMON STOCK                                      | CUSIP: N/A<br>LEI: 353800VSTEIRMBC3S374       | Long             | EC               | CORP              | JP        |     26000 | NS      | $523803.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| MAKITA CORP                                                                                                                   | MAKITA CORP COMMON STOCK                                                    | CUSIP: 655580009<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      7800 | NS      | $183053.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF QUEENSLAND LTD                                                                                                        | BANK OF QUEENSLAND LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 549300WFIN7T02UKDG08       | Long             | EC               | CORP              | AU        |     38836 | NS      | $182446.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SOLVAY SA                                                                                                                     | SOLVAY SA COMMON STOCK EUR15.0                                              | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               | CORP              | BE        |      9936 | NS      | $1004675.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| MAGNA INTERNATIONAL INC                                                                                                       | MAGNA INTERNATIONAL INC COMMON STOCK                                        | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     38867 | NS      | $2183548.06   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| YAMAHA MOTOR CO LTD                                                                                                           | YAMAHA MOTOR CO LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |     37200 | NS      | $853185.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIDGESTONE CORP                                                                                                              | BRIDGESTONE CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |     30800 | NS      | $1100905.21   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| NIPPON YUSEN KK                                                                                                               | NIPPON YUSEN KK COMMON STOCK                                                | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |     30300 | NS      | $718020.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| THK CO LTD                                                                                                                    | THK CO LTD COMMON STOCK                                                     | CUSIP: 686913005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $61322.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KURARAY CO LTD                                                                                                                | KURARAY CO LTD COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |     76400 | NS      | $615903.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| TORONTO-DOMINION BANK/THE                                                                                                     | TORONTO DOMINION BANK COMMON STOCK                                          | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      6483 | NS      | $419839.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| AGC INC                                                                                                                       | AGC INC COMMON STOCK                                                        | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |     48500 | NS      | $1624180.89   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| AOZORA BANK LTD                                                                                                               | AOZORA BANK LTD COMMON STOCK                                                | CUSIP: J0172K115<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |     14700 | NS      | $290662.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDEN OCEAN GROUP LTD                                                                                                        | GOLDEN OCEAN GROUP LTD COMMON STOCK USD.05                                  | CUSIP: G39637205<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | BM        |     18503 | NS      | $162312.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |  40763968 | NS      | $40763967.70  | 7.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRATT DEVELOPMENTS PLC                                                                                                      | BARRATT DEVELOPMENTS PLC COMMON STOCK GBP.1                                 | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |     47310 | NS      | $226951.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                                                                                                    | JAPAN POST HOLDINGS CO LTD COMMON STOCK                                     | CUSIP: J2800D109<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     71600 | NS      | $605304.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST INSURANCE CO LTD                                                                                                   | JAPAN POST INSURANCE CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |      4500 | NS      | $79583.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                                                                   | NATIONAL AUSTRALIA BANK LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |    258849 | NS      | $5297695.55   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWCREST MINING LTD                                                                                                           | NEWCREST MINING LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 5299006MN50OZJUJI655       | Long             | EC               | CORP              | AU        |     80215 | NS      | $1127241.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                                                                                        | AGNICO EAGLE MINES LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |     24874 | NS      | $1293199.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLWAY PLC                                                                                                                   | BELLWAY PLC COMMON STOCK GBP.125                                            | CUSIP: G09744155<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |      1481 | NS      | $34152.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COVESTRO AG                                                                                                                   | COVESTRO AG COMMON STOCK                                                    | CUSIP: D15349109<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     24283 | NS      | $950070.65    | 0.18%             |  |  |  | Yes           |                  1 | On Loan: No      |
| CK INFRASTRUCTURE HOLDINGS LTD                                                                                                | CK INFRASTRUCTURE HOLDINGS L COMMON STOCK HKD1.0                            | CUSIP: G2178K100<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |     24000 | NS      | $125604.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTAGAS LTD                                                                                                                   | ALTAGAS LTD COMMON STOCK                                                    | CUSIP: N/A<br>LEI: DR5LKEURSR8SXLM64266       | Long             | EC               | CORP              | CA        |     24518 | NS      | $423361.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                                                                  | BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25                            | CUSIP: G1510J102<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    183504 | NS      | $7279915.18   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                                                                                                                      | NEC CORP COMMON STOCK                                                       | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     35800 | NS      | $1264347.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NH FOODS LTD                                                                                                                  | NH FOODS LTD COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               | CORP              | JP        |     15533 | NS      | $434957.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELORMITTAL SA                                                                                                              | ARCELORMITTAL NY REGISTERED NY REG SHRS                                     | CUSIP: 03938L203<br>LEI: 549300MP4YSRSQ39ZG33 | Long             | EC               | CORP              | LU        |     60669 | NS      | $1590741.18   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                                        | STANDARD CHARTERED PLC COMMON STOCK USD.5                                   | CUSIP: G84228157<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    186070 | NS      | $1400084.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC AVIATION LTD                                                                                                              | BOC AVIATION LTD COMMON STOCK                                               | CUSIP: Y09292106<br>LEI: 254900H06V5RMEB3KE72 | Long             | EC               | CORP              | SG        |     13200 | NS      | $110176.86    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                                                                                         | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0                                   | CUSIP: G2177B101<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    200569 | NS      | $1234693.77   | 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               | CORP              | JP        |      3900 | NS      | $49121.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NSK LTD                                                                                                                       | NSK LTD COMMON STOCK                                                        | CUSIP: N/A<br>LEI: 353800FVQK6SULSPBC69       | Long             | EC               | CORP              | JP        |     59600 | NS      | $318345.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON STEEL CORP                                                                                                             | NIPPON STEEL CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |     60327 | NS      | $1053562.05   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                                                                           | NISSAN MOTOR CO LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |    222800 | NS      | $709788.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                           | NOMURA HOLDINGS INC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |    175700 | NS      | $654122.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEON CORP                                                                                                                     | ZEON CORP COMMON STOCK                                                      | CUSIP: N/A<br>LEI: 529900UEFURDYZ4F4U10       | Long             | EC               | CORP              | JP        |     28500 | NS      | $290124.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OBAYASHI CORP                                                                                                                 | OBAYASHI CORP COMMON STOCK                                                  | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |     72500 | NS      | $551318.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OJI HOLDINGS CORP                                                                                                             | OJI HOLDINGS CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |    226000 | NS      | $914401.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIHEIYO CEMENT CORP                                                                                                          | TAIHEIYO CEMENT CORP COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     25000 | NS      | $391839.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INCITEC PIVOT LTD                                                                                                             | INCITEC PIVOT LTD COMMON STOCK                                              | CUSIP: Q4887E101<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |    255280 | NS      | $653515.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                                                                                        | BP PLC SPONS ADR ADR                                                        | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    101824 | NS      | $3556712.32   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                                                                            | BANCO SANTANDER SA SPON ADR ADR                                             | CUSIP: 05964H105<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    210864 | NS      | $622048.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALFRESA HOLDINGS CORP                                                                                                         | ALFRESA HOLDINGS CORP COMMON STOCK                                          | CUSIP: J0109X107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $98332.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                                                                                                   | NUTRIEN LTD COMMON STOCK                                                    | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     49556 | NS      | $3619074.68   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BRITISH FOODS PLC                                                                                                  | ASSOCIATED BRITISH FOODS PLC COMMON STOCK GBP.0568                          | CUSIP: G05600138<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     19275 | NS      | $367247.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                                                  | BARCLAYS PLC SPONS ADR ADR                                                  | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    330258 | NS      | $2576012.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AMUNDI SA                                                                                                                     | AMUNDI SA COMMON STOCK EUR2.5                                               | CUSIP: F0300Q103<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      5568 | NS      | $315893.93    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| DEMANT A/S                                                                                                                    | DEMANT A/S COMMON STOCK DKK.2                                               | CUSIP: K3008M105<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |      6785 | NS      | $188065.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMP LTD                                                                                                                       | AMP LTD COMMON STOCK                                                        | CUSIP: Q0344G101<br>LEI: 5299000D93LTLU0UJR35 | Long             | EC               | CORP              | AU        |     59607 | NS      | $53367.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                                                                                       | QBE INSURANCE GROUP LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     41216 | NS      | $376871.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                                                                                                   | NORTHERN STAR RESOURCES LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |    104349 | NS      | $775112.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHALLENGER LTD                                                                                                                | CHALLENGER LTD COMMON STOCK                                                 | CUSIP: Q22685103<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |     76679 | NS      | $397816.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON MATTHEY PLC                                                                                                           | JOHNSON MATTHEY PLC COMMON STOCK GBP1.109245                                | CUSIP: G51604166<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |      6038 | NS      | $155263.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                                                                                                  | ING GROEP NV COMMON STOCK EUR.01                                            | CUSIP: N4578E595<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    253754 | NS      | $3093332.01   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| RICOH CO LTD                                                                                                                  | RICOH CO LTD COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |     49300 | NS      | $378277.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T&D HOLDINGS INC                                                                                                              | T+D HOLDINGS INC COMMON STOCK                                               | CUSIP: J86796109<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |     53100 | NS      | $769553.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                                              | DEUTSCHE BANK AG REGISTERED COMMON STOCK                                    | CUSIP: D18190898<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     92725 | NS      | $1068192.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                                                                                                                     | ALCON INC COMMON STOCK CHF.04                                               | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      1965 | NS      | $134700.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROHM CO LTD                                                                                                                   | ROHM CO LTD COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |      4700 | NS      | $341290.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTEN PHARMACEUTICAL CO LTD                                                                                                  | SANTEN PHARMACEUTICAL CO LTD COMMON STOCK                                   | CUSIP: 677660003<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |     30800 | NS      | $252051.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PEARSON PLC                                                                                                                   | PEARSON PLC COMMON STOCK GBP.25                                             | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |     17918 | NS      | $203449.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRICK GOLD CORP                                                                                                             | BARRICK GOLD CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 0O4KBQCJZX82UKGCBV73       | Long             | EC               | CORP              | CA        |    101277 | NS      | $1739938.86   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRICK GOLD CORP                                                                                                             | BARRICK GOLD CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 0O4KBQCJZX82UKGCBV73       | Long             | EC               | CORP              | CA        |     13819 | NS      | $236882.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                                                                                        | BP PLC COMMON STOCK USD.25                                                  | CUSIP: G12793108<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    299981 | NS      | $1722282.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DS SMITH PLC                                                                                                                  | DS SMITH PLC COMMON STOCK GBP.1                                             | CUSIP: G2848Q123<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |    127033 | NS      | $493748.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                                      | LLOYDS BANKING GROUP PLC COMMON STOCK GBP.1                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |   8264877 | NS      | $4537287.22   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR WIMPEY PLC                                                                                                             | TAYLOR WIMPEY PLC COMMON STOCK GBP.01                                       | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |    139975 | NS      | $172014.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                                                                  | BRITISH AMERICAN TOB SP ADR ADR                                             | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      2004 | NS      | $80119.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTOS LTD                                                                                                                    | SANTOS LTD COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |    447931 | NS      | $2177513.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIPAL HOLDINGS CORP                                                                                                         | MEDIPAL HOLDINGS CORP COMMON STOCK                                          | CUSIP: J4189T101<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |     25300 | NS      | $335624.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                                                            | CAN IMPERIAL BK OF COMMERCE COMMON STOCK                                    | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     77080 | NS      | $3117925.85   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                                                | FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK                                    | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      4452 | NS      | $2637234.59   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                                                                                                  | BT GROUP PLC COMMON STOCK GBP.05                                            | CUSIP: G16612106<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   1231112 | NS      | $1667699.51   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                                                                                                | KINGFISHER PLC COMMON STOCK GBP.157143                                      | CUSIP: G5256E441<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    420977 | NS      | $1201607.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                                                    | FIRST QUANTUM MINERALS LTD COMMON STOCK                                     | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     84695 | NS      | $1769587.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC                                                                                                         | GREAT WEST LIFECO INC COMMON STOCK                                          | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     16930 | NS      | $391365.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEINO HOLDINGS CO LTD                                                                                                         | SEINO HOLDINGS CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 3538001D12EPCPYTTF24       | Long             | EC               | CORP              | JP        |     20400 | NS      | $182176.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                                                                                                       | SEKISUI CHEMICAL CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     16000 | NS      | $224931.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                                           | INTESA SANPAOLO COMMON STOCK NPV                                            | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |   1039975 | NS      | $2313314.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLSBERG AS                                                                                                                  | CARLSBERG AS B COMMON STOCK DKK20.                                          | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     15826 | NS      | $2103207.69   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI HOUSE LTD                                                                                                             | SEKISUI HOUSE LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |     81800 | NS      | $1454436.91   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMIZU CORP                                                                                                                  | SHIMIZU CORP COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |     68400 | NS      | $366912.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AP MOLLER - MAERSK A/S                                                                                                        | AP MOLLER MAERSK A/S B COMMON STOCK DKK1000.0                               | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |       372 | NS      | $836448.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AP MOLLER - MAERSK A/S                                                                                                        | AP MOLLER MAERSK A/S A COMMON STOCK DKK1000.0                               | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |       246 | NS      | $544282.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO LAND CO LTD                                                                                                              | SINO LAND CO COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |    475682 | NS      | $594796.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TSIM SHA TSUI PROPERTIES LTD                                                                                                  | TSIM SHA TSUI PROPERTIES COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      6907 | NS      | $18582.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                                                                                        | FRESENIUS SE + CO KGAA COMMON STOCK                                         | CUSIP: D27348263<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     42320 | NS      | $1189162.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLICIS GROUPE SA                                                                                                            | PUBLICIS GROUPE COMMON STOCK EUR.4                                          | CUSIP: F7607Z165<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |     29051 | NS      | $1847821.07   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC HEALTHCARE LTD                                                                                                          | SONIC HEALTHCARE LTD COMMON STOCK                                           | CUSIP: Q8563C107<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     12822 | NS      | $261633.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY ELECTRIC CO LTD                                                                                                       | STANLEY ELECTRIC CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11500 | NS      | $221605.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FAURECIA SE                                                                                                                   | FAURECIA COMMON STOCK EUR7.0                                                | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | EC               | CORP              | FR        |      4468 | NS      | $67580.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAB AB                                                                                                                       | PEAB AB CLASS B COMMON STOCK SEK5.35                                        | CUSIP: W9624E101<br>LEI: 549300FQS4VD3153I854 | Long             | EC               | CORP              | SE        |     24592 | NS      | $139282.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUP NV                                                                                                                  | KBC GROUP NV COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |     25395 | NS      | $1633218.62   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                                                                                                              | IMPERIAL OIL LTD COMMON STOCK                                               | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |      9184 | NS      | $447628.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLLORE SE                                                                                                                    | BOLLORE SE COMMON STOCK EUR.16                                              | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |    138791 | NS      | $775528.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIOBANCA BANCA DI CREDITO FINANZIARIO SPA                                                                                   | MEDIOBANCA SPA COMMON STOCK NPV                                             | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |     37683 | NS      | $362394.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CHEMICAL CO LTD                                                                                                      | SUMITOMO CHEMICAL CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |    442500 | NS      | $1598178.91   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO ELECTRIC INDUSTRIES LTD                                                                                              | SUMITOMO ELECTRIC INDUSTRIES COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |    164200 | NS      | $1882344.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO METAL MINING CO LTD                                                                                                  | SUMITOMO METAL MINING CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |     35500 | NS      | $1263490.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO REALTY & DEVELOPMENT CO LTD                                                                                          | SUMITOMO REALTY + DEVELOPMEN COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     25600 | NS      | $608790.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                                                                                               | DANSKE BANK A/S COMMON STOCK DKK10.                                         | CUSIP: K22272114<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     41578 | NS      | $821768.21    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL AG                                                                                                                | CONTINENTAL AG COMMON STOCK                                                 | CUSIP: D16212140<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |     11257 | NS      | $674561.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAULT SA                                                                                                                    | RENAULT SA COMMON STOCK EUR3.81                                             | CUSIP: F77098105<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     21069 | NS      | $705354.47    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHIBSTED ASA                                                                                                                 | SCHIBSTED ASA CL A COMMON STOCK NOK.5                                       | CUSIP: R75677105<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |      1169 | NS      | $22134.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CORP                                                                                                                 | SUMITOMO CORP COMMON STOCK                                                  | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     74000 | NS      | $1238220.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LTD                                                                                                   | SUN HUNG KAI PROPERTIES COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |    182177 | NS      | $2492681.86   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZUKI MOTOR CORP                                                                                                             | SUZUKI MOTOR CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |     27300 | NS      | $888435.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZUKEN CO LTD/AICHI JAPAN                                                                                                    | SUZUKEN CO LTD COMMON STOCK                                                 | CUSIP: J78454105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $29922.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIRE PACIFIC LTD                                                                                                             | SWIRE PACIFIC LTD   CL A COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |     49000 | NS      | $431275.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIRE PACIFIC LTD                                                                                                             | SWIRE PACIFIC LTD CL B COMMON STOCK                                         | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |    127500 | NS      | $173474.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK CORP                                                                                                                      | TDK CORP COMMON STOCK                                                       | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |     21400 | NS      | $706865.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TAISEI CORP                                                                                                                   | TAISEI CORP COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |      7200 | NS      | $233160.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                                  | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |    141973 | NS      | $4447203.62   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| TEIJIN LTD                                                                                                                    | TEIJIN LTD COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 3538000RF6UCIMPKCO54       | Long             | EC               | CORP              | JP        |     53199 | NS      | $522099.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TODA CORP                                                                                                                     | TODA CORP COMMON STOCK                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28000 | NS      | $151478.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO TATEMONO CO LTD                                                                                                         | TOKYO TATEMONO CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |     37600 | NS      | $458110.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TORAY INDUSTRIES INC                                                                                                          | TORAY INDUSTRIES INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |    166100 | NS      | $932255.87    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LIXIL CORP                                                                                                                    | LIXIL CORP COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |     38200 | NS      | $582430.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                                                                              | SKANDINAVISKA ENSKILDA BAN A COMMON STOCK SEK10.0                           | CUSIP: W25381141<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |    140768 | NS      | $1618147.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VIVENDI SE                                                                                                                    | VIVENDI COMMON STOCK EUR5.5                                                 | CUSIP: F97982106<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     18206 | NS      | $173721.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDBANK AB                                                                                                                   | SWEDBANK AB   A SHARES COMMON STOCK NPV                                     | CUSIP: W94232100<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     38879 | NS      | $660598.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STOREBRAND ASA                                                                                                                | STOREBRAND ASA COMMON STOCK NOK5.                                           | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |     56200 | NS      | $489902.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRELLEBORG AB                                                                                                                 | TRELLEBORG AB B SHS COMMON STOCK SEK25.                                     | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |     32833 | NS      | $757671.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                                                                       | E.ON SE COMMON STOCK                                                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     75215 | NS      | $751516.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                                                                        | KONINKLIJKE PHILIPS NVR  NY NY REG SHRS                                     | CUSIP: 500472303<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     13461 | NS      | $201780.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-KYMMENE OYJ                                                                                                               | UPM KYMMENE OYJ COMMON STOCK                                                | CUSIP: X9518S108<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |     33074 | NS      | $1236663.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER AG                                                                                                                      | BAYER AG REG COMMON STOCK                                                   | CUSIP: D0712D163<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     49665 | NS      | $2569144.22   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| STORA ENSO OYJ                                                                                                                | STORA ENSO OYJ R SHS COMMON STOCK EUR1.7                                    | CUSIP: X8T9CM113<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     77897 | NS      | $1096510.17   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HENKEL AG & CO KGAA                                                                                                           | HENKEL AG + CO KGAA VOR PREF PREFERENCE                                     | CUSIP: D3207M110<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      2169 | NS      | $150963.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDELBERGCEMENT AG                                                                                                           | HEIDELBERGCEMENT AG COMMON STOCK                                            | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     25898 | NS      | $1477054.85   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG & CO KGAA                                                                                           | FRESENIUS MEDICAL CARE AG + COMMON STOCK                                    | CUSIP: D2734Z107<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      7008 | NS      | $229327.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA                                                                                                                     | ORANGE COMMON STOCK EUR4.0                                                  | CUSIP: F6866T100<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    322578 | NS      | $3204761.38   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBSEA 7 SA                                                                                                                   | SUBSEA 7 SA COMMON STOCK USD2.                                              | CUSIP: L8882U106<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |     28831 | NS      | $332694.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                                                                                                           | ERSTE GROUP BANK AG COMMON STOCK                                            | CUSIP: A19494102<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      7953 | NS      | $254547.22    | 0.05%             |  |  |  | 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               | CORP              | JP        |     30500 | NS      | $376950.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOSOH CORP                                                                                                                    | TOSOH CORP COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |     58300 | NS      | $697432.19    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                                                                     | MUENCHENER RUECKVER AG REG COMMON STOCK                                     | CUSIP: D55535104<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      1590 | NS      | $517412.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SAAB AB                                                                                                                       | SAAB AB B COMMON STOCK                                                      | CUSIP: W72838118<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      4192 | NS      | $164990.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAZDA MOTOR CORP                                                                                                              | MAZDA MOTOR CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |     65100 | NS      | $498517.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYODA GOSEI CO LTD                                                                                                           | TOYODA GOSEI CO LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 353800ZV4HXVM4DWPO50       | Long             | EC               | CORP              | JP        |     15300 | NS      | $239339.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN AG                                                                                                                 | VOLKSWAGEN AG COMMON STOCK                                                  | CUSIP: D94523145<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |      6122 | NS      | $967593.53    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN AG                                                                                                                 | VOLKSWAGEN AG PREF PREFERENCE                                               | CUSIP: D94523103<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     30282 | NS      | $3773795.23   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                                                                            | BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK EUR.49                            | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    228555 | NS      | $1378395.19   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNDIN MINING CORP                                                                                                            | LUNDIN MINING CORP COMMON STOCK                                             | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |    146222 | NS      | $897418.63    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                                                                                                               | MEG ENERGY CORP COMMON STOCK                                                | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |     14261 | NS      | $198537.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                                                                        | MERCEDES BENZ GROUP AG COMMON STOCK NPV                                     | CUSIP: D1668R123<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |    135985 | NS      | $8937695.56   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA TSUSHO CORP                                                                                                            | TOYOTA TSUSHO CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |     32500 | NS      | $1209711.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA BOSHOKU CORP                                                                                                           | TOYOTA BOSHOKU CORP COMMON STOCK                                            | CUSIP: J91214106<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |      3600 | NS      | $48442.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                                                             | TOYOTA MOTOR CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |    533350 | NS      | $7365870.73   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UBE CORP                                                                                                                      | UBE CORP COMMON STOCK                                                       | CUSIP: N/A<br>LEI: 529900XMRZ2VNF3ZPS69       | Long             | EC               | CORP              | JP        |      1600 | NS      | $23626.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UOL GROUP LTD                                                                                                                 | UOL GROUP LTD COMMON STOCK                                                  | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |     47218 | NS      | $236900.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMADA HOLDINGS CO LTD                                                                                                        | YAMADA HOLDINGS CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 353800MDZ4K1DQKLO464       | Long             | EC               | CORP              | JP        |     93100 | NS      | $331283.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISSCOM AG                                                                                                                   | SWISSCOM AG REG COMMON STOCK CHF1.0                                         | CUSIP: H8398N104<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      4128 | NS      | $2261660.95   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SECURITAS AB                                                                                                                  | SECURITAS AB B SHS COMMON STOCK SEK1.                                       | CUSIP: W7912C118<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     28869 | NS      | $240583.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEARSON PLC                                                                                                                   | PEARSON PLC SPONSORED ADR ADR                                               | CUSIP: 705015105<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      5700 | NS      | $64239.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                                                                        | AXA SA COMMON STOCK EUR2.29                                                 | CUSIP: F06106102<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     96903 | NS      | $2702679.09   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CARREFOUR SA                                                                                                                  | CARREFOUR SA COMMON STOCK EUR2.5                                            | CUSIP: F13923119<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |    128110 | NS      | $2144795.85   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| REPSOL SA                                                                                                                     | REPSOL SA COMMON STOCK EUR1.                                                | CUSIP: E8471S130<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    203118 | NS      | $3228799.27   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                                                                                                        | SANOFI COMMON STOCK EUR2.0                                                  | CUSIP: F5548N101<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     32364 | NS      | $3112419.42   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                                                                            | BANCO SANTANDER SA COMMON STOCK EUR.5                                       | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |   1686570 | NS      | $5059599.88   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                                              | DEUTSCHE BANK AG REGISTERED COMMON STOCK                                    | CUSIP: D18190898<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     46122 | NS      | $522743.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYERISCHE MOTOREN WERKE AG                                                                                                   | BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0                             | CUSIP: D12096109<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     47883 | NS      | $4273753.05   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| PORSCHE AUTOMOBIL HOLDING SE                                                                                                  | PORSCHE AUTOMOBIL HLDG PRF PREFERENCE                                       | CUSIP: D6240C122<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |     17284 | NS      | $948024.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                                                                                                   | NOVARTIS AG REG COMMON STOCK CHF.5                                          | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    122351 | NS      | $11060747.41  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB LTD                                                                                                                       | ABB LTD REG COMMON STOCK CHF.12                                             | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     29520 | NS      | $895832.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLCIM AG                                                                                                                     | HOLCIM LTD COMMON STOCK CHF2.0                                              | CUSIP: H3816Q102<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     72351 | NS      | $3746461.77   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BALOISE HOLDING AG                                                                                                            | BALOISE HOLDING AG   REG COMMON STOCK CHF.1                                 | CUSIP: H04530202<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |      6063 | NS      | $935694.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANSKA AB                                                                                                                    | SKANSKA AB B SHS COMMON STOCK                                               | CUSIP: W83567110<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     40249 | NS      | $636433.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYERISCHE MOTOREN WERKE AG                                                                                                   | BAYERISCHE MOTOREN WERKE PRF PREFERENCE                                     | CUSIP: D12096125<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      9731 | NS      | $828636.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCOR SA                                                                                                                      | ACCOR SA COMMON STOCK EUR3.0                                                | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |      6035 | NS      | $150844.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE KPN NV                                                                                                            | KONINKLIJKE KPN NV COMMON STOCK EUR.04                                      | CUSIP: N4297B146<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    238229 | NS      | $736985.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM ERICSSON                                                                                               | ERICSSON LM B SHS COMMON STOCK SEK5.0                                       | CUSIP: W26049119<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     81944 | NS      | $478242.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                                                                                           | SOCIETE GENERALE SA COMMON STOCK EUR1.25                                    | CUSIP: F8591M517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     88773 | NS      | $2231234.26   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                                                                     | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1                                | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |     17812 | NS      | $8520248.31   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI SPA                                                                                                                       | ENI SPA COMMON STOCK                                                        | CUSIP: T3643A145<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    119068 | NS      | $1693384.14   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SWATCH GROUP AG/THE                                                                                                           | SWATCH GROUP AG/THE BR COMMON STOCK CHF2.25                                 | CUSIP: H83949141<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      1834 | NS      | $521648.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                                                                        | KONINKLIJKE PHILIPS NV COMMON STOCK EUR.2                                   | CUSIP: N7637U112<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     33065 | NS      | $495663.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AISIN CORP                                                                                                                    | AISIN CORP COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |     22500 | NS      | $605188.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SWATCH GROUP AG/THE                                                                                                           | SWATCH GROUP AG/THE REG COMMON STOCK CHF.45                                 | CUSIP: H83949133<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      6226 | NS      | $323470.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BILLERUD AB                                                                                                                   | BILLERUD AB COMMON STOCK SEK7.38                                            | CUSIP: W16021102<br>LEI: 549300YJUYJ9A24RXL71 | Long             | EC               | CORP              | SE        |     26684 | NS      | $325020.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                                            | CREDIT AGRICOLE SA COMMON STOCK EUR3.0                                      | CUSIP: F22797108<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     62747 | NS      | $660323.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                                                                | BNP PARIBAS COMMON STOCK EUR2.0                                             | CUSIP: F1058Q238<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     92085 | NS      | $5248977.19   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPS ALPINE CO LTD                                                                                                            | ALPS ALPINE CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900PWNU4ASLY9VI90       | Long             | EC               | CORP              | JP        |     27500 | NS      | $250819.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADA CO LTD                                                                                                                  | AMADA CO LTD COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |     37100 | NS      | $292299.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HANG LUNG PROPERTIES LTD                                                                                                      | HANG LUNG PROPERTIES LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |    239000 | NS      | $467255.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI KASEI CORP                                                                                                              | ASAHI KASEI CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |    145500 | NS      | $1043688.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF KYOTO LTD/THE                                                                                                         | BANK OF KYOTO LTD/THE COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300LRPVT8N6FNFC04       | Long             | EC               | CORP              | JP        |      8000 | NS      | $357208.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE DE SAINT-GOBAIN                                                                                                           | COMPAGNIE DE SAINT GOBAIN COMMON STOCK EUR4.0                               | CUSIP: F80343100<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     92022 | NS      | $4496748.83   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS LIFE HOLDING AG                                                                                                         | SWISS LIFE HOLDING AG REG COMMON STOCK CHF.1                                | CUSIP: H8404J162<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      4035 | NS      | $2080666.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA SPA/MILANO                                                                                                     | TELECOM ITALIA RSP COMMON STOCK                                             | CUSIP: T92778124<br>LEI: 549300W384M3RI3VXU42 | Long             | EP               | CORP              | IT        |    711381 | NS      | $158619.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GETINGE AB                                                                                                                    | GETINGE AB B SHS COMMON STOCK SEK.5                                         | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Long             | EC               | CORP              | SE        |      2464 | NS      | $51075.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                                                        | YARA INTERNATIONAL ASA COMMON STOCK NOK1.7                                  | CUSIP: R9900C106<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     14514 | NS      | $637935.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HEINEKEN NV                                                                                                                   | HEINEKEN NV COMMON STOCK EUR1.6                                             | CUSIP: N39427211<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      3239 | NS      | $304696.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                                                                     | SHELL PLC ADR ADR                                                           | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    437830 | NS      | $24934418.50  | 4.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SAPUTO INC                                                                                                                    | SAPUTO INC COMMON STOCK                                                     | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |      6138 | NS      | $151954.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                                             | SUNCOR ENERGY INC COMMON STOCK                                              | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     41675 | NS      | $1322347.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                                             | SUNCOR ENERGY INC COMMON STOCK                                              | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |    109045 | NS      | $3458997.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TECK RESOURCES LTD                                                                                                            | TECK RESOURCES LTD CLS B COMMON STOCK                                       | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     84647 | NS      | $3201349.54   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICAL INDUSTRIES LTD                                                                                            | TEVA PHARMACEUTICAL SP ADR ADR                                              | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     47581 | NS      | $433938.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP                                                                                                           | TOURMALINE OIL CORP COMMON STOCK                                            | CUSIP: 89156V106<br>LEI: 549300EWGW5PUCV5A109 | Long             | EC               | CORP              | CA        |     11322 | NS      | $571284.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW WORLD DEVELOPMENT CO LTD                                                                                                  | NEW WORLD DEVELOPMENT COMMON STOCK                                          | CUSIP: Y6266R109<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |    231859 | NS      | $653504.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                                                                       | BASF SE COMMON STOCK NPV                                                    | CUSIP: D06216317<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     75282 | NS      | $3738365.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE AG                                                                                                                   | SWISS RE AG COMMON STOCK CHF.1                                              | CUSIP: H8431B109<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |     23316 | NS      | $2180682.07   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMERSET GROUP HOLDINGS LTD                                                                                                  | SUMMERSET GROUP HOLDINGS LTD COMMON STOCK                                   | CUSIP: Q8794G109<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     14300 | NS      | $80349.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION MINING LTD                                                                                                          | EVOLUTION MINING LTD COMMON STOCK                                           | CUSIP: Q3647R147<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |    217587 | NS      | $441469.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM BM                                                                                                              | BANK HAPOALIM BM COMMON STOCK ILS1.                                         | CUSIP: M1586M115<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     96782 | NS      | $873353.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                                                                                          | WESTPAC BANKING CORP COMMON STOCK                                           | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |    340274 | NS      | $5409625.25   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVONIK INDUSTRIES AG                                                                                                          | EVONIK INDUSTRIES AG COMMON STOCK                                           | CUSIP: D2R90Y117<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     12943 | NS      | $248486.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                                                                                                | COMMERZBANK AG COMMON STOCK                                                 | CUSIP: D172W1279<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |    168835 | NS      | $1596924.45   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Z HOLDINGS CORP                                                                                                               | Z HOLDINGS CORP COMMON STOCK                                                | CUSIP: J9894K105<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     67600 | NS      | $171008.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE METALS GROUP LTD                                                                                                    | FORTESCUE METALS GROUP LTD COMMON STOCK                                     | CUSIP: Q39360104<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     17284 | NS      | $241357.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACH ENERGY LTD                                                                                                              | BEACH ENERGY LTD COMMON STOCK                                               | CUSIP: N/A<br>LEI: 8Q9PJD25OKTQT5FHUF40       | Long             | EC               | CORP              | AU        |    184392 | NS      | $200241.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BENDIGO & ADELAIDE BANK LTD                                                                                                   | BENDIGO AND ADELAIDE BANK COMMON STOCK                                      | CUSIP: Q1458B102<br>LEI: 549300Y9URD6W70K0360 | Long             | EC               | CORP              | AU        |     20967 | NS      | $140041.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYU FUDOSAN HOLDINGS CORP                                                                                                   | TOKYU FUDOSAN HOLDINGS CORP COMMON STOCK                                    | CUSIP: J88764105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    132300 | NS      | $633072.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE FINANCIERE RICHEMONT SA                                                                                                   | CIE FINANCIERE RICHEMO A REG COMMON STOCK CHF1.0                            | CUSIP: H25662182<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     42798 | NS      | $5549646.03   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROTHER INDUSTRIES LTD                                                                                                        | BROTHER INDUSTRIES LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 549300O5FACQ67KI6R92       | Long             | EC               | CORP              | JP        |     32400 | NS      | $495480.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EBOS GROUP LTD                                                                                                                | EBOS GROUP LTD COMMON STOCK                                                 | CUSIP: Q33853112<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     16635 | NS      | $463652.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA BOTTLERS JAPAN HOLDINGS INC                                                                                         | COCA COLA BOTTLERS JAPAN HOL COMMON STOCK                                   | CUSIP: J0815C108<br>LEI: 353800XN1G90665VTQ16 | Long             | EC               | CORP              | JP        |     13975 | NS      | $153017.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON MARKETING JAPAN INC                                                                                                     | CANON MARKETING JAPAN INC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900WMTZBIIROD5K97       | Long             | EC               | CORP              | JP        |     12000 | NS      | $273300.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIBA BANK LTD/THE                                                                                                            | CHIBA BANK LTD/THE COMMON STOCK                                             | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |     79000 | NS      | $579076.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY DEVELOPMENTS LTD                                                                                                         | CITY DEVELOPMENTS LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 254900BPLPJS0RJ72373       | Long             | EC               | CORP              | SG        |     58800 | NS      | $361299.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN ENERGY LTD                                                                                                             | ORIGIN ENERGY LTD COMMON STOCK                                              | CUSIP: Q71610101<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |    168307 | NS      | $884649.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LTD                                                                                                                 | RIO TINTO LTD COMMON STOCK                                                  | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     21996 | NS      | $1743353.79   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DAICEL CORP                                                                                                                   | DAICEL CORP COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 353800ZG4XF6D7NZGS72       | Long             | EC               | CORP              | JP        |     52000 | NS      | $378390.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO PHARMA CO LTD                                                                                                        | SUMITOMO PHARMA CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 529900D60UKVYLJ2OJ79       | Long             | EC               | CORP              | JP        |     19400 | NS      | $147672.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA HOUSE INDUSTRY CO LTD                                                                                                   | DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     34600 | NS      | $801199.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA SECURITIES GROUP INC                                                                                                    | DAIWA SECURITIES GROUP INC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |    214000 | NS      | $950640.05    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IIDA GROUP HOLDINGS CO LTD                                                                                                    | IIDA GROUP HOLDINGS CO LTD COMMON STOCK                                     | CUSIP: J23426109<br>LEI: 35380051BV8PV1I4S949 | Long             | EC               | CORP              | JP        |     36900 | NS      | $562609.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FRASERS PROPERTY LTD                                                                                                          | FRASERS PROPERTY LTD COMMON STOCK                                           | CUSIP: Y2620E108<br>LEI: 254900IDI7TIHU0J2Q58 | Long             | EC               | CORP              | SG        |     23300 | NS      | $16178.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOWA HOLDINGS CO LTD                                                                                                          | DOWA HOLDINGS CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 353800ZSQZKFE140A689       | Long             | EC               | CORP              | JP        |      9600 | NS      | $303565.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSELL LTD                                                                                                                    | ANSELL LTD COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 549300NEGJ5G23VCJM45       | Long             | EC               | CORP              | AU        |      2269 | NS      | $43626.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR CORP LTD                                                                                                                  | MTR CORP COMMON STOCK                                                       | CUSIP: Y6146T101<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |    126669 | NS      | $671039.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI HOLDINGS INC                                                                                                              | SBI HOLDINGS INC COMMON STOCK                                               | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |     20500 | NS      | $393161.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                                                                                            | VODAFONE GROUP PLC COMMON STOCK USD.2095238                                 | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   3758387 | NS      | $3827614.85   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                                                                  | UBS GROUP AG REG COMMON STOCK CHF.1                                         | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    343153 | NS      | $6385061.77   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DENKA CO LTD                                                                                                                  | DENKA CO LTD COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 353800Y94EKQEH8MVD43       | Long             | EC               | CORP              | JP        |     16200 | NS      | $373399.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                                            | MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK                                   | CUSIP: J44497105<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    206400 | NS      | $1398122.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FLETCHER BUILDING LTD                                                                                                         | FLETCHER BUILDING LTD COMMON STOCK                                          | CUSIP: Q3915B105<br>LEI: 549300UPHQTT2LG75045 | Long             | EC               | CORP              | NZ        |     87592 | NS      | $262489.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                                                                                                                   | SUBARU CORP COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     78600 | NS      | $1214275.37   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM HOLDINGS CORP                                                                                                        | FUJIFILM HOLDINGS CORP COMMON STOCK                                         | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      6200 | NS      | $312976.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIKURA LTD                                                                                                                  | FUJIKURA LTD COMMON STOCK                                                   | CUSIP: 635670003<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |     10500 | NS      | $80326.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OZ MINERALS LTD                                                                                                               | OZ MINERALS LTD COMMON STOCK                                                | CUSIP: Q7161P122<br>LEI: 529900O2VBT5CL7EZT27 | Long             | EC               | CORP              | AU        |     30495 | NS      | $579274.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HANG SENG BANK LTD                                                                                                            | HANG SENG BANK LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |     32600 | NS      | $542118.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HANKYU HANSHIN HOLDINGS INC                                                                                                   | HANKYU HANSHIN HOLDINGS INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     31900 | NS      | $952819.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HAREL INSURANCE INVESTMENTS & FINANCIAL SERVICES LTD                                                                          | HAREL INSURANCE INVESTMENTS COMMON STOCK ILS.1                              | CUSIP: M52635105<br>LEI: 213800BDNN3W11SXXD60 | Long             | EC               | CORP              | IL        |     13270 | NS      | $117067.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HASEKO CORP                                                                                                                   | HASEKO CORP COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 529900EH7TSG348O4045       | Long             | EC               | CORP              | JP        |     22300 | NS      | $250288.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HENDERSON LAND DEVELOPMENT CO LTD                                                                                             | HENDERSON LAND DEVELOPMENT COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |    133684 | NS      | $466710.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                                                                                     | FLUTTER ENTERTAINMENT PLC DI COMMON STOCK EUR.09                            | CUSIP: G3643J108<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |      3025 | NS      | $412883.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COSMO ENERGY HOLDINGS CO LTD                                                                                                  | COSMO ENERGY HOLDINGS CO LTD COMMON STOCK                                   | CUSIP: J08906109<br>LEI: 353800Y4GZ7KR5X7L150 | Long             | EC               | CORP              | JP        |     11900 | NS      | $316450.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RESONA HOLDINGS INC                                                                                                           | RESONA HOLDINGS INC COMMON STOCK                                            | CUSIP: J6448E106<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |    246400 | NS      | $1357790.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HINO MOTORS LTD                                                                                                               | HINO MOTORS LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 3538009ZU0PHKNHJM202       | Long             | EC               | CORP              | JP        |     37400 | NS      | $143341.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMETIC GROUP AB                                                                                                              | DOMETIC GROUP AB COMMON STOCK                                               | CUSIP: W2R936106<br>LEI: 549300STIPMK5VSA7Y59 | Long             | EC               | CORP              | SE        |     22074 | NS      | $142324.87    | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| CLEANAWAY WASTE MANAGEMENT LTD                                                                                                | CLEANAWAY WASTE MANAGEMENT L COMMON STOCK                                   | CUSIP: Q2506H109<br>LEI: 549300D5C72CV6CIBS66 | Long             | EC               | CORP              | AU        |    162966 | NS      | $291812.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI LTD                                                                                                                   | HITACHI LTD COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     10400 | NS      | $530222.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI CONSTRUCTION MACHINERY CO LTD                                                                                         | HITACHI CONSTRUCTION MACHINE COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Long             | EC               | CORP              | JP        |      8000 | NS      | $180371.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TRUST HOLDINGS INC                                                                                            | SUMITOMO MITSUI TRUST HOLDIN COMMON STOCK                                   | CUSIP: J7772M102<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     24900 | NS      | $870475.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HONGKONG LAND HOLDINGS LTD                                                                                                    | HONGKONG LAND HOLDINGS LTD COMMON STOCK USD.1                               | CUSIP: G4587L109<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |    101200 | NS      | $465520.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCORDIA FINANCIAL GROUP LTD                                                                                                 | CONCORDIA FINANCIAL GROUP LT COMMON STOCK                                   | CUSIP: J08613101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    111200 | NS      | $466016.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELORMITTAL SA                                                                                                              | ARCELORMITTAL COMMON STOCK                                                  | CUSIP: L0302D210<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      1708 | NS      | $44931.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO LTD                                                                                                            | HONDA MOTOR CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |    185900 | NS      | $4294794.27   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| HOUSE FOODS GROUP INC                                                                                                         | HOUSE FOODS GROUP INC COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2800 | NS      | $59268.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR WATER INC                                                                                                                 | AIR WATER INC COMMON STOCK                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11200 | NS      | $130996.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL DISCOUNT BANK LTD                                                                                                      | ISRAEL DISCOUNT BANK A COMMON STOCK ILS.1                                   | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    123630 | NS      | $649964.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ORICA LTD                                                                                                                     | ORICA LTD COMMON STOCK                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     35145 | NS      | $360362.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX HOLDINGS LTD/THE                                                                                                      | PHOENIX HOLDINGS LTD/THE COMMON STOCK ILS1.0                                | CUSIP: M7918D145<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     20373 | NS      | $217344.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOWNER EDI LTD                                                                                                                | DOWNER EDI LTD COMMON STOCK                                                 | CUSIP: Q32623151<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |     93253 | NS      | $235552.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI CORP                                                                                                                      | IHI CORP COMMON STOCK                                                       | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |      6000 | NS      | $175784.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ISUZU MOTORS LTD                                                                                                              | ISUZU MOTORS LTD COMMON STOCK                                               | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |     67000 | NS      | $789766.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORP                                                                                                                   | ITOCHU CORP COMMON STOCK                                                    | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     18000 | NS      | $568637.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IWATANI CORP                                                                                                                  | IWATANI CORP COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 353800TSKIDNENNV2L96       | Long             | EC               | CORP              | JP        |      4900 | NS      | $216176.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON SHOKUBAI CO LTD                                                                                                        | NIPPON SHOKUBAI CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4600 | NS      | $185065.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KAJIMA CORP                                                                                                                   | KAJIMA CORP COMMON STOCK                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     54000 | NS      | $632002.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMIGUMI CO LTD                                                                                                               | KAMIGUMI CO LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15700 | NS      | $321440.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KANEKA CORP                                                                                                                   | KANEKA CORP COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 529900FWWCF6RY313R16       | Long             | EC               | CORP              | JP        |     16000 | NS      | $401097.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| K'S HOLDINGS CORP                                                                                                             | K S HOLDINGS CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 3538003LJ09YLR6NHG27       | Long             | EC               | CORP              | JP        |     32000 | NS      | $275038.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSITY AB                                                                                                                     | ESSITY AKTIEBOLAG B COMMON STOCK SEK3.35                                    | CUSIP: W3R06F100<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      3803 | NS      | $99604.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                                                                                                                     | ALCON INC COMMON STOCK CHF.04                                               | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     30384 | NS      | $2076094.87   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KAWASAKI HEAVY INDUSTRIES LTD                                                                                                 | KAWASAKI HEAVY INDUSTRIES COMMON STOCK                                      | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |     32800 | NS      | $772264.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMATSU LTD                                                                                                                   | KOMATSU LTD COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |     64600 | NS      | $1415647.67   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JTEKT CORP                                                                                                                    | JTEKT CORP COMMON STOCK                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     43200 | NS      | $305797.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MIGDAL INSURANCE & FINANCIAL HOLDINGS LTD                                                                                     | MIGDAL INSURANCE + FINANCIAL COMMON STOCK ILS.01                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     22264 | NS      | $25398.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUESCOPE STEEL LTD                                                                                                           | BLUESCOPE STEEL LTD COMMON STOCK                                            | CUSIP: Q1415L177<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |    163249 | NS      | $1871734.07   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG HOLDINGS LTD                                                                                                    | BOC HONG KONG HOLDINGS LTD COMMON STOCK                                     | CUSIP: Y0920U103<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    285000 | NS      | $971244.45    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE PEET'S NV                                                                                                                 | JDE PEET S NV COMMON STOCK                                                  | CUSIP: N44664105<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      9259 | NS      | $267803.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS ENERGY AG                                                                                                             | SIEMENS ENERGY AG COMMON STOCK                                              | CUSIP: D6T47E106<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     13742 | NS      | $258530.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE HOLDINGS INC                                                                                                              | JFE HOLDINGS INC COMMON STOCK                                               | CUSIP: J2817M100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50400 | NS      | $589868.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOHGO SECURITY SERVICES CO LTD                                                                                                | SOHGO SECURITY SERVICES CO COMMON STOCK                                     | CUSIP: J7607Z104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $65742.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                                                                          | ENDEAVOUR MINING PLC COMMON STOCK USD.01                                    | CUSIP: G3042J105<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     15498 | NS      | $331707.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                                                                                  | DNB BANK ASA COMMON STOCK NOK12.5                                           | CUSIP: R1R15X100<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     96212 | NS      | $1909646.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NOKIA OYJ                                                                                                                     | NOKIA CORP SPON ADR ADR NPV                                                 | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    338897 | NS      | $1572482.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLEY LTD                                                                                                                    | WORLEY LTD COMMON STOCK                                                     | CUSIP: Q9858A103<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |     30039 | NS      | $306780.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                                           | SUMITOMO MITSUI FINANCIAL GR COMMON STOCK                                   | CUSIP: J7771X109<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     71100 | NS      | $2869137.46   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUBENI CORP                                                                                                                 | MARUBENI CORP COMMON STOCK                                                  | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |    109400 | NS      | $1262884.79   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INFRONEER HOLDINGS INC                                                                                                        | INFRONEER HOLDINGS INC COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     12800 | NS      | $97628.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VITESCO TECHNOLOGIES GROUP AG                                                                                                 | VITESCO TECHNOLOGIES GROUP A COMMON STOCK                                   | CUSIP: D8T4KW107<br>LEI: 529900CCDMZ7UCYYS252 | Long             | EC               | CORP              | DE        |       911 | NS      | $52903.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCORP GROUP LTD                                                                                                             | SUNCORP GROUP LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |    186999 | NS      | $1532912.27   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                                                    | MIZUHO FINANCIAL GROUP INC COMMON STOCK                                     | CUSIP: J4599L102<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |    107740 | NS      | $1523662.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SOJITZ CORP                                                                                                                   | SOJITZ CORP COMMON STOCK                                                    | CUSIP: J7608R119<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |     35820 | NS      | $685885.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CORP                                                                                                               | MITSUBISHI CORP COMMON STOCK                                                | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |    105400 | NS      | $3439715.03   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIMLER TRUCK HOLDING AG                                                                                                      | DAIMLER TRUCK HOLDING AG COMMON STOCK                                       | CUSIP: D1T3RZ100<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     61594 | NS      | $1908438.39   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLIDEN AB                                                                                                                    | BOLIDEN AB COMMON STOCK SEK2.11                                             | CUSIP: W17218194<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     52582 | NS      | $1971538.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI LOGISTICS CORP                                                                                                     | MITSUBISHI LOGISTICS CORP COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900GJKGNRLQBJUH32       | Long             | EC               | CORP              | JP        |      2500 | NS      | $57718.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI GAS CHEMICAL CO INC                                                                                                | MITSUBISHI GAS CHEMICAL CO COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900G5O4J27ZPLJJ89       | Long             | EC               | CORP              | JP        |     36300 | NS      | $504228.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                                                                                                      | MITSUBISHI ELECTRIC CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |    129700 | NS      | $1298087.09   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD                                                                                               | MITSUBISHI HEAVY INDUSTRIES COMMON STOCK                                    | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |     39200 | NS      | $1563340.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                                                                                     | WOODSIDE ENERGY GROUP LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |    151540 | NS      | $3656558.49   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIZUOKA FINANCIAL GROUP INC                                                                                                  | SHIZUOKA FINANCIAL GROUP INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     58000 | NS      | $466245.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI MATERIALS CORP                                                                                                     | MITSUBISHI MATERIALS CORP COMMON STOCK                                      | CUSIP: N/A<br>LEI: 35380076QOBOSOUBRT89       | Long             | EC               | CORP              | JP        |     21600 | NS      | $342992.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI CHEMICALS INC                                                                                                          | MITSUI CHEMICALS INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |     47200 | NS      | $1069948.19   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                                                                                                         | MITSUI FUDOSAN CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     54100 | NS      | $996340.29    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI MOTORS CORP                                                                                                        | MITSUBISHI MOTORS CORP COMMON STOCK                                         | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               | CORP              | JP        |     41900 | NS      | $162823.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR SA                                                                                            | MILLICOM INTL CELLULAR SDR SDR USD1.5                                       | CUSIP: L6388F128<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |     14863 | NS      | $188229.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J SAINSBURY PLC                                                                                                               | SAINSBURY (J) PLC COMMON STOCK GBP.285714                                   | CUSIP: G77732173<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    422622 | NS      | $1112292.23   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIKO EPSON CORP                                                                                                              | SEIKO EPSON CORP COMMON STOCK                                               | CUSIP: J7030F105<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     29400 | NS      | $431456.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK INSULATORS LTD                                                                                                            | NGK INSULATORS LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |     22300 | NS      | $285121.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER ASA                                                                                                                      | AKER ASA A SHARES COMMON STOCK NOK28.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      2155 | NS      | $158268.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XINYI GLASS HOLDINGS LTD                                                                                                      | XINYI GLASS HOLDINGS LTD COMMON STOCK HKD.1                                 | CUSIP: N/A<br>LEI: 52990082YXVVZFK1QJ17       | Long             | EC               | CORP              | KY        |     23000 | NS      | $42844.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK SPARK PLUG CO LTD                                                                                                         | NGK SPARK PLUG CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |     10600 | NS      | $196993.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS PRIME SITE AG                                                                                                           | SWISS PRIME SITE REG COMMON STOCK CHF2.0                                    | CUSIP: H8403W107<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      1574 | NS      | $136436.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                                                                      | ENGIE COMMON STOCK EUR1.0                                                   | CUSIP: F7629A107<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    170127 | NS      | $2438120.29   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSTOM SA                                                                                                                     | ALSTOM COMMON STOCK EUR7.0                                                  | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |      7849 | NS      | $191732.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORP LTD                                                                                              | OVERSEA CHINESE BANKING CORP COMMON STOCK                                   | CUSIP: Y64248209<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     83749 | NS      | $761581.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE DSM NV                                                                                                            | KONINKLIJKE DSM NV COMMON STOCK EUR1.5                                      | CUSIP: N5017D122<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |     15922 | NS      | $1948094.55   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                                                                                                | MITSUBISHI CHEMICAL GROUP CO COMMON STOCK                                   | CUSIP: J44046100<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |    185800 | NS      | $969348.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TSURUHA HOLDINGS INC                                                                                                          | TSURUHA HOLDINGS INC COMMON STOCK                                           | CUSIP: J9348C105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $77720.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                                                      | EDF COMMON STOCK EUR.5                                                      | CUSIP: F2940H113<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EC               | CORP              | FR        |     76035 | NS      | $976699.53    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKEMA SA                                                                                                                     | ARKEMA COMMON STOCK EUR10.0                                                 | CUSIP: F0392W125<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |     12548 | NS      | $1126676.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORP                                                                                                                    | INPEX CORP COMMON STOCK                                                     | CUSIP: J2467E101<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |    144500 | NS      | $1537046.63   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NORSK HYDRO ASA                                                                                                               | NORSK HYDRO ASA COMMON STOCK NOK1.098                                       | CUSIP: R61115102<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    156773 | NS      | $1173301.11   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                                                                                                    | EIFFAGE COMMON STOCK EUR4.0                                                 | CUSIP: F2924U106<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |     10100 | NS      | $993796.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTEVOLL SEAFOOD ASA                                                                                                         | AUSTEVOLL SEAFOOD ASA COMMON STOCK NOK.5                                    | CUSIP: R0814U100<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |      4118 | NS      | $37179.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                                                                                       | SSAB AB A SHARES COMMON STOCK                                               | CUSIP: W8615U124<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     29362 | NS      | $160220.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                                                                                       | SSAB AB   B SHARES COMMON STOCK                                             | CUSIP: W8615U108<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     84454 | NS      | $438665.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WILMAR INTERNATIONAL LTD                                                                                                      | WILMAR INTERNATIONAL LTD COMMON STOCK                                       | CUSIP: Y9586L109<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    273400 | NS      | $851185.61    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA REAL ESTATE HOLDINGS INC                                                                                               | NOMURA REAL ESTATE HOLDINGS COMMON STOCK                                    | CUSIP: J5893B104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23700 | NS      | $511056.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEMITSU KOSAN CO LTD                                                                                                         | IDEMITSU KOSAN CO LTD COMMON STOCK                                          | CUSIP: J2388K103<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     29400 | NS      | $687732.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GALP ENERGIA SGPS SA                                                                                                          | GALP ENERGIA SGPS SA COMMON STOCK EUR1.                                     | CUSIP: X3078L108<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     16108 | NS      | $217431.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUBE HOLDINGS LTD                                                                                                             | QUBE HOLDINGS LTD COMMON STOCK                                              | CUSIP: Q7834B112<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |     60569 | NS      | $115879.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                                                                                                      | VOLVO AB A SHS COMMON STOCK SEK1.26                                         | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     17414 | NS      | $330595.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                                                                                                      | VOLVO AB B SHS COMMON STOCK SEK1.26                                         | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    104968 | NS      | $1895989.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FUKUOKA FINANCIAL GROUP INC                                                                                                   | FUKUOKA FINANCIAL GROUP INC COMMON STOCK                                    | CUSIP: J17129107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18000 | NS      | $412145.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REXEL SA                                                                                                                      | REXEL SA COMMON STOCK EUR5.0                                                | CUSIP: F7782J366<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |     15388 | NS      | $303745.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KEPPEL CORP LTD                                                                                                               | KEPPEL CORP LTD COMMON STOCK                                                | CUSIP: Y4722Z120<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |    311700 | NS      | $1689519.19   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA CELLULOSA AB SCA                                                                                                      | SVENSKA CELLULOSA AB A SHS COMMON STOCK SEK3.33                             | CUSIP: W21376137<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |       244 | NS      | $3119.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA CELLULOSA AB SCA                                                                                                      | SVENSKA CELLULOSA AB SCA B COMMON STOCK NPV                                 | CUSIP: W90152120<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     33674 | NS      | $425812.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                                                                                       | DSV A/S COMMON STOCK DKK1.0                                                 | CUSIP: K31864117<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |     16777 | NS      | $2648122.95   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                                                                                                      | VINCI SA COMMON STOCK EUR2.5                                                | CUSIP: F5879X108<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      2407 | NS      | $240368.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITEHAVEN COAL LTD                                                                                                           | WHITEHAVEN COAL LTD COMMON STOCK                                            | CUSIP: Q97664108<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |    121581 | NS      | $779772.91    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN PLC                                                                                                            | ANGLO AMERICAN PLC COMMON STOCK USD.54945                                   | CUSIP: G03764134<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     74919 | NS      | $2931405.91   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| J FRONT RETAILING CO LTD                                                                                                      | J FRONT RETAILING CO LTD COMMON STOCK                                       | CUSIP: J28711109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35100 | NS      | $321206.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                                                                                  | CAIXABANK SA COMMON STOCK EUR1.0                                            | CUSIP: E2427M123<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    120960 | NS      | $475456.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD INSURANCE GROUP HOLDINGS INC                                                                                            | MS+AD INSURANCE GROUP HOLDIN COMMON STOCK                                   | CUSIP: J4687C105<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     24728 | NS      | $795878.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP RENOVAVEIS SA                                                                                                             | EDP RENOVAVEIS SA COMMON STOCK EUR5.                                        | CUSIP: E3847K101<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |     27349 | NS      | $602494.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAREBANK 1 SR-BANK ASA                                                                                                       | SPAREBANK 1 SR BANK ASA COMMON STOCK NOK25.0                                | CUSIP: R8170W115<br>LEI: 549300Q3OIWRHQUQM052 | Long             | EC               | CORP              | NO        |     18440 | NS      | $227187.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PANDORA A/S                                                                                                                   | PANDORA A/S COMMON STOCK DKK.01                                             | CUSIP: K7681L102<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       771 | NS      | $54172.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JULIUS BAER GROUP LTD                                                                                                         | JULIUS BAER GROUP LTD COMMON STOCK CHF.02                                   | CUSIP: H4414N103<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     38000 | NS      | $2213464.55   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                                                                                                  | GLENCORE PLC COMMON STOCK USD.01                                            | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |   1128556 | NS      | $7536768.21   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WALLENIUS WILHELMSEN ASA                                                                                                      | WALLENIUS WILHELMSEN ASA COMMON STOCK NOK.52                                | CUSIP: R9883B109<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |     13553 | NS      | $134260.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHR HANSEN HOLDING A/S                                                                                                        | CHR HANSEN HOLDING A/S COMMON STOCK DKK10.                                  | CUSIP: K1830B107<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |      7475 | NS      | $537694.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA HOLDINGS CO LTD                                                                                                        | OTSUKA HOLDINGS CO LTD COMMON STOCK                                         | CUSIP: J63117105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13300 | NS      | $436273.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DAI-ICHI LIFE HOLDINGS INC                                                                                                    | DAI ICHI LIFE HOLDINGS INC COMMON STOCK                                     | CUSIP: J09748112<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     74000 | NS      | $1688174.34   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY WINE ESTATES LTD                                                                                                     | TREASURY WINE ESTATES LTD COMMON STOCK                                      | CUSIP: Q9194S107<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |     13295 | NS      | $123196.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS HOLDINGS INC                                                                                                            | ENEOS HOLDINGS INC COMMON STOCK                                             | CUSIP: J29699105<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |    470600 | NS      | $1606437.06   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMPO HOLDINGS INC                                                                                                            | SOMPO HOLDINGS INC COMMON STOCK                                             | CUSIP: J7621A101<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     33043 | NS      | $1475403.69   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA DEUTSCHLAND HOLDING AG                                                                                             | TELEFONICA DEUTSCHLAND HOLDI COMMON STOCK                                   | CUSIP: D8T9CK101<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |    207880 | NS      | $512475.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGEAS SA/NV                                                                                                                   | AGEAS COMMON STOCK                                                          | CUSIP: B0148L138<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     21755 | NS      | $964573.58    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AURIZON HOLDINGS LTD                                                                                                          | AURIZON HOLDINGS LTD COMMON STOCK                                           | CUSIP: Q0695Q104<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |    247637 | NS      | $628891.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TALANX AG                                                                                                                     | TALANX AG COMMON STOCK                                                      | CUSIP: D82827110<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |     12026 | NS      | $570541.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                                                                                                 | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK EUR.01                            | CUSIP: N0074E105<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |    197453 | NS      | $5672995.36   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                                                                     | BANK OF IRELAND GROUP PLC COMMON STOCK EUR1.0                               | CUSIP: G0756R109<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     56367 | NS      | $537008.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                                                                                            | COCA COLA EUROPACIFIC PARTNE COMMON STOCK EUR.01                            | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     11100 | NS      | $611328.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                                                                                                                        | OCI NV COMMON STOCK EUR.02                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      3580 | NS      | $128072.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR NEDERLAND NV                                                                                                              | ASR NEDERLAND NV COMMON STOCK EUR.16                                        | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |      2953 | NS      | $140192.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLMEN AB                                                                                                                     | HOLMEN AB B SHARES COMMON STOCK SEK25.0                                     | CUSIP: W4R00P201<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |     11612 | NS      | $460591.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                                                                                                 | AIB GROUP PLC COMMON STOCK EUR.625                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     31002 | NS      | $120000.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP                                                                                                               | NORDEA BANK ABP COMMON STOCK EUR1.0                                         | CUSIP: X5S8VL105<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    224183 | NS      | $2406965.08   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ELKEM ASA                                                                                                                     | ELKEM ASA COMMON STOCK NOK5.0                                               | CUSIP: R2R86R113<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |     36022 | NS      | $129427.40    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| NINE ENTERTAINMENT CO HOLDINGS LTD                                                                                            | NINE ENTERTAINMENT CO HOLDIN COMMON STOCK                                   | CUSIP: Q6813N105<br>LEI: 254900UEM9Q6QD2DSE29 | Long             | EC               | CORP              | AU        |    178284 | NS      | $223347.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX GROUP HOLDINGS PLC                                                                                                    | PHOENIX GROUP HOLDINGS PLC COMMON STOCK GBP.1                               | CUSIP: G7S8MZ109<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     42251 | NS      | $310868.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEBUKI FINANCIAL GROUP INC                                                                                                    | MEBUKI FINANCIAL GROUP INC COMMON STOCK                                     | CUSIP: J4248A101<br>LEI: 353800K1RXV3E3JAE812 | Long             | EC               | CORP              | JP        |     83070 | NS      | $211409.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESR GROUP LTD                                                                                                                 | ESR GROUP LTD COMMON STOCK USD.001                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     28600 | NS      | $60018.06     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| AKZO NOBEL NV                                                                                                                 | AKZO NOBEL N.V. COMMON STOCK EUR.5                                          | CUSIP: N01803308<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |     20561 | NS      | $1376915.07   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                                                                                                     | PROSUS NV COMMON STOCK EUR.05                                               | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      1797 | NS      | $123975.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUCKLAND INTERNATIONAL AIRPORT LTD                                                                                            | AUCKLAND INTL AIRPORT LTD COMMON STOCK                                      | CUSIP: Q06213146<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |    143857 | NS      | $713324.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                                                                                                     | TESCO PLC COMMON STOCK GBP.0633333                                          | CUSIP: G8T67X102<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    620638 | NS      | $1682218.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKELEY GROUP HOLDINGS PLC                                                                                                   | BERKELEY GROUP HOLDINGS/THE COMMON STOCK GBP.05414                          | CUSIP: G1191G138<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |       878 | NS      | $40048.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LTD                                                                                                                  | WH GROUP LTD COMMON STOCK USD.0001                                          | CUSIP: G96007102<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   1342459 | NS      | $780834.40    | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                                                                             | NATWEST GROUP PLC COMMON STOCK GBP1.0769                                    | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     98002 | NS      | $314207.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPOL LTD                                                                                                                     | AMPOL LTD COMMON STOCK                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     12195 | NS      | $234807.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS NV                                                                                                                 | STELLANTIS NV COMMON STOCK EUR.01                                           | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    191757 | NS      | $2722650.66   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LOOMIS AB                                                                                                                     | LOOMIS AB COMMON STOCK SEK5.0                                               | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               | CORP              | SE        |      8247 | NS      | $226035.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VESTAS WIND SYSTEMS A/S                                                                                                       | VESTAS WIND SYSTEMS A/S COMMON STOCK DKK.2                                  | CUSIP: K9773J201<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     84743 | NS      | $2465388.42   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                                           | WORLDLINE SA COMMON STOCK EUR.68                                            | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | EC               | CORP              | FR        |      3145 | NS      | $122980.57    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| NN GROUP NV                                                                                                                   | NN GROUP NV COMMON STOCK EUR.12                                             | CUSIP: N64038107<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     35104 | NS      | $1433940.57   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCELLERON INDUSTRIES AG                                                                                                      | ACCELLERON INDUSTRIES AG COMMON STOCK CHF.01                                | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |      1476 | NS      | $30560.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MELROSE INDUSTRIES PLC                                                                                                        | MELROSE INDUSTRIES PLC COMMON STOCK GBP.07619048                            | CUSIP: G5973J202<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |    316251 | NS      | $514236.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA                                                                                  | MICHELIN (CGDE) COMMON STOCK EUR.5                                          | CUSIP: F61824870<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    119912 | NS      | $3335427.83   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIVA PLC                                                                                                                     | AVIVA PLC COMMON STOCK GBP.3289474                                          | CUSIP: G0683Q158<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    449065 | NS      | $2403948.70   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROAPI SA                                                                                                                    | EUROAPI SASU COMMON STOCK                                                   | CUSIP: F33077102<br>LEI: 9695002FT7GGI3CKKJ14 | Long             | EC               | CORP              | FR        |      1502 | NS      | $22268.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                                                                                                        | ANZ GROUP HOLDINGS LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    367220 | NS      | $5915515.49   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                                                                                     | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0                               | CUSIP: G21765105<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |    336624 | NS      | $2020490.09   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH32 LTD                                                                                                                   | SOUTH32 LTD COMMON STOCK                                                    | CUSIP: Q86668102<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    637438 | NS      | $1735999.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYG A/S                                                                                                                      | TRYG A/S COMMON STOCK DKK5.0                                                | CUSIP: K9640A110<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |     15313 | NS      | $364485.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                                                                      | SVENSKA HANDELSBANKEN A SHS COMMON STOCK SEK1.55                            | CUSIP: W9112U104<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     66999 | NS      | $674815.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECT LINE INSURANCE GROUP PLC                                                                                               | DIRECT LINE INSURANCE GROUP COMMON STOCK GBP.1090909                        | CUSIP: G2871V114<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |     46142 | NS      | $123448.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                                                                                 | UNICREDIT SPA COMMON STOCK NPV                                              | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    163283 | NS      | $2319762.51   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VIVA ENERGY GROUP LTD                                                                                                         | VIVA ENERGY GROUP LTD COMMON STOCK                                          | CUSIP: Q9478L109<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    120061 | NS      | $223159.89    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ABN AMRO BANK NV                                                                                                              | ABN AMRO BANK NV CVA DUTCH CERT EUR1.0                                      | CUSIP: N0162C102<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     42957 | NS      | $594334.14    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** SA FUNDS INVESTMENT TRUST

**Signature:** Marcy Tsagarakis

**Name of Signer:** Marcy Tsagarakis

**Title:** SA Funds - Investment Trust, Secretary